0001752724-20-009238.txt : 20200123
0001752724-20-009238.hdr.sgml : 20200123
20200123132526
ACCESSION NUMBER: 0001752724-20-009238
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191130
FILED AS OF DATE: 20200123
PERIOD START: 20191130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS CHARTER INCOME TRUST
CENTRAL INDEX KEY: 0000851170
IRS NUMBER: 043055815
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05822
FILM NUMBER: 20541388
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS PRINCIPAL INCOME TRUST
DATE OF NAME CHANGE: 19890906
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000851170
XXXXXXXX
MFS CHARTER INCOME TRUST
811-05822
0000851170
1LFFWFMKO22SVR346G33
111 HUNTINGTON AVENUE
24TH FLOOR
BOSTON
02199
617-954-5000
MFS CHARTER INCOME TRUST
1LFFWFMKO22SVR346G33
2019-11-30
2019-11-30
N
509637437.28
106278558.42
403358878.86
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100000000.00000000
0.00000000
0.00000000
0.00000000
2794327.60000000
0.00000000
0.00000000
189045.15000000
USD
GBP
IDR
JPY
CAD
EUR
N
AI Candelaria Spain SLU
N/A
AI Candelaria Spain SLU
001355AA4
1232000.00000000
PA
USD
1353660.00000000
0.335596926445
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2E4
300000.00000000
PA
USD
322846.10000000
0.080039418225
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAA3
1705000.00000000
PA
USD
1798775.00000000
0.445949028092
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
CCM Merger Inc
549300P77RSBKKFME089
CCM Merger Inc
14985VAD3
715000.00000000
PA
USD
729300.00000000
0.180806730240
Long
DBT
CORP
US
Y
2
2022-03-15
Fixed
6.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
115000.00000000
PA
USD
119952.06000000
0.029738296660
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
000000000
126000.00000000
PA
166995.55000000
0.041401233182
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6U1
2175000.00000000
PA
USD
2236989.04000000
0.554590256280
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
N/A
Digicel International Finance Ltd / Digicel Holdings Bermuda Ltd
25381VAA5
400000.00000000
PA
USD
381668.00000000
0.094622436743
Long
DBT
CORP
LC
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
980000.00000000
PA
USD
1036350.00000000
0.256930008068
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
460000.00000000
PA
USD
456550.00000000
0.113187046059
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAS0
374000.00000000
PA
USD
424994.90000000
0.105363963029
Long
DBT
CORP
NL
N
2
2041-01-27
Fixed
6.75000000
N
N
N
N
N
N
MOTION BONDCO DAC SR SECURED 144A
635400KFD3IETNQLA755
MOTION BONDCO DAC SR SECURED 144A 11/27 4.5
000000000
200000.00000000
PA
226970.73000000
0.056270170782
Long
DBT
CORP
IE
Y
2
2027-11-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAE3
2000000.00000000
PA
USD
2066394.00000000
0.512296644080
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
3.04000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
159000.00000000
PA
USD
161019.30000000
0.039919612146
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
600000.00000000
PA
USD
706536.00000000
0.175163120741
Long
DBT
NUSS
RU
Y
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
510000.00000000
PA
643951.10000000
0.159647186103
Long
DBT
CORP
DE
N
2
2037-06-15
Fixed
1.13000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-213.32000000
-0.00005288590
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
99592.00000000
EUR
109591.63000000
USD
2019-12-13
-213.32000000
N
N
N
RHP Hotel Properties LP / RHP Finance Corp
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AD7
835000.00000000
PA
USD
853787.50000000
0.211669444940
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
Octagon Investment Partners XVII Ltd
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBL2
1050000.00000000
PA
USD
1028217.75000000
0.254913875431
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-25
Floating
3.34000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2019-B10 Mortgage Trust
08162VAE8
909508.00000000
PA
USD
995762.83000000
0.246867710663
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.72000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-53.53000000
-0.00001327106
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99320.00000000
EUR
109451.53000000
USD
2019-12-13
-53.53000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
22404.46000000
0.005554472995
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
205988000.00000000
JPY
1906117.33000000
USD
2019-12-13
22404.46000000
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
650000.00000000
PA
USD
688220.00000000
0.170622251317
Long
DBT
CORP
GB
Y
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
LA MONDIALE
969500L0T16HX3R78P61
La Mondiale SAM
000000000
100000.00000000
PA
114438.42000000
0.028371365054
Long
DBT
CORP
FR
N
2
2029-04-24
Variable
4.38000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
15000.00000000
PA
24653.45000000
0.006112038507
Long
DBT
NUSS
PT
N
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-116419.82000000
-0.02886259014
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
32804563.05000000
SEK
3311217.52000000
USD
2019-12-13
-116419.82000000
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAC4
910000.00000000
PA
USD
1012375.00000000
0.250986169651
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
22962.47000000
0.005692813820
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
216888000.00000000
INR
3030643.47000000
USD
2020-01-30
22962.47000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
600000.00000000
PA
USD
622725.43000000
0.154384956582
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Parsley Energy LLC / Parsley Finance Corp
549300DMRA8DSL66G562
Parsley Energy LLC / Parsley Finance Corp
701885AH8
525000.00000000
PA
USD
542718.75000000
0.134549845917
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
HD Supply Inc
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
960000.00000000
PA
USD
1017600.00000000
0.252281542153
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.38000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAJ2
313000.00000000
PA
USD
340525.22000000
0.084422393517
Long
DBT
NUSS
NG
Y
2
2025-11-21
Fixed
7.63000000
N
N
N
N
N
N
Videotron Ltd
549300BBCGA0CYX8IL74
Videotron Ltd
92660FAK0
1735000.00000000
PA
USD
1842318.43000000
0.456744236102
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
100000.00000000
PA
107941.55000000
0.026760672854
Long
DBT
CORP
LU
N
2
2027-11-04
Fixed
0.88000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
733.63000000
0.000181880215
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
99826.00000000
EUR
110796.58000000
USD
2019-12-13
733.63000000
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
1007000.00000000
PA
USD
1106491.60000000
0.274319386033
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
200000.00000000
PA
USD
219119.61000000
0.054323735384
Long
DBT
CORP
IT
Y
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
989000.00000000
PA
USD
1168998.00000000
0.289815859093
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
103000.00000000
PA
USD
103476.38000000
0.025653676024
Long
LON
CORP
US
N
2
2025-04-16
None
0.00000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
800000.00000000
PA
1055139.79000000
0.261588338648
Long
DBT
NUSS
PT
N
2
2034-04-18
Fixed
2.25000000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
1358000.00000000
PA
USD
1317260.00000000
0.326572704615
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13.82000000
-0.00000342622
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
182000.00000000
EUR
200649.90000000
USD
2019-12-13
-13.82000000
N
N
N
Hadrian Merger Sub Inc
N/A
Hadrian Merger Sub Inc
42239PAA7
465000.00000000
PA
USD
463514.33000000
0.114913630092
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
100000.00000000
PA
138380.22000000
0.034306972587
Long
DBT
CORP
IT
N
2
2022-01-28
Fixed
5.25000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
175000.00000000
PA
USD
180250.00000000
0.044687252332
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
140000.00000000
PA
160560.86000000
0.039805956535
Long
DBT
CORP
DE
N
2
2025-11-29
Fixed
1.25000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BG6
231000.00000000
PA
USD
235382.19000000
0.058355524654
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.63000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
670000.00000000
PA
USD
687574.10000000
0.170462120963
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9203.89000000
0.002281811677
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
910000.00000000
EUR
1012522.48000000
USD
2019-12-13
9203.89000000
N
N
N
Endo Finance LLC / Endo Finco Inc
N/A
Endo Finance LLC / Endo Finco Inc
29271LAE4
345000.00000000
PA
USD
215625.00000000
0.053457358025
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
5.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
269000.00000000
PA
USD
289419.75000000
0.071752418297
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137LAC9
43000.00000000
PA
USD
48799.88000000
0.012098377538
Long
DBT
CORP
US
Y
2
2029-01-25
Fixed
4.71000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
000000000
130000.00000000
PA
163934.99000000
0.040642464711
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
2.63000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
392000.00000000
PA
USD
390040.00000000
0.096698007764
Long
DBT
CORP
PE
Y
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
N/A
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
013093AD1
400000.00000000
PA
USD
408000.00000000
0.101150618316
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
Toll Brothers Finance Corp
88947EAR1
485000.00000000
PA
USD
526710.00000000
0.130580985718
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.88000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAE7
414000.00000000
PA
USD
426335.44000000
0.105696307269
Long
DBT
CORP
US
N
2
2023-01-29
Fixed
2.95000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2018 Term Loan B
78571YBB5
206000.00000000
PA
USD
206515.00000000
0.051198823386
Long
LON
CORP
US
N
2
2024-02-22
None
0.00000000
N
N
N
N
N
N
Republica Oriental Del Uruguay
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
500000.00000000
PA
USD
553500.00000000
0.137222713818
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
000000000
100000.00000000
PA
109864.85000000
0.027237493893
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.63000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
100000.00000000
PA
113721.15000000
0.028193540779
Long
DBT
CORP
AU
N
2
2025-03-05
Variable
1.25000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
1540000.00000000
PA
USD
1659350.00000000
0.411383035546
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
937000.00000000
PA
1094267.53000000
0.271288816820
Long
DBT
NUSS
DE
N
2
2028-08-15
Fixed
0.25000000
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
200000.00000000
PA
218906.44000000
0.054270886665
Long
DBT
CORP
AT
N
2
2030-06-10
Variable
1.00000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
100000.00000000
PA
108398.14000000
0.026873869816
Long
DBT
CORP
BE
N
2
2029-12-03
Variable
0.50000000
N
N
N
N
N
N
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
540000.00000000
PA
USD
541350.00000000
0.134210507905
Long
DBT
CORP
CA
Y
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
Star Energy Geothermal Wayang Windu Ltd
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
831680.00000000
PA
USD
876612.51000000
0.217328179926
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
000000000
100000.00000000
PA
110289.05000000
0.027342660786
Long
DBT
CORP
US
N
2
2028-12-03
Fixed
1.00000000
N
N
N
N
N
N
James Hardie International Finance DAC
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
730000.00000000
PA
USD
763762.50000000
0.189350610592
Long
DBT
CORP
IE
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5524.04000000
0.001369509954
N/A
DFE
GB
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1217026.05000000
USD
944973.04000000
GBP
2019-12-13
5524.04000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
516000.00000000
PA
USD
485279.42000000
0.120309591639
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-17132.23000000
-0.00424739131
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2001942.47000000
USD
18300000.00000000
NOK
2019-12-13
-17132.23000000
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAB0
1190000.00000000
PA
USD
1212312.50000000
0.300554311194
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
20933.65000000
0.005189832453
N/A
DFE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2300037.17000000
USD
1794000.00000000
GBP
2019-12-13
20933.65000000
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
157000.00000000
PA
USD
165786.64000000
0.041101522413
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
N/A
LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
000000000
615.00000000
NS
USD
311060.85000000
0.077117640469
Long
EC
CORP
US
N
3
N
N
N
West Street Merger Sub Inc
N/A
West Street Merger Sub Inc
95616AAA1
500000.00000000
PA
USD
475000.00000000
0.117761136520
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.38000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAY6
439000.00000000
PA
USD
466924.53000000
0.115759080677
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-3023.27000000
-0.00074952360
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1005896.74000000
USD
1184544000.00000000
KRW
2019-12-03
-3023.27000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
123000.00000000
PA
USD
143112.42000000
0.035480171009
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
350000.00000000
PA
386099.59000000
0.095721108480
Long
DBT
CORP
LU
N
2
2049-07-02
Fixed
1.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
239000.00000000
PA
USD
241987.50000000
0.059993101102
Long
DBT
CORP
SE
N
2
2021-03-01
Variable
5.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
426000.00000000
PA
USD
441508.25000000
0.109457922743
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
310000.00000000
PA
422199.72000000
0.104670987085
Long
DBT
NUSS
BE
N
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
LEG IMMOBILIEN AG
391200SO40AKONBO0Z96
LEG Immobilien AG
000000000
100000.00000000
PA
110411.35000000
0.027372981180
Long
DBT
CORP
DE
N
2
2027-11-28
Fixed
0.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-138960.96000000
-0.03445094859
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11901007.05000000
NZD
7502811.38000000
USD
2019-12-13
-138960.96000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-86.85000000
-0.00002153169
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3621.37000000
USD
386507.00000000
JPY
2019-12-13
-86.85000000
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
333000.00000000
PA
USD
350582.16000000
0.086915691800
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAT2
910000.00000000
PA
USD
972562.50000000
0.241115927024
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAD2
553000.00000000
PA
USD
560189.49000000
0.138881160018
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.59000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-13623.13000000
-0.00337742162
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
744500.34000000
USD
1080238.45000000
AUD
2019-12-13
-13623.13000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
3197000.00000000
PA
2610194.94000000
0.647114784575
Long
DBT
NUSS
AU
N
2
2035-06-21
Fixed
2.75000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
300000.00000000
PA
326570.12000000
0.080962670494
Long
DBT
CORP
BE
N
2
2026-02-13
Fixed
0.38000000
N
N
N
N
N
N
Eurotorg LLC Via Bonitron DAC
N/A
Eurotorg LLC Via Bonitron DAC
000000000
1553000.00000000
PA
USD
1650839.00000000
0.409273003898
Long
DBT
CORP
IE
N
2
2022-10-30
Fixed
8.75000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings Inc
93369KAA3
560000.00000000
PA
USD
599200.00000000
0.148552574742
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.13000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
150000.00000000
PA
USD
184831.18000000
0.045823010149
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-16792.31000000
-0.00416311896
N/A
DFE
AU
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
998522.63000000
USD
1451000.00000000
AUD
2019-12-13
-16792.31000000
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BM0
975000.00000000
PA
USD
1003031.25000000
0.248669684137
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
Virgin Media Secured Finance PLC
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
315000.00000000
PA
USD
330750.00000000
0.081998938745
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11508.29000000
0.002853114336
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
894000.00000000
EUR
997186.11000000
USD
2019-12-13
11508.29000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
3181.30000000
0.000788702112
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8269000.00000000
NOK
900033.53000000
USD
2019-12-13
3181.30000000
N
N
N
Navios South American Logistics Inc / Navios Logistics Finance US Inc
N/A
Navios South American Logistics Inc / Navios Logistics Finance US Inc
000000000
1360000.00000000
PA
USD
1327700.00000000
0.329160970437
Long
DBT
CORP
MH
N
2
2022-05-01
Fixed
7.25000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAM6
1120000.00000000
PA
USD
1156400.00000000
0.286692585835
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
PBF Holding Co LLC / PBF Finance Corp
2549003PBEDCSZMZIY02
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
805000.00000000
PA
USD
851287.50000000
0.211049649484
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
162000.00000000
PA
USD
165622.12000000
0.041060734913
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP SA
000000000
200000.00000000
PA
USD
249828.00000000
0.061936903609
Long
DBT
CORP
MA
N
2
2044-04-25
Fixed
6.88000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
200000.00000000
PA
224855.28000000
0.055745712263
Long
DBT
CORP
IE
N
2
2024-05-28
Fixed
1.25000000
N
N
N
N
N
N
GFL Environmental Inc
5493008HF9XC5H29ZX61
GFL Environmental Inc
36168QAE4
375000.00000000
PA
USD
399114.38000000
0.098947711558
Long
DBT
CORP
CA
Y
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
1010000.00000000
PA
USD
1057975.00000000
0.262291238757
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
934000.00000000
PA
USD
1043464.80000000
0.258693896350
Long
DBT
NUSS
SA
Y
2
2029-04-16
Fixed
4.38000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AB6
300000.00000000
PA
USD
360300.00000000
0.089324921027
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
100000.00000000
PA
108308.23000000
0.026851579493
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.88000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
250000.00000000
PA
281704.84000000
0.069839751834
Long
DBT
CORP
IT
N
2
2025-07-03
Variable
1.63000000
N
N
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QCK6
95000.00000000
PA
USD
96605.50000000
0.023950259945
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
250000.00000000
PA
USD
258829.35000000
0.064168501938
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
Amsted Industries Inc
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
730000.00000000
PA
USD
770150.00000000
0.190934187980
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
Volkswagen Financial Services AG
000000000
165000.00000000
PA
188054.40000000
0.046622104992
Long
DBT
CORP
DE
N
2
2024-10-01
Fixed
1.50000000
N
N
N
N
N
N
Emera US Finance LP
NQZVQT2P5IUF2PGA1Q48
Emera US Finance LP
29103DAJ5
112000.00000000
PA
USD
116799.86000000
0.028956808966
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
615000.00000000
PA
USD
658050.00000000
0.163142559762
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
450000.00000000
PA
USD
460125.00000000
0.114073353560
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KQF6
40807.73000000
PA
USD
45899.69000000
0.011379367705
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
24703DAZ4
321000.00000000
PA
USD
349084.88000000
0.086544488864
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
774.72000000
0.000192067174
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
988936.92000000
USD
765000.00000000
GBP
2019-12-13
774.72000000
N
N
N
COSAN LTD
6354007UNEBWHVSGS270
Cosan Ltd
22113AAB1
1207000.00000000
PA
USD
1245358.46000000
0.308747005525
Long
DBT
CORP
BM
Y
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
APPVION HLDG CORP CALL 13JUN2023
03835B126
274.00000000
NS
USD
34.25000000
0.000008491197
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
APPVION HLDG
APPVION HLDG
1.00000000
1.00000000
USD
2023-06-13
XXXX
34.25000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
400000.00000000
PA
USD
435000.00000000
0.107844409234
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
13700000000.00000000
PA
975540.56000000
0.241854242246
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
592000.00000000
PA
USD
604761.82000000
0.149931451046
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
AI Candelaria Spain SLU
N/A
AI Candelaria Spain SLU
000000000
250000.00000000
PA
USD
274687.50000000
0.068100025658
Long
DBT
CORP
ES
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
100000.00000000
PA
112908.02000000
0.027991951068
Long
DBT
CORP
AT
N
2
2026-05-22
Fixed
0.88000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp V
NYLWZIOY8PUNIT4JOE22
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
910000.00000000
PA
USD
941850.00000000
0.233501739855
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
875000.00000000
PA
USD
899062.50000000
0.222893940636
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
1022000.00000000
PA
USD
1086655.81000000
0.269401733035
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-8305.89000000
-0.00205918114
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1003906.64000000
USD
903000.00000000
EUR
2019-12-13
-8305.89000000
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AE2
380000.00000000
PA
USD
399475.00000000
0.099037115813
Long
DBT
CORP
US
Y
2
2022-04-01
Fixed
10.13000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
568000.00000000
PA
USD
572846.53000000
0.142019070367
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5969.29000000
-0.00147989552
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
502115.85000000
USD
450000.00000000
EUR
2019-12-13
-5969.29000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
375000.00000000
PA
USD
409687.50000000
0.101568980248
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPJ6
5400000.00000000
PA
USD
6062929.92000000
1.503110564253
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.93000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087E67
9054000.00000000
PA
6823797.29000000
1.691743419479
Long
DBT
NUSS
CA
N
2
2026-06-01
Fixed
1.50000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
265000.00000000
PA
USD
278912.50000000
0.069147479978
Long
DBT
CORP
AT
Y
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5766.36000000
0.001429585488
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
414812.90000000
EUR
463117.45000000
USD
2019-12-13
5766.36000000
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
9250000.00000000
PA
1212791.41000000
0.300673041691
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
2.25000000
N
N
N
N
N
N
innogy Finance BV
5299005PIU82TA2PW123
innogy Finance BV
000000000
100000.00000000
PA
165553.74000000
0.041043782268
Long
DBT
CORP
NL
N
2
2034-01-31
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
701.86000000
0.000174003855
N/A
DFE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
524285.18000000
USD
405790.00000000
GBP
2019-12-13
701.86000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
885.84000000
0.000219615842
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
199283.00000000
EUR
220604.89000000
USD
2019-12-13
885.84000000
N
N
N
Realogy Group LLC / Realogy Co-Issuer Corp
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
605000.00000000
PA
USD
608025.00000000
0.150740452700
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2192.08000000
0.000543456488
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
297753.00000000
EUR
330479.03000000
USD
2019-12-13
2192.08000000
N
N
N
QBE Capital Funding IV Ltd
549300D2FBW76FPUSG65
QBE Capital Funding IV Ltd
000000000
200000.00000000
PA
271515.85000000
0.067313715956
Long
DBT
CORP
JE
N
2
2041-05-24
Variable
7.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
100000.00000000
PA
128467.08000000
0.031849324939
Long
DBT
CORP
FR
N
2
2024-10-02
Fixed
1.25000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark 2018-B8 Mortgage Trust
08162UAW0
700000.00000000
PA
USD
792308.72000000
0.196427737561
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.23000000
N
N
N
N
N
N
Telefonica Celular del Paraguay SA
254900R8A8IKGF4THL54
Telefonica Celular del Paraguay SA
87936VAB3
500000.00000000
PA
USD
532500.00000000
0.132016431993
Long
DBT
CORP
PY
Y
2
2027-04-15
Fixed
5.88000000
N
N
N
N
N
N
Axalta Coating Systems LLC
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAA3
1520000.00000000
PA
USD
1575100.00000000
0.390495928700
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
4.88000000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
682000.00000000
PA
USD
662392.50000000
0.164219144468
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
DASSAULT SYSTEMES
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
100000.00000000
PA
109284.20000000
0.027093540201
Long
DBT
CORP
FR
N
2
2026-09-16
Fixed
0.13000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
000000000
418500.00000000
PA
475420.42000000
0.117865366282
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D41
910000.00000000
PA
USD
994866.87000000
0.246645585889
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.60000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
450000.00000000
PA
USD
464625.00000000
0.115188985380
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
451000.00000000
PA
USD
527863.79000000
0.130867031238
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
Loomis Sayles Ltd
549300SUQAYPCZFFGP18
Loomis Sayles CLO II Ltd
54347LAN2
2526000.00000000
PA
USD
2516110.71000000
0.623789593304
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-15
Floating
2.90000000
N
N
N
N
N
N
TESCO CORP TREASURY SERV
21380018AJDKNF3A6712
Tesco Corporate Treasury Services PLC
000000000
100000.00000000
PA
109891.30000000
0.027244051329
Long
DBT
CORP
GB
N
2
2026-05-29
Fixed
0.88000000
N
N
N
N
N
N
MMS USA FINANCING INC
549300LOC0C0BMC7FX79
MMS USA Financing Inc
000000000
400000.00000000
PA
453026.53000000
0.112313513782
Long
DBT
CORP
US
N
2
2031-06-13
Fixed
1.75000000
N
N
N
N
N
N
Cott Holdings Inc
5493005TMUI9D3MY9I37
Cott Holdings Inc
221644AA5
845000.00000000
PA
USD
885137.50000000
0.219441679950
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
250000.00000000
PA
USD
353187.71000000
0.087561655020
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CW8
1041000.00000000
PA
USD
1045528.35000000
0.259205487915
Long
DBT
NUSS
TR
N
2
2024-11-14
Fixed
5.60000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
281000.00000000
PA
309876.93000000
0.076824125175
Long
DBT
NUSS
KZ
Y
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
255000.00000000
PA
USD
273806.25000000
0.067881547760
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
311800.00000000
PA
USD
314771.84000000
0.078037662364
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Thaioil Treasury Center Co Ltd
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAD3
355000.00000000
PA
USD
461427.68000000
0.114396311618
Long
DBT
CORP
TH
Y
2
2048-11-20
Fixed
5.38000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
580000.00000000
PA
USD
596675.00000000
0.147926581332
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Eagle Holding Co II LLC
N/A
Eagle Holding Co II LLC
26959XAA1
600000.00000000
PA
USD
607500.00000000
0.150610295654
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
7.63000000
N
N
Y
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAE9
272000.00000000
PA
USD
280103.06000000
0.069442641449
Long
DBT
CORP
GB
Y
2
2027-06-26
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
150000.00000000
PA
170955.24000000
0.042382912329
Long
DBT
CORP
CH
N
2
2025-07-17
Variable
1.25000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
1065000.00000000
PA
USD
1091625.00000000
0.270633685586
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 USD Repriced Term Loan B
36740UAP7
221787.87000000
PA
USD
221067.06000000
0.054806543647
Long
LON
CORP
US
N
2
2024-04-01
Floating
4.45000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1200000.00000000
PA
USD
1283940.00000000
0.318312070786
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
305000.00000000
PA
USD
314912.50000000
0.078072534535
Long
DBT
CORP
US
Y
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
150000.00000000
PA
178112.75000000
0.044157389197
Long
DBT
CORP
BE
N
2
2030-04-18
Fixed
1.50000000
N
N
N
N
N
N
Eagle Holding Co II LLC
N/A
Eagle Holding Co II LLC
26959XAC7
150000.00000000
PA
USD
152437.50000000
0.037792027891
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
7.75000000
N
N
Y
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAP9
225000.00000000
PA
USD
237375.00000000
0.058849578487
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAC8
524000.00000000
PA
USD
524000.00000000
0.129909127445
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.85000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
910000.00000000
PA
USD
939575.00000000
0.232937725991
Long
DBT
CORP
FR
Y
2
2025-09-15
Fixed
4.88000000
N
N
N
N
N
N
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
549300HVGPK36ICB0B89
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AH2
1065000.00000000
PA
USD
1094287.50000000
0.271293767746
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-2196.59000000
-0.00054457459
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17436290000.00000000
IDR
1226784.63000000
USD
2020-01-31
-2196.59000000
N
N
N
Banco de Reservas de la Republica Dominicana
549300CKQT0JZ2EGNC56
Banco de Reservas de la Republica Dominicana
000000000
1224000.00000000
PA
USD
1279080.00000000
0.317107188421
Long
DBT
CORP
DO
N
2
2023-02-01
Fixed
7.00000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BN0
1230000.00000000
PA
USD
1256137.50000000
0.311419325527
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.13000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
300000.00000000
PA
327779.90000000
0.081262596952
Long
DBT
CORP
GB
N
2
2025-11-12
Variable
0.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5707.86000000
0.001415082275
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1270928.02000000
EUR
1406966.88000000
USD
2019-12-13
5707.86000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-44504.43000000
-0.01103345738
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2373643500.00000000
KRW
1965099.35000000
USD
2019-12-03
-44504.43000000
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
930000.00000000
PA
USD
816093.60000000
0.202324441774
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
000000000
100000.00000000
PA
114786.37000000
0.028457628185
Long
DBT
CORP
GB
N
2
2026-03-08
Variable
1.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1922.90000000
0.000476721872
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
287597.57000000
EUR
319013.00000000
USD
2019-12-13
1922.90000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
17138.80000000
0.004249020140
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1875368.04000000
USD
37091265.30000000
MXN
2019-12-13
17138.80000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
658.86000000
0.000163343373
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
148689.00000000
EUR
164595.60000000
USD
2019-12-13
658.86000000
N
N
N
ESSILORLUXOTTICA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
100000.00000000
PA
110365.73000000
0.027361671152
Long
DBT
CORP
FR
N
2
2027-11-27
Fixed
0.38000000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
1610000.00000000
PA
USD
1754900.00000000
0.435071617850
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
885000.00000000
PA
USD
917532.60000000
0.227473014253
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAN9
485000.00000000
PA
USD
558962.50000000
0.138576966888
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
135000.00000000
PA
USD
168432.23000000
0.041757412276
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AX5
1275000.00000000
PA
USD
1314843.75000000
0.325973672307
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
310000.00000000
PA
USD
318525.00000000
0.078968138968
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-19459.84000000
-0.00482444815
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
7963013.24000000
AUD
5368225.56000000
USD
2019-12-13
-19459.84000000
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
580000.00000000
PA
USD
595225.00000000
0.147567099968
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
340000.00000000
PA
USD
356150.00000000
0.088296060571
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
805000.00000000
PA
USD
766762.50000000
0.190094365138
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7609.22000000
0.001886463989
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1071827.92000000
CAD
814575.89000000
USD
2019-12-13
7609.22000000
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
1095000.00000000
PA
USD
1114162.50000000
0.276221141616
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBE2
111000.00000000
PA
USD
113358.75000000
0.028103695230
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.75000000
N
N
N
N
N
N
Halyk Savings Bank of Kazakhstan JSC
213800NYDTVQM4SDUD67
Kazkommertsbank JSC
000000000
834459.65000000
PA
USD
840217.42000000
0.208305175375
Long
DBT
CORP
KZ
N
2
2022-12-21
Fixed
5.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAF7
10000.00000000
PA
USD
10712.50000000
0.002655823526
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-100.75000000
-0.00002497775
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99966.00000000
EUR
110116.55000000
USD
2019-12-13
-100.75000000
N
N
N
Mattamy Group Corp
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAH5
730000.00000000
PA
USD
779275.00000000
0.193196441392
Long
DBT
CORP
CA
Y
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
880000.00000000
PA
USD
939400.00000000
0.232894340309
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAV2
1110000.00000000
PA
USD
1168275.00000000
0.289636614248
Long
DBT
CORP
US
Y
2
2022-12-01
Fixed
4.88000000
N
N
N
N
N
N
James Hardie International Finance DAC
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAA7
205000.00000000
PA
USD
212113.50000000
0.052586793328
Long
DBT
CORP
IE
Y
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
1375000.00000000
PA
USD
1511640.63000000
0.374763197049
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
SUEZ
549300JQIZM6CL7POC81
Suez
000000000
100000.00000000
PA
109078.17000000
0.027042461618
Long
DBT
CORP
FR
N
2
2026-06-01
Variable
1.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-12.63000000
-0.00000313120
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2229.04000000
GBP
2871.17000000
USD
2019-12-13
-12.63000000
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
292000.00000000
PA
USD
314862.43000000
0.078060121272
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
Arrow Global Finance PLC
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
420000.00000000
PA
545901.79000000
0.135338979407
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
525000.00000000
PA
USD
553875.00000000
0.137315683136
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
16354.00000000
NS
USD
115978.82000000
0.028753258222
Long
EC
CORP
CA
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
484000.00000000
PA
USD
548939.05000000
0.136091971385
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
570000.00000000
PA
USD
587812.50000000
0.145729406443
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Bank
549300GL0Y86051URC66
BANK 2018-BNK10
065404BB0
911597.00000000
PA
USD
988459.49000000
0.245057079887
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
3.69000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
269000.00000000
PA
USD
274380.00000000
0.068023790817
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
RP Crown Parent LLC
549300B1M4J69ECRY452
RP Crown Parent LLC
47215YAA5
625000.00000000
PA
USD
646875.00000000
0.160372074076
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
7.38000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAM8
146000.00000000
PA
USD
155506.08000000
0.038552784666
Long
DBT
CORP
US
N
2
2024-06-05
Fixed
3.88000000
N
N
N
N
N
N
Abbott Ireland Financing DAC
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
000000000
150000.00000000
PA
177595.78000000
0.044029222934
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
KREF 2018--FL1 Ltd.
549300N45646UZ8P3S07
KREF 2018-FL1 Ltd
48275PAA9
385000.00000000
PA
USD
385000.00000000
0.095448500126
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
2.86000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
0.51000000
0.000000126438
N/A
DFE
DK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4638.97000000
USD
31438.40000000
DKK
2019-12-13
0.51000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1000000.00000000
PA
USD
1100100.00000000
0.272734792180
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.38000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
997000.00000000
PA
1756404.48000000
0.435444605797
Long
DBT
NUSS
DE
N
2
2044-07-04
Fixed
2.50000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
990000.00000000
PA
USD
991237.50000000
0.245745799076
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
877000.00000000
PA
USD
887611.70000000
0.220055079116
Long
DBT
CORP
NL
N
2
2024-07-24
Fixed
5.25000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
225000.00000000
PA
USD
239774.58000000
0.059444477998
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.88000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AP4
494244.94000000
PA
USD
494838.03000000
0.122679344855
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-10368.63000000
-0.00257057190
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
701448.22000000
USD
626802.33000000
EUR
2019-12-13
-10368.63000000
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051DB0
255000.00000000
PA
255030.72000000
0.063226752494
Long
DBT
NUSS
CA
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Starfruit Finco BV / Starfruit US Holdco LLC
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
85529VAA2
375000.00000000
PA
USD
390000.00000000
0.096688091037
Long
DBT
CORP
N/A
Y
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
105.00000000
NC
USD
-15178.49000000
-0.00376302364
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
12506897.24000000
USD
-15178.49000000
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
140000.00000000
PA
USD
146574.40000000
0.036338458797
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48000000
N
N
N
N
N
N
UK TSY 0 7/8% 2029
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
3260000.00000000
PA
4284669.48000000
1.062247468584
Long
DBT
NUSS
GB
N
2
2029-10-22
Fixed
0.88000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
132000.00000000
PA
USD
134761.87000000
0.033409917833
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.13000000
N
N
N
N
N
N
Argentum Netherlands BV for Zurich Insurance Co Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Zurich Insurance Co Ltd
000000000
200000.00000000
PA
254573.02000000
0.063113280342
Long
DBT
CORP
NL
N
2
2046-10-01
Variable
3.50000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
25272KAK9
670000.00000000
PA
USD
765614.80000000
0.189809829441
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
151000.00000000
PA
USD
154838.12000000
0.038387185237
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1554000.00000000
PA
USD
1587022.50000000
0.393451733227
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Tengizchevroil Finance Co International Ltd
N/A
Tengizchevroil Finance Co International Ltd
000000000
987000.00000000
PA
USD
1036004.55000000
0.256844364732
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
739800000.00000000
PA
8107442.64000000
2.009982441173
Long
DBT
NUSS
JP
N
2
2030-09-20
Fixed
1.80000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
1150000.00000000
PA
USD
1224750.00000000
0.303637793585
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.88000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
720000.00000000
PA
USD
711450.00000000
0.176381390688
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
1090000.00000000
PA
USD
1199000.00000000
0.297253900394
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.63000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AN4
865000.00000000
PA
USD
802287.50000000
0.198901658559
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
165000.00000000
PA
USD
169529.25000000
0.042029383480
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AU1
705000.00000000
PA
USD
744769.05000000
0.184641788995
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Emera US Finance LP
NQZVQT2P5IUF2PGA1Q48
Emera US Finance LP
29103DAF3
98000.00000000
PA
USD
98711.32000000
0.024472331011
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
2665000.00000000
PA
USD
2834893.75000000
0.702821705081
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Nielsen Finance LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC USD Term Loan B4
65409YBE4
103000.00000000
PA
USD
102687.29000000
0.025458046266
Long
LON
CORP
US
N
2
2023-10-04
None
0.00000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
10397257.08300000
NS
USD
10398296.81000000
2.577926842564
Long
STIV
RF
US
N
1
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481AJ0
262000.00000000
PA
212947.24000000
0.052793492634
Long
DBT
CORP
CA
N
2
2023-09-12
Fixed
4.86000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
100000.00000000
PA
110910.20000000
0.027496655165
Long
DBT
CORP
JP
N
2
2024-05-30
Fixed
0.47000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
600000.00000000
PA
USD
600000.00000000
0.148750909288
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
CREST LTD
549300MJZTHEPDTYM573
CREST 2004-1 Ltd
22608WAR0
3071620.30000000
PA
USD
149885.86000000
0.037159429940
Long
ABS-CBDO
CORP
KY
N
2
2040-01-28
Fixed
7.00000000
Y
N
Y
N
N
N
Terraform Global Operating LLC
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
180000.00000000
PA
USD
187200.00000000
0.046410283698
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
119000.00000000
PA
USD
119175.56000000
0.029545788191
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAL2
750000.00000000
PA
USD
761250.00000000
0.188727716159
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
4.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-33486.54000000
-0.00830192212
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
981121.00000000
USD
4012000.00000000
BRL
2019-12-03
-33486.54000000
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
620000.00000000
PA
USD
624475.06000000
0.154818721671
Long
DBT
CORP
TH
Y
2
2034-09-25
Variable
3.73000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-177.27000000
-0.00004394845
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
116787.73000000
USD
105764.53000000
EUR
2019-12-13
-177.27000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2768.48000000
0.000686356528
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
198772.00000000
EUR
221924.13000000
USD
2019-12-13
2768.48000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
10053.69000000
0.002492492548
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1315000.00000000
CAD
1000101.76000000
USD
2019-12-13
10053.69000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
296000.00000000
PA
USD
367535.74000000
0.091118792535
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
680000.00000000
PA
USD
710396.00000000
0.176120084924
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
100000.00000000
PA
109709.06000000
0.027198870720
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
1.51000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3107.86000000
-0.00077049500
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
779737.07000000
USD
704394.98000000
EUR
2019-12-13
-3107.86000000
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
212000.00000000
PA
USD
218387.56000000
0.054142246878
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AE7
1365000.00000000
PA
USD
1448606.25000000
0.359135828147
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAF9
630000.00000000
PA
USD
648900.00000000
0.160874108395
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.88000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
1050000.00000000
PA
1192822.66000000
0.295722425491
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.13000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
330000.00000000
PA
USD
347920.65000000
0.086255855079
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AA2
1175000.00000000
PA
USD
1241093.75000000
0.307689706374
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.63000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
905000.00000000
PA
USD
933670.40000000
0.231473868292
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
RYMAN HOSPITALITY PROP
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
749571AE5
1323000.00000000
PA
USD
1362690.00000000
0.337835627630
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Sally Holdings LLC / Sally Capital Inc
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
365000.00000000
PA
USD
378231.25000000
0.093770403931
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.63000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAB6
465000.00000000
PA
USD
481852.12000000
0.119459901654
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-2191.47000000
-0.00054330525
N/A
DFE
NZ
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1002601.04000000
USD
1558000.00000000
NZD
2019-12-13
-2191.47000000
N
N
N
State Bank of India/London
5493001JZ37UBBZF6L49
State Bank of India/London
000000000
200000.00000000
PA
USD
210486.32000000
0.052183385821
Long
DBT
CORP
IN
N
2
2024-01-24
Fixed
4.38000000
N
N
N
N
N
N
EMPRESA ELECTRICA COCHRA
5493000S11JF8TJHYT07
Empresa Electrica Cochrane SpA
29246XAB6
262000.00000000
PA
USD
265930.00000000
0.065928882178
Long
DBT
CORP
CL
Y
2
2027-05-14
Fixed
5.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
70000.00000000
PA
USD
77988.85000000
0.019334853919
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AB5
213000.00000000
PA
USD
224421.32000000
0.055638125689
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-22601.22000000
-0.00560325337
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1205436000.00000000
KRW
997960.10000000
USD
2019-12-03
-22601.22000000
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
594000.00000000
PA
USD
601484.40000000
0.149118919038
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
635000.00000000
PA
USD
645318.75000000
0.159986251405
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
352.48000000
0.000087386200
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
101875.35000000
GBP
132473.51000000
USD
2020-02-20
352.48000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BM3
310000.00000000
PA
USD
325254.64000000
0.080636539083
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.00000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
495000.00000000
PA
USD
477675.00000000
0.118424317657
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Telenet Finance Luxembourg Notes Sarl
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
800000.00000000
PA
USD
848000.00000000
0.210234618461
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
300000.00000000
PA
346240.55000000
0.085839327741
Long
DBT
CORP
FR
N
2
2027-07-13
Fixed
2.25000000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AD3
525000.00000000
PA
USD
534187.50000000
0.132434793925
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
Northwest Acquisitions ULC / Dominion Finco Inc
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
710000.00000000
PA
USD
457506.96000000
0.113424293843
Long
DBT
CORP
CA
Y
2
2022-11-01
Fixed
7.13000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
1062000.00000000
PA
USD
1147491.00000000
0.284483882750
Long
DBT
CORP
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
100000.00000000
PA
108652.43000000
0.026936912931
Long
DBT
CORP
LU
N
2
2028-03-18
Fixed
0.45000000
N
N
N
N
N
N
Marsh & McLennan Companies Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
159000.00000000
PA
USD
166905.08000000
0.041378804024
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
25272KAU7
516000.00000000
PA
USD
523740.00000000
0.129844668717
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
5.88000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
300000.00000000
PA
361199.46000000
0.089547913515
Long
DBT
CORP
SE
N
2
2028-05-15
Fixed
2.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9312.02000000
-0.00230861907
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1286401.18000000
USD
1696253.23000000
CAD
2019-12-13
-9312.02000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
855000.00000000
PA
USD
898570.80000000
0.222772039266
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
Republic of Ivory Coast
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
929000.00000000
PA
1017414.10000000
0.252235454163
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
4608.04000000
0.001142416900
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1315650.43000000
CAD
995145.81000000
USD
2019-12-13
4608.04000000
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
350000.00000000
PA
USD
367500.00000000
0.091109931939
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
230000.00000000
PA
USD
208150.00000000
0.051604169613
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
000000000
120000.00000000
PA
137535.27000000
0.034097494119
Long
DBT
CORP
US
N
2
2031-06-05
Fixed
1.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
91911KAE2
368000.00000000
PA
USD
370760.00000000
0.091918145212
Long
DBT
CORP
CA
Y
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAK8
215000.00000000
PA
USD
187438.08000000
0.046469308058
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
457000.00000000
PA
USD
460518.90000000
0.114171008532
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
375000.00000000
PA
717075.75000000
0.177776116402
Long
DBT
NUSS
DE
N
2
2042-07-04
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
27715.21000000
0.006871104481
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1898619.00000000
USD
3000000.00000000
NZD
2019-12-13
27715.21000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
1028000.00000000
PA
USD
1082897.26000000
0.268469920151
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
LKQ European Holdings BV
549300J0BGI20W62GB49
LKQ European Holdings BV
000000000
300000.00000000
PA
347066.90000000
0.086044194931
Long
DBT
CORP
NL
N
2
2026-04-01
Fixed
3.63000000
N
N
N
N
N
N
GW B-CR SECURITY CORP
N/A
GW B-CR Security Corp
36257BAA7
312000.00000000
PA
USD
324480.00000000
0.080444491743
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
1137000.00000000
PA
USD
1405616.25000000
0.348477825496
Long
DBT
CORP
PA
Y
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514LUR6
20000.00000000
PA
USD
20603.40000000
0.005107957474
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-3092.07000000
-0.00076658037
N/A
DFE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1010865.35000000
USD
9645000.00000000
SEK
2019-12-13
-3092.07000000
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
2550000.00000000
PA
3586415.70000000
0.889137660769
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.63000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
101000.00000000
PA
USD
104592.92000000
0.025930486591
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
1030000.00000000
PA
USD
818541.00000000
0.202931196733
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BX9
476000.00000000
PA
USD
497903.37000000
0.123439298375
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAJ4
315000.00000000
PA
USD
326025.00000000
0.080827525334
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
APPVION HLDG CORP CALL 13JUN2023
03835B118
274.00000000
NS
USD
68.50000000
0.000016982395
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
APPVION HLDG
APPVION HLDG
1.00000000
1.00000000
USD
2023-06-13
XXXX
68.50000000
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
-1.00000000
NC
USD
985.39000000
0.000244296097
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USH0 Comdty
2020-03-20
-159954.14000000
USD
985.39000000
N
N
N
Bayview Financial Revolving Mortgage Loan Trust
N/A
Bayview Financial Revolving Asset Trust 2005-E
073250BW1
297120.13000000
PA
USD
297086.41000000
0.073653122707
Long
ABS-MBS
CORP
US
Y
2
2040-12-28
Floating
3.29000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
600000.00000000
PA
USD
622546.87000000
0.154340688311
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1565000.00000000
PA
USD
1600682.00000000
0.396838171636
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
000000000
100000.00000000
PA
109360.23000000
0.027112389420
Long
DBT
CORP
IE
N
2
2027-11-19
Fixed
0.38000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
9701.61000000
0.002405205515
N/A
DFE
NZ
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
686535.36000000
USD
1084293.11000000
NZD
2019-12-13
9701.61000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-478.52000000
-0.00011863380
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
53000.00000000
GBP
68089.74000000
USD
2019-12-13
-478.52000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
288.36000000
0.000071489687
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
65878500.00000000
KRW
56144.70000000
USD
2020-01-31
288.36000000
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AU3
855000.00000000
PA
USD
874237.50000000
0.216739371765
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LSY8
50271.03000000
PA
USD
57665.45000000
0.014296313536
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1340000.00000000
PA
1786381.23000000
0.442876387163
Long
DBT
NUSS
FR
N
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B54XJTQC6DWJ15
Magnetite VII Ltd
55951PBA4
693000.00000000
PA
USD
690297.30000000
0.171137251757
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.80000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X72
880000.00000000
PA
USD
965209.34000000
0.239292944964
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
3.65000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
100000.00000000
PA
109802.71000000
0.027222088258
Long
DBT
CORP
NL
N
2
2030-11-13
Variable
1.00000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
470000.00000000
PA
USD
766100.00000000
0.189930119343
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.63000000
N
N
N
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
960000.00000000
PA
USD
1008207.29000000
0.249952918564
Long
DBT
CORP
CN
N
2
2029-02-27
Variable
4.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
14.41000000
0.000003572501
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1551.52000000
USD
2141.44000000
SGD
2019-12-13
14.41000000
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
210000.00000000
PA
165296.07000000
0.040979901190
Long
DBT
NUSS
N/A
N
2
2025-06-24
Fixed
4.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
2240000.00000000
PA
USD
2475200.00000000
0.613647084451
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BK1
127000.00000000
PA
USD
130472.18000000
0.032346425686
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.80000000
N
N
N
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
550000.00000000
PA
USD
595375.00000000
0.147604287696
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
248000.00000000
PA
USD
256919.54000000
0.063695025314
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAQ8
592000.00000000
PA
USD
591171.79000000
0.146562235513
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
2.90000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
260000.00000000
PA
USD
269100.00000000
0.066714782815
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
200000.00000000
PA
USD
204432.17000000
0.050682451958
Long
DBT
CORP
NL
Y
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HQ6
1000000.00000000
PA
USD
396500.00000000
0.098299559221
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
110000.00000000
PA
USD
145893.67000000
0.036169693453
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Harbourview CLO VII Ltd
N/A
Harbourview CLO VII Ltd
41165TAE1
940000.00000000
PA
USD
915817.56000000
0.227047824653
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-18
Floating
3.70000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Finance Inc
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
865000.00000000
PA
USD
954657.25000000
0.236676889993
Long
DBT
CORP
N/A
Y
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
510000.00000000
PA
USD
550800.00000000
0.136553334726
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAB7
1235000.00000000
PA
USD
1273235.60000000
0.315658255397
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
419000.00000000
PA
USD
424237.50000000
0.105176189798
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAF8
920000.00000000
PA
USD
978650.00000000
0.242625128958
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
Province of British Columbia
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAJ7
370000.00000000
PA
284994.43000000
0.070655301007
Long
DBT
NUSS
CA
N
2
2026-06-18
Fixed
2.30000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
103000.00000000
PA
USD
103085.80000000
0.025556844141
Long
LON
CORP
US
N
2
2022-08-18
None
0.00000000
N
N
N
N
N
N
DriveTime Automotive Group Inc / Bridgecrest Acceptance Corp
N/A
DriveTime Automotive Group Inc / Bridgecrest Acceptance Corp
26209NAK9
485000.00000000
PA
USD
492275.00000000
0.122043923116
Long
DBT
CORP
US
Y
2
2021-06-01
Fixed
8.00000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
1945000.00000000
PA
USD
2042250.00000000
0.506310907490
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-17359.40000000
-0.00430371089
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2601943.57000000
GBP
3348880.91000000
USD
2019-12-13
-17359.40000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
407.84000000
0.000101110951
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
451108.28000000
EUR
497776.33000000
USD
2019-12-13
407.84000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-1532.59000000
-0.00037995692
N/A
DFE
CA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
240951.06000000
USD
318000.00000000
CAD
2019-12-13
-1532.59000000
N
N
N
Sanchez Energy Corp
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAD7
680000.00000000
PA
USD
23800.00000000
0.005900452735
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.13000000
Y
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
78000.00000000
PA
USD
83497.03000000
0.020700431892
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
NCI Building Systems Inc
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431PAA0
370000.00000000
PA
USD
375550.00000000
0.093105673305
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
683000.00000000
PA
USD
760930.30000000
0.188648456716
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475AD4
690000.00000000
PA
USD
707250.00000000
0.175340134323
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.38000000
N
N
N
N
N
N
SES GLOBAL Americas Holdings GP
5299000YGN3VJ3R60481
SES GLOBAL Americas Holdings GP
78413KAB8
144000.00000000
PA
USD
142860.61000000
0.035417742731
Long
DBT
CORP
US
Y
2
2044-03-25
Fixed
5.30000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
518.05000000
0.000128434014
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
204514.54000000
EUR
226005.13000000
USD
2019-12-13
518.05000000
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAB0
1060000.00000000
PA
USD
1095478.20000000
0.271588963926
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
4.63000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
835000.00000000
PA
USD
878837.50000000
0.217879795402
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBB7
680000.00000000
PA
USD
698632.00000000
0.173203575430
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
5.13000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAS4
640000.00000000
PA
USD
661600.00000000
0.164022669308
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297C5V8
45605.77000000
PA
USD
52206.25000000
0.012942878596
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CS000014 MARKIT ITRX EUROPE DEC19 50 CALL
000000000
5100000.00000000
NC
8227.55000000
0.002039759239
N/A
DCR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Intercontinental Exchange
5493000F4ZO33MV32P92
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX Swap
N/A
5100000.00000000
OU
Notional Amount
N/A
8227.55000000
0.00000000
DCR
US
iTraxx Europe S32.V1
2I666VCV5
sell protection
2024-12-20
0.00000000
N/A
0.00000000
N/A
5100000.00000000
EUR
1.00000000
50.00000000
EUR
2019-12-18
XXXX
3301.17000000
N
N
N
JBS USA LUX SA / JBS USA Finance Inc
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AP4
556000.00000000
PA
USD
573236.00000000
0.142115627061
Long
DBT
CORP
N/A
Y
2
2024-07-15
Fixed
5.88000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
150000.00000000
PA
197802.01000000
0.049038714744
Long
DBT
CORP
GB
N
2
2027-09-03
Variable
4.00000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-23927.80000000
-0.00593213667
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
8799208.83000000
SEK
895471.64000000
USD
2019-12-13
-23927.80000000
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc. 2019 Term Loan B
000000000
103000.00000000
PA
USD
103515.00000000
0.025663250624
Long
LON
CORP
US
N
2
2026-08-12
None
0.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
166000.00000000
PA
USD
160043.59000000
0.039677715897
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
800000.00000000
PA
USD
876800.00000000
0.217374662106
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
5493006S177ZK2ZNBU43
CyrusOne LP / CyrusOne Finance Corp
23283PAG9
800000.00000000
PA
USD
825440.00000000
0.204641584271
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
150000.00000000
PA
202907.47000000
0.050304451106
Long
DBT
CORP
GB
N
2
2024-01-17
Fixed
3.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-43585.27000000
-0.01080558090
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2006369.31000000
USD
2901000.00000000
AUD
2019-12-13
-43585.27000000
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAB2
388000.00000000
PA
USD
416615.00000000
0.103286433455
Long
DBT
CORP
IE
Y
2
2026-10-15
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
7.00000000
NC
USD
-6741.85000000
-0.00167142719
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
1320773.10000000
USD
-6741.85000000
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAU1
221000.00000000
PA
USD
227166.70000000
0.056318755308
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.88000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
Gates Global LLC / Gates Global Co
36740LAA0
620000.00000000
PA
USD
620068.20000000
0.153726180951
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
200000.00000000
PA
214564.47000000
0.053194433355
Long
DBT
CORP
DE
N
2
2049-12-09
Fixed
1.75000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BF0
202000.00000000
PA
USD
204264.51000000
0.050640885996
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-15019.50000000
-0.00372360713
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
768755.10000000
USD
1114023.20000000
AUD
2019-12-13
-15019.50000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1550000.00000000
PA
1836744.69000000
0.455362404613
Long
DBT
NUSS
IT
N
2
2026-07-15
Fixed
2.10000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
27255.35000000
0.006757096825
N/A
DFE
SE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2083374.02000000
USD
20200000.00000000
SEK
2019-12-13
27255.35000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
000000000
120000.00000000
PA
135824.14000000
0.033673273880
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.70000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
201000.00000000
PA
USD
216883.20000000
0.053769288682
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3832.76000000
-0.00095021089
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
618219.08000000
USD
557242.29000000
EUR
2019-12-13
-3832.76000000
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BN8
505000.00000000
PA
USD
528356.25000000
0.130989121026
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
000000000
200000.00000000
PA
USD
200800.00000000
0.049781970975
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.50000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAB5
250000.00000000
PA
USD
260943.63000000
0.064692670392
Long
DBT
CORP
GB
Y
2
2023-09-21
Fixed
3.63000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
103000.00000000
PA
USD
103042.95000000
0.025546220847
Long
LON
CORP
US
N
2
2027-04-15
None
0.00000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
N/A
Univar Solutions USA Inc
91337CAA4
807000.00000000
PA
USD
825318.90000000
0.204611561379
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO BUXL 30Y BND DEC19 XEUR 20191206
000000000
-1.00000000
NC
5793.24000000
0.001436249529
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Buxl (FGBX)
UBZ9 Comdty
2019-12-06
-213537.98000000
EUR
5793.24000000
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
111335.54000000
0.027602104685
Long
DBT
CORP
IT
N
2
2030-10-01
Fixed
2.12000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1850.97000000
-0.00045888911
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
135674.23000000
USD
121376.37000000
EUR
2019-12-13
-1850.97000000
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
631200000.00000000
PA
7937475.56000000
1.967844511674
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
2.40000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CS000013 MARKIT ITRX EUROPE DEC19 80 PUT
000000000
-1900000.00000000
NC
-24.47000000
-0.00000606655
N/A
DCR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Written
Intercontinental Exchange
5493000F4ZO33MV32P92
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX Swap
N/A
1900000.00000000
OU
Notional Amount
N/A
-24.47000000
0.00000000
DCR
US
iTraxx Europe S32.V1
2I666VCV5
sell protection
2024-12-20
0.00000000
N/A
0.00000000
N/A
1900000.00000000
EUR
1.00000000
80.00000000
EUR
2019-12-18
XXXX
1087.21000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
200000.00000000
PA
251160.53000000
0.062267262024
Long
DBT
CORP
NL
N
2
2044-04-08
Variable
4.63000000
N
N
N
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
000000000
450000.00000000
PA
491992.62000000
0.121973915980
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.38000000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
359000.00000000
PA
USD
393851.16000000
0.097642863623
Long
DBT
CORP
CN
N
2
2025-09-21
Fixed
4.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
849000.00000000
PA
USD
895338.42000000
0.221970673493
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Allied Universal Holdco LLC / Allied Universal Finance Corp
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
670000.00000000
PA
USD
705175.00000000
0.174825704095
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
395000.00000000
PA
USD
308100.00000000
0.076383591919
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
000000000
100000.00000000
PA
110614.08000000
0.027423241633
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.63000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AW6
328000.00000000
PA
USD
367163.65000000
0.091026544658
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
581.93000000
0.000144271027
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
153295.90000000
EUR
169598.00000000
USD
2019-12-13
581.93000000
N
N
N
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
N/A
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
013093AB5
291000.00000000
PA
USD
305264.82000000
0.075680699247
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.63000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCP0
346000.00000000
PA
USD
393810.28000000
0.097632728728
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401WV48
38724.56000000
PA
USD
43431.83000000
0.010767540340
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
375000.00000000
PA
USD
393750.00000000
0.097617784220
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
125000.00000000
PA
USD
128750.00000000
0.031919465951
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAH5
553000.00000000
PA
USD
555212.00000000
0.137647149746
Long
DBT
CORP
NL
Y
2
2024-11-07
Fixed
2.50000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAK9
798000.00000000
PA
USD
869022.00000000
0.215446354486
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.75000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087XG4
2425000.00000000
PA
2760279.12000000
0.684323381649
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
11153.57000000
0.002765172798
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1015582.56000000
USD
1599000.00000000
NZD
2019-12-13
11153.57000000
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAP7
200000.00000000
PA
USD
204351.62000000
0.050662482149
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.20000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
221597CP0
820000.00000000
PA
USD
829430.00000000
0.205630777818
Long
DBT
NUSS
CR
Y
2
2031-02-19
Fixed
6.13000000
N
N
N
N
N
N
Petra Diamonds US Treasury PLC
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC
71642QAB3
245000.00000000
PA
USD
163231.25000000
0.040467994769
Long
DBT
CORP
GB
Y
2
2022-05-01
Fixed
7.25000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
275000.00000000
PA
USD
297137.50000000
0.073665788847
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Nielsen Co Luxembourg SARL/The
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAC4
105000.00000000
PA
USD
105393.75000000
0.026129026909
Long
DBT
CORP
LU
Y
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABM8
2000000.00000000
PA
USD
604971.82000000
0.149983513864
Long
DBT
CORP
US
Y
2
2043-02-15
None
0.00000000
N
N
N
N
N
N
CNP ASSURANCES
969500QKVPV2H8UXM738
CNP Assurances
000000000
100000.00000000
PA
110857.57000000
0.027483607231
Long
DBT
CORP
FR
N
2
2050-07-27
Variable
2.00000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M117
0.70000000
NS
USD
0.48000000
0.000000119000
N/A
DE
US
N
1
N/A
N/A
DISH Network Corp
DISH Network Corp
2019-12-09
XXXX
0.48000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2341.11000000
-0.00058040373
N/A
DFE
N/A
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
170222.00000000
USD
152266.30000000
EUR
2019-12-13
-2341.11000000
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
100000.00000000
PA
USD
107875.00000000
0.026744173899
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
100000.00000000
PA
119869.86000000
0.029717917785
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.65000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AJ8
1060000.00000000
PA
USD
1163381.80000000
0.288423500999
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
UBS Group Funding Switzerland AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90352JAE3
350000.00000000
PA
USD
354377.15000000
0.087856538822
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.86000000
N
N
N
N
N
N
ServiceMaster Co LLC/The
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC/The
817610AA6
555000.00000000
PA
USD
575118.75000000
0.142582395018
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
5.13000000
N
N
N
N
N
N
BCPE CYCLE MERGER SUB II
N/A
BCPE Cycle Merger Sub II Inc
07335BAA4
175000.00000000
PA
USD
165812.50000000
0.041107933577
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.63000000
N
N
N
N
N
N
CCBL CAYMAN 1 CORP
549300PPQILFPZT13E12
CCBL Cayman 1 Corp Ltd
000000000
379000.00000000
PA
USD
388990.44000000
0.096437802757
Long
DBT
CORP
KY
N
2
2024-05-16
Fixed
3.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC19 XEUR 20191206
000000000
-204.00000000
NC
514262.71000000
0.127495076209
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEZ9 Comdty
2019-12-06
-27868027.92000000
EUR
514262.71000000
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAJ1
1086000.00000000
PA
USD
1086117.29000000
0.269268224135
Long
DBT
CORP
NL
Y
2
2029-11-07
Fixed
2.88000000
N
N
N
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
000000000
150000.00000000
PA
176099.76000000
0.043658332375
Long
DBT
CORP
US
N
2
2026-06-22
Fixed
1.75000000
N
N
N
N
N
N
Marsh & McLennan Companies Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BC5
131000.00000000
PA
USD
151713.74000000
0.037612594627
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGF3
2013475.58000000
PA
USD
2035601.58000000
0.504662643290
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
425000.00000000
PA
USD
436687.50000000
0.108262771166
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4XB3
36576000.00000000
PA
USD
470312.50000000
0.116599020041
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.26000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
52000.00000000
PA
USD
52260.00000000
0.012956204199
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
436000.00000000
PA
USD
515570.10000000
0.127819201961
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
2000000.00000000
PA
USD
2065030.40000000
0.511958582847
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.05000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
265000.00000000
PA
307653.16000000
0.076272812159
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
NEXSTAR ESCROW INC
5493006PK6I4I2OOT688
Nexstar Escrow Inc
65343HAA9
765000.00000000
PA
USD
805835.70000000
0.199781321853
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAD2
1825000.00000000
PA
USD
1916250.00000000
0.475073216540
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-740255.12000000
-0.18352270367
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
10738808.82000000
GBP
13152978.96000000
USD
2019-12-13
-740255.12000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
700000.00000000
PA
USD
732375.00000000
0.181569078650
Long
DBT
NUSS
DO
Y
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
450000.00000000
PA
USD
489947.52000000
0.121466898506
Long
DBT
CORP
IN
N
2
2028-08-10
Fixed
5.25000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Long: SM04981 CDS EUR R F 5.00000 SM04981_FEE CORPORATE / Short: SM04981 CDS EUR P V 03MEVENT SM04981_PRO CORPORATE
000000000
200000.00000000
OU
Notional Amount
37316.34000000
0.009251399177
N/A
DCR
US
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Glencore Finance Europe Ltd
Glencore Finance Europe Ltd
Y
sell protection
2024-06-20
32591.79000000
EUR
0.00000000
EUR
200000.00000000
EUR
457.12000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
900000.00000000
PA
USD
950400.00000000
0.235621440312
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
HighPoint Operating Corp
XE2KCQGOGYZ847CKN141
HighPoint Operating Corp
06846NAD6
180000.00000000
PA
USD
164250.00000000
0.040720561417
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR20 XCBT 20200320
000000000
-36.00000000
NC
USD
19059.05000000
0.004725085029
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH0 Comdty
2020-03-20
-5138934.05000000
USD
19059.05000000
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1465000.00000000
PA
USD
1585862.50000000
0.393164148135
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-32146.14000000
-0.00796961259
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2003662.88000000
USD
2328657000.00000000
KRW
2019-12-03
-32146.14000000
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
350000.00000000
PA
USD
363125.00000000
0.090025289892
Long
DBT
CORP
LU
Y
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
2325000.00000000
PA
3329472.26000000
0.825436710209
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-34689.47000000
-0.00860015034
N/A
DFE
CA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3046242.54000000
USD
4000000.00000000
CAD
2019-12-13
-34689.47000000
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
870000.00000000
PA
USD
911420.70000000
0.225957763115
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1376.06000000
-0.00034115029
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
17436290000.00000000
IDR
1234689.85000000
USD
2019-12-04
-1376.06000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
6877.63000000
0.001705089527
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1355000.00000000
SGD
997723.28000000
USD
2019-12-13
6877.63000000
N
N
N
MERLIN PROPERTIES SOCIMI
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
100000.00000000
PA
108601.09000000
0.026924184812
Long
DBT
CORP
ES
N
2
2034-12-04
Fixed
1.88000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
835000.00000000
PA
USD
862137.50000000
0.213739561761
Long
DBT
CORP
US
Y
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
153000.00000000
PA
USD
181774.25000000
0.045065141621
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26000000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
890000.00000000
PA
USD
950075.00000000
0.235540866903
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Federal Republic of Brazil
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
400000.00000000
PA
USD
419500.00000000
0.104001677410
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAD4
944000.00000000
PA
USD
1195100.39000000
0.296287116172
Long
DBT
CORP
ID
Y
2
2048-11-15
Fixed
6.76000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAC2
410000.00000000
PA
USD
425375.00000000
0.105458196730
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
505000.00000000
PA
USD
501843.75000000
0.124416190222
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
125000.00000000
PA
153996.61000000
0.038178559608
Long
DBT
CORP
DE
N
2
2026-03-23
Fixed
4.00000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
1316000.00000000
PA
USD
1302023.84000000
0.322795383525
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.63000000
N
N
N
N
N
N
VATTENFALL AB
549300T5RZ1HA5HZ3109
Vattenfall AB
000000000
100000.00000000
PA
111521.08000000
0.027648103424
Long
DBT
CORP
SE
N
2
2026-06-24
Fixed
0.50000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
210000.00000000
PA
USD
217087.50000000
0.053819938366
Long
DBT
CORP
KY
Y
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AD7
795000.00000000
PA
USD
880462.50000000
0.218282662448
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114GK0
300000.00000000
PA
USD
117375.00000000
0.029099396629
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
396000.00000000
PA
USD
391240.08000000
0.096995529416
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
000000000
250000.00000000
PA
284915.48000000
0.070635727867
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
420000.00000000
PA
USD
381150.00000000
0.094494015125
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
Match Group Inc
549300BIJKT86CPCKK96
Match Group Inc
57665RAF3
1010000.00000000
PA
USD
1061762.50000000
0.263230228872
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.38000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
916000.00000000
PA
USD
1047629.20000000
0.259726326828
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
624000.00000000
PA
USD
659468.16000000
0.163494147411
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Marsh & McLennan Companies Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
000000000
100000.00000000
PA
121237.63000000
0.030057012837
Long
DBT
CORP
US
N
2
2030-03-21
Fixed
1.98000000
N
N
N
N
N
N
PriSo Acquisition Corp
N/A
PriSo Acquisition Corp
74273XAA0
637000.00000000
PA
USD
590817.50000000
0.146474400580
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
400000.00000000
PA
USD
422250.00000000
0.104683452411
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
BANKINTER SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
200000.00000000
PA
221316.30000000
0.054868334775
Long
DBT
CORP
ES
N
2
2026-07-08
Fixed
0.88000000
N
N
N
N
N
N
Montage Resources Corp
54930070862I62NN3X72
Eclipse Resources Corp
27890GAB6
180000.00000000
PA
USD
146700.00000000
0.036369597321
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.88000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BAM4
550000.00000000
PA
USD
554812.50000000
0.137548106432
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
350000.00000000
PA
393570.78000000
0.097573352323
Long
DBT
CORP
CH
N
2
2027-06-24
Variable
1.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
125000.00000000
PA
USD
141250.00000000
0.035018443228
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Polaris Intermediate Corp
N/A
Polaris Intermediate Corp
73107GAA1
295000.00000000
PA
USD
244776.25000000
0.060684482932
Long
DBT
CORP
US
Y
2
2022-12-01
Fixed
8.50000000
N
N
Y
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
70000.00000000
PA
77863.15000000
0.019303690604
Long
DBT
CORP
AT
N
2
2034-07-03
Fixed
1.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1559.59000000
0.000386650717
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
361762.52000000
EUR
400420.10000000
USD
2019-12-13
1559.59000000
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAL6
245000.00000000
PA
USD
260435.00000000
0.064566571767
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
200000.00000000
PA
USD
202000.00000000
0.050079472793
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBF1
302000.00000000
PA
USD
337618.60000000
0.083701789571
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-318.43000000
-0.00007894458
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
195246.00000000
EUR
214949.64000000
USD
2019-12-13
-318.43000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
65000.00000000
PA
USD
56551.30000000
0.014020095494
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.20000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
6851.95000000
0.001698722988
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4161000.00000000
MYR
1002409.06000000
USD
2020-01-15
6851.95000000
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AF6
300000.00000000
PA
USD
303000.00000000
0.075119209190
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AE6
50000.00000000
PA
USD
43098.50000000
0.010684901773
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
20870.77000000
0.005174243358
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
226929000.00000000
JPY
2096084.27000000
USD
2019-12-13
20870.77000000
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
410000.00000000
PA
USD
468232.30000000
0.116083300638
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Intelsat Connect Finance SA
549300T8SOCBO2H77X11
Intelsat Connect Finance SA
45827AAD5
435000.00000000
PA
USD
254475.00000000
0.063088979401
Long
DBT
CORP
LU
Y
2
2023-02-15
Fixed
9.50000000
N
N
N
N
N
N
Golden Nugget Inc
N/A
Golden Nugget Inc
38113YAE9
475000.00000000
PA
USD
490437.50000000
0.121588373456
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
PRUDENTIAL PLC
254900TWUJUQ44TQJY84
Prudential PLC
000000000
100000.00000000
PA
132079.51000000
0.032744912018
Long
DBT
CORP
GB
N
2
2049-07-20
Variable
3.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
1175000.00000000
PA
USD
1326281.25000000
0.328809236516
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
927320AA9
303000.00000000
PA
USD
333448.55000000
0.082667958355
Long
DBT
CORP
FR
Y
2
2029-04-10
Fixed
3.75000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
1283000.00000000
PA
USD
1585852.15000000
0.393161582182
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
775000.00000000
PA
USD
784687.50000000
0.194538298553
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
525000.00000000
PA
USD
536812.50000000
0.133085579154
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
96000.00000000
PA
USD
99051.98000000
0.024556786819
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2A6
2363.52000000
PA
USD
2654.74000000
0.000658158314
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
735000.00000000
PA
USD
777262.50000000
0.192697506051
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
600000.00000000
PA
USD
664500.00000000
0.164741632036
Long
DBT
CORP
CH
Y
2
2025-09-12
Variable
7.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2119.50000000
0.000525462587
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
298896.00000000
EUR
331666.66000000
USD
2019-12-13
2119.50000000
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AB0
920000.00000000
PA
USD
972900.00000000
0.241199599411
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.88000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
000000000
150000.00000000
PA
168768.72000000
0.041840834265
Long
DBT
CORP
GB
N
2
2025-01-27
Fixed
1.38000000
N
N
N
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
610000.00000000
PA
USD
576450.00000000
0.142912436098
Long
DBT
CORP
LU
Y
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
VOLKSWAGEN LEASING GMBH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
000000000
100000.00000000
PA
113518.42000000
0.028143280326
Long
DBT
CORP
DE
N
2
2026-06-19
Fixed
1.50000000
N
N
N
N
N
N
Parkland Fuel Corp
549300Q72GWZCL8MQC95
Parkland Fuel Corp
70137TAL9
810000.00000000
PA
USD
866295.00000000
0.214770281603
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
6.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
2120000.00000000
PA
2711918.96000000
0.672334018694
Long
DBT
NUSS
IT
N
2
2040-03-01
Fixed
3.10000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAR7
39000.00000000
PA
USD
44532.31000000
0.011040369342
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAB0
408000.00000000
PA
USD
408000.00000000
0.101150618316
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.45000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAH5
1195000.00000000
PA
USD
1314858.50000000
0.325977329101
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-290.50000000
-0.00007202023
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
56065.38000000
USD
65878500.00000000
KRW
2019-12-03
-290.50000000
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AF3
152000.00000000
PA
USD
167085.50000000
0.041423533423
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.20000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
445000.00000000
PA
USD
463912.50000000
0.115012343675
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1336000.00000000
PA
1531532.23000000
0.379694686361
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
000000000
750000.00000000
PA
USD
785625.00000000
0.194770721849
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
Afren PLC
213800B4XZJ3ZDM7CL47
Afren PLC
00830FAC6
451812.07000000
PA
USD
370.49000000
0.000091851207
Long
DBT
CORP
GB
Y
2
2019-04-08
Fixed
10.25000000
Y
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1920000.00000000
PA
2434715.85000000
0.603610327577
Long
DBT
NUSS
N/A
N
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
GRANITE HOLDINGS US ACQU
N/A
Granite Holdings US Acquisition Co
38748YAA0
375000.00000000
PA
USD
348750.00000000
0.086461466023
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
250000.00000000
PA
273653.99000000
0.067843799738
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
547.01000000
0.000135613724
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99257.00000000
EUR
109982.61000000
USD
2019-12-13
547.01000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
21298000000.00000000
PA
1632101.75000000
0.404627698939
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
83.18000000
0.000020621834
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99493.00000000
EUR
109778.98000000
USD
2019-12-13
83.18000000
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
150000.00000000
PA
176789.27000000
0.043829274441
Long
DBT
CORP
ES
N
2
2026-11-02
Fixed
1.88000000
N
N
N
N
N
N
SAN Miguel Industrias Pet SA
529900U7G8NTVARTF926
SAN Miguel Industrias Pet SA
79911PAB2
337000.00000000
PA
USD
343740.00000000
0.085219395931
Long
DBT
CORP
PE
Y
2
2022-09-18
Fixed
4.50000000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
1315000.00000000
PA
USD
1551700.00000000
0.384694643238
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.88000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
205000.00000000
PA
USD
197357.60000000
0.048928537424
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZU7
890000.00000000
PA
USD
995050.88000000
0.246691205313
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Fixed
3.90000000
N
N
N
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
610000.00000000
PA
USD
660386.00000000
0.163721696635
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
535000.00000000
PA
USD
533662.50000000
0.132304636880
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
310000.00000000
PA
USD
348725.32000000
0.086455347403
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
250000.00000000
PA
USD
267202.85000000
0.066244444836
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
425000.00000000
PA
USD
439875.00000000
0.109053010372
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
Richemont International Holding SA
000000000
100000.00000000
PA
120749.53000000
0.029936003972
Long
DBT
CORP
LU
N
2
2030-03-26
Fixed
1.50000000
N
N
N
N
N
N
Imerys SA
54930075MZSSIB2TGC64
Imerys SA
000000000
200000.00000000
PA
225758.79000000
0.055969708820
Long
DBT
CORP
FR
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Sprint Communications Inc
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
455000.00000000
PA
USD
478887.50000000
0.118724918453
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
485000.00000000
PA
USD
523800.00000000
0.129859543808
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
200000.00000000
PA
218154.13000000
0.054084375337
Long
DBT
CORP
FR
N
2
2027-02-24
Fixed
0.50000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
777000.00000000
PA
USD
893550.00000000
0.221527291657
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AQ2
300000.00000000
PA
USD
315000.00000000
0.078094227376
Long
DBT
NUSS
GT
Y
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-158.57000000
-0.00003931238
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
99174.00000000
EUR
109185.52000000
USD
2019-12-13
-158.57000000
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
511000.00000000
PA
USD
539743.75000000
0.133812289325
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
NVA Holdings Inc/United States
549300PQXWQYUO44P605
NVA Holdings Inc/United States
62953QAA7
320000.00000000
PA
USD
345600.00000000
0.085680523750
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
85000.00000000
PA
USD
91800.00000000
0.022758889121
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
385000.00000000
PA
USD
405097.00000000
0.100430911833
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
Platform Specialty Products Corporation
549300FLGN6P5CU20J91
Platform Specialty Products Corporation Term Loan
72766TAB5
103000.00000000
PA
USD
103128.75000000
0.025567492227
Long
LON
CORP
US
N
2
2026-01-30
None
0.00000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Blitz F18-674 GmbH
000000000
270000.00000000
PA
320169.21000000
0.079375768522
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
90000.00000000
PA
100668.44000000
0.024957536644
Long
DBT
CORP
DE
N
2
2024-08-28
Fixed
0.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-18771.74000000
-0.00465385565
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16778616.13000000
CAD
12613651.49000000
USD
2019-12-13
-18771.74000000
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02154VAB7
840000.00000000
PA
USD
874650.00000000
0.216841638015
Long
DBT
CORP
LU
Y
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AH2
475000.00000000
PA
USD
523417.80000000
0.129764789479
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Jagged Peak Energy LLC
549300RX1X1CBWDBPJ74
Jagged Peak Energy LLC
47009LAC9
325000.00000000
PA
USD
328332.88000000
0.081399690748
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
79.33000000
0.000019667349
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
173137.84000000
USD
157106.25000000
EUR
2019-12-13
79.33000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC19 XEUR 20191206
000000000
-99.00000000
NC
543716.13000000
0.134797114553
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXZ9 Comdty
2019-12-06
-17429410.02000000
EUR
543716.13000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4615.52000000
-0.00114427132
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1437927.79000000
USD
1300000.00000000
EUR
2019-12-13
-4615.52000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6021.08000000
0.001492735208
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
938852.88000000
USD
4012000.00000000
BRL
2020-02-04
6021.08000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
103000.00000000
PA
USD
113924.16000000
0.028243870649
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
PBF Holding Co LLC / PBF Finance Corp
2549003PBEDCSZMZIY02
PBF Holding Co LLC / PBF Finance Corp
69318FAE8
150000.00000000
PA
USD
155857.50000000
0.038639908074
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
113.27000000
0.000028081692
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
99256.00000000
EUR
109547.76000000
USD
2019-12-13
113.27000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
3605.44000000
0.000893854130
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9831000.00000000
NOK
1069871.53000000
USD
2019-12-13
3605.44000000
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AF9
936000.00000000
PA
USD
980460.00000000
0.243073860868
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
14464000.00000000
PA
USD
17771510.07000000
4.405880470569
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEH8
1670000.00000000
PA
USD
1868692.59000000
0.463282869905
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
3.90000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
500000.00000000
PA
USD
575200.00000000
0.142602538371
Long
DBT
CORP
KZ
Y
2
2030-04-24
Fixed
5.38000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
454000.00000000
PA
USD
464896.00000000
0.115256171207
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
215000.00000000
PA
USD
221181.25000000
0.054834853425
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFW4
370000.00000000
PA
USD
373354.81000000
0.092561445791
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
2.63000000
N
N
N
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
525000.00000000
PA
USD
573510.00000000
0.142183556643
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AQ9
133000.00000000
PA
USD
137235.39000000
0.034023148415
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
234000.00000000
PA
USD
240303.32000000
0.059575562258
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
175000.00000000
PA
220347.87000000
0.054628243370
Long
DBT
CORP
JE
N
2
2022-01-31
Fixed
2.88000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAH4
590000.00000000
PA
USD
613231.25000000
0.152031176736
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KML2
21067.68000000
PA
USD
23762.16000000
0.005891071511
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
535000.00000000
PA
USD
561750.00000000
0.139268038821
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
984.85000000
0.000244162221
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1973507.72000000
USD
3075000.00000000
NZD
2019-12-13
984.85000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
16.98000000
0.000004209650
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2464.45000000
EUR
2734.15000000
USD
2019-12-13
16.98000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
499000.00000000
PA
USD
630676.12000000
0.156356077194
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
PPL WEM Ltd / Western Power Distribution Ltd
9N3UAJSNOUXFKQLF3V18
PPL WEM Ltd / Western Power Distribution Ltd
69353UAA9
250000.00000000
PA
USD
257844.78000000
0.063924409133
Long
DBT
CORP
GB
Y
2
2021-05-01
Fixed
5.38000000
N
N
N
N
N
N
WPP Finance 2016
54930075XV07BV32MP65
WPP Finance 2016
000000000
120000.00000000
PA
137601.91000000
0.034114015387
Long
DBT
CORP
GB
N
2
2025-03-20
Fixed
1.38000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
116118.23000000
0.028787820495
Long
DBT
CORP
NL
N
2
2027-03-30
Fixed
1.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LJ3
2988000.00000000
PA
USD
3173185.78000000
0.786690450193
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
3.12000000
N
N
N
N
N
N
Gates Global LLC / Gates Global Co
N/A
Gates Global LLC / Gates Global Co
36740PAA1
436000.00000000
PA
USD
436000.00000000
0.108092327416
Long
DBT
CORP
US
Y
2
2022-07-15
Fixed
6.00000000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc. USD Term Loan B3
90347BAH1
175000.00000000
PA
USD
174968.68000000
0.043377917078
Long
LON
CORP
NL
N
2
2024-06-01
None
0.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
445000.00000000
PA
USD
460575.00000000
0.114184916742
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
160000.00000000
PA
USD
168175.00000000
0.041693640282
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
400000.00000000
PA
USD
424585.87000000
0.105262557055
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
515000.00000000
PA
USD
529069.80000000
0.131166023045
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Islandsbanki HF
549300PZMFIQR79Q0T97
Islandsbanki HF
000000000
300000.00000000
PA
332968.71000000
0.082548997295
Long
DBT
CORP
IS
N
2
2024-01-19
Variable
1.13000000
N
N
N
N
N
N
ESSILORLUXOTTICA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
100000.00000000
PA
111024.39000000
0.027524964942
Long
DBT
CORP
FR
N
2
2031-11-27
Fixed
0.75000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
150000.00000000
PA
181137.52000000
0.044907284677
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
510000.00000000
PA
USD
535500.00000000
0.132760186539
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
250000.00000000
PA
USD
257554.98000000
0.063852562444
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.13000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
1770000.00000000
PA
USD
1869491.70000000
0.463480983803
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
000000000
100000.00000000
PA
118848.71000000
0.029464756133
Long
DBT
CORP
AU
N
2
2028-03-29
Fixed
1.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
000000000
130000.00000000
PA
141068.55000000
0.034973458474
Long
DBT
CORP
US
N
2
2032-03-19
Fixed
0.88000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
310000.00000000
PA
USD
311643.00000000
0.077261966038
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
FORT CRE LLC
N/A
FORT CRE 2018-1 LLC
34719RAA9
290500.00000000
PA
USD
290499.71000000
0.072020160017
Long
ABS-O
CORP
US
Y
2
2035-11-21
Floating
3.50000000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas SA ESP / Gases del Pacifico SAC
74348DAA5
267000.00000000
PA
USD
266814.44000000
0.066148150935
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
Summit Materials LLC / Summit Materials Finance Corp
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAG2
1015000.00000000
PA
USD
1032762.50000000
0.256040601590
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.13000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
485000.00000000
PA
USD
452262.50000000
0.112124096853
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
Match Group Inc
549300BIJKT86CPCKK96
Match Group Inc
57665RAG1
555000.00000000
PA
USD
568875.00000000
0.141034455869
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBE9
487000.00000000
PA
USD
514777.71000000
0.127622754073
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
1175000.00000000
PA
USD
1207312.50000000
0.299314720283
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Euroclear Investments SA
222100BZL5ZNXNUKWZ69
Euroclear Investments SA
000000000
100000.00000000
PA
119774.44000000
0.029694261432
Long
DBT
CORP
LU
N
2
2048-04-11
Variable
2.63000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
170000.00000000
PA
USD
90100.00000000
0.022337428211
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
163.22000000
0.000040465205
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
111437.09000000
USD
101220.37000000
EUR
2019-12-13
163.22000000
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
760000.00000000
PA
USD
807104.80000000
0.200095954818
Long
DBT
CORP
US
Y
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
600000.00000000
PA
USD
642750.00000000
0.159349411575
Long
DBT
CORP
GB
N
2
2022-03-15
Variable
7.88000000
N
N
N
N
N
N
LLPL Capital Pte Ltd
N/A
LLPL Capital Pte Ltd
50201PAA4
949660.20000000
PA
USD
1098661.89000000
0.272378258563
Long
DBT
CORP
SG
Y
2
2039-02-04
Fixed
6.88000000
N
N
N
N
N
N
Cimpress NV
549300X1IFD75XISOR81
Cimpress NV
17186HAC6
770000.00000000
PA
USD
818125.00000000
0.202828062769
Long
DBT
CORP
NL
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
550000.00000000
PA
USD
571659.00000000
0.141724660088
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
100000.00000000
PA
115372.09000000
0.028602838823
Long
DBT
CORP
LU
N
2
2026-03-22
Fixed
1.63000000
N
N
N
N
N
N
SACI Falabella
5493004CKJQ7H391LM41
SACI Falabella
000000000
300000.00000000
PA
USD
304734.46000000
0.075549213360
Long
DBT
CORP
CL
N
2
2023-04-30
Fixed
3.75000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5641.20000000
-0.00139855604
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2866603.64000000
EUR
3154926.63000000
USD
2019-12-13
-5641.20000000
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
200000.00000000
PA
USD
201540.00000000
0.049965430429
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
735000.00000000
PA
USD
716411.85000000
0.177611523520
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
220000.00000000
PA
USD
207487.50000000
0.051439923818
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
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1601.01000000
0.000396919488
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
100000.00000000
EUR
111855.80000000
USD
2019-12-13
1601.01000000
N
N
N
Zayo Group LLC / Zayo Capital Inc
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
410000.00000000
PA
USD
418200.00000000
0.103679383774
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
1025000.00000000
PA
USD
1122631.25000000
0.278320698721
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3614.88000000
-0.00089619447
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2622000.00000000
CAD
1970458.16000000
USD
2019-12-13
-3614.88000000
N
N
N
LKQ European Holdings BV
549300J0BGI20W62GB49
LKQ European Holdings BV
000000000
100000.00000000
PA
115688.97000000
0.028681399136
Long
DBT
CORP
NL
Y
2
2026-04-01
Fixed
3.63000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP / Panther Finance Co Inc
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
1130000.00000000
PA
USD
1154012.50000000
0.286100681175
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAC4
236000.00000000
PA
USD
235891.16000000
0.058481707571
Long
DBT
CORP
FR
Y
2
2021-11-02
Fixed
2.08000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
280000.00000000
PA
USD
286036.00000000
0.070913525148
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
1990000.00000000
PA
USD
2260800.39000000
0.560493522887
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
400000.00000000
PA
USD
395000.00000000
0.097927681948
Long
DBT
CORP
GB
Y
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D82
15572000.00000000
PA
USD
392344.33000000
0.097269293069
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.43000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AD9
2186000.00000000
PA
USD
2237917.50000000
0.554820438395
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
405000.00000000
PA
USD
435334.50000000
0.107927337866
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.13000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
900000.00000000
PA
USD
943875.00000000
0.234003774174
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
263000.00000000
PA
USD
282526.23000000
0.070043389350
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
291000.00000000
PA
USD
308561.64000000
0.076498040869
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.54000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp IV
NYLWZIOY8PUNIT4JOE22
Crown Americas LLC / Crown Americas Capital Corp IV
228189AB2
875000.00000000
PA
USD
914812.50000000
0.226798652005
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCQ3
904000.00000000
PA
USD
951912.00000000
0.235996292604
Long
DBT
CORP
MX
Y
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
BANK
N/A
Bank 2019-BNK19
06540WBD4
2000000.00000000
PA
USD
2097108.00000000
0.519911203126
Long
ABS-MBS
CORP
US
Y
2
2061-08-15
Fixed
3.18000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
989000.00000000
PA
1168136.83000000
0.289602359393
Long
DBT
NUSS
RO
Y
2
2026-12-08
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4278.36000000
-0.00106068323
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1053198.50000000
USD
951360.15000000
EUR
2019-12-13
-4278.36000000
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
1480000.00000000
PA
USD
1531800.00000000
0.379761071413
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405GT91
6000.15000000
PA
USD
6620.93000000
0.001641448929
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
100000.00000000
PA
182854.98000000
0.045333074238
Long
DBT
CORP
JE
N
2
2046-10-31
Fixed
4.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1316.09000000
0.000326282640
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
296946.00000000
EUR
328713.28000000
USD
2019-12-13
1316.09000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
100000.00000000
PA
159073.27000000
0.039437155926
Long
DBT
CORP
FR
N
2
2029-04-16
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-29540.82000000
-0.00732370639
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3037235.68000000
USD
216889000.00000000
INR
2020-01-30
-29540.82000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
1815000.00000000
PA
USD
1932975.00000000
0.479219648136
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.63000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
229000.00000000
PA
USD
241523.78000000
0.059878136482
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
460000.00000000
PA
USD
474950.00000000
0.117748740610
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAD6
471000.00000000
PA
USD
495039.84000000
0.122729377223
Long
DBT
CORP
KY
N
2
2025-02-11
Fixed
3.80000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
300000.00000000
PA
422908.99000000
0.104846828014
Long
DBT
CORP
FR
N
2
2029-01-22
Variable
5.88000000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
200000.00000000
PA
242710.96000000
0.060172459990
Long
DBT
CORP
JE
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
1638.30000000
0.000406164357
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1234427.61000000
USD
17436290000.00000000
IDR
2019-12-04
1638.30000000
N
N
N
Tms International Holding Corp
N/A
Tms International Holding Corp
87261QAB9
745000.00000000
PA
USD
633250.00000000
0.156994188844
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1391.88000000
-0.00034507235
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
217075.52000000
USD
195622.92000000
EUR
2019-12-13
-1391.88000000
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAE1
271000.00000000
PA
USD
283903.80000000
0.070384914000
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
6117.41000000
0.001516617166
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
9098000.00000000
NOK
992882.63000000
USD
2019-12-13
6117.41000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
200000.00000000
PA
230033.74000000
0.057029546653
Long
DBT
CORP
FI
N
2
2024-06-07
Fixed
1.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
261000.00000000
PA
USD
291788.04000000
0.072339560449
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
211712.38000000
0.052487348387
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
906836304.00000000
JPY
8504521.75000000
USD
2019-12-13
211712.38000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
827.05000000
0.000205040732
N/A
DFE
N/A
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1563519.92000000
USD
1418847.17000000
EUR
2019-12-13
827.05000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1750000.00000000
PA
2216160.98000000
0.549426601507
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
1300000.00000000
PA
USD
1361750.00000000
0.337602584539
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Infraestructura Energetica Nova SAB de CV
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
000000000
250000.00000000
PA
USD
237500.00000000
0.058880568260
Long
DBT
CORP
MX
N
2
2048-01-14
Fixed
4.88000000
N
N
N
N
N
N
Apergy Corp
549300EP2909K6DYYP38
Apergy Corp
03755LAC8
555000.00000000
PA
USD
549450.00000000
0.136218645180
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
11859000.00000000
PA
USD
12073017.95000000
2.993120663197
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
172000.00000000
PA
USD
189171.31000000
0.046899007289
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWS3
1073000.00000000
PA
USD
1145589.95000000
0.284012577890
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
3.19000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
141000.00000000
PA
USD
150776.32000000
0.037380191165
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-7279.89000000
-0.00180481709
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
781440.72000000
USD
84656130.00000000
JPY
2019-12-13
-7279.89000000
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
000000000
100000.00000000
PA
113090.92000000
0.028037295303
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.88000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
540000.00000000
PA
USD
550800.00000000
0.136553334726
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2398.88000000
-0.00059472596
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
205209.79000000
USD
183947.48000000
EUR
2019-12-13
-2398.88000000
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
155000.00000000
PA
USD
157859.75000000
0.039136302254
Long
DBT
CORP
CA
Y
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc. Term Loan B
000000000
103000.00000000
PA
USD
103367.81000000
0.025626759547
Long
LON
CORP
CA
N
2
2025-11-27
None
0.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
24208.54000000
0.006001737229
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
96980000.00000000
JPY
911068.33000000
USD
2019-12-13
24208.54000000
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AV1
365000.00000000
PA
USD
377775.00000000
0.093657291260
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
845000.00000000
PA
USD
843943.75000000
0.209229000334
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM XVI Ltd/ALM XVI LLC
00162LCU9
1120000.00000000
PA
USD
1117799.20000000
0.277122745669
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-15
Floating
3.90000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444UAP1
510000.00000000
PA
USD
525937.50000000
0.130389468923
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
5.75000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
204000.00000000
PA
USD
215042.87000000
0.053313037414
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
55000.00000000
PA
69778.76000000
0.017299423331
Long
DBT
NUSS
ES
N
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBG7
580000.00000000
PA
USD
600300.00000000
0.148825284743
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
457000.00000000
PA
USD
466507.43000000
0.115655674003
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
Hellenic Republic
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
6783000.00000000
PA
9027996.73000000
2.238204537734
Long
DBT
NUSS
GR
N
2
2029-03-12
Fixed
3.88000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCQ8
221000.00000000
PA
USD
253624.02000000
0.062878005987
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
840000.00000000
PA
1199463.02000000
0.297368691471
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAU2
705000.00000000
PA
USD
729675.00000000
0.180899699558
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
5.38000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
774000.00000000
PA
USD
794433.60000000
0.196954533948
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
Toll Brothers Finance Corp
88947EAT7
470000.00000000
PA
USD
487918.75000000
0.120963929535
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
962.77000000
0.000238688188
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
432307.89000000
USD
334897.60000000
GBP
2019-12-13
962.77000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
1115000.00000000
PA
USD
1172539.58000000
0.290693881169
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402KJ21
19283.96000000
PA
USD
20760.66000000
0.005146945087
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3179.98000000
-0.00078837486
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
510559.01000000
USD
459000.00000000
EUR
2020-01-15
-3179.98000000
N
N
N
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)
54930076J6KDZL504O62
iHeartCommunications, Inc. Exit Term Loan
45175AAB7
84322.95000000
PA
USD
84849.97000000
0.021035850317
Long
LON
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
601.66000000
0.000149162453
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
99086.00000000
EUR
109848.72000000
USD
2019-12-13
601.66000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1826.66000000
0.000452862226
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1160394.98000000
USD
1810000.00000000
NZD
2019-12-13
1826.66000000
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
570000.00000000
PA
USD
599925.00000000
0.148732315424
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1759.26000000
-0.00043615254
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
217667.28000000
USD
23610000.00000000
JPY
2019-12-13
-1759.26000000
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
134000.00000000
PA
USD
141356.60000000
0.035044871306
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
405000.00000000
PA
USD
368550.00000000
0.091370246030
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Ensign Drilling Inc
549300MJ7RLJKQNMN618
Ensign Drilling Inc
29359NAA3
140000.00000000
PA
USD
123025.00000000
0.030500134358
Long
DBT
CORP
CA
Y
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AG5
1605000.00000000
PA
USD
1641112.50000000
0.406861627699
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
400000.00000000
PA
USD
420200.00000000
0.104175220138
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3700.17000000
-0.00091733942
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
755689.08000000
USD
682046.48000000
EUR
2019-12-13
-3700.17000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BU7
102000.00000000
PA
USD
119846.36000000
0.029712091708
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95000000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
5493006S177ZK2ZNBU43
CyrusOne LP / CyrusOne Finance Corp
23283PAK0
1000000.00000000
PA
USD
1100000.00000000
0.272710000362
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.38000000
N
N
N
N
N
N
Grinding Media Inc / Moly-Cop AltaSteel Ltd
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
225000.00000000
PA
USD
224565.75000000
0.055673932512
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
-15.00000000
NC
USD
1467.93000000
0.000363926537
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
-3235257.00000000
USD
1467.93000000
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
315000.00000000
PA
USD
311094.00000000
0.077125858956
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
Nielsen Finance LLC / Nielsen Finance Co
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
764000.00000000
PA
USD
768775.00000000
0.190593300480
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
553777AA1
500000.00000000
PA
USD
521250.00000000
0.129227352444
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
515000.00000000
PA
USD
547187.50000000
0.135657730293
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
381000.00000000
PA
USD
395058.90000000
0.097942284329
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
675000.00000000
PA
USD
747562.50000000
0.185334336041
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
2030000.00000000
PA
USD
2090900.00000000
0.518372127052
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
GRAND CITY PROPERTIES SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
200000.00000000
PA
225240.47000000
0.055841207868
Long
DBT
CORP
LU
N
2
2023-07-24
Variable
2.50000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
610000.00000000
PA
USD
600850.00000000
0.148961639743
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
-388.00000000
NC
USD
160948.61000000
0.039902086810
N/A
DIR
US
N
1
Chicago Board Of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
-50352386.11000000
USD
160948.61000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
780.17000000
0.000193418328
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
295098.02000000
USD
268358.58000000
EUR
2019-12-13
780.17000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-25364.21000000
-0.00628824883
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
409663.18000000
GBP
504633.72000000
USD
2019-12-13
-25364.21000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
227000.00000000
PA
USD
249069.96000000
0.061748971710
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
515000.00000000
PA
USD
540750.00000000
0.134061756996
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
103000.00000000
PA
USD
103349.48000000
0.025622215207
Long
LON
CORP
US
N
2
2026-09-18
None
0.00000000
N
N
N
N
N
N
INVESTOR AB
549300VEBQPHRZBKUX38
Investor AB
000000000
100000.00000000
PA
118236.33000000
0.029312935997
Long
DBT
CORP
SE
N
2
2039-06-20
Fixed
1.50000000
N
N
N
N
N
N
CNH Industrial Finance Europe SA
5493007GVB1I2FDSS786
CNH Industrial Finance Europe SA
000000000
200000.00000000
PA
231979.47000000
0.057511928497
Long
DBT
CORP
LU
N
2
2026-01-19
Fixed
1.88000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CH1
223000.00000000
PA
USD
265461.09000000
0.065812630863
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
770000.00000000
PA
USD
827750.00000000
0.205214275272
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
170000.00000000
PA
117285.38000000
0.029077178202
Long
DBT
NUSS
N/A
N
2
2021-01-13
Fixed
2.80000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
545000.00000000
PA
USD
543065.25000000
0.134635749567
Long
DBT
CORP
LU
Y
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
370000.00000000
PA
411799.21000000
0.102092511552
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
390000.00000000
PA
USD
406575.00000000
0.100797334906
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
000000000
100000.00000000
PA
142233.28000000
0.035262216218
Long
DBT
CORP
US
N
2
2031-05-21
Fixed
3.36000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
580000.00000000
PA
USD
626400.00000000
0.155295949297
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
21746.94000000
0.005391461832
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
98080565.00000000
JPY
918671.14000000
USD
2019-12-13
21746.94000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc.
91831AAC5
1640000.00000000
PA
USD
1705550.80000000
0.422837053896
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp. 2018 Term Loan F
92929LAT5
103000.00000000
PA
USD
103183.96000000
0.025581179789
Long
LON
CORP
US
N
2
2023-11-01
None
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1395000.00000000
PA
USD
1474933.50000000
0.365662832108
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
175000.00000000
PA
199241.85000000
0.049395677259
Long
DBT
CORP
NL
N
2
2023-03-16
Fixed
1.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
489000.00000000
PA
USD
529782.60000000
0.131342739125
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
161000.00000000
PA
USD
157780.00000000
0.039116530779
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
Diamond Offshore Drilling Inc
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAL6
545000.00000000
PA
USD
301112.50000000
0.074651263621
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
5.70000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1829.46000000
0.000453556397
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
794423.71000000
USD
1240054.55000000
NZD
2019-12-13
1829.46000000
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
280000.00000000
PA
USD
313250.00000000
0.077660370557
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
115000.00000000
PA
USD
93725.00000000
0.023236131621
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
483000.00000000
PA
USD
543621.33000000
0.134773611910
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.13000000
N
N
N
N
N
N
City of Chicago IL
T5UYO5SYLC8K73MJQX30
CHICAGO IL
167486VV8
955000.00000000
PA
USD
1143201.85000000
0.283420524479
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
7.38000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAC1
280000.00000000
PA
USD
320661.16000000
0.079497731872
Long
DBT
CORP
AU
Y
2
2035-03-23
Fixed
5.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
20260000000.00000000
PA
1544342.02000000
0.382870466212
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1418.27000000
-0.00035161492
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
475946.04000000
EUR
523335.04000000
USD
2019-12-13
-1418.27000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
320000.00000000
PA
USD
324480.00000000
0.080444491743
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
426000.00000000
PA
USD
438780.00000000
0.108781539962
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
100000.00000000
PA
110319.90000000
0.027350309062
Long
DBT
CORP
IT
N
2
2024-12-04
Fixed
0.75000000
N
N
N
N
N
N
Videotron Ltd
549300BBCGA0CYX8IL74
Videotron Ltd
92660FAG9
350000.00000000
PA
USD
382375.00000000
0.094797714898
Long
DBT
CORP
CA
Y
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
565000.00000000
PA
USD
586893.75000000
0.145501631613
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-179.95000000
-0.00004461287
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
240000.00000000
AUD
162201.36000000
USD
2019-12-13
-179.95000000
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
296000.00000000
PA
USD
330141.41000000
0.081848058218
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.25000000
N
N
N
N
N
N
ICA TENEDORA SA DE CV
N/A
ICA TENEDORA SA DE CV
000000000
110829.00000000
NS
USD
195720.02000000
0.048522551568
Long
EC
CORP
US
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
20424.20000000
0.005063530535
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
18500000.00000000
NOK
2026926.35000000
USD
2019-12-13
20424.20000000
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Escrow I Corp
15137TAA8
705000.00000000
PA
USD
748181.25000000
0.185487735416
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BP8
145000.00000000
PA
USD
146996.48000000
0.036443100103
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-14707.09000000
-0.00364615501
N/A
DFE
NO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1011016.75000000
USD
9186000.00000000
NOK
2019-12-13
-14707.09000000
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
735000.00000000
PA
USD
808500.00000000
0.200441850266
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
100000.00000000
PA
106365.76000000
0.026370005861
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
80000.00000000
PA
USD
90190.84000000
0.022359949099
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
452.53000000
0.000112190414
N/A
DFE
CA
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
195298.42000000
USD
260000.00000000
CAD
2019-12-13
452.53000000
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
100000.00000000
PA
108147.15000000
0.026811644832
Long
DBT
CORP
LU
N
2
2049-09-18
Fixed
1.80000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1047000.00000000
PA
USD
1105627.81000000
0.274105236786
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
BILFINGER SE
529900H0HULEN2BZ4604
Bilfinger SE
000000000
400000.00000000
PA
473233.54000000
0.117323198967
Long
DBT
CORP
DE
N
2
2024-06-14
Fixed
4.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
350000.00000000
PA
USD
375208.54000000
0.093021019162
Long
DBT
CORP
IT
Y
2
2022-01-14
Fixed
6.57000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
355000.00000000
PA
USD
362100.00000000
0.089771173755
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
980000.00000000
PA
USD
1031450.00000000
0.255715208975
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
886880.00000000
0.219873677382
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
400000.00000000
PA
USD
412000.00000000
0.102142291044
Long
DBT
CORP
IE
Y
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1329.00000000
0.000329483264
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
198920.00000000
EUR
220647.83000000
USD
2019-12-13
1329.00000000
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAC7
200000.00000000
PA
USD
210329.12000000
0.052144413083
Long
DBT
CORP
US
Y
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165AAH1
280000.00000000
PA
USD
260400.00000000
0.064557894631
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
100000.00000000
PA
108650.67000000
0.026936476595
Long
DBT
CORP
NL
N
2
2027-06-17
Fixed
0.38000000
N
N
N
N
N
N
Buoni Poliennali DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
380000.00000000
PA
519836.23000000
0.128876853155
Long
DBT
NUSS
IT
N
2
2048-03-01
Fixed
3.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
1891148.81000000
PA
USD
170301.35000000
0.042220801109
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.22000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-5850.42000000
-0.00145042549
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4012000.00000000
BRL
941784.04000000
USD
2019-12-03
-5850.42000000
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAF0
395000.00000000
PA
USD
405862.50000000
0.100620693201
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC
013092AB7
45000.00000000
PA
USD
47081.25000000
0.011672297913
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
748000.00000000
PA
USD
706861.92000000
0.175243922235
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
000000000
200000.00000000
PA
202761.39000000
0.050268235218
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
1.45000000
N
N
N
N
N
N
Wabtec Corp
06BTX5UWZD0GQ5N5Y745
Wabtec Corp
960386AM2
140000.00000000
PA
USD
155570.09000000
0.038568653909
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
201000.00000000
PA
USD
207366.24000000
0.051409861259
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
Government of Jamaica
N/A
Jamaica Government International Bond
470160CB6
479000.00000000
PA
USD
626100.90000000
0.155221796968
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390ABV1
10640.13000000
PA
USD
11844.53000000
0.002936474345
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
239000.00000000
PA
USD
253077.58000000
0.062742533575
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3014.92000000
-0.00074745348
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1613000.00000000
CAD
1211393.86000000
USD
2019-12-13
-3014.92000000
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1410000.00000000
PA
USD
1480500.00000000
0.367042868669
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
DS SMITH PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
150000.00000000
PA
162482.18000000
0.040282286696
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.88000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
1620000.00000000
PA
USD
1772928.00000000
0.439541086838
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
000000000
1020000.00000000
PA
USD
1119450.00000000
0.277532009004
Long
DBT
CORP
CH
N
2
2025-08-07
Variable
6.88000000
N
N
N
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605HAA8
985000.00000000
PA
USD
1039175.00000000
0.257630376933
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAB6
410000.00000000
PA
USD
430500.00000000
0.106728777414
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
270000.00000000
PA
USD
287199.00000000
0.071201853994
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402NP44
20180.04000000
PA
USD
21728.75000000
0.005386952200
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAA0
1270000.00000000
PA
USD
1301750.00000000
0.322727493610
Long
DBT
CORP
US
Y
2
2023-04-15
Fixed
5.38000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AH1
25000.00000000
PA
USD
26738.63000000
0.006628992542
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AV1
665000.00000000
PA
USD
666250.20000000
0.165175538439
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
289000.00000000
PA
USD
320067.50000000
0.079350552764
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
670000.00000000
PA
USD
712015.70000000
0.176521638004
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-26265.71000000
-0.00651174707
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2011075.95000000
USD
18300000.00000000
NOK
2019-12-13
-26265.71000000
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
251000.00000000
PA
USD
247862.50000000
0.061449620422
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444UAQ9
225000.00000000
PA
USD
238500.00000000
0.059128486442
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.88000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
135000.00000000
PA
USD
138375.00000000
0.034305678454
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAG4
300000.00000000
PA
USD
309000.00000000
0.076606718283
Long
DBT
CORP
GB
Y
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAH5
235000.00000000
PA
USD
246162.50000000
0.061028159512
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
6.00000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
72766QAD7
225000.00000000
PA
USD
234000.00000000
0.058012854622
Long
DBT
CORP
US
Y
2
2025-12-01
Fixed
5.88000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
250000.00000000
PA
USD
268650.19000000
0.066603266738
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7934.74000000
0.001967166316
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1312000.00000000
CAD
995724.15000000
USD
2019-12-13
7934.74000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAF2
500000.00000000
PA
USD
522830.60000000
0.129619211923
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
382000.00000000
PA
USD
394850.45000000
0.097890605784
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
549300JE8XHZZ7OHN517
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAB1
1740000.00000000
PA
USD
1844574.00000000
0.457303432916
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AE6
285000.00000000
PA
USD
297825.00000000
0.073836232598
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.88000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
4610.25000000
0.001142964799
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2597000.00000000
AUD
1761711.31000000
USD
2019-12-13
4610.25000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
643000.00000000
PA
USD
651037.50000000
0.161404033509
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
000000000
100000.00000000
PA
135384.81000000
0.033564355985
Long
DBT
CORP
US
N
2
2025-05-21
Fixed
2.60000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1653.28000000
-0.00040987817
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
256155.35000000
USD
230830.85000000
EUR
2019-12-13
-1653.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1283.68000000
0.000318247612
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
826000.00000000
EUR
911988.25000000
USD
2019-12-13
1283.68000000
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
300000.00000000
PA
341408.06000000
0.084641265605
Long
DBT
CORP
LU
N
2
2026-08-03
Fixed
1.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAQ3
768632.00000000
PA
USD
799964.28000000
0.198325690080
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.15000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315AS2
226000.00000000
PA
USD
262533.58000000
0.065086847906
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.13000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
550000.00000000
PA
USD
567160.00000000
0.140609276186
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Consorcio Transmantaro SA
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
219000.00000000
0.054294081890
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAW0
1217392.00000000
PA
USD
1280248.26000000
0.317396821316
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
3.26000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
815000.00000000
PA
USD
868993.75000000
0.215439350797
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4358.22000000
0.001080481979
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1005040.91000000
USD
1572000.00000000
NZD
2019-12-13
4358.22000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1060.28000000
0.000262862690
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
99762.00000000
EUR
111052.66000000
USD
2019-12-13
1060.28000000
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAK0
210000.00000000
PA
USD
214725.00000000
0.053234231661
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
Virginia Electric & Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
475000.00000000
PA
USD
506501.32000000
0.125570886509
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAH8
157000.00000000
PA
USD
158513.29000000
0.039298326703
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
125000.00000000
PA
USD
128893.75000000
0.031955104190
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAD4
205000.00000000
PA
USD
228180.84000000
0.056570179053
Long
DBT
CORP
US
Y
2
2048-04-04
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
1335878.00000000
PA
USD
1394169.30000000
0.345639918461
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2608.05000000
0.000646583014
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
370000.00000000
EUR
412527.80000000
USD
2020-02-20
2608.05000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
217000.00000000
PA
USD
265314.39000000
0.065776261266
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
200000.00000000
PA
USD
207030.76000000
0.051326689667
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7780.47000000
0.001928919978
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1304000.00000000
CAD
989546.77000000
USD
2019-12-13
7780.47000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
170000.00000000
PA
USD
169654.15000000
0.042060348461
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087XW9
490000.00000000
PA
562398.86000000
0.139428903012
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-134288.14000000
-0.03329247155
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
45786796.10000000
EUR
50347847.79000000
USD
2019-12-13
-134288.14000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
1977941.65000000
PA
USD
2032658.42000000
0.503932980413
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
000000000
110000.00000000
PA
130662.56000000
0.032393624349
Long
DBT
CORP
US
N
2
2027-06-21
Fixed
1.88000000
N
N
N
N
N
N
Flagship CLO
N/A
Flagship CLO VIII Ltd
338422AS7
1142526.00000000
PA
USD
1134732.83000000
0.281320900436
Long
ABS-CBDO
CORP
KY
Y
2
2026-01-16
Floating
3.40000000
N
N
N
N
N
N
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
00654AAA4
1488000.00000000
PA
USD
1582306.46000000
0.392282541163
Long
DBT
CORP
IN
Y
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZY9
15983000.00000000
PA
USD
190504.57000000
0.047229546685
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
0.25000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Finance BV
98954UAA1
1155000.00000000
PA
USD
1189650.00000000
0.294935865391
Long
DBT
CORP
NL
Y
2
2025-01-15
Fixed
5.88000000
N
N
N
N
N
N
Government of Bermuda
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
487000.00000000
PA
USD
547875.00000000
0.135828174044
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
000000000
447000.00000000
PA
USD
480516.06000000
0.119128668087
Long
DBT
CORP
CH
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
SELP FINANCE SARL
549300Y4VYEJE1MH6D45
SELP Finance Sarl
000000000
250000.00000000
PA
283418.14000000
0.070264510056
Long
DBT
CORP
LU
N
2
2026-12-20
Fixed
1.50000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
200000.00000000
PA
USD
199035.35000000
0.049344482155
Long
DBT
CORP
IN
N
2
2027-12-06
Fixed
3.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X56
38000000.00000000
PA
USD
327959.00000000
0.081306999098
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Variable
0.26000000
N
N
N
N
N
N
2019-12-23
MFS CHARTER INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer