0001752724-20-143546.txt : 20200724 0001752724-20-143546.hdr.sgml : 20200724 20200724091841 ACCESSION NUMBER: 0001752724-20-143546 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20200724 PERIOD START: 20201130 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: 201045303 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 2020-11-30 2020-05-31 N 495527116.89 116614548.15 378912568.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100000000.00000000 0.00000000 0.00000000 0.00000000 12962829.98000000 0.00000000 0.00000000 387259.62000000 CNY EUR JPY CAD USD GBP N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 1135000.00000000 PA USD 1401725.00000000 0.369933624704 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 150000.00000000 PA USD 156932.80000000 0.041416625614 Long DBT CORP AU Y 2 2030-05-13 Fixed 3.25000000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAH5 650000.00000000 PA USD 640250.00000000 0.168970378081 Long DBT CORP US N 2 2027-01-01 Fixed 6.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1873.12000000 0.000494340952 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 918363.37000000 USD 1267000.00000000 CAD 2020-07-17 1873.12000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9571.44000000 -0.00252602863 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 818779.05000000 USD 1002226500.00000000 KRW 2020-06-22 -9571.44000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4257.70000000 -0.00112366291 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 152169.21000000 EUR 164864.69000000 USD 2020-07-31 -4257.70000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 10.38000000 0.000002739418 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1505.58000000 USD 2141.44000000 SGD 2020-07-17 10.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1032.64000000 0.000272527249 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 39577.40000000 USD 36550.00000000 EUR 2020-07-17 1032.64000000 N N N Danone SA 969500KMUQ2B6CBAF162 23636TAD2 553000.00000000 PA USD 581324.30000000 0.153419112470 Long DBT CORP FR Y 2 2023-11-02 Fixed 2.59000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4011.58000000 -0.00105870861 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 327000.00000000 EUR 359312.18000000 USD 2020-07-17 -4011.58000000 N N N Capital Automotive Reit N/A 12510HAD2 145449.00000000 PA USD 141030.62000000 0.037219831600 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -66764.38000000 -0.01761999614 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25718775.77000000 ZAR 1391734.93000000 USD 2020-07-17 -66764.38000000 N N N ADANI TRANSMISSION LTD 549300PLH866JQ6LXE52 00652XAB4 400000.00000000 PA USD 378463.04000000 0.099881363465 Long DBT CORP IN Y 2 2036-05-21 Fixed 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -270.42000000 -0.00007136738 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 181651.79000000 USD 19548000.00000000 JPY 2020-07-17 -270.42000000 N N N Constellium SE N/A 210383AG0 275000.00000000 PA USD 277719.75000000 0.073293887010 Long DBT CORP FR Y 2 2026-02-15 Fixed 5.88000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -3618.09000000 -0.00095486143 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 329611.40000000 EUR 362607.15000000 USD 2020-07-17 -3618.09000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2A6 2043.41000000 PA USD 2363.85000000 0.000623851039 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAA7 606000.00000000 PA USD 610763.16000000 0.161188414000 Long DBT CORP CL Y 2 2030-01-28 Fixed 3.40000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AT6 450000.00000000 PA USD 455625.00000000 0.120245417436 Long DBT CORP US Y 2 2023-07-15 Fixed 5.13000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 4340000.00000000 PA 461446.43000000 0.121781769217 Long DBT NUSS SE Y 2 2031-05-12 Fixed 0.13000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EV6 291000.00000000 PA USD 366357.51000000 0.096686555217 Long DBT CORP US N 2 2060-03-19 Fixed 3.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 2225000.00000000 PA USD 2442360.25000000 0.644570925193 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 100000.00000000 PA 110874.72000000 0.029261293804 Long DBT CORP NL N 2 2029-05-07 Fixed 0.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FEZY9 15983000.00000000 PA USD 172247.19000000 0.045458294131 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.11000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 100000.00000000 PA USD 127823.83000000 0.033734386384 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Regionalcare/Lifepoint N/A 53219LAR0 815000.00000000 PA USD 882237.50000000 0.232834055342 Long DBT CORP US Y 2 2026-12-01 Fixed 9.75000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 1080000.00000000 PA USD 1125576.00000000 0.297054279234 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F4X56 38000000.00000000 PA USD 287922.20000000 0.075986447469 Long ABS-MBS USGSE US N 2 2025-02-25 Variable 0.13000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AA2 1130000.00000000 PA USD 1178149.30000000 0.310929063112 Long DBT CORP US Y 2 2024-11-01 Fixed 4.63000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAB6 460000.00000000 PA USD 477516.80000000 0.126022950779 Long DBT CORP US Y 2 2025-08-15 Fixed 5.75000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 365000.00000000 PA USD 355875.00000000 0.093920083248 Long DBT CORP US N 2 2025-12-01 Fixed 5.63000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 1203000.00000000 PA USD 730822.50000000 0.192873649567 Long DBT CORP CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KQF6 38195.00000000 PA USD 44522.32000000 0.011750024589 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAJ0 265000.00000000 PA USD 270300.00000000 0.071335717603 Long DBT CORP US Y 2 2029-05-15 Fixed 5.25000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAK9 798000.00000000 PA USD 748524.00000000 0.197545307744 Long DBT NUSS NG Y 2 2031-01-21 Fixed 8.75000000 N N N N N N LABL ESCROW ISSUER LLC N/A 50168AAB6 110000.00000000 PA USD 114643.10000000 0.030255818745 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 311000.00000000 PA USD 325150.50000000 0.085811484449 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 484000.00000000 PA USD 462220.00000000 0.121985924493 Long DBT CORP US N 2 2027-11-15 Fixed 5.38000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A 432891AH2 1390000.00000000 PA USD 1379575.00000000 0.364087948992 Long DBT CORP US N 2 2025-04-01 Fixed 4.63000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 183000.00000000 PA USD 206976.88000000 0.054623915139 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GK0 300000.00000000 PA USD 111750.00000000 0.029492291683 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75000000 N N N N N N KREF 2018--FL1 Ltd. 549300N45646UZ8P3S07 48275PAA9 385000.00000000 PA USD 371685.16000000 0.098092591976 Long ABS-CBDO CORP KY Y 2 2036-06-15 Floating 1.28000000 N N N N N N BAFFINLAND IRON CORP/LP N/A 056623AA9 395000.00000000 PA USD 366508.65000000 0.096726443046 Long DBT CORP CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 436000.00000000 PA USD 554047.31000000 0.146220356807 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F2LJ3 338000.00000000 PA USD 380928.94000000 0.100532146839 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBN1 542000.00000000 PA USD 574712.42000000 0.151674150559 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBG7 270000.00000000 PA USD 277425.00000000 0.073216098616 Long DBT CORP US Y 2 2025-05-01 Fixed 5.38000000 N N N N N N CCM Merger Inc 549300P77RSBKKFME089 14985VAD3 725000.00000000 PA USD 677875.00000000 0.178900109398 Long DBT CORP US Y 2 2022-03-15 Fixed 6.00000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 112000.00000000 PA USD 121813.69000000 0.032148231557 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 113000.00000000 PA USD 118333.60000000 0.031229790131 Long DBT CORP US Y 2 2028-05-15 Fixed 4.88000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAQ1 167000.00000000 PA USD 185611.42000000 0.048985289830 Long DBT CORP US N 2 2027-04-13 Fixed 4.50000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAA7 405000.00000000 PA USD 408037.50000000 0.107686451615 Long DBT CORP IE Y 2 2025-01-15 Fixed 4.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 101000.00000000 PA USD 95655.32000000 0.025244694394 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 413000.00000000 PA USD 430018.78000000 0.113487599904 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 466000.00000000 PA 483051.73000000 0.127483691450 Long DBT NUSS CY N 2 2040-01-21 Fixed 1.25000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAT9 2000000.00000000 PA USD 2170692.40000000 0.572874214022 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.05000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 250000.00000000 PA USD 255598.20000000 0.067455719626 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 200000.00000000 PA USD 178375.00000000 0.047075503616 Long DBT CORP CA Y 2 2026-03-01 Fixed 6.88000000 N N N N N N ISLANDSBANKI 549300PZMFIQR79Q0T97 000000000 300000.00000000 PA 317764.36000000 0.083862185162 Long DBT CORP IS N 2 2024-01-19 Fixed 1.13000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AL0 140000.00000000 PA USD 147089.63000000 0.038818883862 Long DBT CORP US N 2 2027-12-01 Fixed 3.48000000 N N N N N N MATCH GROUP INC 549300BIJKT86CPCKK96 57665RAN6 1015000.00000000 PA USD 1042912.50000000 0.275238296651 Long DBT CORP US Y 2 2028-06-01 Fixed 4.63000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 625000.00000000 PA USD 612581.25000000 0.161668231813 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 929000.00000000 PA 925225.67000000 0.244179197611 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 212000.00000000 PA USD 241961.46000000 0.063856804962 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 585000.00000000 PA USD 615835.35000000 0.162527031512 Long DBT CORP US N 2 2025-11-15 Fixed 4.88000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AR0 777000.00000000 PA USD 870240.00000000 0.229667757629 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 345000.00000000 PA 406251.80000000 0.107215181948 Long DBT CORP FR N 2 2027-02-01 Fixed 5.88000000 N N N N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 48238TAA7 515000.00000000 PA USD 486566.85000000 0.128411377753 Long DBT CORP US Y 2 2025-06-01 Fixed 5.13000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 906000.00000000 PA USD 899658.00000000 0.237431553931 Long DBT CORP LU N 2 2028-01-15 Fixed 5.13000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 425000.00000000 PA USD 427125.00000000 0.112723893382 Long DBT CORP US Y 2 2027-09-15 Fixed 4.88000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250AE4 1955000.00000000 PA USD 2107841.90000000 0.556287142178 Long DBT CORP US Y 2 2026-05-15 Fixed 5.25000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 1000000.00000000 PA USD 858970.75000000 0.226693654648 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 495000.00000000 PA USD 261112.50000000 0.068911015770 Long DBT CORP LU N 2 2023-08-01 None 0.00000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 168000.00000000 PA USD 174300.00000000 0.046000057633 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 1610000.00000000 PA USD 1678425.00000000 0.442958386305 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N Harbourview CLO VII Ltd N/A 41165TAE1 940000.00000000 PA USD 858283.92000000 0.226512391197 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 2.84000000 N N N N N N CROATIA 74780000O00QGQ7CER13 000000000 727000.00000000 PA 784813.96000000 0.207122704482 Long DBT NUSS HR N 2 2029-06-19 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 2259000.00000000 PA USD 2480223.17000000 0.654563446720 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 235825AE6 80000.00000000 PA USD 80000.00000000 0.021113049975 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 215000.00000000 PA USD 222101.45000000 0.058615487667 Long DBT MUN US N 2 2040-12-01 Fixed 3.38000000 N N N N N N ALM Loan Funding N/A 00162LCU9 1120000.00000000 PA USD 1075944.80000000 0.283955954160 Long ABS-CBDO CORP KY Y 2 2027-07-15 Floating 3.12000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 280000.00000000 PA USD 274369.99000000 0.072409841381 Long DBT CORP NL Y 2 2029-05-07 Fixed 5.13000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX21 320000.00000000 PA USD 302400.00000000 0.079807328905 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05000000 N N N N N N Loomis Sayles Ltd 549300SUQAYPCZFFGP18 54347LAN2 1241158.46000000 PA USD 1195591.81000000 0.315532370429 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 2.12000000 N N N N N N Stevens Holding Co Inc N/A 86024TAA5 715000.00000000 PA USD 740025.00000000 0.195302310097 Long DBT CORP US Y 2 2026-10-01 Fixed 6.13000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 102475.56000000 PA USD 99187.84000000 0.026176972785 Long LON CORP US N 2 2025-04-16 Floating 1.92000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 1439000.00000000 PA USD 1359855.00000000 0.358883582173 Long DBT CORP US Y 2 2028-03-01 Fixed 4.63000000 N N N N N N SHEA HOMES LP/FNDG CP N/A 82088KAE8 1005000.00000000 PA USD 934650.00000000 0.246666401990 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAC6 370000.00000000 PA USD 344100.00000000 0.090812506205 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLT7 219236.71000000 PA USD 230737.35000000 0.060894615020 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 535000.00000000 PA USD 502900.00000000 0.132721910405 Long DBT CORP US Y 2 2026-08-01 Fixed 6.00000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AG2 142000.00000000 PA USD 195009.26000000 0.051465503149 Long DBT CORP US N 2 2048-11-15 Fixed 6.02000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAC1 910000.00000000 PA USD 932750.00000000 0.246164967053 Long DBT CORP FR Y 2 2025-09-15 Fixed 4.88000000 N N N N N N Fort Cre llc N/A 34719RAA9 290500.00000000 PA USD 276707.64000000 0.073026777897 Long ABS-O CORP US Y 2 2035-11-16 Floating 1.52000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 125000.00000000 PA USD 143281.25000000 0.037813802396 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 000000000 370000.00000000 PA 359195.12000000 0.094796306492 Long DBT CORP US Y 2 2026-11-21 Fixed 2.25000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SBB1 446000.00000000 PA USD 240700.63000000 0.063524055377 Long DBT NUSS LK Y 2 2030-03-28 Fixed 7.55000000 N N N N N N GARDA WORLD SECURITY COR N/A 36257BAA7 312000.00000000 PA USD 323815.44000000 0.085459144592 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N MACY'S INC 529900NZQ81TIOW3CW52 55616PAA2 84000.00000000 PA USD 84840.00000000 0.022390389498 Long DBT CORP US N 2 2025-06-15 Fixed 8.38000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 525000.00000000 PA USD 384562.50000000 0.101491091013 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.38000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAL0 1525000.00000000 PA USD 1708320.25000000 0.450848135146 Long DBT CORP US N 2 2025-02-15 Fixed 5.88000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 201000.00000000 PA USD 216703.78000000 0.057190971711 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AV1 365000.00000000 PA USD 366938.15000000 0.096839793733 Long DBT CORP US Y 2 2024-07-15 Fixed 7.00000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 500000.00000000 PA USD 458910.00000000 0.121112372050 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 227000.00000000 PA USD 260770.85000000 0.068820849851 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N Jagged Peak Energy LLC 549300RX1X1CBWDBPJ74 47009LAC9 420000.00000000 PA USD 421789.20000000 0.111315705731 Long DBT CORP US N 2 2026-05-01 Fixed 5.88000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 700000.00000000 PA USD 698163.20000000 0.184254431654 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 276000.00000000 PA USD 290766.00000000 0.076736963613 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N SUNCOKE ENRGY PART LP/FI N/A 86723CAF5 230000.00000000 PA USD 174082.40000000 0.045942630137 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AM1 157600.00000000 PA USD 144992.00000000 0.038265291774 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 570000.00000000 PA USD 593010.90000000 0.156503359593 Long DBT CORP IE Y 2 2027-10-15 Fixed 6.75000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 204000.00000000 PA USD 213279.13000000 0.056287161629 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAE9 272000.00000000 PA USD 292884.99000000 0.077296192885 Long DBT CORP GB Y 2 2027-06-26 Fixed 3.00000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AF9 946000.00000000 PA USD 917620.00000000 0.242171961476 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481AJ0 262000.00000000 PA 209190.88000000 0.055208218797 Long DBT CORP CA N 2 2023-09-12 Fixed 4.86000000 N N N N N N Match Group Inc 549300BIJKT86CPCKK96 57665RAF3 1010000.00000000 PA USD 1042835.10000000 0.275217869776 Long DBT CORP US N 2 2024-06-01 Fixed 6.38000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBJ0 450000.00000000 PA USD 456750.00000000 0.120542319701 Long DBT CORP US N 2 2026-04-15 Fixed 5.88000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBF6 950000.00000000 PA USD 916750.00000000 0.241942357058 Long DBT CORP US Y 2 2025-02-15 Fixed 6.63000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 152000.00000000 PA USD 177090.70000000 0.046736559990 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAF9 570000.00000000 PA USD 571425.00000000 0.150806557275 Long DBT CORP US N 2 2024-03-01 Fixed 5.88000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 375000.00000000 PA USD 388518.75000000 0.102535197312 Long DBT CORP US Y 2 2025-05-15 Fixed 6.00000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 685000.00000000 PA USD 676232.00000000 0.178466500134 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -108361.74000000 -0.02859808540 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7267842.18000000 AUD 4736129.32000000 USD 2020-07-17 -108361.74000000 N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 285000.00000000 PA USD 294262.50000000 0.077659735853 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 200000.00000000 PA 220760.61000000 0.058261622393 Long DBT CORP ES N 2 2028-07-14 Fixed 2.75000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 000000000 100000.00000000 PA 125797.04000000 0.033199489902 Long DBT CORP GB N 2 2030-08-14 Fixed 3.62000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AR0 402000.00000000 PA USD 485891.21000000 0.128233067489 Long DBT CORP MY Y 2 2050-04-21 Fixed 4.55000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 400000.00000000 PA USD 500301.60000000 0.132036158542 Long DBT NUSS RU Y 2 2035-03-28 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402NP44 19028.14000000 PA USD 20946.62000000 0.005528087935 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 454000.00000000 PA USD 271038.00000000 0.071530485489 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.38000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 2665000.00000000 PA USD 2818237.50000000 0.743769864739 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 400000.00000000 PA USD 385000.00000000 0.101606553005 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 119000.00000000 PA USD 127627.25000000 0.033682506342 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N POLARIS INTERMEDIATE N/A 73107GAA1 295000.00000000 PA USD 258310.85000000 0.068171623564 Long DBT CORP US Y 2 2022-12-01 Fixed 8.50000000 N N Y N N N MF1 2019-FL2 Ltd. N/A 55282LAA4 288000.00000000 PA USD 276578.21000000 0.072992619621 Long ABS-CBDO USGSE KY Y 2 2034-12-25 Floating 1.30000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 200000.00000000 PA USD 184940.00000000 0.048808093279 Long DBT CORP CA Y 2 2023-04-01 Fixed 7.25000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AB8 520000.00000000 PA USD 490760.40000000 0.129518110637 Long DBT CORP US Y 2 2024-06-01 Fixed 7.13000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAT7 1185000.00000000 PA USD 1208700.00000000 0.318991793811 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1007000.00000000 PA USD 1010574.85000000 0.266703966395 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AB6 300000.00000000 PA USD 350550.00000000 0.092514745859 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 1185000.00000000 PA USD 1326524.55000000 0.350087238966 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 238000.00000000 PA USD 237866.45000000 0.062776078078 Long DBT CORP GB N 2 2026-06-04 Fixed 2.10000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AE6 435000.00000000 PA USD 448050.00000000 0.118246275516 Long DBT CORP US N 2 2026-06-01 Fixed 4.88000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 200000.00000000 PA USD 159500.00000000 0.042094143387 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 544000.00000000 PA USD 737098.75000000 0.194530034316 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CX6 695000.00000000 PA USD 630958.53000000 0.166518237201 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 200000.00000000 PA USD 225500.00000000 0.059512409617 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N JAGUAR HL / PPDI N/A 47010LAA0 168000.00000000 PA USD 174300.00000000 0.046000057633 Long DBT CORP US Y 2 2028-06-15 Fixed 5.00000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AL3 271200.00000000 PA USD 243591.84000000 0.064287083643 Long DBT CORP US N 2 2025-01-23 Fixed 6.20000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABM8 2000000.00000000 PA USD 593582.68000000 0.156654259839 Long DBT CORP US Y 2 2043-02-15 None 0.00000000 N N N N N N Freddie Mac N/A 3132DVK46 99407.37000000 PA USD 107442.19000000 0.028355404086 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 180000.00000000 PA USD 177300.00000000 0.046791797007 Long DBT CORP US Y 2 2026-03-01 Fixed 6.13000000 N N N N N N TriMas Corp 75G1WUQ8QK4P5MZOYD78 896215AG5 2215000.00000000 PA USD 2198387.50000000 0.580183314401 Long DBT CORP US Y 2 2025-10-15 Fixed 4.88000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAU2 705000.00000000 PA USD 723421.65000000 0.190920468118 Long DBT CORP US Y 2 2025-04-15 Fixed 5.38000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CK4 516000.00000000 PA USD 466207.03000000 0.123038154039 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.88000000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 1282000.00000000 PA USD 1298025.00000000 0.342565833674 Long DBT CORP US Y 2 2027-12-01 Fixed 5.13000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 265000.00000000 PA USD 256050.95000000 0.067575206294 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 800000.00000000 PA USD 864808.00000000 0.228234181535 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 07335BAA4 300000.00000000 PA USD 312000.00000000 0.082340894902 Long DBT CORP US Y 2 2027-07-15 Fixed 10.63000000 N N N N N N ICA TENEDORA SA DE CV N/A 000000000 110829.00000000 NS USD 167014.43000000 0.044077300089 Long EC CORP US N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 350000.00000000 PA USD 364736.61000000 0.096258778433 Long DBT CORP IT Y 2 2022-01-14 Fixed 6.57000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAS8 210000.00000000 PA USD 202650.00000000 0.053481994718 Long DBT CORP US Y 2 2027-02-15 Fixed 4.38000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAA3 1465000.00000000 PA USD 1391940.45000000 0.367351353540 Long DBT CORP US Y 2 2026-04-15 Fixed 5.38000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAT2 910000.00000000 PA USD 966875.00000000 0.255171002433 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 260000.00000000 PA USD 241150.00000000 0.063642650018 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1990000.00000000 PA USD 1082719.20000000 0.285743807232 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N JSC HALYK BANK 213800NYDTVQM4SDUD67 000000000 724565.93000000 PA USD 720885.14000000 0.190251049839 Long DBT CORP KZ N 2 2022-12-21 Fixed 5.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 26950000.00000000 PA 1442029.86000000 0.380570606247 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1892.29000000 -0.00049940016 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 599769000.00000000 IDR 38958.69000000 USD 2020-07-08 -1892.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1665.82000000 0.000439631761 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 818857166.00000000 JPY 7599651.84000000 USD 2020-07-17 1665.82000000 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 000000000 100000.00000000 PA 106805.50000000 0.028187373238 Long DBT CORP US N 2 2027-12-01 Fixed 0.63000000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 92933BAM6 1040000.00000000 PA USD 1053000.00000000 0.277900520297 Long DBT CORP US Y 2 2024-11-01 Fixed 4.88000000 N N N N N N KazTransGas JSC 635400YGLXBBSVHONW39 000000000 500000.00000000 PA USD 503565.00000000 0.132897412633 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.38000000 N N N N N N ARGENTUM (ZURICH INS) 724500RPEZI5VVQQWE89 000000000 200000.00000000 PA 247051.82000000 0.065200217776 Long DBT CORP NL N 2 2046-10-01 Fixed 3.50000000 N N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 31620MAM8 146000.00000000 PA USD 160864.84000000 0.042454342576 Long DBT CORP US N 2 2024-06-05 Fixed 3.88000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 1495000.00000000 PA USD 1559090.65000000 0.411464485114 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAA3 790000.00000000 PA USD 799875.00000000 0.211097510610 Long DBT CORP US Y 2 2024-08-15 Fixed 4.88000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 100000.00000000 PA 95973.40000000 0.025328639880 Long DBT CORP ES N 2 2034-12-04 Fixed 1.88000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 000000000 300000.00000000 PA 314699.29000000 0.083053272961 Long DBT CORP LU N 2 2027-06-30 Variable 5.00000000 N N Y N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 000000000 100000.00000000 PA 116311.52000000 0.030696136680 Long DBT CORP US N 2 2030-03-21 Fixed 1.98000000 N N N N N N LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS N/A 000000000 615.00000000 NS USD 325581.00000000 0.085925099049 Long EC CORP US N 3 N N N Colfax Corp 635400OP2DYYYMOIYL17 000000000 320000.00000000 PA 350243.10000000 0.092433750921 Long DBT CORP US N 2 2025-05-15 Fixed 3.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 539000.00000000 PA 540507.76000000 0.142647091860 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.38000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BR8 234000.00000000 PA USD 249127.85000000 0.065748109340 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N AEROPORTS DE PARIS 969500PJMBSFHYC37989 000000000 100000.00000000 PA 117113.20000000 0.030907710554 Long DBT CORP FR N 2 2026-10-02 Fixed 2.13000000 N N N N N N BELFIUS BANK SA/NV A5GWLFH3KM7YV2SFQL84 000000000 300000.00000000 PA 319517.35000000 0.084324822230 Long DBT CORP BE N 2 2026-02-13 Fixed 0.38000000 N N N N N N Iceland Bondco PLC 2138002DRBYIA8QXHO36 000000000 170000.00000000 PA 180556.91000000 0.047651338302 Long DBT CORP GB N 2 2025-03-15 Fixed 4.63000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 335000.00000000 PA USD 304850.00000000 0.080453916061 Long DBT CORP US N 2 2029-05-15 Fixed 5.13000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 100000.00000000 PA 148767.04000000 0.039261574377 Long DBT CORP FR N 2 2029-04-16 Fixed 5.25000000 N N N N N N DASSAULT SYSTEMES 96950065LBWY0APQIM86 000000000 100000.00000000 PA 108855.76000000 0.028728463761 Long DBT CORP FR N 2 2026-09-16 Fixed 0.13000000 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 415000.00000000 PA USD 394250.00000000 0.104047749408 Long DBT CORP US Y 2 2027-10-01 Fixed 11.00000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 150000.00000000 PA 157306.62000000 0.041515281618 Long DBT CORP ES N 2 2026-11-02 Fixed 1.88000000 N N N N N N Avation Capital SA 54930056OEYSV06OMD90 05351CAA5 350000.00000000 PA USD 294000.00000000 0.077590458658 Long DBT CORP LU Y 2 2021-05-15 Fixed 6.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1069000.00000000 PA 1455155.27000000 0.384034574212 Long DBT NUSS FR N 2 2050-05-25 Fixed 1.50000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 248000.00000000 PA USD 265221.00000000 0.069995302843 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N INVESTOR AB 549300VEBQPHRZBKUX38 000000000 100000.00000000 PA 111743.97000000 0.029490700287 Long DBT CORP SE N 2 2039-06-20 Fixed 1.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 100000.00000000 PA 124093.97000000 0.032750027377 Long DBT CORP FR N 2 2024-10-02 Fixed 1.25000000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 000000000 140000.00000000 PA 156806.48000000 0.041383288108 Long DBT NUSS CA N 2 2025-05-06 Fixed 0.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5526.57000000 -0.00145853435 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1298644.40000000 USD 139363089.00000000 JPY 2020-07-17 -5526.57000000 N N N VOLKSWAGEN FIN SERV NV 529900ZTQC8D1TW6BL41 000000000 100000.00000000 PA 133227.04000000 0.035160364419 Long DBT CORP NL N 2 2025-10-09 Fixed 4.25000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -18154.35000000 -0.00479117123 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1057269.75000000 NZD 637999.39000000 USD 2020-07-17 -18154.35000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 800000.00000000 PA USD 810000.00000000 0.213769630997 Long DBT CORP GB N 2 2022-03-15 Fixed 7.88000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 624000.00000000 PA USD 611520.00000000 0.161388154009 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N DIAGEO FINANCE PLC BPF79TJMIH3DK8XCKI50 000000000 200000.00000000 PA 269806.86000000 0.071205571485 Long DBT CORP GB N 2 2029-03-27 Fixed 2.88000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 227000.00000000 PA USD 258659.89000000 0.068263739801 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 000000000 200000.00000000 PA 216482.88000000 0.057132673302 Long DBT CORP IE N 2 2024-05-28 Fixed 1.25000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 1372000.00000000 PA 910868.79000000 0.240390228550 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 1988000.00000000 PA 1545859.14000000 0.407972515966 Long DBT NUSS NZ N 2 2037-04-15 Fixed 2.75000000 N N N N N N Euroclear Investments SA 222100BZL5ZNXNUKWZ69 000000000 100000.00000000 PA 114923.52000000 0.030329825263 Long DBT CORP LU N 2 2048-04-11 Fixed 2.63000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAC2 410000.00000000 PA USD 419225.00000000 0.110638979697 Long DBT CORP US Y 2 2025-03-15 Fixed 5.75000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 000000000 200000.00000000 PA USD 204312.00000000 0.053920618331 Long DBT CORP NL N 2 2024-11-07 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 100000.00000000 PA 111424.42000000 0.029406366848 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N DISH DBS Corp N/A 25470XAW5 265000.00000000 PA USD 261631.85000000 0.069048079051 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 000000000 100000.00000000 PA 108920.81000000 0.028745631310 Long DBT CORP US N 2 2031-10-01 Fixed 0.88000000 N N N N N N Cott Holdings Inc N/A 221644AA5 845000.00000000 PA USD 852216.30000000 0.224911066643 Long DBT CORP US Y 2 2025-04-01 Fixed 5.50000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 61000000.00000000 PA 776017.06000000 0.204801087116 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F4XB3 36576000.00000000 PA USD 425250.86000000 0.112229283239 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.13000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 130000.00000000 PA 142032.28000000 0.037484182821 Long DBT CORP US N 2 2032-03-19 Fixed 0.88000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 100000.00000000 PA 104541.83000000 0.027589961015 Long DBT CORP BE N 2 2029-12-03 Fixed 0.50000000 N N N N N N Videotron Ltd 549300LW4GNJRBECSD81 92660FAG9 380000.00000000 PA USD 402800.00000000 0.106304206624 Long DBT CORP CA Y 2 2024-06-15 Fixed 5.38000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 705000.00000000 PA USD 662700.00000000 0.174895227731 Long DBT CORP US Y 2 2024-07-31 Fixed 4.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FHPJ6 3400000.00000000 PA USD 4046722.84000000 1.067983269453 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.93000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAH5 553000.00000000 PA USD 564922.68000000 0.149090509686 Long DBT CORP NL Y 2 2024-11-07 Fixed 2.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BD3 200000.00000000 PA USD 205416.94000000 0.054212226499 Long DBT CORP US Y 2 2023-05-12 Fixed 3.13000000 N N N N N N SRS Distribution Inc 549300ZQ3XP75BCYM468 78471RAA4 415000.00000000 PA USD 401512.50000000 0.105964418476 Long DBT CORP US Y 2 2026-07-01 Fixed 8.25000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AV1 665000.00000000 PA USD 666662.50000000 0.175940983487 Long DBT CORP US Y 2 2028-02-01 Fixed 4.13000000 N N N N N N Freddie Mac N/A 31297C5V8 38897.77000000 PA USD 44592.07000000 0.011768432530 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 8440000.00000000 PA 962499.75000000 0.254016316534 Long DBT NUSS SE N 2 2029-11-12 Fixed 0.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 110000.00000000 PA USD 137989.48000000 0.036417234840 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 200000.00000000 PA USD 190900.00000000 0.050381015503 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 230000.00000000 PA 256807.72000000 0.067774927829 Long DBT NUSS N/A N 2 2025-06-03 Fixed 1.63000000 N N N N N N MONDI FINANCE EUROPE 2138004LSZE37TGO8788 000000000 100000.00000000 PA 114352.29000000 0.030179070169 Long DBT CORP AT N 2 2028-04-01 Fixed 2.38000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B126 274.00000000 NS USD 2.74000000 0.000000723121 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 2.74000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 24062.72000000 0.006350467623 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 32293000.00000000 CNY 4534961.11000000 USD 2020-07-17 24062.72000000 N N N DS SMITH PLC 39RSBE4RCI4M15BLWH36 000000000 150000.00000000 PA 153879.63000000 0.040610853979 Long DBT CORP GB N 2 2026-09-12 Fixed 0.88000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1195000.00000000 PA 1256116.37000000 0.331505596179 Long DBT NUSS IT N 2 2030-08-01 Fixed 0.95000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 400000.00000000 PA USD 394676.00000000 0.104160176399 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.88000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 200000.00000000 PA USD 212436.10000000 0.056064674947 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336RAW8 98944.38000000 PA USD 95209.23000000 0.025126965388 Long LON CORP US N 2 2026-09-18 Floating 3.12000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164Q6M5 382000.00000000 PA USD 388136.21000000 0.102434239985 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -3114.88000000 -0.00082205771 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 111364.96000000 EUR 120657.25000000 USD 2020-07-31 -3114.88000000 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 495000.00000000 PA USD 481248.90000000 0.127007900952 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAB1 2210000.00000000 PA USD 2352500.80000000 0.620855836960 Long DBT CORP US N 2 2025-10-15 Fixed 5.75000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 680000.00000000 PA 887292.38000000 0.234168104518 Long DBT NUSS BE N 2 2037-06-22 Fixed 1.45000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 250000.00000000 PA USD 267285.44000000 0.070540135654 Long DBT CORP US N 2 2049-09-15 Fixed 3.88000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AH8 425000.00000000 PA USD 416500.00000000 0.109919816432 Long DBT CORP US Y 2 2027-10-15 Fixed 5.63000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 250000.00000000 PA USD 320334.96000000 0.084540600240 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -160.08000000 -0.00004224721 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 99065.00000000 GBP 122208.48000000 USD 2020-07-17 -160.08000000 N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 255000.00000000 PA USD 247350.00000000 0.065278911391 Long DBT CORP CA Y 2 2027-12-15 Fixed 5.25000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 940000.00000000 PA USD 911212.50000000 0.240480938130 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 100000.00000000 PA 107815.86000000 0.028454020503 Long DBT CORP NL N 2 2027-06-17 Fixed 0.38000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 000000000 255000.00000000 PA 247553.39000000 0.065332588682 Long DBT CORP US N 2 2026-11-21 Fixed 2.25000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 203000.00000000 PA USD 239339.03000000 0.063164711267 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 930000.00000000 PA USD 834396.00000000 0.220208055587 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 280000.00000000 PA USD 301000.00000000 0.079437850531 Long DBT NUSS PY Y 2 2031-04-28 Fixed 4.95000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAF9 200000.00000000 PA USD 213782.80000000 0.056420086752 Long DBT CORP ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 102471.80000000 PA USD 99551.35000000 0.026272907845 Long LON CORP US N 2 2023-10-04 Floating 2.22000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BY7 236000.00000000 PA USD 268135.33000000 0.070764432779 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAC8 1066000.00000000 PA USD 1084655.00000000 0.286254690259 Long DBT CORP US Y 2 2027-02-15 Fixed 3.88000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAE2 276000.00000000 PA USD 276819.72000000 0.073056357280 Long DBT CORP CA Y 2 2023-03-01 Fixed 5.50000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 945000.00000000 PA USD 933537.15000000 0.246372706269 Long DBT CORP LU Y 2 2027-06-30 Variable 6.50000000 N N Y N N N RYMAN HOSPITALITY PROP 529900GCCWW9SRMPJR11 749571AE5 1018000.00000000 PA USD 864027.50000000 0.228028197341 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCQ8 221000.00000000 PA USD 252519.02000000 0.066643083611 Long DBT MUN US N 2 2030-08-15 Fixed 4.65000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 1200000.00000000 PA USD 1218816.00000000 0.321661538980 Long DBT CORP US Y 2 2027-07-01 Fixed 5.63000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1025000.00000000 PA USD 993737.50000000 0.262260368745 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N CREST LTD 549300MJZTHEPDTYM573 22608WAR0 3146210.54000000 PA USD 60787.93000000 0.016042732549 Long ABS-CBDO CORP KY N 2 2040-01-28 Fixed 7.00000000 Y N Y N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 200000.00000000 PA 246059.80000000 0.064938410678 Long DBT CORP FR N 2 2026-12-23 Fixed 1.38000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 487850000.00000000 PA 6086578.46000000 1.606327940041 Long DBT NUSS JP N 2 2037-03-20 Fixed 2.40000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 000000000 100000.00000000 PA 124695.67000000 0.032908823904 Long DBT CORP US N 2 2029-02-20 Fixed 1.50000000 N N N N N N EUROTORG (BONITRON DAC) N/A 000000000 1553000.00000000 PA USD 1587166.00000000 0.418873938459 Long DBT CORP IE N 2 2022-10-30 Fixed 8.75000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 200000.00000000 PA 225856.69000000 0.059606544789 Long DBT CORP LU N 2 2028-01-22 Fixed 2.75000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 94171.43000000 PA USD 91817.14000000 0.024231748317 Long LON CORP CA N 2 2025-11-27 Floating 2.92000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BE4 250000.00000000 PA USD 221860.05000000 0.058551779039 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 100000.00000000 PA 109408.34000000 0.028874296876 Long DBT CORP LU N 2 2026-05-12 Fixed 2.75000000 N N N N N N CONTINENTAL AG 529900A7YD9C0LLXM621 000000000 68000.00000000 PA 78213.51000000 0.020641571816 Long DBT CORP DE N 2 2026-08-27 Fixed 2.50000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 000000000 365000.00000000 PA 396052.11000000 0.104523349889 Long DBT CORP NL N 2 2026-08-15 Fixed 3.75000000 N N N N N N UK TSY 1 3/4% 2037 ECTRVYYCEF89VWYS6K36 000000000 2794000.00000000 PA 4167017.38000000 1.099730577387 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 100000.00000000 PA 126673.89000000 0.033430902126 Long DBT CORP GB N 2 2040-06-02 Fixed 2.00000000 N N N N N N MANPOWERGROUP ERO1WSFOSR0JJ6CRQ987 000000000 150000.00000000 PA 169032.15000000 0.044609802879 Long DBT CORP US N 2 2026-06-22 Fixed 1.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 200000.00000000 PA 206150.12000000 0.054405722324 Long DBT CORP US N 2 2030-08-14 Fixed 0.63000000 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 000000000 507000.00000000 PA 837816.85000000 0.221110862800 Long DBT NUSS PT N 2 2037-04-15 Fixed 4.10000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 000000000 150000.00000000 PA 166235.89000000 0.043871833165 Long DBT CORP GB N 2 2025-01-27 Fixed 1.38000000 N N N N N N WHIRLPOOL EMEA FIN SARL 549300KCJ74PW78SNI52 000000000 200000.00000000 PA 198654.62000000 0.052427561498 Long DBT CORP LU N 2 2028-02-20 Fixed 0.50000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055BJ0 227000.00000000 PA USD 261859.54000000 0.069108169430 Long DBT CORP US N 2 2030-04-01 Fixed 3.60000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FDES7 300000.00000000 PA USD 347679.72000000 0.091757241296 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 3.42000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBE9 487000.00000000 PA USD 534791.95000000 0.141138614582 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N LA MONDIALE 969500L0T16HX3R78P61 000000000 100000.00000000 PA 106551.07000000 0.028120225822 Long DBT CORP FR N 2 2029-04-24 Fixed 4.38000000 N N N N N N UNITED UTILITIES WAT FIN 213800313INX42GDLR44 000000000 100000.00000000 PA 122929.59000000 0.032442732213 Long DBT CORP GB N 2 2038-02-10 Fixed 1.75000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 000000000 600000.00000000 PA USD 611256.05000000 0.161318494140 Long DBT CORP CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 000000000 508500.00000000 PA 576856.18000000 0.152239916959 Long DBT CORP US N 2 2024-11-01 Fixed 4.13000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1.00000000 NC 7168.68000000 0.001891908738 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Buxl (FGBX) UBM0 Comdty 2020-06-08 -218497.98000000 EUR 7168.68000000 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 100000.00000000 PA 111030.57000000 0.029302424664 Long DBT CORP FR N 2 2030-06-05 Fixed 1.63000000 N N N N N N LVMH MOET HENNESSY VUITT IOG4E947OATN0KJYSD45 000000000 200000.00000000 PA 215196.59000000 0.056793204489 Long DBT CORP FR N 2 2028-02-11 Fixed 0.13000000 N N N N N N VOLKSWAGEN FIN SERV NV 529900ZTQC8D1TW6BL41 000000000 100000.00000000 PA 119689.22000000 0.031587556041 Long DBT CORP NL N 2 2024-02-10 Fixed 1.63000000 N N N N N N Element Solutions Inc. 549300FLGN6P5CU20J91 72766TAD1 102485.00000000 PA USD 98673.79000000 0.026041308243 Long LON CORP US N 2 2026-01-31 Floating 2.17000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 000000000 200000.00000000 PA 213613.66000000 0.056375448486 Long DBT CORP SE N 2 2030-02-18 Fixed 0.50000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAB0 317149.43000000 PA USD 319272.78000000 0.084260276997 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.45000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 750000.00000000 PA USD 770782.50000000 0.203419618030 Long DBT CORP US Y 2 2026-01-01 Fixed 4.88000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 140000.00000000 PA USD 146875.53000000 0.038762380062 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -279.10000000 -0.00007365815 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 47674.38000000 AUD 31498.99000000 USD 2020-07-17 -279.10000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8RB9 120389.13000000 PA USD 125338.06000000 0.033078359057 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 137000.00000000 PA USD 142656.34000000 0.037648880446 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 493000.00000000 PA 622666.56000000 0.164329877488 Long DBT NUSS N/A N 2 2035-07-30 Fixed 1.85000000 N N N N N N NATURGY FINANCE BV 2138005FTXOJUBQ5J563 000000000 200000.00000000 PA 227483.96000000 0.060036002700 Long DBT CORP NL N 2 2026-01-15 Fixed 1.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -81.00000000 NC 195520.26000000 0.051600362756 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXM0 Comdty 2020-06-08 -14145396.38000000 EUR 195520.26000000 N N N AMPHENOL TECH HLDS GMBH N/A 000000000 100000.00000000 PA 109227.85000000 0.028826663196 Long DBT CORP DE N 2 2026-05-04 Fixed 0.75000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 000000000 200000.00000000 PA 232818.63000000 0.061443892129 Long DBT CORP GB N 2 2025-04-02 Fixed 2.75000000 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AG1 130000.00000000 PA USD 89063.00000000 0.023504894624 Long DBT CORP US N 2 2028-01-15 Fixed 10.13000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 000000000 24030000.00000000 PA 3459155.09000000 0.912916428584 Long DBT NUSS CN N 2 2029-09-20 Fixed 3.45000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AK4 800000.00000000 PA USD 816000.00000000 0.215353109745 Long DBT CORP CH Y 2 2025-09-12 Fixed 7.25000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 615000.00000000 PA USD 516215.63000000 0.136236079926 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.88000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAK1 2070000.00000000 PA USD 2473650.00000000 0.652828700886 Long DBT CORP US N 2 2026-03-01 Fixed 7.63000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1154672.00000000 0.304733095510 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.38000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -40.00000000 NC 15281.26000000 0.004032925075 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Canadian Government Bond CNU0 Comdty 2020-09-21 -6166640.00000000 CAD 15281.26000000 N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 1300000.00000000 PA USD 1365403.00000000 0.360347772189 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N REPUBLIC OF ICELAND 254900IPCJWRC6XAJN15 000000000 100000.00000000 PA 111005.04000000 0.029295686962 Long DBT NUSS IS N 2 2026-06-03 Fixed 0.63000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 100000.00000000 PA 112865.41000000 0.029786663022 Long DBT CORP IT N 2 2026-05-18 Fixed 1.25000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 79500000.00000000 PA 759947.61000000 0.200560148354 Long DBT NUSS JP N 2 2038-06-20 Fixed 0.50000000 N N N N N N CAPGEMINI SE 96950077L0TN7BAROX36 000000000 100000.00000000 PA 116931.60000000 0.030859783930 Long DBT CORP FR N 2 2029-04-15 Fixed 2.00000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -6.00000000 NC 140674.12000000 0.037125746572 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short Japan Government Ten Year Bond JBM0 Comdty 2020-06-15 -928371000.00000000 JPY 140674.12000000 N N N AA Bond Co Ltd 2138002EPF6QVRZBMC58 000000000 200000.00000000 PA 227301.64000000 0.059987886059 Long DBT CORP JE N 2 2023-07-31 Fixed 2.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCQ3 904000.00000000 PA USD 794390.00000000 0.209649947121 Long DBT CORP MX Y 2 2027-01-23 Fixed 6.49000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 100000.00000000 PA USD 115393.01000000 0.030453729836 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N SWISS RE FINANCE UK N/A 000000000 100000.00000000 PA 113322.82000000 0.029907379524 Long DBT CORP GB N 2 2052-06-04 Fixed 2.71000000 N N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 790000.00000000 PA 932162.47000000 0.246009910175 Long DBT NUSS FI Y 2 2029-09-15 Fixed 0.50000000 N N N N N N Bank N/A 06540VBB0 453066.00000000 PA USD 489682.70000000 0.129233691463 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 95000.00000000 PA USD 115446.11000000 0.030467743623 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Ensign Drilling Inc 549300MJ7RLJKQNMN618 29359NAA3 365000.00000000 PA USD 153373.00000000 0.040477147672 Long DBT CORP CA Y 2 2024-04-15 Fixed 9.25000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -665.40000000 -0.00017560779 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 50000.00000000 CAD 35650.17000000 USD 2020-07-17 -665.40000000 N N N CROWN AMER/CAP CORP V N/A 22819KAB6 1160000.00000000 PA USD 1189000.00000000 0.313792705254 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N PROVINCE OF SASKATCHEWAN 549300FKDIB7OJMBSP83 803854KF4 410000.00000000 PA 335137.81000000 0.088447266638 Long DBT NUSS CA N 2 2028-12-02 Fixed 3.05000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAF4 160000.00000000 PA USD 128800.00000000 0.033992010459 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 350000.00000000 PA USD 399003.50000000 0.105302260446 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 725000.00000000 PA USD 763330.75000000 0.201453003403 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4235.45000000 0.001117790843 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 272196.40000000 USD 248795.22000000 EUR 2020-07-17 4235.45000000 N N N CROWN AMER/CAP CORP IV N/A 228189AB2 690000.00000000 PA USD 712425.00000000 0.188018307856 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 000000000 150000.00000000 PA 176579.60000000 0.046601673992 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 444024.00000000 PA 500627.38000000 0.132122136160 Long DBT NUSS FR Y 2 2052-05-25 Fixed 0.75000000 N N N N N N UMBS, TBA N/A 01F032666 1021574.00000000 PA USD 1077680.75000000 0.284414094149 Long ABS-MBS USGSE US N 2 2049-06-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8AF2 78865.52000000 PA USD 87170.98000000 0.023005565713 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N GTCR AP Finance Inc N/A 40060QAA3 140000.00000000 PA USD 139300.00000000 0.036763098269 Long DBT CORP US Y 2 2027-05-15 Fixed 8.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AD3 640000.00000000 PA USD 641843.20000000 0.169390844472 Long DBT CORP US N 2 2026-05-01 Fixed 5.13000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 200000.00000000 PA USD 211464.53000000 0.055808264873 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -187.50000000 -0.00004948371 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 99098.00000000 GBP 122221.82000000 USD 2020-07-17 -187.50000000 N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 111000.00000000 PA USD 140970.30000000 0.037203912361 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FTFW2 448000.00000000 PA USD 36912.65000000 0.009741732802 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.48000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BT7 425000.00000000 PA USD 435625.00000000 0.114967154942 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78573NAA0 1270000.00000000 PA USD 1200150.00000000 0.316735336595 Long DBT CORP US Y 2 2023-04-15 Fixed 5.38000000 N N N N N N KFC HLD/PIZZA HUT/TACO N/A 48250NAB1 715000.00000000 PA USD 743600.00000000 0.196245799518 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAY6 439000.00000000 PA USD 480466.07000000 0.126801301840 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAG3 735000.00000000 PA USD 674854.95000000 0.178103078566 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N CAESARS RESORT / FINCO N/A 12652AAA1 280000.00000000 PA USD 249200.00000000 0.065767150672 Long DBT CORP US Y 2 2025-10-15 Fixed 5.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -27.00000000 NC USD -18386.14000000 -0.00485234365 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US 10 Year Ultra Bond UXYU0 Comdty 2020-09-21 -4229473.24000000 USD -18386.14000000 N N N Drax Finco PLC 5493000MW6H7G7JFNQ88 26151AAA7 650000.00000000 PA USD 683312.50000000 0.180335137013 Long DBT CORP GB Y 2 2025-11-01 Fixed 6.63000000 N N N N N N UMBS, TBA N/A 01F020471 100000.00000000 PA USD 102994.39000000 0.027181571290 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 2.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 201000.00000000 PA USD 228652.58000000 0.060344416855 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Hellenic Republic 2138003EKTMKZ5598902 000000000 5731000.00000000 PA 7579226.18000000 2.000257263886 Long DBT NUSS GR N 2 2029-03-12 Fixed 3.88000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 90347BAH1 152177.73000000 PA USD 148074.41000000 0.039078780229 Long LON CORP NL N 2 2024-06-01 Floating 3.20000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 483000.00000000 PA USD 606998.66000000 0.160194913042 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.82000000 N N N N N N WEST STREET MERGER SUB N/A 95616AAA1 455000.00000000 PA USD 448175.00000000 0.118279264657 Long DBT CORP US Y 2 2025-09-01 Fixed 6.38000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AC7 655000.00000000 PA USD 656637.50000000 0.173295254412 Long DBT CORP US Y 2 2027-10-15 Fixed 7.50000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 346000.00000000 PA USD 400654.16000000 0.105737891285 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 332000.00000000 PA USD 345280.00000000 0.091123923692 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N RIKISBREF 254900IPCJWRC6XAJN15 000000000 68182000.00000000 PA 649793.91000000 0.171489141191 Long DBT NUSS IS N 2 2025-06-12 Fixed 8.00000000 N N N N N N ADANI GREEN ENERGY UP N/A 00654AAA4 1081000.00000000 PA USD 1104511.75000000 0.291495147197 Long DBT CORP IN Y 2 2024-12-10 Fixed 6.25000000 N N N N N N SENSATA TECH INC N/A 81728UAA2 210000.00000000 PA USD 204225.00000000 0.053897657889 Long DBT CORP US Y 2 2030-02-15 Fixed 4.38000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 865700.00000000 PA USD 771061.68000000 0.203493297296 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Match Group Inc 549300BIJKT86CPCKK96 57665RAG1 555000.00000000 PA USD 580785.30000000 0.153276863296 Long DBT CORP US Y 2 2027-12-15 Fixed 5.00000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 460000.00000000 PA USD 446200.00000000 0.117758036236 Long DBT CORP US Y 2 2027-12-15 Fixed 8.88000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 4775000.00000000 PA 5167183.30000000 1.363687490542 Long DBT NUSS IT N 2 2025-02-01 Fixed 0.35000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 225000.00000000 PA USD 238376.25000000 0.062910620989 Long DBT CORP US N 2 2025-06-01 Fixed 5.38000000 N N N N N N Grand City Properties SA 5299002QLUYKK2WBMB18 000000000 300000.00000000 PA 334360.50000000 0.088242124327 Long DBT CORP LU N 2 2026-08-03 Fixed 1.38000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AY1 162000.00000000 PA USD 155485.42000000 0.041034643035 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 235000.00000000 PA USD 206800.00000000 0.054577234185 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 225000.00000000 PA 253900.88000000 0.067007774602 Long DBT CORP IT N 2 2025-05-26 Fixed 2.13000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAE1 740000.00000000 PA USD 723350.00000000 0.190901558743 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AE2 380000.00000000 PA USD 377150.00000000 0.099534834976 Long DBT CORP US Y 2 2022-04-01 Fixed 10.13000000 N N N N N N BAT NETHERLANDS FINANCE 2138009B37VJ9VOWAO51 000000000 164000.00000000 PA 191192.55000000 0.050458223287 Long DBT CORP NL N 2 2024-10-07 Fixed 2.38000000 N N N N N N Government of Jamaica N/A 470160CB6 279000.00000000 PA USD 308297.79000000 0.081363833093 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.88000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 100000.00000000 PA 110482.21000000 0.029157705263 Long DBT CORP DE N 2 2029-05-18 Fixed 0.38000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 489000.00000000 PA USD 475063.50000000 0.125375492710 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 291000.00000000 PA USD 318361.96000000 0.084019899645 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 200000.00000000 PA USD 223440.00000000 0.058968748580 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.38000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 2300000.00000000 PA USD 2334017.00000000 0.615977719546 Long DBT CORP CA Y 2 2025-04-15 Fixed 6.13000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A 69867DAC2 1045000.00000000 PA USD 1024100.00000000 0.270273430993 Long DBT CORP N/A Y 2 2027-05-15 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390ABV1 10341.59000000 PA USD 11828.74000000 0.003121759734 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032XAD6 700000.00000000 PA USD 763245.45000000 0.201430491613 Long DBT CORP KY N 2 2025-02-11 Fixed 3.80000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAB9 296000.00000000 PA USD 330497.24000000 0.087222559309 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 580000.00000000 PA USD 603200.00000000 0.159192396812 Long DBT CORP US Y 2 2027-09-30 Fixed 5.88000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 201000.00000000 PA USD 207217.37000000 0.054687383606 Long DBT CORP N/A Y 2 2030-05-01 Fixed 3.40000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 140000.00000000 PA USD 133701.33000000 0.035285535775 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 250000.00000000 PA 268964.10000000 0.070983156060 Long DBT CORP CZ N 2 2026-12-02 Fixed 0.88000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 100000.00000000 PA 104482.38000000 0.027574271380 Long DBT CORP AT N 2 2030-06-10 Fixed 1.00000000 N N N N N N RICHEMONT INTERNATIONAL 549300V9893NUQX6X069 000000000 100000.00000000 PA 112574.65000000 0.029709927642 Long DBT CORP LU N 2 2028-05-26 Fixed 0.75000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAC5 157000.00000000 PA USD 173917.59000000 0.045899134615 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 000000000 200000.00000000 PA 235193.48000000 0.062070646213 Long DBT CORP SE N 2 2028-05-15 Fixed 2.13000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DC8 225000.00000000 PA USD 245421.83000000 0.064770042022 Long DBT CORP US N 2 2035-01-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 115500.00000000 PA USD 138902.29000000 0.036658137380 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BF0 202000.00000000 PA USD 207327.28000000 0.054716390298 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 375000.00000000 PA USD 426701.25000000 0.112612060196 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAF8 560000.00000000 PA USD 588000.00000000 0.155180917316 Long DBT CORP US N 2 2026-07-15 Fixed 5.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 230000.00000000 PA USD 236387.85000000 0.062385856131 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 470000.00000000 PA USD 504075.00000000 0.133032008327 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 400000.00000000 PA USD 419424.83000000 0.110691717457 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78388JAV8 895000.00000000 PA USD 918762.25000000 0.242473416243 Long DBT CORP US N 2 2024-09-01 Fixed 4.88000000 N N N N N N SAN MIGUEL INDUSTRIAS 529900U7G8NTVARTF926 79911PAB2 337000.00000000 PA USD 333478.35000000 0.088009313364 Long DBT CORP PE Y 2 2022-09-18 Fixed 4.50000000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 2086000.00000000 PA 2184272.58000000 0.576458201759 Long DBT NUSS CY N 2 2030-01-21 Fixed 0.63000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 20969262.25900000 NS USD 20971359.19000000 5.534616932802 Long STIV RF US N 1 N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 100000.00000000 PA 109610.82000000 0.028927734005 Long DBT CORP AU N 2 2025-03-05 Fixed 1.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -1708.51000000 -0.00045089821 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 99838.00000000 EUR 109219.68000000 USD 2020-07-17 -1708.51000000 N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 000000000 100000.00000000 PA 121677.06000000 0.032112173107 Long DBT CORP NL N 2 2032-04-07 Fixed 1.88000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAF0 455000.00000000 PA USD 443625.00000000 0.117078459940 Long DBT CORP US N 2 2024-12-01 Fixed 5.38000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAG6 960000.00000000 PA USD 835392.00000000 0.220470913059 Long DBT CORP US Y 2 2027-04-01 Fixed 9.38000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 000000000 100000.00000000 PA 111104.94000000 0.029322051883 Long DBT CORP AU N 2 2028-03-29 Fixed 1.75000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAU0 651000.00000000 PA USD 644563.04000000 0.170108645945 Long DBT CORP KY Y 2 2030-06-03 Fixed 2.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ96 700000.00000000 PA USD 736268.26000000 0.194310857105 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2340.91000000 0.000617796872 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 217652.07000000 USD 197998.90000000 EUR 2020-07-17 2340.91000000 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 635000.00000000 PA USD 650081.25000000 0.171564973989 Long DBT CORP US Y 2 2025-06-15 Fixed 3.63000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAC1 280000.00000000 PA USD 324310.40000000 0.085589771033 Long DBT CORP AU Y 2 2035-03-23 Fixed 5.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 210000.00000000 PA 163419.84000000 0.043128640610 Long DBT NUSS N/A N 2 2025-06-24 Fixed 4.25000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918VAY0 102485.64000000 PA USD 99923.50000000 0.026371123114 Long LON CORP US N 2 2026-08-12 Floating 1.92000000 N N N N N N GENESIS ENERGY LP/GENESI N/A 37185LAF9 160000.00000000 PA USD 145600.00000000 0.038425750954 Long DBT CORP US N 2 2024-06-15 Fixed 5.63000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 296000.00000000 PA USD 385777.20000000 0.101811666285 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -75.00000000 NC USD -19600.72000000 -0.00517288726 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVU0 Comdty 2020-09-30 -9402274.28000000 USD -19600.72000000 N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 1281000.00000000 PA 1464633.79000000 0.386536080043 Long DBT NUSS CY N 2 2027-04-16 Fixed 1.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 350000.00000000 PA USD 360698.89000000 0.095193171131 Long DBT CORP CH Y 2 2023-08-15 Fixed 2.86000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BN8 505000.00000000 PA USD 520150.00000000 0.137274411806 Long DBT CORP US Y 2 2025-10-15 Fixed 6.00000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 1145000.00000000 PA USD 1182212.50000000 0.312001394921 Long DBT CORP US Y 2 2024-07-15 Fixed 4.25000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 262160.95000000 PA USD 261304.78000000 0.068961760985 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 1.77000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 105000.00000000 PA USD 105000.00000000 0.027710878092 Long DBT CORP US Y 2 2028-02-15 Fixed 4.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 67.93000000 0.000017927618 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4618.13000000 USD 31438.40000000 DKK 2020-07-17 67.93000000 N N N COSAN LTD 6354007UNEBWHVSGS270 22113AAB1 907000.00000000 PA USD 818567.50000000 0.216030706693 Long DBT CORP BM Y 2 2029-09-20 Fixed 5.50000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAF8 930000.00000000 PA USD 964884.30000000 0.254645630576 Long DBT CORP US N 2 2027-06-01 Fixed 4.88000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 150000.00000000 PA 183630.82000000 0.048462583495 Long DBT CORP GB N 2 2027-09-03 Fixed 4.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 200000.00000000 PA 225927.23000000 0.059625161221 Long DBT CORP GB N 2 2026-03-08 Fixed 1.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 13428.67000000 0.003544002260 N/A DFE CA N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 900271.01000000 USD 1258000.00000000 CAD 2020-07-17 13428.67000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 239000.00000000 PA USD 238792.07000000 0.063020361344 Long DBT CORP SE N 2 2021-03-01 Fixed 5.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 7670.29000000 0.002024290201 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 298768.65000000 USD 275720.87000000 EUR 2020-07-31 7670.29000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401WV48 37563.87000000 PA USD 43801.04000000 0.011559669331 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N MMS USA INVESTMENTS INC 5493000A5BDOPUSW1Z29 000000000 400000.00000000 PA 409502.03000000 0.108072960303 Long DBT CORP US N 2 2031-06-13 Fixed 1.75000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAF7 10000.00000000 PA USD 10750.00000000 0.002837066090 Long DBT CORP US Y 2 2027-05-15 Fixed 5.38000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAB8 1255000.00000000 PA USD 1250293.75000000 0.329968930341 Long DBT CORP US Y 2 2023-04-30 Fixed 5.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AS9 105000.00000000 PA USD 119442.37000000 0.031522409086 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 91000.00000000 PA USD 98627.89000000 0.026029194631 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N RECKITT BENCKISER TSY NL 54930007FVPKN1NNHV37 000000000 112000.00000000 PA 124261.24000000 0.032794172126 Long DBT CORP NL N 2 2026-05-19 Fixed 0.38000000 N N N N N N HD Supply Inc 549300G8FYZDYZMZED76 40415RAS4 955000.00000000 PA USD 983650.00000000 0.259598145100 Long DBT CORP US Y 2 2026-10-15 Fixed 5.38000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 730000.00000000 PA USD 704450.00000000 0.185913600686 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AF6 715000.00000000 PA USD 698912.50000000 0.184452181758 Long DBT CORP US Y 2 2026-11-15 Fixed 4.50000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAE9 250000.00000000 PA USD 214468.10000000 0.056600946417 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N Apergy Corp 549300EP2909K6DYYP38 03755LAC8 460000.00000000 PA USD 422132.80000000 0.111406386281 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 000000000 5900000.00000000 PA 853214.38000000 0.225174473055 Long DBT NUSS CN N 2 2024-07-02 Fixed 3.42000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 1065000.00000000 PA USD 1224928.92000000 0.323274818798 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.88000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 358885.00000000 PA USD 392596.36000000 0.103611332109 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10000000 N N N N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212BAH6 470000.00000000 PA USD 470000.00000000 0.124039168603 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 340000.00000000 PA USD 334900.00000000 0.088384505458 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Golden Nugget Inc 91D14OD6M4H1RVBN7R43 38113YAE9 815000.00000000 PA USD 658112.50000000 0.173684526271 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 115000.00000000 PA USD 127073.21000000 0.033536287915 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AP4 341000.00000000 PA USD 346541.25000000 0.091456784121 Long DBT CORP N/A Y 2 2024-07-15 Fixed 5.88000000 N N N N N N TMS INTL HOLDING CORP N/A 87261QAB9 935000.00000000 PA USD 719950.00000000 0.190004254119 Long DBT CORP US Y 2 2025-08-15 Fixed 7.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 103000.00000000 PA USD 120106.91000000 0.031697789914 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A 74527JAD9 255000.00000000 PA USD 261375.00000000 0.068980292965 Long DBT MUN PR N 2 2022-06-01 Fixed 9.12000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4078.39000000 -0.00107634064 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 224556.75000000 EUR 245422.54000000 USD 2020-07-17 -4078.39000000 N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 89000.00000000 PA USD 93469.44000000 0.024667811973 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 819000.00000000 PA USD 819000.00000000 0.216144849120 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137TAL9 1465000.00000000 PA USD 1475987.50000000 0.389532473126 Long DBT CORP CA Y 2 2026-04-01 Fixed 6.00000000 N N N N N N DEUTSCHE BAHN FIN GMBH 52990002BAIDUAIIYU29 000000000 45000.00000000 PA 53415.76000000 0.014097120129 Long DBT CORP DE N 2 2040-04-16 Fixed 1.38000000 N N N N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 000000000 359000.00000000 PA USD 398861.30000000 0.105264732000 Long DBT CORP CN N 2 2025-09-21 Fixed 4.88000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 492000.00000000 PA USD 388591.62000000 0.102554428662 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.38000000 N N N N N N PROMIGAS/GASES PACIFICO N/A 74348DAA5 267000.00000000 PA USD 258990.00000000 0.068350860163 Long DBT CORP N/A Y 2 2029-10-16 Fixed 3.75000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -1187.34000000 -0.00031335460 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 98746.00000000 GBP 120793.22000000 USD 2020-07-31 -1187.34000000 N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAC8 407319.37000000 PA USD 410576.25000000 0.108356461060 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.85000000 N N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 445000.00000000 PA USD 356000.00000000 0.093953072389 Long DBT CORP US Y 2 2028-04-15 Fixed 5.88000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 375000.00000000 PA USD 313854.80000000 0.082830400966 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 1155000.00000000 PA USD 975975.00000000 0.257572611868 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.88000000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 750000.00000000 PA USD 796875.00000000 0.210305771236 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 220000.00000000 PA USD 213400.00000000 0.056319060808 Long DBT CORP US Y 2 2027-10-01 Fixed 4.75000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 625000.00000000 PA USD 612918.75000000 0.161757302492 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 500605AH3 549000.00000000 PA USD 505080.00000000 0.133297241017 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAW0 1217392.00000000 PA USD 1312790.98000000 0.346462769594 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.26000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 16354.00000000 NS USD 42355.22000000 0.011178098457 Long EC CORP CA N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AD9 1846000.00000000 PA USD 1859845.00000000 0.490837505386 Long DBT CORP US Y 2 2024-10-01 Fixed 5.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAG8 515000.00000000 PA USD 507275.00000000 0.133876530326 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 345000.00000000 PA USD 294975.00000000 0.077847773955 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 88047PAA2 170000.00000000 PA USD 94333.00000000 0.024895716791 Long DBT CORP US Y 2 2025-02-01 Fixed 6.38000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAH5 520000.00000000 PA USD 571240.80000000 0.150757944477 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 445000.00000000 PA USD 309275.00000000 0.081621731638 Long DBT CORP US N 2 2027-06-01 Fixed 5.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FX7 475000.00000000 PA USD 533972.52000000 0.140922356251 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 525000.00000000 PA USD 513187.50000000 0.135436916676 Long DBT CORP US Y 2 2025-08-15 Fixed 6.13000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 800000.00000000 PA 915791.58000000 0.241689417441 Long DBT NUSS GR N 2 2035-02-04 Fixed 1.88000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AN1 350000.00000000 PA USD 353103.70000000 0.093188700806 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 33000.00000000 PA USD 34122.00000000 0.009005243640 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39000000 N N N N N N Digicel Intl Finance Ltd N/A 25381VAA5 400000.00000000 PA USD 384000.00000000 0.101342639880 Long DBT CORP N/A Y 2 2024-05-25 Fixed 8.75000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 102462.14000000 PA USD 101933.85000000 0.026901680865 Long LON CORP US N 2 2022-08-18 Floating 3.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 339000.00000000 PA USD 342820.06000000 0.090474713240 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 657001.88000000 PA USD 697170.06000000 0.183992328974 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DAZ4 421000.00000000 PA USD 456111.77000000 0.120373882427 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N IAA Inc 549300PZCOPC5178W747 449253AB9 1420000.00000000 PA USD 1441300.00000000 0.380377986613 Long DBT CORP US Y 2 2027-06-15 Fixed 5.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BE1 406000.00000000 PA USD 407141.92000000 0.107450096298 Long DBT CORP CA Y 2 2030-04-29 Fixed 4.63000000 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 000000000 275000.00000000 PA 364801.91000000 0.096276011960 Long DBT NUSS PT N 2 2034-04-18 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 2141995.10000000 PA USD 2285433.61000000 0.603155925283 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N Capital Automotive Reit N/A 12510HAG5 437500.00000000 PA USD 407090.82000000 0.107436610338 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.17000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 360000.00000000 PA USD 365400.00000000 0.096433855761 Long DBT CORP US Y 2 2028-01-15 Fixed 5.13000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -56637.26000000 -0.01494731626 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 9094688.37000000 GBP 11177440.22000000 USD 2020-07-17 -56637.26000000 N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 1500000.00000000 PA USD 1623480.00000000 0.428457679669 Long DBT CORP N/A Y 2 2028-02-15 Fixed 6.75000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAL6 545000.00000000 PA USD 58674.70000000 0.015485023417 Long DBT CORP US N 2 2039-10-15 None 0.00000000 Y N N N N N Ginnie Mae II pool 549300M8ZYFG0OCMTT87 21H030666 1450000.00000000 PA USD 1534960.94000000 0.405096337950 Long ABS-MBS USGA US N 2 2050-06-22 Fixed 3.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 535000.00000000 PA USD 529650.00000000 0.139781586491 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DMJ8 245684.36000000 PA USD 258572.39000000 0.068240647403 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10230.35000000 0.002699923635 N/A DFE NZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 903309.74000000 USD 1472000.00000000 NZD 2020-07-17 10230.35000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 338000.00000000 PA USD 337155.00000000 0.088979629554 Long DBT CORP US Y 2 2030-06-01 Fixed 4.63000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 310000.00000000 PA USD 230543.90000000 0.060843561026 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137F4D82 15572000.00000000 PA USD 355965.02000000 0.093943840708 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.29000000 N N N N N N Puerto Rico Electric Power Authority 5493003BRB67HF8ST418 74526QCK6 95000.00000000 PA USD 95397.10000000 0.025176546747 Long DBT MUN PR N 2 2022-07-01 Fixed 5.00000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 100000.00000000 PA 108309.91000000 0.028584406782 Long DBT CORP JE N 2 2030-02-11 Fixed 1.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 365000.00000000 PA USD 389747.00000000 0.102859348608 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N Republic of Cyprus 213800IOEYYAHPDLUL60 000000000 1217000.00000000 PA 1538835.07000000 0.406118771704 Long DBT NUSS CY N 2 2034-02-26 Fixed 2.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 226000.00000000 PA USD 196622.26000000 0.051891195019 Long DBT NUSS DO Y 2 2030-01-30 Fixed 4.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 540000.00000000 PA USD 564094.80000000 0.148872021288 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAE7 414000.00000000 PA USD 438213.68000000 0.115650341570 Long DBT CORP US N 2 2023-01-29 Fixed 2.95000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAG9 1250000.00000000 PA USD 1281250.00000000 0.338138691007 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAJ7 370000.00000000 PA 288470.20000000 0.076131071861 Long DBT NUSS CA N 2 2026-06-18 Fixed 2.30000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081BB7 800000.00000000 PA USD 834000.00000000 0.220103545990 Long DBT CORP US Y 2 2025-12-31 Fixed 6.75000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -41.00000000 NC -20383.11000000 -0.00537937025 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short United Kingdom Gilt G U0 Comdty 2020-09-28 -5618535.45000000 GBP -20383.11000000 N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAA9 630000.00000000 PA USD 612675.00000000 0.161692973668 Long DBT CORP US N 2 2024-11-01 Fixed 5.88000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BM0 1535000.00000000 PA USD 1561862.50000000 0.412196012709 Long DBT CORP US Y 2 2024-11-15 Fixed 5.38000000 N N N N N N The Bancorp Commercial Mortgage Trust N/A 05973BAA5 149365.74000000 PA USD 143543.28000000 0.037882955552 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.23000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -357.00000000 NC USD -149118.54000000 -0.03935433984 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU0 Comdty 2020-09-21 -49496193.96000000 USD -149118.54000000 N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 132000.00000000 PA USD 109481.89000000 0.028893707686 Long DBT CORP US N 2 2027-07-15 Fixed 4.13000000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBB7 649000.00000000 PA USD 647994.05000000 0.171014134515 Long DBT CORP US Y 2 2022-04-15 Fixed 5.00000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAB7 820000.00000000 PA USD 793350.00000000 0.209375477471 Long DBT CORP US Y 2 2024-06-15 Fixed 5.88000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 330000.00000000 PA USD 352902.00000000 0.093135469528 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 156000.00000000 PA USD 172387.84000000 0.045495413512 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N Flex Acquisition Co Inc 549300HHED2KGPBEDW39 33936YAA3 670000.00000000 PA USD 675875.90000000 0.178372520670 Long DBT CORP US Y 2 2025-01-15 Fixed 6.88000000 N N N N N N Avantor Inc 5493003VM0XB4U8YD238 05352AAC4 1315000.00000000 PA USD 1420200.00000000 0.374809419682 Long DBT CORP US Y 2 2025-10-01 Fixed 9.00000000 N N N N N N VOLKSWAGEN FIN SERV AG 529900USFSZYPS075O24 000000000 165000.00000000 PA 184279.98000000 0.048633905339 Long DBT CORP DE N 2 2024-10-01 Fixed 1.50000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAG2 965000.00000000 PA USD 965000.00000000 0.254676165324 Long DBT CORP US N 2 2023-07-15 Fixed 6.13000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAA7 880000.00000000 PA USD 928400.00000000 0.245016944961 Long DBT CORP US Y 2 2026-07-15 Fixed 6.38000000 N N N N N N UMBS, TBA N/A 01F022469 1375000.00000000 PA USD 1438808.59000000 0.379720470815 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 2.50000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 000000000 100000.00000000 PA 118904.16000000 0.031380368404 Long DBT CORP FR N 2 2025-01-13 Fixed 4.25000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 200000.00000000 PA USD 208183.69000000 0.054942408137 Long DBT CORP KY N 2 2025-04-07 Fixed 3.08000000 N N N N N N PetSmart Inc N/A 04021LAA8 395000.00000000 PA USD 383150.00000000 0.101118313724 Long DBT CORP US Y 2 2023-03-15 Fixed 7.13000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AB9 905000.00000000 PA USD 900475.00000000 0.237647170954 Long DBT CORP US Y 2 2025-08-01 Fixed 6.88000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 1200000.00000000 PA USD 1206000.00000000 0.318279228374 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N RELX FINANCE BV 54930086P8MBY4IN4E29 000000000 100000.00000000 PA 106572.83000000 0.028125968572 Long DBT CORP NL N 2 2028-03-10 Fixed 0.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087XW9 772000.00000000 PA 921723.76000000 0.243254997601 Long DBT NUSS CA N 2 2037-06-01 Fixed 5.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 870000.00000000 PA USD 883041.30000000 0.233046188712 Long DBT CORP US Y 2 2027-01-15 Fixed 4.63000000 N N N N N N GRINDING MED/MOLY-COP N/A 398545AA1 705000.00000000 PA USD 701510.25000000 0.185137762078 Long DBT CORP US Y 2 2023-12-15 Fixed 7.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9710.18000000 -0.00256264394 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 928798.61000000 USD 1138317000.00000000 KRW 2020-06-22 -9710.18000000 N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 1255000.00000000 PA USD 1197897.50000000 0.316140872281 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AN6 112000.00000000 PA USD 120118.72000000 0.031700906728 Long DBT CORP US Y 2 2025-05-01 Fixed 3.84000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 450000.00000000 PA USD 464062.50000000 0.122472184425 Long DBT CORP US Y 2 2025-06-01 Fixed 5.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1223.16000000 -0.00032280797 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 67177.88000000 EUR 73416.96000000 USD 2020-07-17 -1223.16000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4DF0 38075.49000000 PA USD 40464.76000000 0.010679181251 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N PICARD BONDCO 52990070XME2A28A7N53 000000000 170000.00000000 PA 182103.77000000 0.048059574958 Long DBT CORP LU N 2 2024-11-30 Fixed 5.50000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 311000.00000000 PA USD 314110.00000000 0.082897751595 Long DBT CORP CL Y 2 2025-01-09 Fixed 2.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 217000.00000000 PA USD 283233.31000000 0.074748987858 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 8056.15000000 0.002126123719 N/A DFE NO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 451631.91000000 USD 4467000.00000000 NOK 2020-07-17 8056.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -22306.48000000 -0.00588697283 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1228341.64000000 EUR 1342481.60000000 USD 2020-07-17 -22306.48000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 280000.00000000 PA USD 168000.00000000 0.044337404947 Long DBT CORP BM Y 2 2024-12-15 Fixed 3.63000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 987000.00000000 PA USD 993739.24000000 0.262260827954 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168QAE4 225000.00000000 PA USD 246656.25000000 0.065095821661 Long DBT CORP CA Y 2 2027-05-01 Fixed 8.50000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BQ1 47000.00000000 PA USD 49144.40000000 0.012969852164 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AK7 260000.00000000 PA USD 265795.40000000 0.070146894541 Long DBT CORP US Y 2 2025-10-15 Fixed 4.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -170552.95000000 -0.04501116195 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 16900069.52000000 CAD 12104159.45000000 USD 2020-07-17 -170552.95000000 N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 1240000.00000000 PA USD 1183009.60000000 0.312211760072 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 2365000.00000000 PA USD 2397589.70000000 0.632755389448 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -2575.94000000 -0.00067982437 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 197000.00000000 EUR 216307.18000000 USD 2020-07-17 -2575.94000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABL0 450000.00000000 PA USD 499553.86000000 0.131838820142 Long DBT CORP US Y 2 2030-04-08 Fixed 6.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FTG43 540794.00000000 PA USD 80707.01000000 0.021299639193 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.92000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 905000.00000000 PA USD 927625.00000000 0.244812412289 Long DBT CORP US Y 2 2027-07-15 Fixed 5.63000000 N N N N N N AZEK CO LLC/THE N/A 12655XAA8 113000.00000000 PA USD 120062.50000000 0.031686069532 Long DBT CORP US Y 2 2025-05-15 Fixed 9.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AF1 244000.00000000 PA USD 270230.00000000 0.071317243684 Long DBT NUSS BM Y 2 2029-02-15 Fixed 4.75000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K37 3095000.00000000 PA 2406315.58000000 0.635058263704 Long DBT NUSS CA N 2 2030-06-01 Fixed 1.25000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAY6 165000.00000000 PA USD 153355.95000000 0.040472647954 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N RP Crown Parent LLC 549300B1M4J69ECRY452 47215YAA5 625000.00000000 PA USD 620312.50000000 0.163708610158 Long DBT CORP US Y 2 2024-10-15 Fixed 7.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FRZA2 292552.00000000 PA USD 304227.46000000 0.080289619584 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.64000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 145000.00000000 PA USD 149204.10000000 0.039376920247 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAP0 975000.00000000 PA USD 1028917.50000000 0.271544832471 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 1185000.00000000 PA USD 1155375.00000000 0.304918626437 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BP5 106000.00000000 PA USD 117843.48000000 0.031100441030 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 755000.00000000 PA USD 766325.00000000 0.202243225277 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AW6 49000.00000000 PA USD 53738.68000000 0.014182342955 Long DBT CORP US Y 2 2030-05-15 Fixed 4.50000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 420000.00000000 PA USD 446250.00000000 0.117771231892 Long DBT CORP US Y 2 2025-07-01 Fixed 7.00000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AA7 260000.00000000 PA USD 278954.00000000 0.073619621784 Long DBT CORP US Y 2 2026-07-01 Fixed 7.75000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 102742.50000000 PA USD 98975.24000000 0.026120864855 Long LON CORP US N 2 2027-04-15 Floating 2.68000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAR9 910000.00000000 PA USD 933887.50000000 0.246465168232 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAE4 145000.00000000 PA USD 129775.00000000 0.034249325756 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPLF0 92407.10000000 PA USD 101377.64000000 0.026754889745 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBB5 204951.66000000 PA USD 182846.19000000 0.048255509340 Long LON CORP US N 2 2024-02-22 Floating 2.17000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 450000.00000000 PA USD 428625.00000000 0.113119763069 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAF8 133000.00000000 PA USD 145524.44000000 0.038405809678 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 101000.00000000 PA USD 112479.25000000 0.029684750330 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 78000.00000000 PA USD 83451.30000000 0.022023893342 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 400000.00000000 PA USD 404916.00000000 0.106862646796 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 270000.00000000 PA USD 266625.00000000 0.070365836870 Long DBT CORP US Y 2 2028-03-01 Fixed 6.13000000 N N N N N N AA BOND CO LTD 2138002EPF6QVRZBMC58 000000000 200000.00000000 PA 239960.38000000 0.063328693687 Long DBT CORP JE N 2 2025-07-31 Fixed 6.27000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 276500000.00000000 PA 3031154.81000000 0.799961537322 Long DBT NUSS JP N 2 2030-09-20 Fixed 1.80000000 N N N N N N ABERTIS INFRAESTRUCTURAS 549300GKFVWI02JQ5332 000000000 300000.00000000 PA 369051.90000000 0.097397640101 Long DBT CORP ES N 2 2026-11-27 Fixed 3.38000000 N N N N N N OMV AG 549300V62YJ9HTLRI486 000000000 70000.00000000 PA 72487.78000000 0.019130476521 Long DBT CORP AT N 2 2034-07-03 Fixed 1.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 469000.00000000 PA USD 511749.42000000 0.135057388489 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N EUTELSAT SA 549300MCOOY1V7P2PG30 000000000 300000.00000000 PA 323301.29000000 0.085323453659 Long DBT CORP FR N 2 2027-07-13 Fixed 2.25000000 N N N N N N Novelis Corp 549300G5F3W3B52WYL23 670001AC0 1395000.00000000 PA USD 1428745.05000000 0.377064570529 Long DBT CORP US Y 2 2026-09-30 Fixed 5.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -379.12000000 -0.00010005474 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2140543000.00000000 KRW 1727916.53000000 USD 2020-06-22 -379.12000000 N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 45000.00000000 PA USD 48166.65000000 0.012711811107 Long DBT CORP US Y 2 2028-02-15 Fixed 5.88000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 390000.00000000 PA USD 409383.00000000 0.108041546724 Long DBT CORP US Y 2 2026-05-01 Fixed 6.38000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 1000000.00000000 PA USD 1040000.00000000 0.274469649676 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N QBE CAPITAL FUNDING IV L N/A 000000000 200000.00000000 PA 256701.54000000 0.067746905533 Long DBT CORP JE N 2 2041-05-24 Fixed 7.50000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAJ1 1086000.00000000 PA USD 1125367.50000000 0.296999253348 Long DBT CORP NL Y 2 2029-11-07 Fixed 2.88000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AN9 1565000.00000000 PA USD 1510225.00000000 0.398568198733 Long DBT CORP US Y 2 2026-03-15 Fixed 5.63000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 800000.00000000 PA USD 914880.00000000 0.241448839515 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N PriSo Acquisition Corp N/A 74273XAA0 652000.00000000 PA USD 563980.00000000 0.148841724061 Long DBT CORP US Y 2 2023-05-15 Fixed 9.00000000 N N N N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 431475AD4 940000.00000000 PA USD 964675.00000000 0.254590393559 Long DBT CORP US Y 2 2027-09-15 Fixed 4.38000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 589433AB7 600000.00000000 PA USD 555750.00000000 0.146669719045 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 540000.00000000 PA USD 318600.00000000 0.084082721525 Long DBT CORP LU Y 2 2025-07-15 None 0.00000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 153000.00000000 PA USD 174830.98000000 0.046140190224 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 1185000.00000000 PA USD 1173979.50000000 0.309828598165 Long DBT CORP US Y 2 2026-12-01 Fixed 4.25000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 400000.00000000 PA 456807.94000000 0.120557610828 Long DBT CORP LU N 2 2028-03-01 Fixed 3.50000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 475000.00000000 PA USD 492812.50000000 0.130059686760 Long DBT CORP N/A Y 2 2030-01-15 Fixed 5.50000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 927320AA9 303000.00000000 PA USD 341216.85000000 0.090051605079 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 447000.00000000 PA USD 481864.21000000 0.127170289336 Long DBT CORP CH N 2 2024-05-15 Fixed 5.13000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 600000.00000000 PA USD 621000.00000000 0.163890050431 Long DBT CORP US Y 2 2027-11-01 Fixed 5.13000000 N N N N N N Emera US Finance LP N/A 29103DAF3 98000.00000000 PA USD 99236.21000000 0.026189738263 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 269000.00000000 PA USD 294371.76000000 0.077688571001 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 495000.00000000 PA USD 491683.50000000 0.129761728842 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LUR6 20000.00000000 PA USD 20199.60000000 0.005330939553 Long DBT MUN PR N 2 2027-07-01 Fixed 6.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 921.69000000 0.000243246087 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 224862.60000000 USD 203211.22000000 EUR 2020-07-17 921.69000000 N N N SES SA 5493008JPA4HYMH1HX51 000000000 100000.00000000 PA 108538.17000000 0.028644647592 Long DBT CORP LU N 2 2026-03-22 Fixed 1.63000000 N N N N N N GRAND CITY PROPERTIES SA 5299002QLUYKK2WBMB18 000000000 100000.00000000 PA 107674.89000000 0.028416816670 Long DBT CORP LU N 2 2023-07-24 Fixed 2.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 1000000.00000000 PA USD 993750.00000000 0.262263667659 Long DBT CORP US N 2 2027-02-01 Fixed 5.38000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AK0 1028000.00000000 PA USD 973347.41000000 0.256879156380 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 251909.00000000 0.066482091327 Long DBT CORP FR N 2 2029-01-22 Fixed 5.88000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 100000.00000000 PA 120118.51000000 0.031700851307 Long DBT CORP DE N 2 2024-12-16 Fixed 2.63000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 130000.00000000 PA USD 120087.50000000 0.031692667361 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 100000.00000000 PA 111425.75000000 0.029406717853 Long DBT CORP FR N 2 2026-04-22 Fixed 1.00000000 N N N N N N DIAGEO FINANCE PLC BPF79TJMIH3DK8XCKI50 000000000 100000.00000000 PA 119492.04000000 0.031535517651 Long DBT CORP GB N 2 2027-03-27 Fixed 1.88000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 730000.00000000 PA USD 696252.10000000 0.183750067282 Long DBT CORP US Y 2 2025-10-15 Fixed 5.63000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 000000000 200000.00000000 PA 206604.61000000 0.054525668200 Long DBT CORP US N 2 2025-05-17 Fixed 0.88000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAT5 103000.00000000 PA USD 100958.44000000 0.026644257364 Long LON CORP US N 2 2023-11-01 Floating 2.30000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBD1 105000.00000000 PA USD 100800.00000000 0.026602442968 Long DBT CORP US Y 2 2027-12-15 Fixed 8.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 345000.00000000 PA USD 313950.00000000 0.082855525496 Long DBT CORP US Y 2 2026-03-15 Fixed 6.75000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 100000.00000000 PA 121499.30000000 0.032065259910 Long DBT CORP FR N 2 2030-10-02 Fixed 2.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 151000.00000000 PA USD 157065.30000000 0.041451594103 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 475000.00000000 PA USD 491031.25000000 0.129589591507 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 26.00000000 NC USD 16662.49000000 0.004397449800 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU0 Comdty 2020-09-21 4621087.51000000 USD 16662.49000000 N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 000000000 415000.00000000 PA 449384.48000000 0.118598462303 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 915000.00000000 PA USD 937875.00000000 0.247517521817 Long DBT CORP NL Y 2 2030-02-28 Fixed 5.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FEZU7 890000.00000000 PA USD 1053123.12000000 0.277933013281 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 125000.00000000 PA USD 110812.50000000 0.029244873129 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAD2 2345000.00000000 PA USD 2444662.50000000 0.645178519184 Long DBT CORP US Y 2 2026-08-01 Fixed 4.75000000 N N N N N N STARFRUIT FINCO/STAR US N/A 85529VAA2 575000.00000000 PA USD 594136.00000000 0.156800288250 Long DBT CORP N/A Y 2 2026-10-01 Fixed 8.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 995000.00000000 PA USD 920355.10000000 0.242893790264 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 705000.00000000 PA USD 648600.00000000 0.171174052673 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.63000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAL2 270000.00000000 PA USD 270642.60000000 0.071426134239 Long DBT CORP US Y 2 2023-05-15 Fixed 4.63000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 1635000.00000000 PA USD 1600256.25000000 0.422328627240 Long DBT CORP US Y 2 2027-11-15 Fixed 4.63000000 N N N N N N UMBS, TBA N/A 01F040669 1600000.00000000 PA USD 1703312.50000000 0.449526524196 Long ABS-MBS USGSE US N 2 2049-06-15 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 74000.00000000 PA USD 75543.61000000 0.019936950165 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N Health & Educational Facilities Authority of the State of Missouri 549300IWTBCMX5JB3277 60636AVL4 530000.00000000 PA USD 589116.20000000 0.155475497146 Long DBT MUN US N 2 2050-05-15 Fixed 3.23000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAD4 205000.00000000 PA USD 213696.82000000 0.056397395502 Long DBT CORP US Y 2 2048-04-04 Fixed 4.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BAM4 570000.00000000 PA USD 572850.00000000 0.151182633477 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -4497.57000000 -0.00118696775 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 366124.00000000 GBP 447774.04000000 USD 2020-07-31 -4497.57000000 N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 000000000 1022000.00000000 PA USD 1012818.35000000 0.267296055490 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAG5 250000.00000000 PA USD 279702.34000000 0.073817118532 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F030462 1375000.00000000 PA USD 1449567.31000000 0.382559838228 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 3.00000000 N N N N N N DISH DBS Corp N/A 25470XAY1 685000.00000000 PA USD 710687.50000000 0.187559758802 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 100000.00000000 PA 154120.51000000 0.040674425372 Long DBT CORP JE N 2 2046-10-31 Fixed 4.63000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 000000000 198000.00000000 PA 227482.63000000 0.060035651695 Long DBT CORP NL N 2 2027-01-15 Fixed 4.25000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAD3 355000.00000000 PA USD 417260.78000000 0.110120596259 Long DBT CORP TH Y 2 2048-11-20 Fixed 5.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 274.31000000 0.000072394009 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 28772.87000000 USD 26143.15000000 EUR 2020-07-17 274.31000000 N N N PTC Inc 54930050SSMU8SKDJ030 69370CAB6 705000.00000000 PA USD 708525.00000000 0.186989046670 Long DBT CORP US Y 2 2025-02-15 Fixed 3.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5600.25000000 -0.00147797947 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 732000.00000000 GBP 898591.78000000 USD 2020-07-17 -5600.25000000 N N N DELL INT LLC / EMC CORP N/A 24703DBB6 135000.00000000 PA USD 151138.48000000 0.039887428517 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2481.48000000 0.000654895140 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 250299.96000000 USD 204632.24000000 GBP 2020-07-31 2481.48000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 900000.00000000 PA USD 993159.00000000 0.262107695002 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAA8 207000.00000000 PA USD 192717.00000000 0.050860545650 Long DBT CORP BR Y 2 2025-02-04 Fixed 3.63000000 N N N N N N CREDIT ACCEPTANC N/A 225310AN1 640000.00000000 PA USD 590400.00000000 0.155814308816 Long DBT CORP US Y 2 2024-12-31 Fixed 5.13000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 1505000.00000000 PA USD 1561437.50000000 0.412083849631 Long DBT CORP NL Y 2 2025-10-01 Fixed 5.00000000 N N N N N N Coty Inc 549300BO9IWPF3S48F93 222070AB0 560000.00000000 PA USD 463400.00000000 0.122297341980 Long DBT CORP US Y 2 2026-04-15 Fixed 6.50000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 450000.00000000 PA USD 437625.00000000 0.115494981191 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AB5 291000.00000000 PA USD 300894.00000000 0.079409875740 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BC0 140000.00000000 PA USD 145950.00000000 0.038518120548 Long DBT CORP US Y 2 2025-05-01 Fixed 8.75000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 72766QAD7 600000.00000000 PA USD 616386.00000000 0.162672355274 Long DBT CORP US Y 2 2025-12-01 Fixed 5.88000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 000000000 190000.00000000 PA 213426.35000000 0.056326014919 Long DBT NUSS CA N 2 2025-04-16 Fixed 0.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 840000.00000000 PA USD 827742.43000000 0.218452091138 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAC7 200000.00000000 PA USD 217821.24000000 0.057485884071 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBJ6 495000.00000000 PA USD 499950.00000000 0.131943366688 Long DBT CORP US Y 2 2026-11-01 Fixed 10.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 1020000.00000000 PA USD 1069725.00000000 0.282314467307 Long DBT CORP CH N 2 2025-08-07 Fixed 6.88000000 N N N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740LAC7 280000.00000000 PA USD 306250.00000000 0.080823394435 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 989000.00000000 PA 1065045.17000000 0.281079398749 Long DBT NUSS RO Y 2 2026-12-08 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FK4M5 1990000.00000000 PA USD 2398079.95000000 0.632884772857 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N UMBS, TBA N/A 01F022477 650000.00000000 PA USD 679111.97000000 0.179226562016 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 2.50000000 N N N N N N SELP FINANCE SARL 549300Y4VYEJE1MH6D45 000000000 125000.00000000 PA 131799.61000000 0.034783646907 Long DBT CORP LU N 2 2026-12-20 Fixed 1.50000000 N N N N N N Afren PLC 213800B4XZJ3ZDM7CL47 00830FAC6 451812.07000000 PA USD 4.52000000 0.000001192887 Long DBT CORP GB Y 2 2019-04-08 None 0.00000000 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1571.69000000 -0.00041478961 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 511820.47000000 MXN 21354.68000000 USD 2020-07-17 -1571.69000000 N N N BANKINTER SA VWMYAEQSTOPNV0SUGU82 000000000 200000.00000000 PA 210576.56000000 0.055573917935 Long DBT CORP ES N 2 2026-07-08 Fixed 0.88000000 N N N N N N BANCO RESERVAS REP DOMIN 549300CKQT0JZ2EGNC56 000000000 1074000.00000000 PA USD 1048503.24000000 0.276713766314 Long DBT CORP DO N 2 2023-02-01 Fixed 7.00000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362UAB0 1220000.00000000 PA USD 1244095.00000000 0.328332998859 Long DBT CORP US Y 2 2026-02-10 Fixed 4.63000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 550000.00000000 PA USD 565240.50000000 0.149174386555 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 620000.00000000 PA USD 632362.80000000 0.166888842484 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAQ3 768632.00000000 PA USD 812924.96000000 0.214541566331 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.15000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 134000.00000000 PA USD 109148.35000000 0.028805682103 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBK8 1835000.00000000 PA USD 1917575.00000000 0.506073210074 Long DBT CORP US Y 2 2027-05-01 Fixed 5.88000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 592000.00000000 PA USD 580096.56000000 0.153095095770 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 465000.00000000 PA USD 495385.65000000 0.130738774817 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 150000.00000000 PA 177522.70000000 0.046850570460 Long DBT CORP GB N 2 2044-07-03 Fixed 3.88000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 250000.00000000 PA USD 261340.97000000 0.068971312001 Long DBT CORP US N 2 2023-09-01 Fixed 3.13000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 127000.00000000 PA USD 138454.58000000 0.036539980835 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 280000.00000000 PA USD 290150.00000000 0.076574393128 Long DBT CORP US Y 2 2025-04-15 Fixed 6.25000000 N N N N N N CNP ASSURANCES 969500QKVPV2H8UXM738 000000000 100000.00000000 PA 106164.78000000 0.028018278821 Long DBT CORP FR N 2 2050-07-27 Fixed 2.00000000 N N N N N N PetSmart Inc N/A 716768AD8 190000.00000000 PA USD 188575.00000000 0.049767417488 Long DBT CORP US Y 2 2025-06-01 Fixed 8.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBM4 1870000.00000000 PA USD 1949811.60000000 0.514580871910 Long DBT CORP US Y 2 2026-02-15 Fixed 5.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1916.64000000 -0.00050582645 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 160214.76000000 EUR 176095.07000000 USD 2020-07-17 -1916.64000000 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 565000.00000000 PA USD 516975.00000000 0.136436487635 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 1320000.00000000 PA USD 1293600.00000000 0.341398018097 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 920000.00000000 PA USD 979800.00000000 0.258582079570 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AW2 130000.00000000 PA USD 87850.79000000 0.023184976495 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 716564AA7 1062000.00000000 PA USD 1150146.00000000 0.303538624708 Long DBT CORP PE Y 2 2032-06-19 Fixed 4.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 375000.00000000 PA USD 401841.97000000 0.106051369933 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 000000000 100000.00000000 PA 125489.76000000 0.033118394678 Long DBT CORP GB N 2 2032-05-19 Fixed 1.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BJ5 915000.00000000 PA USD 830362.50000000 0.219143561999 Long DBT CORP US Y 2 2027-11-15 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAT8 250000.00000000 PA USD 259533.66000000 0.068494339172 Long DBT CORP US Y 2 2025-11-15 Fixed 3.15000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 355000.00000000 PA USD 376300.00000000 0.099310508820 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BC9 141000.00000000 PA USD 147774.44000000 0.038999614209 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TAX1 820000.00000000 PA USD 872509.52000000 0.230266713743 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.01000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 360000.00000000 PA USD 352800.00000000 0.093108550390 Long DBT CORP US Y 2 2027-12-15 Fixed 4.38000000 N N N N N N frontdoor Inc 5493008RB0JZJI3QGZ06 35905AAA7 580000.00000000 PA USD 620600.00000000 0.163784485181 Long DBT CORP US Y 2 2026-08-15 Fixed 6.75000000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF 549300WY6QQ9HGWLNX87 464288513 54000.00000000 NS USD 4450680.00000000 1.174592865789 Long EC RF US N 1 N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 1060000.00000000 PA USD 1064791.20000000 0.281012372733 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HQ6 1000000.00000000 PA USD 362510.00000000 0.095671146830 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.88000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAC6 746684.62000000 PA USD 770137.98000000 0.203249520743 Long DBT CORP PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 1316000.00000000 PA USD 1207721.48000000 0.318733549540 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.63000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAA8 1555000.00000000 PA USD 1598353.40000000 0.421826440150 Long DBT CORP US Y 2 2026-07-15 Fixed 5.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1955.76000000 -0.00051615073 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 84819.60000000 EUR 92285.76000000 USD 2020-07-17 -1955.76000000 N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 355000.00000000 PA USD 373861.88000000 0.098667056952 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 00688JAA5 55000.00000000 PA USD 56381.60000000 0.014879844230 Long DBT CORP US Y 2 2026-05-15 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD -2817.02000000 -0.00074344855 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USU0 Comdty 2020-09-21 -710682.98000000 USD -2817.02000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 170000.00000000 PA USD 168406.53000000 0.044444693550 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AW5 110000.00000000 PA USD 110975.47000000 0.029287883051 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKL3 723131.82000000 PA USD 766541.63000000 0.202300396777 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAH8 157000.00000000 PA USD 156163.68000000 0.041213644751 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 8706000.00000000 PA USD 12339394.69000000 3.256528209405 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 860000.00000000 PA USD 893651.80000000 0.235846438921 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAP7 220656.29000000 PA USD 211057.74000000 0.055700907653 Long LON CORP US N 2 2024-04-01 Floating 3.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 46462.39000000 0.012262034525 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1363371.14000000 USD 13700000.00000000 NOK 2020-07-17 46462.39000000 N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 1250000.00000000 PA USD 1283837.50000000 0.338821566217 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N AUSNET SERVICES HOLDINGS TTMIG9TE1S0X3ZPDHD61 000000000 250000.00000000 PA 269017.38000000 0.070997217351 Long DBT CORP AU N 2 2030-08-25 Fixed 0.63000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAC6 740000.00000000 PA USD 714100.00000000 0.188460362340 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 230000.00000000 PA 267644.55000000 0.070634909496 Long DBT CORP LU N 2 2025-04-09 Fixed 2.38000000 N N N N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817610AA6 605000.00000000 PA USD 612562.50000000 0.161663283442 Long DBT CORP US Y 2 2024-11-15 Fixed 5.13000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAS1 135000.00000000 PA USD 162887.48000000 0.042988143819 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 216400.00000000 0.057110800182 Long DBT NUSS GT Y 2 2032-04-24 Fixed 5.38000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 200000.00000000 PA 196554.40000000 0.051873285875 Long DBT CORP LU N 2 2024-08-08 Fixed 3.00000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 100000.00000000 PA 112555.78000000 0.029704947601 Long DBT CORP AT N 2 2027-05-13 Fixed 0.88000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 875000.00000000 PA USD 520625.00000000 0.137399770541 Long DBT CORP CA Y 2 2027-04-15 Fixed 7.88000000 N N N N N N Tronox Inc 549300EPZ4YXC7E5P181 897051AA6 255000.00000000 PA USD 241278.45000000 0.063676549659 Long DBT CORP US Y 2 2026-04-15 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -50.00000000 NC USD -4082.80000000 -0.00107750450 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUU0 Comdty 2020-09-30 -11038104.70000000 USD -4082.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 2167000.00000000 PA USD 2678445.85000000 0.706877013583 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -955526.40000000 -0.25217595794 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 43321106.07000000 EUR 47177767.53000000 USD 2020-07-17 -955526.40000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405GT91 5857.31000000 PA USD 6525.85000000 0.001722257464 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 645000.00000000 PA USD 678198.15000000 0.178985392924 Long DBT CORP US Y 2 2027-12-01 Fixed 6.75000000 N N N N N N BHP Billiton Finance Ltd 549300KZMIS43NMT0A66 000000000 150000.00000000 PA 191072.75000000 0.050426606495 Long DBT CORP AU N 2 2079-10-22 Fixed 5.63000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B118 274.00000000 NS USD 34.25000000 0.000009039024 N/A DE US N 2 N/A N/A Call Purchased APPVION HLDG APPVION HLDG 1.00000000 11.50000000 USD 2023-06-13 XXXX 34.25000000 N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AE7 1230000.00000000 PA USD 1273050.00000000 0.335974603384 Long DBT CORP US Y 2 2026-05-15 Fixed 5.88000000 N N N N N N FERRARI NV 549300RIVY5EX8RCON76 000000000 162000.00000000 PA 179144.82000000 0.047278669217 Long DBT CORP NL N 2 2025-05-27 Fixed 1.50000000 N N N N N N AI Candelaria Spain SLU N/A 001355AA4 1232000.00000000 PA USD 1198674.40000000 0.316345906388 Long DBT CORP ES Y 2 2028-12-15 Fixed 7.50000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAD6 220000.00000000 PA USD 218350.00000000 0.057625430775 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AF4 365000.00000000 PA USD 368650.00000000 0.097291573416 Long DBT CORP US Y 2 2029-06-01 Fixed 5.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 10788.52000000 0.002847232023 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 418069.73000000 USD 385868.61000000 EUR 2020-07-31 10788.52000000 N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 2338000.00000000 PA 1886226.29000000 0.497799874063 Long DBT NUSS AU N 2 2035-06-21 Fixed 2.75000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 100000.00000000 PA 107929.31000000 0.028483961447 Long DBT CORP FR N 2 2030-10-24 Fixed 0.50000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 745000.00000000 PA USD 787837.50000000 0.207920656371 Long DBT CORP US Y 2 2026-06-01 Fixed 5.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 400000.00000000 PA USD 443136.54000000 0.116949548935 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 200000.00000000 PA USD 205940.00000000 0.054350268898 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N DRIVETIME AUTO GP & BRID N/A 26209NAK9 690000.00000000 PA USD 636525.00000000 0.167987301692 Long DBT CORP US Y 2 2021-06-01 Fixed 8.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 000000000 100000.00000000 PA 116820.15000000 0.030830370813 Long DBT CORP NO N 2 2032-05-22 Fixed 1.38000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 151000.00000000 PA USD 151566.25000000 0.040000322634 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 000000000 1358000.00000000 PA USD 965538.00000000 0.254818150585 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N HADRIAN MERGER SUB N/A 42239PAA7 565000.00000000 PA USD 477425.00000000 0.125998723554 Long DBT CORP US Y 2 2026-05-01 Fixed 8.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 150000.00000000 PA 166673.40000000 0.043987297796 Long DBT CORP CH N 2 2025-07-17 Fixed 1.25000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 150000.00000000 PA 173080.84000000 0.045678305308 Long DBT CORP IT N 2 2030-01-15 Fixed 2.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087J39 3750000.00000000 PA 3150833.42000000 0.831546293245 Long DBT NUSS CA N 2 2029-06-01 Fixed 2.25000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAJ4 315000.00000000 PA USD 322021.35000000 0.084985660694 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 121000.00000000 PA USD 165703.83000000 0.043731415548 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAK6 271000.00000000 PA USD 293357.50000000 0.077420894475 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 333000.00000000 PA USD 350819.68000000 0.092585917951 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 445000.00000000 PA USD 513905.47000000 0.135626398382 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 15723RAC8 650000.00000000 PA USD 680875.00000000 0.179691848772 Long DBT CORP US Y 2 2026-02-15 Fixed 6.38000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 250000.00000000 PA USD 269273.63000000 0.071064845089 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -1695.32000000 -0.00044741719 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 99884.00000000 EUR 109283.98000000 USD 2020-07-17 -1695.32000000 N N N GARDA WORLD SECURITY N/A 36485MAK5 480000.00000000 PA USD 484200.00000000 0.127786734974 Long DBT CORP CA Y 2 2027-02-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402KJ21 18783.62000000 PA USD 20761.13000000 0.005479134690 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BN0 1020000.00000000 PA USD 1025100.00000000 0.270537344118 Long DBT CORP US N 2 2023-03-15 Fixed 5.13000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 1460000.00000000 PA USD 1494894.00000000 0.394522146618 Long DBT CORP US Y 2 2024-07-15 Fixed 4.63000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 135000.00000000 PA USD 176800.84000000 0.046660062131 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Cinemark USA Inc 54930008H2137JSCPQ09 172441AZ0 465000.00000000 PA USD 404550.00000000 0.106766054592 Long DBT CORP US N 2 2023-06-01 Fixed 4.88000000 N N N N N N CORE & MAIN HOLDING LP N/A 21871MAA1 305000.00000000 PA USD 291275.00000000 0.076871295393 Long DBT CORP US Y 2 2024-09-15 Variable 8.63000000 N N Y N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -4132.42000000 -0.00109059987 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 198000.00000000 EUR 215861.78000000 USD 2020-07-17 -4132.42000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -458.02000000 -0.00012087748 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 100000.00000000 EUR 110650.16000000 USD 2020-07-17 -458.02000000 N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAB5 730000.00000000 PA USD 751002.10000000 0.198199310858 Long DBT CORP IE Y 2 2028-01-15 Fixed 5.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 580000.00000000 PA USD 595950.00000000 0.157279026658 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FNX70 1890665.19000000 PA USD 155694.58000000 0.041089843104 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.09000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AN4 810000.00000000 PA USD 685462.50000000 0.180902550231 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 000000000 179000.00000000 PA 197614.41000000 0.052153036426 Long DBT CORP NL N 2 2033-05-07 Fixed 1.25000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAB7 128000.00000000 PA USD 130711.66000000 0.034496522623 Long DBT CORP US N 2 2050-04-28 Fixed 3.25000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 15000.00000000 PA USD 15337.50000000 0.004047767549 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 499000.00000000 PA USD 584513.63000000 0.154260818516 Long DBT MUN US N 2 2029-02-15 Fixed 7.43000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 1175000.00000000 PA USD 1213187.50000000 0.320176103958 Long DBT CORP US Y 2 2024-09-15 Fixed 4.25000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 304000.00000000 PA USD 309320.00000000 0.081633607728 Long DBT CORP US Y 2 2027-12-15 Fixed 5.88000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431PAA0 655000.00000000 PA USD 626304.45000000 0.165289964405 Long DBT CORP US Y 2 2026-04-15 Fixed 8.00000000 N N N N N N PPL WEM LTD/WESTERN PWR N/A 69353UAA9 250000.00000000 PA USD 255979.52000000 0.067556354979 Long DBT CORP GB Y 2 2021-05-01 Fixed 5.38000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAH1 400000.00000000 PA USD 335996.00000000 0.088673754242 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBD2 390000.00000000 PA USD 433875.00000000 0.114505306974 Long DBT NUSS QA Y 2 2030-04-16 Fixed 3.75000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 166000.00000000 PA USD 156870.43000000 0.041400165352 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048AU3 855000.00000000 PA USD 874237.50000000 0.230722750345 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 381000.00000000 PA USD 314366.87000000 0.082965542960 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 1165000.00000000 PA USD 1083450.00000000 0.285936674943 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBF1 302000.00000000 PA USD 358394.92000000 0.094585123209 Long DBT CORP US N 2 2049-06-15 Fixed 4.20000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 1275000.00000000 PA USD 1331992.50000000 0.351530302736 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAD8 610000.00000000 PA USD 520799.70000000 0.137445876163 Long DBT CORP LU Y 2 2025-06-15 Fixed 6.88000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 83000.00000000 PA USD 86911.41000000 0.022937061784 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 1780000.00000000 PA USD 1860100.00000000 0.490904803233 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAB5 250000.00000000 PA USD 267249.07000000 0.070530537133 Long DBT CORP GB Y 2 2023-09-21 Fixed 3.63000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 80000.00000000 PA USD 88891.74000000 0.023459696862 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 66000.00000000 PA USD 69136.58000000 0.018246050858 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 200000.00000000 PA 223135.67000000 0.058888431899 Long DBT CORP FI N 2 2024-06-07 Fixed 1.50000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 000000000 350000.00000000 PA 365280.40000000 0.096402291751 Long DBT CORP US N 2 2026-05-22 Fixed 1.38000000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAA3 705000.00000000 PA USD 719100.00000000 0.189779927963 Long DBT CORP US Y 2 2023-07-15 Fixed 8.13000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AD1 877000.00000000 PA USD 828501.90000000 0.218652525239 Long DBT CORP US Y 2 2025-11-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411LSY8 45410.37000000 PA USD 52406.78000000 0.013830837064 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N CHINA CONSTRUCTION BANK 5493001KQW6DM7KEDR62 000000000 960000.00000000 PA USD 1013544.99000000 0.267487825323 Long DBT CORP CN N 2 2029-02-27 Fixed 4.25000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 425000.00000000 PA USD 397375.00000000 0.104872477923 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3386.63000000 -0.00089377610 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 191000.00000000 GBP 232543.26000000 USD 2020-07-17 -3386.63000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1802.28000000 -0.00047564534 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 99234.00000000 EUR 108454.81000000 USD 2020-07-17 -1802.28000000 N N N UK TSY 1.75% 2049 ECTRVYYCEF89VWYS6K36 000000000 700000.00000000 PA 1130321.09000000 0.298306570763 Long DBT NUSS GB N 2 2049-01-22 Fixed 1.75000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 213000.00000000 PA USD 226455.85000000 0.059764670977 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N ARROW GLOBAL FINANCE 213800X2NPSOGFBX9Q67 000000000 420000.00000000 PA 447009.21000000 0.117971597375 Long DBT CORP GB N 2 2024-09-15 Fixed 5.13000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAL6 245000.00000000 PA USD 255809.40000000 0.067511458078 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N LVMH MOET HENNESSY VUITT IOG4E947OATN0KJYSD45 000000000 100000.00000000 PA 107054.85000000 0.028253179976 Long DBT CORP FR N 2 2031-02-11 Fixed 0.38000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAH6 800000.00000000 PA USD 836928.00000000 0.220876283619 Long DBT CORP NL Y 2 2024-11-01 Fixed 5.63000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAH0 1299000.00000000 PA 1001829.63000000 0.264395988059 Long DBT NUSS CA N 2 2030-06-02 Fixed 2.05000000 N N N N N N US Concrete Inc 549300J94Q38BL8BMH45 90333LAP7 100000.00000000 PA USD 99500.00000000 0.026259355906 Long DBT CORP US N 2 2024-06-01 Fixed 6.38000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDH9 130000.00000000 PA 160085.03000000 0.042248540483 Long DBT CORP US Y 2 2028-11-15 Fixed 2.63000000 N N N N N N CREDIT SUISSE AG LONDON ANGGYXNX0JLX3X63JN86 000000000 100000.00000000 PA 111050.77000000 0.029307755709 Long DBT CORP CH N 2 2025-05-19 Fixed 0.45000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 148000.00000000 PA USD 147049.74000000 0.038808356368 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Symrise AG 529900D82I6R9601CF26 000000000 140000.00000000 PA 153675.82000000 0.040557065845 Long DBT CORP DE N 2 2025-11-29 Fixed 1.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 610000.00000000 PA USD 534299.00000000 0.141008518608 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.13000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 470000.00000000 PA USD 792138.00000000 0.209055614764 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.63000000 N N N N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 000000000 153000.00000000 PA 169397.83000000 0.044706310630 Long DBT CORP DE N 2 2026-05-20 Fixed 0.38000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -191.00000000 NC 241274.09000000 0.063675398998 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEM0 Comdty 2020-06-08 -26031004.18000000 EUR 241274.09000000 N N N CAMELOT FINANCE SA N/A 13323AAB6 610000.00000000 PA USD 612867.00000000 0.161743644988 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12629NAF2 500000.00000000 PA USD 530795.15000000 0.140083806606 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.35000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 112035.17000000 0.029567551789 Long DBT CORP NL N 2 2031-05-26 Fixed 2.13000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -424.55000000 -0.00011204431 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 188993.28000000 SEK 19641.38000000 USD 2020-07-17 -424.55000000 N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 260000.00000000 PA USD 234000.00000000 0.061755671177 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N PETRA DIAMONDS US TREAS 635400LZYOO6WHAO2H58 71642QAB3 245000.00000000 PA USD 91826.00000000 0.024234086587 Long DBT CORP GB Y 2 2022-05-01 Fixed 7.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 18.00000000 NC USD 11120.92000000 0.002934956746 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 3913441.58000000 USD 11120.92000000 N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051DB0 255000.00000000 PA 247626.97000000 0.065352007409 Long DBT NUSS CA N 2 2040-12-01 Fixed 4.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 455000.00000000 PA USD 384609.43000000 0.101503476456 Long DBT CORP KY N 2 2023-10-01 Fixed 5.13000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 875000.00000000 PA USD 962500.00000000 0.254016382512 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.13000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05968AAA4 600000.00000000 PA USD 614979.50000000 0.162301161464 Long DBT CORP CL N 2 2022-02-08 Fixed 3.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -17903.84000000 -0.00472505835 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1017365.74000000 EUR 1112472.75000000 USD 2020-07-17 -17903.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KML2 19076.30000000 PA USD 21746.22000000 0.005739112870 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 865000.00000000 PA USD 929875.00000000 0.245406216819 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N MTS SYSTEMS CORP 549300E7ZL4ZDETLML64 553777AA1 740000.00000000 PA USD 666000.00000000 0.175766141042 Long DBT CORP US Y 2 2027-08-15 Fixed 5.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 1090000.00000000 PA USD 1147225.00000000 0.302767734471 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.38000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 85511XAC4 819928.00000000 PA USD 800682.55000000 0.211310633654 Long DBT CORP VG Y 2 2033-04-24 Fixed 6.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 165000.00000000 PA USD 161650.50000000 0.042661688562 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 2000000.00000000 PA USD 2102500.00000000 0.554877344658 Long DBT CORP CA Y 2 2027-04-15 Fixed 5.13000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 44485HAA2 434000.00000000 PA USD 456785.00000000 0.120551556660 Long DBT CORP CA Y 2 2026-06-01 Fixed 7.00000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 600000.00000000 PA USD 633000.00000000 0.167057007927 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1390000.00000000 PA 1775187.04000000 0.468495158633 Long DBT NUSS FR N 2 2036-05-25 Fixed 1.25000000 N N N N N N 2020-06-18 MFS CHARTER INCOME TRUST Kasey Phillips Kasey Phillips Assistant Treasurer