NPORT-P false 0000809173 XXXXXXXX MFS MULTIMARKET INCOME TRUST 811-04975 0000809173 WJEDYZGROW7MJ1187O21 111 HUNTINGTON AVENUE 24TH FLOOR BOSTON 02199 617-954-5000 MFS MULTIMARKET INCOME TRUST WJEDYZGROW7MJ1187O21 2020-10-31 2020-01-31 N 516892139.45 106613858.24 410278281.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100000000.00000000 0.00000000 0.00000000 0.00000000 4768170.77000000 0.00000000 0.00000000 411422.39000000 USD GBP EUR N MDGH - GMTN BV 213800L53ZH5KG593W13 000000000 508000.00000000 PA USD 512064.00000000 0.124808946378 Long DBT CORP NL N 2 2024-11-07 Fixed 2.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 997000.00000000 PA USD 1094706.00000000 0.266820363186 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Regionalcare/Lifepoint N/A 53219LAR0 920000.00000000 PA USD 1026950.00000000 0.250305718589 Long DBT CORP US Y 2 2026-12-01 Fixed 9.75000000 N N N N N N INTELSAT CONNECT FINANCE 549300T8SOCBO2H77X11 45827AAD5 440000.00000000 PA USD 224400.00000000 0.054694584207 Long DBT CORP LU Y 2 2023-02-15 Fixed 9.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 555000.00000000 PA USD 572343.75000000 0.139501352182 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N VIDEOTRON LTD / LTEE 549300BBCGA0CYX8IL74 92660FAK0 1540000.00000000 PA USD 1613465.70000000 0.393261299438 Long DBT CORP CA Y 2 2027-04-15 Fixed 5.13000000 N N N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740LAC7 325000.00000000 PA USD 361985.00000000 0.088229140214 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 500000.00000000 PA 673267.41000000 0.164100182933 Long DBT CORP DE N 2 2024-12-16 Fixed 2.63000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAT5 289000.00000000 PA USD 290123.92000000 0.070713935708 Long LON CORP US N 2 2023-11-01 Floating 3.77025000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 1195000.00000000 PA USD 1264071.00000000 0.308100881253 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N CHINA CONSTRUCTION BANK 5493001KQW6DM7KEDR62 000000000 964000.00000000 PA USD 1019890.86000000 0.248585144939 Long DBT CORP CN N 2 2029-02-27 Variable 4.25000000 N N N N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 000000000 100000.00000000 PA 111083.95000000 0.027075269417 Long DBT CORP LU N 2 2028-03-18 Fixed 0.45000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 665000.00000000 PA USD 696723.83000000 0.169817380521 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 491000.00000000 PA USD 528802.09000000 0.128888638326 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 450000.00000000 PA USD 408375.00000000 0.099536099935 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 830000.00000000 PA USD 837362.10000000 0.204096131418 Long DBT CORP US Y 2 2025-10-15 Fixed 5.63000000 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 000000000 450000.00000000 PA 541538.34000000 0.131992933772 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 341000.00000000 PA USD 365724.71000000 0.089140645934 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 894000.00000000 PA USD 958384.07000000 0.233593664079 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -244.06000000 -0.00005948645 N/A DFE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 166981.89000000 USD 150122.53000000 EUR 2020-02-28 -244.06000000 N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 355000.00000000 PA USD 370975.00000000 0.090420335901 Long DBT CORP US Y 2 2028-01-15 Fixed 5.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBM4 2025000.00000000 PA USD 2124913.50000000 0.517920055074 Long DBT CORP US Y 2 2026-02-15 Fixed 5.75000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1104248.00000000 0.269146101700 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N Afren PLC 213800B4XZJ3ZDM7CL47 00830FAC6 213708.08000000 PA USD 175.24000000 0.000042712472 Long DBT CORP GB Y 2 2019-04-08 Fixed 10.25000000 Y N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 1120000.00000000 PA USD 898800.00000000 0.219070821236 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 N N N N N N QBE CAPITAL FUNDING IV L N/A 000000000 300000.00000000 PA 415901.99000000 0.101370705944 Long DBT CORP JE N 2 2041-05-24 Variable 7.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BG3 212000.00000000 PA USD 260794.28000000 0.063565217059 Long DBT CORP US N 2 2044-12-15 Fixed 4.69000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAJ1 423000.00000000 PA USD 441157.75000000 0.107526469278 Long DBT CORP CL Y 2 2026-08-05 Fixed 3.75000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 000000000 550000.00000000 PA 675424.13000000 0.164625855409 Long DBT CORP LU N 2 2024-01-29 Variable 5.63000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AB8 575000.00000000 PA USD 556956.50000000 0.135750909932 Long DBT CORP US Y 2 2024-06-01 Fixed 7.13000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1011000.00000000 PA 1217407.37000000 0.296727227775 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.38000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAL6 770000.00000000 PA USD 812350.00000000 0.197999757043 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 000000000 650000.00000000 PA USD 656825.00000000 0.160092559143 Long DBT CORP MX N 2 2048-01-14 Fixed 4.88000000 N N N N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 000000000 250000.00000000 PA 275125.66000000 0.067058304716 Long DBT CORP LU N 2 2039-09-18 Fixed 1.35000000 N N N N N N BANKINTER SA VWMYAEQSTOPNV0SUGU82 000000000 400000.00000000 PA 453055.60000000 0.110426415618 Long DBT CORP ES N 2 2026-07-08 Fixed 0.88000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAB5 600000.00000000 PA USD 625320.00000000 0.152413624761 Long DBT CORP IE Y 2 2028-01-15 Fixed 5.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 500000.00000000 PA 577703.89000000 0.140807816659 Long DBT CORP CH N 2 2025-07-17 Variable 1.25000000 N N N N N N AssuredPartners Inc 549300HNDSDQWQ3L2P80 04624VAA7 80000.00000000 PA USD 81400.00000000 0.019840192310 Long DBT CORP US Y 2 2025-08-15 Fixed 7.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAB1 1715000.00000000 PA USD 1802465.00000000 0.439327423007 Long DBT CORP US N 2 2025-10-15 Fixed 5.75000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 250000.00000000 PA 353544.02000000 0.086171761019 Long DBT CORP IT N 2 2022-01-28 Fixed 5.25000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 488000.00000000 PA USD 821042.43000000 0.200118423909 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.63000000 N N N N N N TriMas Corp 75G1WUQ8QK4P5MZOYD78 896215AG5 1290000.00000000 PA USD 1322250.00000000 0.322281256541 Long DBT CORP US Y 2 2025-10-15 Fixed 4.88000000 N N N N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 431475AD4 910000.00000000 PA USD 930475.00000000 0.226791190909 Long DBT CORP US Y 2 2027-09-15 Fixed 4.38000000 N N N N N N Ziggo Bond Co BV 213800JYI4P7V5QDOG59 98954UAA1 1305000.00000000 PA USD 1342518.75000000 0.327221500987 Long DBT CORP NL Y 2 2025-01-15 Fixed 5.88000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 490000.00000000 PA USD 504700.00000000 0.123014067064 Long DBT CORP US Y 2 2027-09-15 Fixed 4.88000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAA8 1080000.00000000 PA USD 1144800.00000000 0.279030124778 Long DBT CORP US Y 2 2026-07-15 Fixed 5.38000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 5879.52000000 0.001433056603 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 5237780.69000000 GBP 6926781.65000000 USD 2020-02-28 5879.52000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 350000.00000000 PA 472167.80000000 0.115084766029 Long DBT CORP IT N 2 2030-01-15 Fixed 2.50000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 300000.00000000 PA 344584.12000000 0.083987901817 Long DBT CORP AU N 2 2025-03-05 Variable 1.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 824000.00000000 PA USD 816790.00000000 0.199081949351 Long DBT NUSS UA N 2 2040-05-31 None 0.00000000 N N N N N N TENGIZCHEVROIL FIN CO IN N/A 88034QAA5 422000.00000000 PA USD 444791.38000000 0.108412119376 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 000000000 260000.00000000 PA 303191.51000000 0.073898990974 Long DBT CORP US N 2 2025-06-15 Fixed 1.70000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 24900000.00000000 PA 316260.22000000 0.077084319225 Long DBT NUSS JP N 2 2037-03-20 Fixed 2.40000000 N N N N N N Novelis Corp 549300G5F3W3B52WYL23 670001AC0 1070000.00000000 PA USD 1134200.00000000 0.276446512512 Long DBT CORP US Y 2 2026-09-30 Fixed 5.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3248.68000000 -0.00079182353 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 180918.78000000 CHF 184895.52000000 USD 2020-02-28 -3248.68000000 N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAA9 235000.00000000 PA USD 229712.50000000 0.055989437052 Long DBT CORP US N 2 2024-11-01 Fixed 5.88000000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 36190CAA5 530000.00000000 PA USD 569591.00000000 0.138830405138 Long DBT CORP CL Y 2 2029-07-31 Fixed 4.63000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 790280.00000000 PA USD 859708.74000000 0.209542834552 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 161.00000000 NC USD 202994.99000000 0.049477391150 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH0 Comdty 2020-03-31 19168575.40000000 USD 202994.99000000 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 545000.00000000 PA USD 521837.50000000 0.127191110009 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 425000.00000000 PA 490529.83000000 0.119560272250 Long DBT CORP NL N 2 2023-03-16 Fixed 1.50000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAD4 753000.00000000 PA USD 969912.76000000 0.236403632466 Long DBT CORP ID Y 2 2048-11-15 Fixed 6.76000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAC2 350000.00000000 PA USD 359625.00000000 0.087653920880 Long DBT CORP US Y 2 2025-03-15 Fixed 5.75000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74736KAF8 645000.00000000 PA USD 682087.50000000 0.166249965264 Long DBT CORP US N 2 2026-07-15 Fixed 5.50000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAH6 570000.00000000 PA USD 629850.00000000 0.153517753399 Long DBT CORP NL Y 2 2024-11-01 Fixed 5.63000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 412000.00000000 PA USD 443317.99000000 0.108052999708 Long DBT CORP IT Y 2 2022-01-14 Fixed 6.57000000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 92933BAM6 1040000.00000000 PA USD 1071200.00000000 0.261091081117 Long DBT CORP US Y 2 2024-11-01 Fixed 4.88000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 710000.00000000 PA USD 733004.00000000 0.178660200544 Long DBT CORP LU Y 2 2027-06-30 Variable 6.50000000 N N Y N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 34102.62000000 0.008312070504 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNH0 Comdty 2020-03-20 1128022.38000000 USD 34102.62000000 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 670000.00000000 PA USD 710200.00000000 0.173102021853 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 2775000.00000000 PA USD 2944968.75000000 0.717797866685 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 88047PAA2 200000.00000000 PA USD 117506.00000000 0.028640560658 Long DBT CORP US Y 2 2025-02-01 Fixed 6.38000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAK9 1415000.00000000 PA USD 1579989.00000000 0.385101788800 Long DBT NUSS NG Y 2 2031-01-21 Fixed 8.75000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 000000000 147657.14000000 PA USD 148131.71000000 0.036105179529 Long LON CORP CA N 2 2025-11-27 Floating 4.41963000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 975000.00000000 PA USD 1060868.25000000 0.258572851302 Long DBT CORP KY N 2 2023-10-01 Fixed 5.13000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 1029000.00000000 PA USD 1196212.50000000 0.291561253613 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 73.79000000 0.000017985353 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 278107.24000000 CAD 210211.15000000 USD 2020-02-28 73.79000000 N N N CORE & MAIN HOLDING LP N/A 21871MAA1 330000.00000000 PA USD 344025.00000000 0.083851623582 Long DBT CORP US Y 2 2024-09-15 Variable 8.63000000 N N Y N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1129500.00000000 0.275300948582 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AK0 1046000.00000000 PA USD 1138004.07000000 0.277373705145 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 300000.00000000 PA 358878.22000000 0.087471902958 Long DBT CORP NL N 2 2027-03-30 Fixed 1.88000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAH5 870000.00000000 PA USD 957870.00000000 0.233468366196 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AP4 581464.63000000 PA USD 582802.00000000 0.142050414728 Long DBT CORP US N 2 2020-10-15 Fixed 5.75000000 N N N N N N GRAND CITY PROPERTIES SA 5299002QLUYKK2WBMB18 000000000 500000.00000000 PA 573933.12000000 0.139888740468 Long DBT CORP LU N 2 2023-07-24 Variable 2.50000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 235000.00000000 PA USD 230018.00000000 0.056063898708 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAE9 396000.00000000 PA USD 413580.32000000 0.100804829049 Long DBT CORP GB Y 2 2027-06-26 Fixed 3.00000000 N N N N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 000000000 1034000.00000000 PA USD 1114492.76000000 0.271643128832 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 915000.00000000 PA USD 953887.50000000 0.232497683569 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 000000000 700000.00000000 PA 863726.65000000 0.210522147907 Long DBT CORP SE N 2 2028-05-15 Fixed 2.13000000 N N N N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212BAH6 855000.00000000 PA USD 895612.50000000 0.218293909528 Long DBT CORP US N 2 2026-06-01 Fixed 5.75000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 2934.23000000 0.000715180435 N/A DFE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 562151.09000000 USD 508775.00000000 EUR 2020-02-28 2934.23000000 N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAH8 419000.00000000 PA USD 434379.84000000 0.105874441785 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AD7 835000.00000000 PA USD 916571.15000000 0.223402308135 Long DBT CORP US N 2 2022-02-15 Fixed 7.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 572000.00000000 PA USD 605610.37000000 0.147609658550 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N Eagle Holding Co II LLC N/A 26959XAC7 170000.00000000 PA USD 171700.00000000 0.041849643976 Long DBT CORP US Y 2 2022-05-15 Fixed 7.75000000 N N Y N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWC4 1250000.00000000 PA USD 1268586.59000000 0.309201497641 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N KFC HLD/PIZZA HUT/TACO N/A 48250NAB1 1680000.00000000 PA USD 1759800.00000000 0.428928383635 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AG2 400000.00000000 PA USD 551649.59000000 0.134457419577 Long DBT CORP US N 2 2048-11-15 Fixed 6.02000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBE2 77000.00000000 PA USD 78636.25000000 0.019166564159 Long DBT CORP US N 2 2024-01-15 Fixed 5.75000000 N N N N N N CROWN AMER/CAP CORP V N/A 22819KAB6 945000.00000000 PA USD 985162.50000000 0.240120558440 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 1080000.00000000 PA USD 1120500.00000000 0.273107315526 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 1500000.00000000 PA USD 1907050.79000000 0.464818850360 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N AA BOND CO LTD 2138002EPF6QVRZBMC58 000000000 250000.00000000 PA 355462.05000000 0.086639255909 Long DBT CORP JE N 2 2025-07-31 Fixed 6.27000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4863.14000000 -0.00118532718 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 297413.00000000 GBP 388121.29000000 USD 2020-02-28 -4863.14000000 N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 1170000.00000000 PA USD 1295775.00000000 0.315828319300 Long DBT CORP N/A Y 2 2028-02-15 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002BAE3 2000000.00000000 PA USD 2127986.00000000 0.518668937025 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 3.04000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 300000.00000000 PA USD 305301.00000000 0.074413151751 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048AU3 890000.00000000 PA USD 907800.00000000 0.221264454292 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 1137000.00000000 PA USD 1195274.27000000 0.291332572242 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 700000.00000000 PA USD 709716.00000000 0.172984053142 Long DBT CORP US Y 2 2027-01-15 Fixed 4.63000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBK8 1200000.00000000 PA USD 1264272.00000000 0.308149872391 Long DBT CORP US Y 2 2027-05-01 Fixed 5.88000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 995000.00000000 PA USD 1032312.50000000 0.251612758285 Long DBT CORP US N 2 2027-02-01 Fixed 5.38000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 606000.00000000 PA USD 744826.06000000 0.181541674056 Long DBT CORP US N 2 2044-11-15 Fixed 4.88000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 1404000.00000000 PA USD 1788345.00000000 0.435885856479 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.82000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 000000000 1100000.00000000 PA 1242889.61000000 0.302938192666 Long DBT CORP US N 2 2026-05-22 Fixed 1.38000000 N N N N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 268270AD7 1023000.00000000 PA USD 1103936.70000000 0.269070226370 Long DBT CORP CL Y 2 2025-01-29 Fixed 4.50000000 N N N N N N VATTENFALL AB 549300T5RZ1HA5HZ3109 000000000 110000.00000000 PA 124581.75000000 0.030365182780 Long DBT CORP SE N 2 2026-06-24 Fixed 0.50000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AF4 105000.00000000 PA USD 114629.03000000 0.027939336603 Long DBT CORP US Y 2 2029-06-01 Fixed 5.88000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 400000.00000000 PA 666281.76000000 0.162397521515 Long DBT CORP FR N 2 2029-04-16 Fixed 5.25000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 705000.00000000 PA USD 741497.85000000 0.180730466115 Long DBT CORP US Y 2 2027-07-15 Fixed 5.63000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAR9 700000.00000000 PA USD 716891.00000000 0.174732866162 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N PETRA DIAMONDS US TREAS 635400LZYOO6WHAO2H58 71642QAB3 263000.00000000 PA USD 160430.00000000 0.039102727916 Long DBT CORP GB Y 2 2022-05-01 Fixed 7.25000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AA2 1065000.00000000 PA USD 1118250.00000000 0.272558907262 Long DBT CORP US Y 2 2024-11-01 Fixed 4.63000000 N N N N N N BILFINGER SE 529900H0HULEN2BZ4604 000000000 600000.00000000 PA 726216.71000000 0.177005886799 Long DBT CORP DE N 2 2024-06-14 Fixed 4.50000000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 500605AH3 480000.00000000 PA USD 491760.00000000 0.119860110203 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AZ8 735000.00000000 PA USD 751027.05000000 0.183053084795 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 869000.00000000 PA USD 925111.83000000 0.225483987909 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.63000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AD1 766000.00000000 PA USD 761940.20000000 0.185713023305 Long DBT CORP US Y 2 2025-11-01 Fixed 4.88000000 N N N N N N AI Candelaria Spain SLU N/A 001355AA4 1248000.00000000 PA USD 1423724.64000000 0.347014381507 Long DBT CORP ES Y 2 2028-12-15 Fixed 7.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 20185.23000000 0.004919887531 N/A DFE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2530389.44000000 USD 19818000.00000000 HKD 2020-02-28 20185.23000000 N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AV1 195000.00000000 PA USD 201337.50000000 0.049073399500 Long DBT CORP US Y 2 2024-07-15 Fixed 7.00000000 N N N N N N Imerys SA 54930075MZSSIB2TGC64 000000000 400000.00000000 PA 461865.00000000 0.112573592401 Long DBT CORP FR N 2 2027-01-15 Fixed 1.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 354000.00000000 PA USD 438013.08000000 0.106759996826 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 533000.00000000 PA USD 600986.28000000 0.146482596696 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAP0 800000.00000000 PA USD 853160.00000000 0.207946664269 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 1525000.00000000 PA USD 1570750.00000000 0.382849902599 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N COSAN LTD 6354007UNEBWHVSGS270 22113AAB1 1219000.00000000 PA USD 1298856.69000000 0.316579441195 Long DBT CORP BM Y 2 2029-09-20 Fixed 5.50000000 N N N N N N Power Finance Corp Ltd 3358003Q6D9LIJJZ1614 000000000 550000.00000000 PA USD 552827.00000000 0.134744397965 Long DBT CORP IN N 2 2027-12-06 Fixed 3.75000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 1560.23000000 0.000380285789 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 300000.00000000 EUR 334763.70000000 USD 2020-02-28 1560.23000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 350000.00000000 PA 466152.27000000 0.113618558756 Long DBT CORP GB N 2 2026-01-15 Variable 1.88000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAS4 730000.00000000 PA USD 751761.30000000 0.183232048692 Long DBT CORP US N 2 2025-04-15 Fixed 5.13000000 N N N N N N POLARIS INTERMEDIATE N/A 73107GAA1 325000.00000000 PA USD 302254.23000000 0.073670541152 Long DBT CORP US Y 2 2022-12-01 Fixed 8.50000000 N N Y N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 615000.00000000 PA USD 647287.50000000 0.157767917446 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N NVA HOLDINGS 549300PQXWQYUO44P605 62953QAA7 400000.00000000 PA USD 431500.00000000 0.105172518205 Long DBT CORP US Y 2 2026-04-01 Fixed 6.88000000 N N N N N N Match Group Inc 549300BIJKT86CPCKK96 57665RAG1 655000.00000000 PA USD 687750.00000000 0.167630126062 Long DBT CORP US Y 2 2027-12-15 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 400000.00000000 PA 529171.82000000 0.128978755209 Long DBT CORP FR N 2 2024-10-02 Fixed 1.25000000 N N N N N N MARKS & SPENCER PLC 213800CN1RI3UCIZWB95 000000000 350000.00000000 PA 472107.08000000 0.115069966318 Long DBT CORP GB N 2 2027-07-10 Fixed 3.25000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78388JAV8 975000.00000000 PA USD 1007906.25000000 0.245664051976 Long DBT CORP US N 2 2024-09-01 Fixed 4.88000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAL6 560000.00000000 PA USD 299600.00000000 0.073023607078 Long DBT CORP US N 2 2039-10-15 Fixed 5.70000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAU1 336000.00000000 PA USD 346013.75000000 0.084336355553 Long DBT CORP US N 2 2022-11-03 Fixed 2.88000000 N N N N N N LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS N/A 000000000 520.00000000 NS USD 275288.00000000 0.067097872982 Long EC CORP US N 3 N N N EUTELSAT SA 549300MCOOY1V7P2PG30 000000000 800000.00000000 PA 948237.33000000 0.231120528048 Long DBT CORP FR N 2 2027-07-13 Fixed 2.25000000 N N N N N N WEST STREET MERGER SUB N/A 95616AAA1 735000.00000000 PA USD 723975.00000000 0.176459499114 Long DBT CORP US Y 2 2025-09-01 Fixed 6.38000000 N N N N N N SUNCOKE ENRGY PART LP/FI N/A 86723CAF5 275000.00000000 PA USD 264000.00000000 0.064346569655 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 405000.00000000 PA 315398.48000000 0.076874281297 Long DBT NUSS N/A N 2 2025-06-24 Fixed 4.25000000 N N N N N N BANCA MONTE DEI PASCHI S J4CP7MHCXR8DAQMKIL78 000000000 650000.00000000 PA 722396.03000000 0.176074645694 Long DBT CORP IT N 2 2025-04-28 Fixed 2.63000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 700000.00000000 PA USD 744625.00000000 0.181492668294 Long DBT CORP US Y 2 2026-06-01 Fixed 5.38000000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAA3 685000.00000000 PA USD 724387.50000000 0.176560040629 Long DBT CORP US Y 2 2023-07-15 Fixed 8.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 347000.00000000 PA USD 453050.47000000 0.110425165247 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 209000.00000000 PA USD 241713.39000000 0.058914498054 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 48238TAA7 710000.00000000 PA USD 728339.30000000 0.177523240531 Long DBT CORP US Y 2 2025-06-01 Fixed 5.13000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AD7 485000.00000000 PA USD 493487.50000000 0.120281165881 Long DBT CORP US N 2 2023-04-15 Fixed 5.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAJ4 405000.00000000 PA USD 415631.25000000 0.101304716587 Long DBT CORP US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AD9 2000000.00000000 PA USD 2037540.00000000 0.496623899756 Long DBT CORP US Y 2 2024-10-01 Fixed 5.00000000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 92933BAK0 250000.00000000 PA USD 255000.00000000 0.062152936599 Long DBT CORP US Y 2 2023-08-01 Fixed 5.00000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 300000.00000000 PA 400945.87000000 0.097725346030 Long DBT CORP LU N 2 2028-01-22 Fixed 2.75000000 N N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 000000000 6500000.00000000 NC 7931.43000000 0.001933183003 N/A DCR DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Call Purchased Intercontinental Exchange 5493000F4ZO33MV32P92 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A 6500000.00000000 OU Notional Amount N/A 7931.43000000 0.00000000 DCR US iTraxx Europe Crossover S32.V1 2I667KHC5 sell protection 2024-12-20 0.00000000 N/A 0.00000000 N/A 6500000.00000000 EUR 1.00000000 212.50000000 EUR 2020-03-18 XXXX -3527.29000000 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 000000000 320000.00000000 PA 376708.45000000 0.091817789839 Long DBT CORP US N 2 2031-06-05 Fixed 1.00000000 N N N N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 000000000 800000.00000000 PA 889894.23000000 0.216900155517 Long DBT CORP LU N 2 2022-08-01 Fixed 7.50000000 N N N N N N GARDA WORLD SECURITY N/A 36485MAK5 235000.00000000 PA USD 232614.75000000 0.056696822779 Long DBT CORP CA Y 2 2027-02-15 Fixed 4.63000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 251000.00000000 PA USD 259418.85000000 0.063229973869 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 210000.00000000 PA USD 220210.70000000 0.053673496766 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Cydsa SAB de CV 4469000001BNTACN9916 232553AA5 675000.00000000 PA USD 700312.50000000 0.170692072203 Long DBT CORP MX Y 2 2027-10-04 Fixed 6.25000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 1120000.00000000 PA USD 1189876.80000000 0.290017009062 Long DBT CORP US N 2 2023-09-15 Fixed 7.88000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAB1 373000.00000000 PA USD 491114.18000000 0.119702699970 Long DBT CORP MA Y 2 2044-04-25 Fixed 6.88000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 209000.00000000 PA USD 240983.27000000 0.058736540791 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N Loomis Sayles Ltd 549300SUQAYPCZFFGP18 54347LAN2 2500000.00000000 PA USD 2496417.50000000 0.608469327851 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 2.73000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBF6 480000.00000000 PA USD 484886.40000000 0.118184759517 Long DBT CORP US Y 2 2025-02-15 Fixed 6.63000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -2706.66000000 -0.00065971320 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 336147.95000000 USD 300214.12000000 EUR 2020-02-28 -2706.66000000 N N N Coty Inc 549300BO9IWPF3S48F93 222070AB0 570000.00000000 PA USD 594225.00000000 0.144834622551 Long DBT CORP US Y 2 2026-04-15 Fixed 6.50000000 N N N N N N NIELSEN FINANCE LLC/CO N/A 65409QBB7 886000.00000000 PA USD 887107.50000000 0.216220926290 Long DBT CORP US Y 2 2022-04-15 Fixed 5.00000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AE7 1000000.00000000 PA USD 1052500.00000000 0.256533199099 Long DBT CORP US Y 2 2026-05-15 Fixed 5.88000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAA7 1010000.00000000 PA USD 1075700.50000000 0.262188019513 Long DBT CORP US Y 2 2026-07-15 Fixed 6.38000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBD0 515000.00000000 PA USD 536243.75000000 0.130702446256 Long DBT CORP US N 2 2028-04-01 Fixed 4.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -6651.71000000 -0.00162126788 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 498760.00000000 GBP 652381.07000000 USD 2020-02-28 -6651.71000000 N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 665000.00000000 PA USD 712234.95000000 0.173598014474 Long DBT CORP US Y 2 2027-12-01 Fixed 6.75000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAD6 450000.00000000 PA USD 492281.10000000 0.119987121557 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AB9 695000.00000000 PA USD 726275.00000000 0.177020094229 Long DBT CORP US Y 2 2025-08-01 Fixed 6.88000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1087000.00000000 PA USD 1157259.33000000 0.282066924572 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.59000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 1170000.00000000 PA USD 1169415.00000000 0.285029711188 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.88000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 700000.00000000 PA 782040.72000000 0.190612263874 Long DBT CORP FR N 2 2032-01-14 Fixed 0.88000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAL2 540000.00000000 PA USD 544725.00000000 0.132769640740 Long DBT CORP US Y 2 2023-05-15 Fixed 4.63000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 000000000 650000.00000000 PA 686331.74000000 0.167284443616 Long DBT CORP US N 2 2039-08-01 Fixed 1.45000000 N N N N N N CNPC HK OVERSEAS CAPITAL N/A 12622NAB8 1242000.00000000 PA USD 1276363.78000000 0.311097086649 Long DBT CORP VG Y 2 2021-04-28 Fixed 4.50000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 1315000.00000000 PA USD 1369243.75000000 0.333735372479 Long DBT CORP US Y 2 2024-09-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHE5 1947995.22000000 PA USD 2007631.57000000 0.489334108566 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 1669000.00000000 PA USD 751884.50000000 0.183262077091 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1774.07000000 0.000432406510 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 241150.72000000 USD 218717.52000000 EUR 2020-02-28 1774.07000000 N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 580000.00000000 PA USD 598850.00000000 0.145961906205 Long DBT CORP US Y 2 2026-08-01 Fixed 6.00000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 29265WAA6 500000.00000000 PA USD 590000.00000000 0.143804833699 Long DBT CORP IT Y 2 2073-09-24 Variable 8.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4841.80000000 0.001180125836 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 508820.01000000 EUR 569977.12000000 USD 2020-02-28 4841.80000000 N N N Sinopec Capital 2013 Ltd N/A 82937TAA0 666000.00000000 PA USD 684020.32000000 0.166721065025 Long DBT CORP VG Y 2 2023-04-24 Fixed 3.13000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BT7 370000.00000000 PA USD 384800.00000000 0.093790000012 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 200000.00000000 PA USD 204254.00000000 0.049784258478 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 666000.00000000 PA USD 714285.00000000 0.174097687524 Long DBT CORP US Y 2 2026-05-14 Fixed 7.00000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAG6 660000.00000000 PA USD 684651.00000000 0.166874785080 Long DBT CORP US Y 2 2027-04-01 Fixed 9.38000000 N N N N N N SUEZ 549300JQIZM6CL7POC81 000000000 300000.00000000 PA 334034.40000000 0.081416544647 Long DBT CORP FR N 2 2026-06-01 Variable 1.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 1100000.00000000 PA USD 1377838.44000000 0.335830216490 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 575000.00000000 PA USD 659726.25000000 0.160799701133 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -815.36000000 -0.00019873340 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 112870.40000000 USD 100888.84000000 EUR 2020-02-28 -815.36000000 N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017DB2 493000.00000000 PA USD 524660.88000000 0.127879272198 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N PetSmart Inc N/A 716768AD8 175000.00000000 PA USD 179812.50000000 0.043826960440 Long DBT CORP US Y 2 2025-06-01 Fixed 8.88000000 N N N N N N BELFIUS BANK SA/NV A5GWLFH3KM7YV2SFQL84 000000000 900000.00000000 PA 992145.58000000 0.241822593453 Long DBT CORP BE N 2 2026-02-13 Fixed 0.38000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 000000000 400000.00000000 PA 482307.00000000 0.117556064283 Long DBT CORP US N 2 2027-06-21 Fixed 1.88000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 000000000 1067000.00000000 PA USD 1195040.00000000 0.291275471973 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 500000.00000000 PA 556033.06000000 0.135525833431 Long DBT CORP AT N 2 2030-06-10 Variable 1.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -6291.35000000 -0.00153343481 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 332395.83000000 GBP 432917.38000000 USD 2020-02-28 -6291.35000000 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 259000.00000000 PA USD 266900.03000000 0.065053414285 Long DBT CORP US N 2 2022-06-01 Fixed 3.50000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBJ6 300000.00000000 PA USD 312750.00000000 0.076228748711 Long DBT CORP US Y 2 2026-11-01 Fixed 10.50000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAJ7 595000.00000000 PA 464778.00000000 0.113283598300 Long DBT NUSS CA N 2 2026-06-18 Fixed 2.30000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 1302000.00000000 PA USD 1404207.00000000 0.342257210364 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N BANCO RESERVAS REP DOMIN 549300CKQT0JZ2EGNC56 059566AA7 946000.00000000 PA USD 996847.50000000 0.242968625358 Long DBT NUSS DO Y 2 2023-02-01 Fixed 7.00000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 290000.00000000 PA USD 298366.50000000 0.072722957481 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AP4 685000.00000000 PA USD 702125.00000000 0.171133845527 Long DBT CORP N/A Y 2 2024-07-15 Fixed 5.88000000 N N N N N N Cott Holdings Inc N/A 221644AA5 1030000.00000000 PA USD 1068625.00000000 0.260463458325 Long DBT CORP US Y 2 2025-04-01 Fixed 5.50000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 450000.00000000 PA USD 483187.50000000 0.117770674717 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3779.31000000 -0.00092115770 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 595761.01000000 USD 532991.17000000 EUR 2020-02-28 -3779.31000000 N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 20290.00000000 NS USD 143044.50000000 0.034865238193 Long EC CORP CA N 1 N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AL0 1554000.00000000 PA USD 1623975.50000000 0.395822926626 Long DBT CORP US N 2 2023-02-01 Fixed 3.30000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 000000000 600000.00000000 PA 687452.77000000 0.167557680112 Long DBT CORP CH N 2 2027-06-24 Variable 1.00000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 368266AT9 492000.00000000 PA USD 554213.40000000 0.135082314951 Long DBT CORP LU Y 2 2028-02-06 Fixed 4.95000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 000000000 1306000.00000000 PA USD 1362061.51000000 0.331984794803 Long DBT CORP CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 220000.00000000 PA USD 235019.12000000 0.057282856725 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AH8 630000.00000000 PA USD 663075.00000000 0.161615915432 Long DBT CORP US Y 2 2027-10-15 Fixed 5.63000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -210.00000000 NC -170820.46000000 -0.04163526753 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEH0 Comdty 2020-03-06 -28187575.80000000 EUR -170820.46000000 N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 600000.00000000 PA 660498.87000000 0.160988017218 Long DBT CORP AT N 2 2027-04-15 Variable 3.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -205.57000000 -0.00005010501 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39778.62000000 USD 54000.00000000 SGD 2020-02-28 -205.57000000 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 446000.00000000 PA USD 482347.71000000 0.117565986816 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LUR6 50000.00000000 PA USD 51565.50000000 0.012568420596 Long DBT MUN US N 2 2027-07-01 Fixed 6.00000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 806000.00000000 PA USD 844381.72000000 0.205807072582 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 820000.00000000 PA USD 905772.00000000 0.220770155643 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 219000.00000000 PA USD 239295.12000000 0.058325076163 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N TMS INTL HOLDING CORP N/A 87261QAB9 790000.00000000 PA USD 746550.00000000 0.181961862031 Long DBT CORP US Y 2 2025-08-15 Fixed 7.25000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 984000.00000000 PA USD 1313388.10000000 0.320121283565 Long DBT CORP KZ Y 2 2048-10-24 Fixed 6.38000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 511000.00000000 PA USD 534012.32000000 0.130158564188 Long DBT CORP US N 2 2027-07-15 Fixed 4.13000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAG2 980000.00000000 PA USD 989800.00000000 0.241250888806 Long DBT CORP US N 2 2023-07-15 Fixed 6.13000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 526000.00000000 PA USD 683352.90000000 0.166558390072 Long DBT MUN US N 2 2029-02-15 Fixed 7.43000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 650000.00000000 PA USD 726375.00000000 0.177044467929 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.13000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 1437000.00000000 PA USD 1550646.17000000 0.377949855260 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 000000000 1212000.00000000 PA USD 1302900.00000000 0.317564945470 Long DBT CORP LU N 2 2025-01-18 Fixed 5.88000000 N N N N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481AJ0 421000.00000000 PA 345452.86000000 0.084199645904 Long DBT CORP CA N 2 2023-09-12 Fixed 4.86000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 160000.00000000 PA USD 185400.00000000 0.045188840962 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N ISLANDSBANKI 549300PZMFIQR79Q0T97 000000000 820000.00000000 PA 920315.46000000 0.224314935045 Long DBT CORP IS N 2 2024-01-19 Variable 1.13000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 500000.00000000 PA USD 557587.41000000 0.135904686047 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 371000.00000000 PA USD 383337.06000000 0.093433427396 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAB9 778000.00000000 PA USD 887260.33000000 0.216258176616 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAK5 942000.00000000 PA USD 1074780.55000000 0.261963793654 Long DBT NUSS SA Y 2 2029-04-16 Fixed 4.38000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 270000.00000000 PA USD 280173.87000000 0.068288740309 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 286000.00000000 PA USD 291005.00000000 0.070928687509 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BN8 655000.00000000 PA USD 683656.25000000 0.166632327693 Long DBT CORP US Y 2 2025-10-15 Fixed 6.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 270000.00000000 PA 183838.61000000 0.044808272438 Long DBT NUSS N/A N 2 2021-01-13 Fixed 2.80000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 90347BAH1 178785.64000000 PA USD 178599.35000000 0.043531270890 Long LON CORP NL N 2 2024-06-01 None 0.00000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 151610.26000000 PA USD 151718.51000000 0.036979415423 Long LON CORP US N 2 2023-10-04 Floating 3.69900000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 273000.00000000 PA USD 319748.04000000 0.077934430030 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B118 332.00000000 NS USD 41.50000000 0.000010115085 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 41.50000000 N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 605000.00000000 PA USD 644161.65000000 0.157006032125 Long DBT MUN US N 2 2040-12-01 Fixed 3.38000000 N N N N N N Stevens Holding Co Inc N/A 86024TAA5 665000.00000000 PA USD 728175.00000000 0.177483194541 Long DBT CORP US Y 2 2026-10-01 Fixed 6.13000000 N N N N N N BCPE CYCLE MERGER SUB II N/A 07335BAA4 255000.00000000 PA USD 262791.53000000 0.064052020795 Long DBT CORP US Y 2 2027-07-15 Fixed 10.63000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 1300000.00000000 PA USD 1455350.00000000 0.354722652076 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 200000.00000000 PA 229213.92000000 0.055867914656 Long DBT CORP NL N 2 2030-03-15 Fixed 1.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 602000.00000000 PA USD 655118.34000000 0.159676582944 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N CREDIT ACCEPTANC N/A 225310AN1 620000.00000000 PA USD 647900.00000000 0.157917206362 Long DBT CORP US Y 2 2024-12-31 Fixed 5.13000000 N N N N N N Mattamy Group Corp 5493008TNY7A82WCXU31 57701RAH5 825000.00000000 PA USD 878625.00000000 0.214153427134 Long DBT CORP CA Y 2 2025-10-01 Fixed 6.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BJ5 735000.00000000 PA USD 739520.25000000 0.180248451811 Long DBT CORP US Y 2 2027-11-15 Fixed 5.50000000 N N N N N N Sanchez Energy Corp 549300SB0HTIM17TVR61 79970YAD7 710000.00000000 PA USD 35145.00000000 0.008566137085 Long DBT CORP US N 2 2023-01-15 Fixed 6.13000000 Y N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 31620MAM8 180000.00000000 PA USD 193755.31000000 0.047225339208 Long DBT CORP US N 2 2024-06-05 Fixed 3.88000000 N N N N N N WPP Finance 2016 54930075XV07BV32MP65 000000000 350000.00000000 PA 409580.19000000 0.099829849338 Long DBT CORP GB N 2 2025-03-20 Fixed 1.38000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAB7 1260000.00000000 PA USD 1288513.80000000 0.314058496150 Long DBT CORP US Y 2 2024-06-15 Fixed 5.88000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAA3 910000.00000000 PA USD 937300.00000000 0.228454695977 Long DBT CORP US Y 2 2024-08-15 Fixed 4.88000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 115000.00000000 PA USD 125857.14000000 0.030676042521 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N MMS USA INVESTMENTS INC 5493000A5BDOPUSW1Z29 000000000 1200000.00000000 PA 1399627.58000000 0.341141036243 Long DBT CORP US N 2 2031-06-13 Fixed 1.75000000 N N N N N N CREST LTD 549300MJZTHEPDTYM573 22608WAR0 3125373.66000000 PA USD 75099.60000000 0.018304551676 Long ABS-CBDO CORP KY N 2 2040-01-28 Fixed 7.00000000 Y N Y N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AL0 290000.00000000 PA USD 309338.65000000 0.075397276474 Long DBT CORP US N 2 2027-12-01 Fixed 3.48000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AV4 315000.00000000 PA USD 333541.35000000 0.081296370116 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 581500.00000000 PA USD 555262.72000000 0.135338073066 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 549770.04000000 PA USD 650103.07000000 0.158454176049 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAC8 220000.00000000 PA USD 223025.00000000 0.054359445823 Long DBT CORP US Y 2 2027-02-15 Fixed 3.88000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAL0 1260000.00000000 PA USD 1412775.00000000 0.344345549034 Long DBT CORP US N 2 2025-02-15 Fixed 5.88000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AN4 740000.00000000 PA USD 734450.00000000 0.179012644255 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 640000.00000000 PA USD 670400.00000000 0.163401289003 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Iceland Bondco PLC 2138002DRBYIA8QXHO36 000000000 400000.00000000 PA 433123.95000000 0.105568334917 Long DBT CORP GB N 2 2025-03-15 Fixed 4.63000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 1035.26000000 0.000252331173 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 347432.50000000 EUR 386920.98000000 USD 2020-02-28 1035.26000000 N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 600000.00000000 PA 786761.73000000 0.191762948718 Long DBT CORP FR N 2 2025-12-05 Fixed 1.25000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 330000.00000000 PA 406683.29000000 0.099123767604 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N ARGENTUM (ZURICH INS) 724500RPEZI5VVQQWE89 000000000 500000.00000000 PA 647740.37000000 0.157878298624 Long DBT CORP NL N 2 2046-10-01 Variable 3.50000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CT5 856000.00000000 PA USD 994757.60000000 0.242459239388 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.63000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 331000.00000000 PA USD 451601.22000000 0.110071929390 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1120000.00000000 PA USD 1209600.00000000 0.294824282784 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 640000.00000000 PA USD 696000.00000000 0.169640956364 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 1422000.00000000 PA USD 1719662.37000000 0.419145357860 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N Altice Luxembourg SA 2221006ZDZREFLFIFQ42 02154VAB7 200000.00000000 PA USD 207940.00000000 0.050682673083 Long DBT CORP LU Y 2 2025-02-15 Fixed 7.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FHPJ6 4700000.00000000 PA USD 5387791.42000000 1.313204151121 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.93000000 N N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123XAZ5 535000.00000000 PA USD 505575.00000000 0.123227336945 Long DBT CORP US N 2 2026-07-01 Fixed 6.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -760.49000000 -0.00018535955 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 88147.34000000 USD 78678.82000000 EUR 2020-02-28 -760.49000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4432.95000000 -0.00108047396 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 221371.87000000 GBP 288075.11000000 USD 2020-02-28 -4432.95000000 N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 400000.00000000 PA USD 465869.60000000 0.113549661616 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N GW B-CR SECURITY CORP N/A 36257BAA7 361000.00000000 PA USD 385367.50000000 0.093928320764 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N NIELSEN CO LUX SARL/THE 549300MFMRJBOPHHM352 65410CAC4 150000.00000000 PA USD 152643.00000000 0.037204747848 Long DBT CORP LU Y 2 2025-02-01 Fixed 5.00000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 900000.00000000 PA USD 844625.16000000 0.205866407919 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1452000.00000000 PA USD 1485468.60000000 0.362063669473 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AR3 1046000.00000000 PA USD 1120271.94000000 0.273051728864 Long DBT CORP TH Y 2 2024-03-19 Fixed 4.05000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5103.32000000 0.001243867938 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 696913.00000000 EUR 779149.43000000 USD 2020-02-28 5103.32000000 N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 910000.00000000 PA USD 982800.00000000 0.239544729762 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 430000.00000000 PA USD 473580.50000000 0.115429093298 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAH1 415000.00000000 PA USD 424379.00000000 0.103436866984 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 150000.00000000 PA 225730.20000000 0.055018803172 Long DBT CORP US N 2 2031-05-21 Fixed 3.36000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 1186000.00000000 PA USD 1215531.40000000 0.296269984463 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 1021800.00000000 PA USD 1075683.99000000 0.262183995415 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N TENGIZCHEVROIL FIN CO IN N/A 000000000 1025000.00000000 PA USD 1080358.20000000 0.263323273367 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGF3 2339301.03000000 PA USD 2381717.19000000 0.580512617673 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAS1 614000.00000000 PA USD 717544.84000000 0.174892231166 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 305000.00000000 PA USD 321863.45000000 0.078450033730 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N HARSCO CORP KAO98FK89NPNNPQGUZ43 415864AM9 560000.00000000 PA USD 572600.00000000 0.139563809790 Long DBT CORP US Y 2 2027-07-31 Fixed 5.75000000 N N N N N N RP Crown Parent LLC 549300B1M4J69ECRY452 47215YAA5 720000.00000000 PA USD 743400.00000000 0.181194090461 Long DBT CORP US Y 2 2024-10-15 Fixed 7.38000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 743000.00000000 PA USD 775800.40000000 0.189091266959 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 31620MAT3 1004000.00000000 PA USD 1056050.89000000 0.257398682398 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAT4 144000.00000000 PA USD 144507.54000000 0.035221835183 Long DBT CORP US N 2 2020-11-03 Fixed 2.30000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAB7 335000.00000000 PA USD 355100.00000000 0.086551010926 Long DBT CORP GB Y 2 2025-10-30 Fixed 8.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 1000000.00000000 PA USD 1009050.00000000 0.245942826177 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 200000.00000000 PA USD 193000.00000000 0.047041242210 Long DBT CORP CA Y 2 2026-03-01 Fixed 6.88000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 605000.00000000 PA USD 636762.50000000 0.155202585455 Long DBT CORP US Y 2 2027-11-01 Fixed 5.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 471000.00000000 PA USD 538242.35000000 0.131189579037 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 600000.00000000 PA USD 637675.54000000 0.155425127091 Long DBT CORP US Y 2 2023-06-15 Fixed 3.85000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 1985000.00000000 PA USD 2041810.70000000 0.497664827389 Long DBT CORP CA Y 2 2025-04-15 Fixed 6.13000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 1015000.00000000 PA USD 1068287.50000000 0.260381197086 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 600000.00000000 PA 686800.89000000 0.167398792832 Long DBT CORP IT N 2 2025-07-03 Variable 1.63000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 1980000.00000000 PA USD 2212848.00000000 0.539352946852 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 589000.00000000 PA USD 655939.85000000 0.159876815332 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAC5 1200000.00000000 PA USD 1590070.73000000 0.387559079488 Long DBT CORP ID Y 2 2048-11-07 Fixed 6.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 1761000.00000000 PA USD 1814432.93000000 0.442244450437 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 1049000.00000000 PA USD 1256177.50000000 0.306176943194 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N AA Bond Co Ltd 2138002EPF6QVRZBMC58 000000000 625000.00000000 PA 804745.61000000 0.196146285790 Long DBT CORP JE N 2 2023-07-31 Fixed 2.75000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 478000.00000000 PA USD 498420.16000000 0.121483437663 Long DBT CORP US Y 2 2024-07-15 Fixed 4.25000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B126 332.00000000 NS USD 3.32000000 0.000000809206 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 3.32000000 N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AC7 400000.00000000 PA USD 435000.00000000 0.106025597727 Long DBT CORP US Y 2 2027-10-15 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 150.65000000 0.000036718979 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 134000.00000000 EUR 148981.54000000 USD 2020-02-28 150.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -5059.87000000 -0.00123327756 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 307768.92000000 GBP 401608.28000000 USD 2020-02-28 -5059.87000000 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 375000.00000000 PA USD 403556.25000000 0.098361592236 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 1250000.00000000 PA USD 1281437.50000000 0.312333739972 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N Flex Acquisition Co Inc 549300HHED2KGPBEDW39 33936YAA3 665000.00000000 PA USD 667493.75000000 0.162692928329 Long DBT CORP US Y 2 2025-01-15 Fixed 6.88000000 N N N N N N ENDO FIN LLC/ENDO FINCO N/A 29271LAE4 570000.00000000 PA USD 424650.00000000 0.103502919712 Long DBT CORP US Y 2 2023-01-15 Fixed 5.38000000 N N N N N N Octagon Investment Partners XVII Ltd 54930007Y57X4ONHQV20 67590GBL2 2139000.00000000 PA USD 2112275.33000000 0.514839665353 Long ABS-CBDO CORP KY Y 2 2031-01-25 Floating 3.19000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -17899.34000000 -0.00436273154 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USH0 Comdty 2020-03-20 -799756.91000000 USD -17899.34000000 N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 364000.00000000 PA USD 411556.11000000 0.100311454163 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 -1128.35000000 -0.00027502065 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 253502.19000000 USD 227224.98000000 EUR 2020-02-28 -1128.35000000 N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 1140000.00000000 PA USD 1149393.60000000 0.280149755090 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAT2 1125000.00000000 PA USD 1200937.50000000 0.292712910968 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAJ0 295000.00000000 PA USD 315650.00000000 0.076935586029 Long DBT CORP US Y 2 2029-05-15 Fixed 5.25000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 650000.00000000 PA 734377.10000000 0.178994875827 Long DBT CORP CZ N 2 2026-12-02 Fixed 0.88000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 185000.00000000 PA USD 192381.50000000 0.046890490871 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N Bank N/A 06540WBD4 2000000.00000000 PA USD 2159798.00000000 0.526422698669 Long ABS-MBS CORP US Y 2 2061-08-15 Fixed 3.18000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 470000.00000000 PA USD 529290.50000000 0.129007681917 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 918000.00000000 PA USD 941309.28000000 0.229431905881 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 000000000 200000.00000000 PA 224295.95000000 0.054669223371 Long DBT CORP US N 2 2031-10-01 Fixed 0.88000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 500000.00000000 PA 558781.29000000 0.136195678784 Long DBT CORP NL N 2 2030-11-13 Variable 1.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -458.00000000 NC USD -861983.02000000 -0.21009716075 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYH0 Comdty 2020-03-20 -59436579.48000000 USD -861983.02000000 N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 55000.00000000 PA USD 58712.50000000 0.014310408980 Long DBT CORP US Y 2 2028-02-15 Fixed 5.88000000 N N N N N N RYMAN HOSPITALITY PROP 529900GCCWW9SRMPJR11 749571AE5 1054000.00000000 PA USD 1096160.00000000 0.267174756793 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 1100000.00000000 PA USD 1197625.00000000 0.291905532134 Long DBT CORP AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 1365000.00000000 PA USD 1440129.60000000 0.351012877345 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 9.00000000 NC 65857.38000000 0.016051880642 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBH0 Comdty 2020-03-06 1838718.18000000 EUR 65857.38000000 N N N Carriage Services Inc N/A 143905AN7 486000.00000000 PA USD 517590.00000000 0.126155837075 Long DBT CORP US Y 2 2026-06-01 Fixed 6.63000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BC9 238000.00000000 PA USD 259699.39000000 0.063298351848 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N DRIVETIME AUTO GP & BRID N/A 26209NAK9 595000.00000000 PA USD 602437.50000000 0.146836312715 Long DBT CORP US Y 2 2021-06-01 Fixed 8.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 185000.00000000 PA USD 193325.00000000 0.047120456737 Long DBT CORP US Y 2 2029-12-01 Fixed 4.63000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78573NAA0 1555000.00000000 PA USD 1582212.50000000 0.385643738034 Long DBT CORP US Y 2 2023-04-15 Fixed 5.38000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 900000.00000000 PA USD 956749.50000000 0.233195258880 Long DBT CORP US Y 2 2027-07-01 Fixed 5.63000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 595000.00000000 PA USD 629236.30000000 0.153368171998 Long DBT CORP IE Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 000000000 25900000.00000000 NC 70726.04000000 0.017238553254 N/A DCR DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Put Purchased Intercontinental Exchange 5493000F4ZO33MV32P92 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A 25900000.00000000 OU Notional Amount N/A 70726.04000000 0.02000000 DCR US iTraxx Europe Crossover S32.V1 2I667KHC5 buy protection 2024-12-20 0.00000000 N/A 0.00000000 N/A 25900000.00000000 EUR 1.00000000 275.00000000 EUR 2020-03-18 XXXX -8891.11000000 N N N LOW INCOME INVESTMENT N/A 54750AAB2 490000.00000000 PA USD 516514.26000000 0.125893639428 Long DBT CORP US N 2 2029-07-01 Fixed 3.71000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -833.48000000 -0.00020314991 N/A DFE NO N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 155369.83000000 USD 1421289.68000000 NOK 2020-02-28 -833.48000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 750000.00000000 PA USD 998496.09000000 0.243370447749 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1737.61000000 -0.00042351985 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1553432.08000000 USD 1397069.29000000 EUR 2020-02-28 -1737.61000000 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 826000.00000000 PA USD 849716.11000000 0.207107260831 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N LB Commercial Conduit Mortgage Trust N/A 501773AY1 57540.08000000 PA USD 0.58000000 0.000000141367 Long ABS-MBS CORP US N 2 2030-02-18 Variable 1.11000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 13787.24000000 0.003360460602 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 982794.76000000 AUD 671951.52000000 USD 2020-02-28 13787.24000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 600000.00000000 PA USD 660000.00000000 0.160866424138 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.50000000 N N N N N N DIGICEL INTL FINANCE LTD N/A 25381VAA5 400000.00000000 PA USD 397000.00000000 0.096763591489 Long DBT CORP LC Y 2 2024-05-25 Fixed 8.75000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 1065000.00000000 PA USD 1093041.45000000 0.266414650752 Long DBT CORP US Y 2 2026-12-01 Fixed 4.25000000 N N N N N N NTPC Ltd 335800Q4TRGJXNLVMB81 000000000 1313000.00000000 PA USD 1400642.75000000 0.341388470739 Long DBT CORP IN N 2 2026-02-26 Fixed 4.25000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 343000.00000000 PA USD 387656.32000000 0.094486190898 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAG3 745000.00000000 PA USD 791249.60000000 0.192856808716 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 000000000 400000.00000000 PA 483239.49000000 0.117783346604 Long DBT CORP AU N 2 2028-03-29 Fixed 1.75000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AT0 637000.00000000 PA USD 704261.58000000 0.171654609140 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 465000.00000000 PA USD 489412.50000000 0.119287937581 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 670000.00000000 PA USD 693483.50000000 0.169027592188 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N MTS SYSTEMS CORP 549300E7ZL4ZDETLML64 553777AA1 615000.00000000 PA USD 645750.00000000 0.157393171799 Long DBT CORP US Y 2 2027-08-15 Fixed 5.75000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 589433AB7 480000.00000000 PA USD 493970.40000000 0.120398866482 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 927320AA9 821000.00000000 PA USD 916990.76000000 0.223504582620 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAF8 1000000.00000000 PA USD 1048955.00000000 0.255669151412 Long DBT CORP US N 2 2027-06-01 Fixed 4.88000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336RAW8 151620.00000000 PA USD 152283.34000000 0.037117085396 Long LON CORP US N 2 2026-09-18 Floating 4.53088000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AB5 335000.00000000 PA USD 348400.00000000 0.084917972984 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 431318AQ7 150800.00000000 PA USD 136348.84000000 0.033233258070 Long DBT CORP US Y 2 2025-10-01 Fixed 5.75000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 66000.00000000 PA USD 70846.78000000 0.017267982061 Long DBT CORP US N 2 2024-12-15 Fixed 3.73000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -19971.21000000 -0.00486772293 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 9002754.75000000 EUR 9973053.65000000 USD 2020-02-18 -19971.21000000 N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 535000.00000000 PA USD 565762.50000000 0.137897258010 Long DBT CORP CL Y 2 2025-01-14 Fixed 4.25000000 N N N N N N PriSo Acquisition Corp N/A 74273XAA0 734000.00000000 PA USD 715650.00000000 0.174430388537 Long DBT CORP US Y 2 2023-05-15 Fixed 9.00000000 N N N N N N Euroclear Investments SA 222100BZL5ZNXNUKWZ69 000000000 400000.00000000 PA 482015.10000000 0.117484917451 Long DBT CORP LU N 2 2048-04-11 Variable 2.63000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 793000.00000000 PA USD 762271.25000000 0.185793712441 Long DBT CORP CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAS0 239000.00000000 PA USD 256901.10000000 0.062616305021 Long DBT CORP US Y 2 2029-12-15 Fixed 4.63000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 000000000 100000.00000000 PA 114907.73000000 0.028007266107 Long DBT CORP US N 2 2027-06-15 Fixed 0.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 1215000.00000000 PA USD 1294072.20000000 0.315413283926 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.38000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAD8 805000.00000000 PA USD 797956.25000000 0.194491467509 Long DBT CORP LU Y 2 2025-06-15 Fixed 6.88000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 535000.00000000 PA USD 557194.83000000 0.135808999773 Long DBT CORP US Y 2 2044-03-25 Fixed 5.30000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 645000.00000000 PA USD 662653.65000000 0.161513216845 Long DBT CORP US Y 2 2025-08-15 Fixed 6.13000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBB7 625000.00000000 PA USD 643750.00000000 0.156905697786 Long DBT CORP US Y 2 2025-02-01 Fixed 5.13000000 N N N N N N EUROTORG (BONITRON DAC) N/A 000000000 1003000.00000000 PA USD 1065186.00000000 0.259625246761 Long DBT CORP IE N 2 2022-10-30 Fixed 8.75000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 570000.00000000 PA USD 623437.50000000 0.151954789846 Long DBT CORP US N 2 2025-11-15 Fixed 4.88000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 230000.00000000 PA 327548.69000000 0.079835737108 Long DBT CORP IT N 2 2076-09-15 Variable 6.63000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAD4 451000.00000000 PA USD 518681.88000000 0.126421968638 Long DBT CORP US Y 2 2048-04-04 Fixed 4.50000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAS8 315800.00000000 PA USD 246324.00000000 0.060038274332 Long DBT CORP US N 2 2025-05-15 Fixed 4.88000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAC8 598491.93000000 PA USD 601149.65000000 0.146522416011 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.85000000 N N N N N N DS SMITH PLC 39RSBE4RCI4M15BLWH36 000000000 350000.00000000 PA 389307.76000000 0.094888707940 Long DBT CORP GB N 2 2026-09-12 Fixed 0.88000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 735000.00000000 PA USD 755102.25000000 0.184046361843 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAY6 1027000.00000000 PA USD 1114474.39000000 0.271638651383 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 652000.00000000 PA USD 712342.64000000 0.173624262512 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 420000.00000000 PA USD 482658.65000000 0.117641774401 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAC6 1020000.00000000 PA USD 1288392.60000000 0.314028955225 Long DBT CORP PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N ABERTIS INFRAESTRUCTURAS 549300GKFVWI02JQ5332 000000000 400000.00000000 PA 565481.16000000 0.137828685040 Long DBT CORP ES N 2 2026-11-27 Fixed 3.38000000 N N N N N N Avantor Inc 5493003VM0XB4U8YD238 05352AAC4 1260000.00000000 PA USD 1392552.00000000 0.339416455556 Long DBT CORP US Y 2 2025-10-01 Fixed 9.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAG8 520000.00000000 PA USD 538226.00000000 0.131185593937 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410GAB0 1180000.00000000 PA USD 1200650.00000000 0.292642836578 Long DBT CORP US N 2 2022-10-01 Fixed 4.00000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AV1 358000.00000000 PA USD 355852.00000000 0.086734301155 Long DBT CORP US Y 2 2028-02-01 Fixed 4.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FK4M5 2010000.00000000 PA USD 2326938.41000000 0.567161001829 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 1425000.00000000 PA USD 1455281.25000000 0.354705895156 Long DBT CORP US Y 2 2024-07-31 Fixed 4.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 435000.00000000 PA USD 450233.70000000 0.109738614160 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AE2 490000.00000000 PA USD 513275.00000000 0.125104111893 Long DBT CORP US Y 2 2022-04-01 Fixed 10.13000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 233000.00000000 PA USD 240281.25000000 0.058565432537 Long DBT CORP US N 2 2027-11-15 Fixed 5.38000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 250000.00000000 PA 278883.81000000 0.067974304946 Long DBT CORP NL N 2 2027-06-17 Fixed 0.38000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 329000.00000000 PA USD 350489.55000000 0.085427273646 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 625000.00000000 PA USD 643750.00000000 0.156905697786 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAE2 465000.00000000 PA USD 568954.60000000 0.138675290907 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 230000.00000000 PA USD 240350.00000000 0.058582189457 Long DBT CORP CA Y 2 2027-12-15 Fixed 5.25000000 N N N N N N frontdoor Inc 5493008RB0JZJI3QGZ06 35905AAA7 675000.00000000 PA USD 737879.63000000 0.179848572004 Long DBT CORP US Y 2 2026-08-15 Fixed 6.75000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BM0 985000.00000000 PA USD 1012087.50000000 0.246683177333 Long DBT CORP US Y 2 2024-11-15 Fixed 5.38000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 420000.00000000 PA USD 435267.00000000 0.106090675508 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N PHOTO HOLDINGS MERGER SU N/A 719245AD4 120000.00000000 PA USD 112200.00000000 0.027347292103 Long DBT CORP US Y 2 2026-10-01 Fixed 8.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAP3 313000.00000000 PA USD 355852.01000000 0.086734303592 Long DBT CORP US N 2 2025-12-01 Fixed 4.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3329.48000000 -0.00081151748 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 999592.17000000 USD 896985.87000000 EUR 2020-02-28 -3329.48000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 1235000.00000000 PA USD 1504847.50000000 0.366787024543 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 780000.00000000 PA USD 813426.90000000 0.198262237426 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 280000.00000000 PA USD 299236.00000000 0.072934886808 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AE6 445000.00000000 PA USD 463912.50000000 0.113072643921 Long DBT CORP US N 2 2026-06-01 Fixed 4.88000000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 552000.00000000 PA USD 572700.00000000 0.139588183491 Long DBT CORP US Y 2 2027-12-01 Fixed 5.13000000 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 180000.00000000 PA USD 179550.00000000 0.043762979475 Long DBT CORP US Y 2 2027-12-15 Fixed 4.38000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AN9 1220000.00000000 PA USD 1299300.00000000 0.316687492247 Long DBT CORP US Y 2 2026-03-15 Fixed 5.63000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAE1 550000.00000000 PA USD 559625.00000000 0.136401322134 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 200000.00000000 PA USD 188500.00000000 0.045944425682 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.88000000 N N N N N N Listrindo Capital BV N/A 000000000 910000.00000000 PA USD 936845.00000000 0.228343795639 Long DBT CORP NL N 2 2026-09-14 Fixed 4.95000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 300000.00000000 PA 409646.94000000 0.099846118783 Long DBT CORP US N 2 2029-12-03 Fixed 2.25000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 420000.00000000 PA USD 445655.41000000 0.108622715461 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N Abanca Corp Bancaria SA 54930056IRBXK0Q1FP96 000000000 500000.00000000 PA 632380.03000000 0.154134415337 Long DBT CORP ES N 2 2029-01-18 Variable 6.13000000 N N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 000000000 -6500000.00000000 NC -21949.42000000 -0.00534988592 N/A DCR DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Call Written Intercontinental Exchange 5493000F4ZO33MV32P92 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A 6500000.00000000 OU Notional Amount N/A -21949.42000000 -0.01000000 DCR US iTraxx Europe Crossover S32.V1 2I667KHC5 buy protection 2024-12-20 0.00000000 N/A 0.00000000 N/A 6500000.00000000 EUR 1.00000000 225.00000000 EUR 2020-03-18 XXXX 2579.40000000 N N N Afren PLC 213800B4XZJ3ZDM7CL47 00830FAB8 326905.06000000 PA USD 268.06000000 0.000065336141 Long DBT CORP GB Y 2 2016-02-01 Fixed 11.50000000 Y N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BK6 143000.00000000 PA USD 144748.89000000 0.035280661109 Long DBT CORP US N 2 2024-11-01 Fixed 5.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2161.36000000 0.000526803415 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 287564.74000000 USD 260855.11000000 EUR 2020-02-28 2161.36000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 2750000.00000000 PA USD 2851298.84000000 0.694967043244 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 44485HAA2 500000.00000000 PA USD 521100.00000000 0.127011353967 Long DBT CORP CA Y 2 2026-06-01 Fixed 7.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 829000.00000000 PA USD 836046.50000000 0.203775471013 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 11985118.30700000 NS USD 11986316.82000000 2.921508977918 Long STIV RF US N 1 N N N Colfax Corp 635400OP2DYYYMOIYL17 15723RAC8 525000.00000000 PA USD 563718.75000000 0.137399120503 Long DBT CORP US Y 2 2026-02-15 Fixed 6.38000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -902.53000000 -0.00021997996 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 50591.78000000 GBP 65946.54000000 USD 2020-02-28 -902.53000000 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 700000.00000000 PA USD 757750.00000000 0.184691716501 Long DBT CORP GB N 2 2022-03-15 Variable 7.88000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 190000.00000000 PA USD 198075.00000000 0.048278207517 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 668000.00000000 PA USD 654634.08000000 0.159558550861 Long DBT NUSS LK N 2 2025-06-03 Fixed 6.13000000 N N N N N N ZAYO GROUP LLC/ZAYO CAP N/A 989194AP0 455000.00000000 PA USD 464623.25000000 0.113245879998 Long DBT CORP US Y 2 2027-01-15 Fixed 5.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1200000.00000000 PA 1385145.17000000 0.337611136986 Long DBT NUSS RO Y 2 2031-07-16 Fixed 2.12000000 N N N N N N NAVIOS SA LOGIST/FIN US N/A 000000000 843000.00000000 PA USD 826140.00000000 0.201360890360 Long DBT CORP MH N 2 2022-05-01 Fixed 7.25000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 350000.00000000 PA 419926.40000000 0.102351603590 Long DBT CORP ES N 2 2026-11-02 Fixed 1.88000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 640000.00000000 PA USD 704256.00000000 0.171653249088 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N innogy Finance BV 5299005PIU82TA2PW123 000000000 300000.00000000 PA 525332.80000000 0.128043043967 Long DBT CORP NL N 2 2034-01-31 Fixed 4.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 900000.00000000 PA USD 1012518.00000000 0.246788106115 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1322000.00000000 PA USD 1525588.00000000 0.371842251922 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N ESSILORLUXOTTICA 549300M3VH1A3ER1TB49 000000000 200000.00000000 PA 229772.88000000 0.056004153893 Long DBT CORP FR N 2 2031-11-27 Fixed 0.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 454000.00000000 PA USD 478039.30000000 0.116515867861 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BPW21 1099000.00000000 PA USD 1158130.16000000 0.282279178070 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.67000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AC5 425000.00000000 PA USD 392062.50000000 0.095560140020 Long DBT CORP US Y 2 2027-06-01 Fixed 5.88000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAC1 542000.00000000 PA USD 617116.12000000 0.150414035610 Long DBT CORP AU Y 2 2035-03-23 Fixed 5.00000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 150000.00000000 PA USD 156000.00000000 0.038022972978 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 000000000 200000.00000000 PA 223016.10000000 0.054357276564 Long DBT CORP US N 2 2027-12-01 Fixed 0.63000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 1002000.00000000 PA USD 1189674.60000000 0.289967725440 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.38000000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 450000.00000000 PA 560637.84000000 0.136648188723 Long DBT CORP GB N 2 2044-07-03 Variable 3.88000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAU2 650000.00000000 PA USD 670377.50000000 0.163395804921 Long DBT CORP US Y 2 2025-04-15 Fixed 5.38000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAB4 135248.10000000 PA USD 135607.32000000 0.033052522205 Long LON CORP US N 2 2023-06-27 Floating 3.39525000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 000000000 1047000.00000000 PA USD 1022191.34000000 0.249145857047 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 990000.00000000 PA USD 1109417.76000000 0.270406163525 Long DBT CORP CH N 2 2025-08-07 Variable 6.88000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 570000.00000000 PA USD 606993.00000000 0.147946656647 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N WMG Acquisition Corp 549300NAS11NXI33CP80 92933BAP9 195000.00000000 PA USD 205237.50000000 0.050023973824 Long DBT CORP US Y 2 2026-04-15 Fixed 5.50000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 230000.00000000 PA USD 239775.00000000 0.058442040678 Long DBT CORP US Y 2 2026-03-01 Fixed 6.13000000 N N N N N N PetSmart Inc N/A 04021LAA8 175000.00000000 PA USD 174343.75000000 0.042494023687 Long DBT CORP US Y 2 2023-03-15 Fixed 7.13000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 1210000.00000000 PA USD 1249748.50000000 0.304609957981 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SBB1 854000.00000000 PA USD 846153.47000000 0.206238913623 Long DBT NUSS LK Y 2 2030-03-28 Fixed 7.55000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -6878.52000000 -0.00167654987 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 695891.00000000 GBP 912631.82000000 USD 2020-02-28 -6878.52000000 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 1110000.00000000 PA USD 1275112.50000000 0.310792103408 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N ARKEMA 9695000EHMS84KKP2785 000000000 300000.00000000 PA 327158.52000000 0.079740638240 Long DBT CORP FR N 2 2025-10-21 Variable 1.50000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 325000.00000000 PA USD 330687.50000000 0.080600781261 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 379000.00000000 PA USD 427083.21000000 0.104095983033 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BJ4 170000.00000000 PA USD 187332.10000000 0.045659765232 Long DBT CORP US N 2 2025-04-01 Fixed 4.45000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AD3 995000.00000000 PA USD 1041964.00000000 0.253965186001 Long DBT CORP US N 2 2026-05-01 Fixed 5.13000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A 69867DAC2 1085000.00000000 PA USD 1166375.00000000 0.284288750688 Long DBT CORP N/A Y 2 2027-05-15 Fixed 8.50000000 N N N N N N STATE GRID OVERSEAS INV N/A 857004AC9 1563000.00000000 PA USD 1686334.74000000 0.411022181097 Long DBT CORP VG Y 2 2024-05-07 Fixed 4.13000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GB4 348000.00000000 PA USD 365367.84000000 0.089053663509 Long DBT CORP US N 2 2029-07-15 Fixed 2.88000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 435000.00000000 PA USD 457272.00000000 0.111454108331 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -432.95000000 -0.00010552593 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 36269.26000000 USD 42694000.00000000 KRW 2020-02-28 -432.95000000 N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAE2 366000.00000000 PA USD 366915.00000000 0.089430763655 Long DBT CORP CA Y 2 2023-03-01 Fixed 5.50000000 N N N N N N NATIONAL CINEMEDIA LLC 7LJEQIVQVLNGS4X6T547 63530QAJ8 505000.00000000 PA USD 527374.03000000 0.128540567257 Long DBT CORP US Y 2 2028-04-15 Fixed 5.88000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 510000.00000000 PA USD 545062.50000000 0.132851901980 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 5077.65000000 0.001237611209 N/A DFE US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 513581.74000000 EUR 575501.72000000 USD 2020-02-28 5077.65000000 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 710000.00000000 PA USD 770350.00000000 0.187762802780 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FX7 839000.00000000 PA USD 913131.58000000 0.222563957640 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAW0 1289610.00000000 PA USD 1395300.50000000 0.340086366717 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.26000000 N N N N N N Parkland Fuel Corp 549300Q72GWZCL8MQC95 70137TAL9 1195000.00000000 PA USD 1257737.50000000 0.306557172924 Long DBT CORP CA Y 2 2026-04-01 Fixed 6.00000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 685000.00000000 PA USD 726579.50000000 0.177094312147 Long DBT CORP US Y 2 2027-09-30 Fixed 5.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -633.59000000 -0.00015442932 N/A DFE N/A N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 116171.75000000 USD 104024.87000000 EUR 2020-02-28 -633.59000000 N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAG5 514000.00000000 PA USD 559319.27000000 0.136326804419 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAU9 475000.00000000 PA USD 480343.75000000 0.117077547605 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051DB0 410000.00000000 PA 418665.33000000 0.102044234163 Long DBT NUSS CA N 2 2040-12-01 Fixed 4.50000000 N N N N N N NORTHWEST ACQ/DOMINION N/A 66727WAA0 655000.00000000 PA USD 527275.00000000 0.128516429981 Long DBT CORP CA Y 2 2022-11-01 Fixed 7.13000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 760000.00000000 PA USD 851066.20000000 0.207436327726 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAG9 980000.00000000 PA USD 1027775.00000000 0.250506801619 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N HADRIAN MERGER SUB N/A 42239PAA7 460000.00000000 PA USD 472650.00000000 0.115202296013 Long DBT CORP US Y 2 2026-05-01 Fixed 8.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 981000.00000000 PA USD 1058253.75000000 0.257935600899 Long DBT CORP CH N 2 2024-05-15 Fixed 5.13000000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AB6 200000.00000000 PA USD 225400.00000000 0.054938321213 Long DBT CORP PE Y 2 2034-04-16 Fixed 4.70000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 134000.00000000 PA 147495.07000000 0.035950006801 Long DBT NUSS UA N 2 2030-01-27 Fixed 4.38000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCQ3 904000.00000000 PA USD 980840.00000000 0.239067005230 Long DBT CORP MX Y 2 2027-01-23 Fixed 6.49000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -577.79000000 -0.00014082880 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 212389.77000000 USD 190705.08000000 EUR 2020-02-28 -577.79000000 N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 730000.00000000 PA USD 770453.61000000 0.187788056371 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 1152000.00000000 PA USD 1424517.12000000 0.347207538210 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAB6 225000.00000000 PA USD 226968.75000000 0.055320683641 Long DBT CORP US Y 2 2025-02-15 Fixed 3.63000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 200000.00000000 PA 222540.54000000 0.054241364993 Long DBT CORP FR N 2 2027-02-24 Fixed 0.50000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BR8 359000.00000000 PA USD 371243.20000000 0.090485706166 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164Q6M5 1086000.00000000 PA USD 1152042.48000000 0.280795385171 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 322000.00000000 PA USD 350833.03000000 0.085510992433 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 498000.00000000 PA USD 480130.79000000 0.117025641372 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.38000000 N N N N N N JSC HALYK BANK 213800NYDTVQM4SDUD67 000000000 910652.63000000 PA USD 916329.64000000 0.223343443210 Long DBT CORP KZ N 2 2022-12-21 Fixed 5.50000000 N N N N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 000000000 500000.00000000 PA USD 531190.00000000 0.129470660360 Long DBT CORP IN N 2 2024-01-24 Fixed 4.38000000 N N N N N N Emera US Finance LP N/A 29103DAF3 142000.00000000 PA USD 143701.89000000 0.035025468464 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Symrise AG 529900D82I6R9601CF26 000000000 385000.00000000 PA 448162.47000000 0.109233778760 Long DBT CORP DE N 2 2025-11-29 Fixed 1.25000000 N N N N N N CROWN AMER/CAP CORP IV N/A 228189AB2 1147000.00000000 PA USD 1205993.08000000 0.293945142902 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 150000.00000000 PA 167546.55000000 0.040837294507 Long DBT CORP NL N 2 2025-07-15 Fixed 0.63000000 N N N N N N Ensign Drilling Inc 549300MJ7RLJKQNMN618 29359NAA3 425000.00000000 PA USD 398437.50000000 0.097113963435 Long DBT CORP CA Y 2 2024-04-15 Fixed 9.25000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AK5 300000.00000000 PA USD 310080.00000000 0.075577970904 Long DBT CORP US Y 2 2024-11-01 Fixed 4.88000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 100000.00000000 PA 140105.03000000 0.034148780575 Long DBT CORP US N 2 2025-05-21 Fixed 2.60000000 N N N N N N Eagle Holding Co II LLC N/A 26959XAA1 720000.00000000 PA USD 727200.00000000 0.177245550960 Long DBT CORP US Y 2 2022-05-15 Fixed 7.63000000 N N Y N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AL3 245800.00000000 PA USD 204628.50000000 0.049875537987 Long DBT CORP US N 2 2025-01-23 Fixed 6.20000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AT3 330000.00000000 PA USD 369600.00000000 0.090085197517 Long DBT CORP US N 2 2025-07-01 Fixed 5.25000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BH1 406000.00000000 PA USD 443080.15000000 0.107995029298 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A 432891AH2 1075000.00000000 PA USD 1099187.50000000 0.267912670580 Long DBT CORP US N 2 2025-04-01 Fixed 4.63000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 245000.00000000 PA USD 250648.20000000 0.061092241895 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N BAFFINLAND IRON CORP/LP N/A 056623AA9 415000.00000000 PA USD 430562.50000000 0.104944014762 Long DBT CORP CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 263000.00000000 PA USD 276334.50000000 0.067352943759 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 200000.00000000 PA 392754.91000000 0.095728905961 Long DBT CORP JE N 2 2046-10-31 Fixed 4.63000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAJ2 270000.00000000 PA USD 327985.68000000 0.079942247742 Long DBT CORP US N 2 2044-03-15 Fixed 5.00000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 72766QAD7 280000.00000000 PA USD 289413.60000000 0.070540804438 Long DBT CORP US Y 2 2025-12-01 Fixed 5.88000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 400000.00000000 PA 494192.46000000 0.120452990721 Long DBT CORP AT N 2 2025-10-15 Variable 5.13000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 767000.00000000 PA USD 809380.78000000 0.197276048250 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N Element Solutions Inc. 549300FLGN6P5CU20J91 72766TAD1 151620.00000000 PA USD 152141.27000000 0.037082457680 Long LON CORP US N 2 2026-01-31 None 0.00000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 335000.00000000 PA USD 347562.50000000 0.084713843241 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AT1 432000.00000000 PA USD 452668.61000000 0.110332091834 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.88000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 890000.00000000 PA USD 963425.00000000 0.234822325266 Long DBT CORP NL Y 2 2025-10-01 Fixed 5.00000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AQ9 225000.00000000 PA USD 238331.97000000 0.058090320866 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N LOW INCOME INVESTMENT N/A 54750AAA4 185000.00000000 PA USD 192409.93000000 0.046897420314 Long DBT CORP US N 2 2026-07-01 Fixed 3.39000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABC0 1052000.00000000 PA USD 766656.96000000 0.186862672266 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -53.00000000 NC -152335.78000000 -0.03712986696 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXH0 Comdty 2020-03-06 -9139762.94000000 EUR -152335.78000000 N N N ALLIED UNIVERSAL N/A 019576AB3 580000.00000000 PA USD 619150.00000000 0.150909767432 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AF6 345000.00000000 PA USD 354487.50000000 0.086401722010 Long DBT CORP US Y 2 2026-11-15 Fixed 4.50000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAJ1 1091000.00000000 PA USD 1108728.75000000 0.270238226291 Long DBT CORP NL Y 2 2029-11-07 Fixed 2.88000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAB5 500000.00000000 PA USD 526760.27000000 0.128390971232 Long DBT CORP GB Y 2 2023-09-21 Fixed 3.63000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 126560.02000000 0.030847360388 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 31351929.96000000 EUR 34948466.61000000 USD 2020-02-28 126560.02000000 N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 400000.00000000 PA USD 414000.00000000 0.100907120596 Long DBT CORP US N 2 2025-12-01 Fixed 5.63000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 1187000.00000000 PA USD 1210740.00000000 0.295102142972 Long DBT CORP US Y 2 2028-03-01 Fixed 4.63000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAC5 741000.00000000 PA USD 800206.57000000 0.195039953769 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 151603.13000000 PA USD 151494.89000000 0.036924910953 Long LON CORP US N 2 2022-08-18 None 0.00000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAA3 1495000.00000000 PA USD 1564143.75000000 0.381239715001 Long DBT CORP US Y 2 2026-04-15 Fixed 5.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAE3 1335878.00000000 PA USD 1433520.40000000 0.349401970723 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.12000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 287000.00000000 PA USD 330993.39000000 0.080675337973 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBG7 700000.00000000 PA USD 722750.00000000 0.176160921282 Long DBT CORP US Y 2 2025-05-01 Fixed 5.38000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 605000.00000000 PA USD 642812.50000000 0.156677194343 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.38000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1127968.00000000 0.274927543489 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.38000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 463000.00000000 PA USD 485048.06000000 0.118224162041 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081BB7 400000.00000000 PA USD 429000.00000000 0.104563175690 Long DBT CORP US Y 2 2025-12-31 Fixed 6.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AP2 683000.00000000 PA USD 752153.75000000 0.183327703280 Long DBT CORP LU Y 2 2026-10-15 Fixed 6.63000000 N N N N N N Republic of Gabon N/A 000000000 883000.00000000 PA USD 952682.69000000 0.232204026786 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 960.23000000 0.000234043585 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 602116.00000000 EUR 669717.37000000 USD 2020-02-28 960.23000000 N N N DELL INT LLC / EMC CORP N/A 24703DAZ4 863000.00000000 PA USD 960741.09000000 0.234168157077 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 762000.00000000 PA USD 804519.60000000 0.196091198790 Long DBT CORP AT N 2 2030-01-15 Fixed 5.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 399000.00000000 PA USD 439663.18000000 0.107162187260 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N HD Supply Inc 549300G8FYZDYZMZED76 40415RAS4 980000.00000000 PA USD 1038800.00000000 0.253194002113 Long DBT CORP US Y 2 2026-10-15 Fixed 5.38000000 N N N N N N Avation Capital SA 54930056OEYSV06OMD90 05351CAA5 400000.00000000 PA USD 413000.00000000 0.100663383589 Long DBT CORP LU Y 2 2021-05-15 Fixed 6.50000000 N N N N N N DISH DBS Corp N/A 25470XAW5 765000.00000000 PA USD 774126.45000000 0.188683263397 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 950000.00000000 PA 1082887.03000000 0.263939642821 Long DBT CORP GB N 2 2028-02-07 Variable 2.00000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BN0 1025000.00000000 PA USD 1040375.00000000 0.253577887898 Long DBT CORP US N 2 2023-03-15 Fixed 5.13000000 N N N N N N LEG IMMOBILIEN AG 391200SO40AKONBO0Z96 000000000 200000.00000000 PA 227437.22000000 0.055434867117 Long DBT CORP DE N 2 2027-11-28 Fixed 0.88000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -7.81000000 -0.00000190358 N/A DFE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1651.14000000 USD 11054.43000000 DKK 2020-02-28 -7.81000000 N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817610AA6 665000.00000000 PA USD 687257.55000000 0.167510097773 Long DBT CORP US Y 2 2024-11-15 Fixed 5.13000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 703000.00000000 PA USD 737535.26000000 0.179764636291 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N SENSATA TECH INC N/A 81728UAA2 1015000.00000000 PA USD 1028753.25000000 0.250745237346 Long DBT CORP US Y 2 2030-02-15 Fixed 4.38000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 393000.00000000 PA USD 426927.63000000 0.104058062430 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N CNP ASSURANCES 969500QKVPV2H8UXM738 000000000 500000.00000000 PA 571151.63000000 0.139210788422 Long DBT CORP FR N 2 2050-07-27 Variable 2.00000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 700000.00000000 PA USD 733163.24000000 0.178699013225 Long DBT CORP US N 2 2049-09-15 Fixed 3.88000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 300000.00000000 PA 344559.50000000 0.083981901012 Long DBT CORP AT N 2 2026-05-22 Fixed 0.88000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 000000000 230000.00000000 PA 260663.08000000 0.063533238764 Long DBT CORP DE N 2 2024-08-28 Fixed 0.63000000 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 92769VAG4 400000.00000000 PA USD 412000.00000000 0.100419646583 Long DBT CORP GB Y 2 2025-01-15 Fixed 5.75000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 87936VAB3 900000.00000000 PA USD 961456.50000000 0.234342528969 Long DBT CORP PY Y 2 2027-04-15 Fixed 5.88000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 000000000 250000.00000000 PA 281467.89000000 0.068604140869 Long DBT CORP JP N 2 2024-05-30 Fixed 0.47000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 500000.00000000 PA USD 502500.00000000 0.122477845651 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N LADDER CAP FIN LLLP/CORP N/A 505742AM8 845000.00000000 PA USD 843318.45000000 0.205547914335 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 594000.00000000 PA USD 612652.23000000 0.149326020425 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N Golden Nugget Inc N/A 38113YAE9 750000.00000000 PA USD 770775.00000000 0.187866391008 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N ADANI GREEN ENERGY UP N/A 00654AAA4 1601000.00000000 PA USD 1731033.22000000 0.421916854797 Long DBT CORP IN Y 2 2024-12-10 Fixed 6.25000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAB8 870000.00000000 PA USD 915675.00000000 0.223183883216 Long DBT CORP US Y 2 2023-04-30 Fixed 5.00000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 687000.00000000 PA USD 722140.05000000 0.176012253895 Long DBT CORP US Y 2 2027-12-15 Fixed 5.88000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 314000.00000000 PA USD 336962.82000000 0.082130308971 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AR0 195000.00000000 PA USD 200616.00000000 0.048897543249 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AF6 530000.00000000 PA USD 582183.80000000 0.141899736511 Long DBT CORP US N 2 2023-11-01 Fixed 5.38000000 N N N N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 650000.00000000 PA USD 677625.05000000 0.165162301061 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45175AAB7 124437.76000000 PA USD 124645.20000000 0.030380647894 Long LON CORP US N 2 2026-05-01 Floating 5.78088000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -38176.17000000 -0.00930494538 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 32899000.00000000 MXN 1697005.65000000 USD 2020-02-28 -38176.17000000 N N N BANCO BTG PACTUAL/CAYMAN ZXLTQRYIK6IJH3R0IK66 05971AAE1 800000.00000000 PA USD 824000.00000000 0.200839293167 Long DBT CORP BR Y 2 2025-01-10 Fixed 4.50000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556BR2 245000.00000000 PA USD 257326.65000000 0.062720027304 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N MANPOWERGROUP ERO1WSFOSR0JJ6CRQ987 000000000 450000.00000000 PA 539487.15000000 0.131492982862 Long DBT CORP US N 2 2026-06-22 Fixed 1.75000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAF0 470000.00000000 PA USD 482337.50000000 0.117563498262 Long DBT CORP US N 2 2024-12-01 Fixed 5.38000000 N N N N N N SAN MIGUEL INDUSTRIAS 529900U7G8NTVARTF926 000000000 839000.00000000 PA USD 859451.46000000 0.209480125895 Long DBT CORP PE N 2 2022-09-18 Fixed 4.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 1043000.00000000 PA USD 1148457.73000000 0.279921648938 Long DBT CORP CH Y 2 2024-01-31 Variable 7.00000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 162000.00000000 PA USD 172807.15000000 0.042119497403 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 000000000 150000.00000000 PA 164923.40000000 0.040197935779 Long DBT CORP LU N 2 2027-11-04 Fixed 0.88000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 152000.00000000 PA USD 152427.42000000 0.037152203024 Long LON CORP US N 2 2027-04-15 Floating 4.17625000 N N N N N N STARFRUIT FINCO/STAR US N/A 85529VAA2 550000.00000000 PA USD 570625.00000000 0.139082429203 Long DBT CORP N/A Y 2 2026-10-01 Fixed 8.00000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 470000.00000000 PA USD 475875.00000000 0.115988347859 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 743000.00000000 PA USD 752510.40000000 0.183414632083 Long DBT CORP US Y 2 2030-08-15 Fixed 4.13000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 400000.00000000 PA USD 428150.61000000 0.104356147914 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAH4 540000.00000000 PA USD 557550.00000000 0.135895567846 Long DBT CORP US N 2 2024-02-15 Fixed 6.13000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 593000.00000000 PA USD 562219.83000000 0.137033778230 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 625000.00000000 PA USD 659375.00000000 0.160714088509 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Drax Finco PLC 5493000MW6H7G7JFNQ88 26151AAA7 745000.00000000 PA USD 788195.10000000 0.192112314031 Long DBT CORP GB Y 2 2025-11-01 Fixed 6.63000000 N N N N N N INVESTOR AB 549300VEBQPHRZBKUX38 000000000 180000.00000000 PA 222734.13000000 0.054288550040 Long DBT CORP SE N 2 2039-06-20 Fixed 1.50000000 N N N N N N SELP FINANCE SARL 549300Y4VYEJE1MH6D45 000000000 460000.00000000 PA 532202.88000000 0.129717536699 Long DBT CORP LU N 2 2026-12-20 Fixed 1.50000000 N N N N N N Capital Automotive Reit N/A 12510HAG5 437500.00000000 PA USD 437412.50000000 0.106613613255 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.17000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAQ4 315000.00000000 PA USD 328387.50000000 0.080040186146 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAB0 466787.87000000 PA USD 468875.86000000 0.114282398428 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.45000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 360000.00000000 PA 405274.64000000 0.098780427471 Long DBT CORP US N 2 2032-03-19 Fixed 0.88000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 600000.00000000 PA USD 734509.39000000 0.179027119796 Long DBT CORP US N 2 2048-02-22 Variable 4.26000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 555000.00000000 PA USD 503970.53000000 0.122836268230 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N LA MONDIALE 969500L0T16HX3R78P61 000000000 600000.00000000 PA 717519.54000000 0.174886064620 Long DBT CORP FR N 2 2029-04-24 Variable 4.38000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -620.60000000 -0.00015126318 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 567580.07000000 USD 510462.39000000 EUR 2020-02-28 -620.60000000 N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 200000.00000000 PA 233685.60000000 0.056957828552 Long DBT CORP GB N 2 2026-03-08 Variable 1.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 1000000.00000000 PA USD 1028125.00000000 0.250592109572 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AK4 700000.00000000 PA USD 793625.00000000 0.193435781601 Long DBT CORP CH Y 2 2025-09-12 Variable 7.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 522000.00000000 PA USD 574693.51000000 0.140074075650 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBB5 303226.46000000 PA USD 303984.53000000 0.074092279294 Long LON CORP US N 2 2024-02-22 Floating 3.64525000 N N N N N N Harbourview CLO VII Ltd N/A 41165TAE1 2500000.00000000 PA USD 2500097.50000000 0.609366280034 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 3.52000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431PAA0 455000.00000000 PA USD 477181.25000000 0.116306729323 Long DBT CORP US Y 2 2026-04-15 Fixed 8.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FAWS3 850000.00000000 PA USD 928021.50000000 0.226193182164 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 3.19000000 N N N N N N CCM Merger Inc 549300P77RSBKKFME089 14985VAD3 760000.00000000 PA USD 771400.00000000 0.188018726637 Long DBT CORP US Y 2 2022-03-15 Fixed 6.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -1248.24000000 -0.00030424228 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 110068.46000000 GBP 144189.89000000 USD 2020-02-28 -1248.24000000 N N N Carrizo Oil & Gas Inc 6X88M1NLGKDIRGWMPT94 144577AJ2 209100.00000000 PA USD 213338.46000000 0.051998477562 Long DBT CORP US N 2 2025-07-15 Fixed 8.25000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AF9 636000.00000000 PA USD 664620.00000000 0.161992489107 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9175.91000000 -0.00223650883 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 745458.80000000 GBP 975830.47000000 USD 2020-02-28 -9175.91000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 900000.00000000 PA 1342518.11000000 0.327221344995 Long DBT CORP FR N 2 2029-01-22 Variable 5.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 1050000.00000000 PA USD 1275750.00000000 0.310947485749 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Jagged Peak Energy LLC 549300RX1X1CBWDBPJ74 47009LAC9 565000.00000000 PA USD 581950.00000000 0.141842750799 Long DBT CORP US N 2 2026-05-01 Fixed 5.88000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 436000.00000000 PA USD 433580.56000000 0.105679627671 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168QAE4 410000.00000000 PA USD 446900.00000000 0.108926068102 Long DBT CORP CA Y 2 2027-05-01 Fixed 8.50000000 N N N N N N VOLKSWAGEN LEASING GMBH 5299004GLEUX88BSNB74 000000000 300000.00000000 PA 351320.27000000 0.085629750852 Long DBT CORP DE N 2 2026-06-19 Fixed 1.50000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 535000.00000000 PA USD 506885.75000000 0.123546815226 Long DBT CORP CA Y 2 2027-04-15 Fixed 7.88000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 196000.00000000 PA USD 229791.66000000 0.056008731274 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 600000.00000000 PA 914425.01000000 0.222879214396 Long DBT CORP GB N 2 2024-06-08 Variable 9.25000000 N N N N N N ANACAP FIN EU SA 2221001M75L4SO9QJ626 000000000 650000.00000000 PA 646991.76000000 0.157695834664 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BAM4 665000.00000000 PA USD 670818.75000000 0.163503353875 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A 74527JAD9 285000.00000000 PA USD 291768.75000000 0.071114841648 Long DBT MUN US N 2 2022-06-01 Fixed 9.12000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAD3 359000.00000000 PA USD 474953.92000000 0.115763846577 Long DBT CORP TH Y 2 2048-11-20 Fixed 5.38000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 120000.00000000 PA USD 121200.00000000 0.029540925160 Long DBT CORP US Y 2 2028-02-15 Fixed 4.00000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AM1 181000.00000000 PA USD 151080.70000000 0.036823957523 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N YPSO FINANCE BIS 529900FLJD3NC14A8I62 02156LAD3 485000.00000000 PA USD 480474.95000000 0.117109525901 Long DBT CORP LU N 2 2028-02-15 Fixed 6.00000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 151613.03000000 PA USD 151755.24000000 0.036988367883 Long LON CORP US N 2 2025-04-16 Floating 3.39525000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 29646AAC0 1052000.00000000 PA USD 1128981.15000000 0.275174485637 Long DBT CORP ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAT9 2000000.00000000 PA USD 2126907.60000000 0.518406091038 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.05000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -4481.66000000 -0.00109234639 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 596880.00000000 GBP 784201.24000000 USD 2020-02-28 -4481.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 9749.35000000 0.002376277382 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2017185.96000000 USD 1824952.74000000 EUR 2020-02-28 9749.35000000 N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 425000.00000000 PA USD 498911.44000000 0.121603180779 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 835000.00000000 PA USD 873618.75000000 0.212933218746 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N IAA Inc 549300PZCOPC5178W747 449253AB9 920000.00000000 PA USD 976258.00000000 0.237950202267 Long DBT CORP US Y 2 2027-06-15 Fixed 5.50000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAB6 530000.00000000 PA USD 553028.50000000 0.134793510972 Long DBT CORP US Y 2 2025-08-15 Fixed 5.75000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 1000000.00000000 PA 1132157.67000000 0.275948721112 Long DBT CORP IE N 2 2029-11-19 Variable 1.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 200000.00000000 PA 225155.24000000 0.054878664143 Long DBT CORP US N 2 2023-02-17 Fixed 1.51000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 350000.00000000 PA USD 397145.00000000 0.096798933355 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 485000.00000000 PA USD 546837.50000000 0.133284535166 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 1009000.00000000 PA USD 1246668.46000000 0.303859238252 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BT2 339000.00000000 PA USD 366146.25000000 0.089243390832 Long DBT NUSS ID Y 2 2025-01-15 Fixed 4.13000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032XAD6 700000.00000000 PA USD 753037.89000000 0.183543200916 Long DBT CORP KY N 2 2025-02-11 Fixed 3.80000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 700000.00000000 PA USD 725812.50000000 0.176907365863 Long DBT CORP US Y 2 2026-01-01 Fixed 4.88000000 N N N N N N DASSAULT SYSTEMES 96950065LBWY0APQIM86 000000000 300000.00000000 PA 333935.25000000 0.081392378123 Long DBT CORP FR N 2 2026-09-16 Fixed 0.13000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1011000.00000000 PA 1210175.32000000 0.294964509559 Long DBT NUSS RO Y 2 2026-12-08 Fixed 2.00000000 N N N N N N Apergy Corp 549300EP2909K6DYYP38 03755LAC8 750000.00000000 PA USD 787953.75000000 0.192053488104 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BL9 791000.00000000 PA USD 875660.11000000 0.213430773722 Long DBT CORP US N 2 2026-04-01 Fixed 4.38000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAA7 461000.00000000 PA USD 466071.00000000 0.113598750249 Long DBT CORP CL Y 2 2030-01-28 Fixed 3.40000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216KAA0 1366000.00000000 PA USD 1407535.07000000 0.343068384182 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.38000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 484.83000000 0.000118171012 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 648030.50000000 EUR 720238.21000000 USD 2020-02-28 484.83000000 N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 605000.00000000 PA USD 565675.00000000 0.137875931022 Long DBT CORP US Y 2 2027-08-15 Fixed 6.63000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250AE4 1300000.00000000 PA USD 1433250.00000000 0.349336064237 Long DBT CORP US Y 2 2026-05-15 Fixed 5.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 1061000.00000000 PA USD 1171768.40000000 0.285603321858 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 750000.00000000 PA 862979.15000000 0.210339954495 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAC1 1005000.00000000 PA USD 1037662.50000000 0.252916751269 Long DBT CORP FR Y 2 2025-09-15 Fixed 4.88000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -717.41000000 -0.00017485936 N/A DFE JP N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 1066512.55000000 USD 115338000.00000000 JPY 2020-02-28 -717.41000000 N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 430000.00000000 PA USD 467620.70000000 0.113976469488 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N N GLENCORE FINANCE EUROPE 213800WHKNIC1JQQG433 000000000 602000.00000000 PA 832939.08000000 0.203018077765 Long DBT CORP JE N 2 2026-03-26 Fixed 3.13000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 1205000.00000000 PA USD 1249434.38000000 0.304533395312 Long DBT CORP US Y 2 2024-07-15 Fixed 4.63000000 N N N N N N OMV AG 549300V62YJ9HTLRI486 000000000 210000.00000000 PA 241408.71000000 0.058840236263 Long DBT CORP AT N 2 2034-07-03 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6U1 1990654.84000000 PA USD 2048748.02000000 0.499355708997 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BG8 312000.00000000 PA USD 314409.71000000 0.076633281457 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N Capital Automotive Reit N/A 12510HAD2 145449.00000000 PA USD 145949.34000000 0.035573255198 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N GRINDING MED/MOLY-COP N/A 398545AA1 425000.00000000 PA USD 436101.00000000 0.106293952171 Long DBT CORP US Y 2 2023-12-15 Fixed 7.38000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918VAX2 151620.00000000 PA USD 151971.91000000 0.037041178380 Long LON CORP US N 2 2026-08-12 Floating 3.89525000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 961043.15000000 PA USD 972482.83000000 0.237030053633 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 3.26000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAD2 1725000.00000000 PA USD 1806937.50000000 0.440417536768 Long DBT CORP US Y 2 2026-08-01 Fixed 4.75000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 175000.00000000 PA USD 180250.00000000 0.043933595380 Long DBT CORP US Y 2 2027-12-15 Fixed 8.88000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BF0 526000.00000000 PA USD 568484.50000000 0.138560710141 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CH1 135000.00000000 PA USD 167065.52000000 0.040720049695 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 245000.00000000 PA USD 256637.50000000 0.062552055946 Long DBT CORP US Y 2 2027-10-01 Fixed 11.00000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 352000.00000000 PA USD 377422.20000000 0.091991757128 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAC7 200000.00000000 PA USD 220119.31000000 0.053651221641 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362UAB0 890000.00000000 PA USD 918925.00000000 0.223976028487 Long DBT CORP US Y 2 2026-02-10 Fixed 4.63000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 363000.00000000 PA USD 392842.23000000 0.095750189076 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 950000.00000000 PA USD 966625.00000000 0.235602283686 Long DBT CORP US Y 2 2027-11-15 Fixed 4.63000000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAF9 775000.00000000 PA USD 788562.50000000 0.192201863007 Long DBT CORP US N 2 2024-03-01 Fixed 5.88000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AR0 792000.00000000 PA USD 940104.00000000 0.229138134543 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.13000000 N N N N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 500000.00000000 PA 581197.40000000 0.141659314328 Long DBT CORP FI N 2 2024-06-07 Fixed 1.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 605000.00000000 PA USD 638275.00000000 0.155571237677 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 600000.00000000 PA 701196.55000000 0.170907547904 Long DBT CORP BE N 2 2025-10-24 Variable 4.25000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 400000.00000000 PA USD 432000.00000000 0.105294386708 Long DBT CORP US Y 2 2026-05-01 Fixed 6.38000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 200000.00000000 PA 219729.77000000 0.053556276328 Long DBT CORP BE N 2 2029-12-03 Variable 0.50000000 N N N N N N Videotron Ltd 549300BBCGA0CYX8IL74 92660FAG9 215000.00000000 PA USD 232200.00000000 0.056595732856 Long DBT CORP CA Y 2 2024-06-15 Fixed 5.38000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAA7 560000.00000000 PA USD 576800.00000000 0.140587505216 Long DBT CORP IE Y 2 2025-01-15 Fixed 4.75000000 N N N N N N HighPoint Operating Corp XE2KCQGOGYZ847CKN141 06846NAD6 215000.00000000 PA USD 204116.70000000 0.049750793387 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAD2 270800.00000000 PA USD 241675.46000000 0.058905253109 Long DBT CORP US N 2 2026-03-01 Fixed 5.63000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 350000.00000000 PA USD 391471.32000000 0.095416047577 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N GENESIS ENERGY LP/GENESI N/A 37185LAF9 180000.00000000 PA USD 175050.00000000 0.042666162947 Long DBT CORP US N 2 2024-06-15 Fixed 5.63000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 1175000.00000000 PA USD 1360423.31000000 0.331585504840 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 000000000 500000.00000000 PA 568021.08000000 0.138447757537 Long DBT CORP US N 2 2025-05-17 Fixed 0.88000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAT7 585000.00000000 PA USD 615712.50000000 0.150071921473 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 180000.00000000 PA USD 182250.00000000 0.044421069392 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N Match Group Inc 549300BIJKT86CPCKK96 57665RAF3 1060000.00000000 PA USD 1110350.00000000 0.270633384912 Long DBT CORP US N 2 2024-06-01 Fixed 6.38000000 N N N N N N AIB Group PLC 635400AKJBGNS5WNQL34 000000000 625000.00000000 PA 716401.62000000 0.174613586146 Long DBT CORP IE N 2 2024-05-28 Fixed 1.25000000 N N N N N N ICA TENEDORA SA DE CV N/A 000000000 127848.00000000 NS USD 241278.71000000 0.058808550452 Long EC CORP US N 2 N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAC6 815000.00000000 PA USD 861296.08000000 0.209929728051 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AT6 725000.00000000 PA USD 739869.75000000 0.180333637895 Long DBT CORP US Y 2 2023-07-15 Fixed 5.13000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 1367000.00000000 PA USD 1636156.83000000 0.398791967533 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.88000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 300000.00000000 PA 344659.32000000 0.084006230840 Long DBT CORP ES N 2 2034-12-04 Fixed 1.88000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 800000.00000000 PA USD 848000.00000000 0.206688981317 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N ESSILORLUXOTTICA 549300M3VH1A3ER1TB49 000000000 200000.00000000 PA 225727.95000000 0.055018254764 Long DBT CORP FR N 2 2027-11-27 Fixed 0.38000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 602000.00000000 PA USD 733007.96000000 0.178661165742 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAP7 312554.15000000 PA USD 311382.07000000 0.075895333548 Long LON CORP US N 2 2024-04-01 Floating 4.39525000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAH5 140000.00000000 PA USD 145138.70000000 0.035375672232 Long DBT CORP US N 2 2027-01-01 Fixed 6.00000000 N N N N N N 2020-02-27 MFS MULTIMARKET INCOME TRUST Kasey Phillips Kasey Phillips Assistant Treasurer XXXX