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 2020-07-31 N 496834991.01 109379991.90 387454999.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100000000.00000000 0.00000000 0.00000000 0.00000000 6134612.79000000 0.00000000 0.00000000 1951209.17000000 EUR USD GBP N AA Bond Co Ltd 2138002EPF6QVRZBMC58 000000000 625000.00000000 PA 770285.90000000 0.198806545732 Long DBT CORP JE N 2 2023-07-31 Fixed 2.75000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 869000.00000000 PA USD 836351.19000000 0.215857632995 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.63000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 405000.00000000 PA 339444.62000000 0.087608785737 Long DBT NUSS N/A N 2 2025-06-24 Fixed 4.25000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AT6 725000.00000000 PA USD 736092.50000000 0.189981417633 Long DBT CORP US Y 2 2023-07-15 Fixed 5.13000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAE2 275000.00000000 PA USD 275000.00000000 0.070975984470 Long DBT CORP CA Y 2 2023-03-01 Fixed 5.50000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 115000.00000000 PA USD 127075.00000000 0.032797357187 Long DBT CORP US Y 2 2027-06-15 Fixed 5.88000000 N N N N N N CORE & MAIN HOLDING LP N/A 21871MAA1 330000.00000000 PA USD 333300.00000000 0.086022893178 Long DBT CORP US Y 2 2024-09-15 Variable 8.63000000 N N Y N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 219000.00000000 PA USD 252780.21000000 0.065241179125 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16852.70000000 0.004349588994 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 560887.58000000 USD 441190.76000000 GBP 2020-10-16 16852.70000000 N N N QBE CAPITAL FUNDING IV L N/A 000000000 300000.00000000 PA 405809.87000000 0.104737291022 Long DBT CORP JE N 2 2041-05-24 Fixed 7.50000000 N N N N N N PetSmart Inc N/A 04021LAA8 405000.00000000 PA USD 409050.00000000 0.105573550719 Long DBT CORP US Y 2 2023-03-15 Fixed 7.13000000 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAA2 250000.00000000 PA USD 262250.00000000 0.067685279736 Long DBT CORP FR Y 2 2028-06-15 Fixed 5.63000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 613000.00000000 PA USD 687826.54000000 0.177524239351 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N MATCH GROUP HLD II LLC N/A 57665RAG1 655000.00000000 PA USD 687750.00000000 0.177504484799 Long DBT CORP US Y 2 2027-12-15 Fixed 5.00000000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 1135000.00000000 PA USD 1220125.00000000 0.314907538372 Long DBT CORP CL Y 2 2025-01-14 Fixed 4.25000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AL3 310800.00000000 PA USD 287073.53000000 0.074092096026 Long DBT CORP US N 2 2025-01-23 Fixed 6.45000000 N N N N N N AEROPORTS DE PARIS 969500PJMBSFHYC37989 000000000 200000.00000000 PA 236959.38000000 0.061157910091 Long DBT CORP FR N 2 2029-01-05 Fixed 1.00000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAN6 405000.00000000 PA USD 449703.90000000 0.116066098265 Long DBT CORP US N 2 2026-11-15 Fixed 4.38000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 332000.00000000 PA USD 353079.92000000 0.091127981523 Long DBT CORP US N 2 2023-09-01 Fixed 3.13000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CD4 61000.00000000 PA USD 67384.25000000 0.017391503569 Long DBT CORP US N 2 2060-06-01 Fixed 2.68000000 N N N N N N ARGENTUM (ZURICH INS) 724500RPEZI5VVQQWE89 000000000 375000.00000000 PA 502021.66000000 0.129569023797 Long DBT CORP NL N 2 2046-10-01 Fixed 3.50000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 000000000 138971.43000000 PA USD 135948.80000000 0.035087636064 Long LON CORP CA N 2 2025-11-27 Floating 2.93000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 600000.00000000 PA 581431.73000000 0.150064325234 Long DBT CORP AT N 2 2027-04-15 Fixed 3.38000000 N N N N N N JAGUAR HL / PPDI N/A 47010LAA0 179000.00000000 PA USD 190581.30000000 0.049187983233 Long DBT CORP US Y 2 2028-06-15 Fixed 5.00000000 N N N N N N CROWN AMER/CAP CORP VI N/A 228187AB6 470000.00000000 PA USD 490435.60000000 0.126578725562 Long DBT CORP US N 2 2026-02-01 Fixed 4.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2735.78000000 -0.00070608974 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 641000.00000000 EUR 753497.36000000 USD 2020-10-16 -2735.78000000 N N N AssuredPartners Inc 549300HNDSDQWQ3L2P80 04624VAA7 225000.00000000 PA USD 228375.00000000 0.058942328921 Long DBT CORP US Y 2 2025-08-15 Fixed 7.00000000 N N N N N N DEUTSCHE BAHN FIN GMBH 52990002BAIDUAIIYU29 000000000 117000.00000000 PA 151141.56000000 0.039008803692 Long DBT CORP DE N 2 2040-04-16 Fixed 1.38000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 245000.00000000 PA USD 245389.55000000 0.063333690509 Long DBT CORP US Y 2 2026-03-15 Fixed 8.25000000 N N N N N N RECKITT BENCKISER TSY NL 54930007FVPKN1NNHV37 000000000 311000.00000000 PA 370888.96000000 0.095724396601 Long DBT CORP NL N 2 2026-05-19 Fixed 0.38000000 N N N N N N BANCO RESERVAS REP DOMIN 549300CKQT0JZ2EGNC56 059566AA7 946000.00000000 PA USD 946009.46000000 0.244159828153 Long DBT NUSS DO Y 2 2023-02-01 Fixed 7.00000000 N N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AD0 406000.00000000 PA USD 458643.71000000 0.118373413958 Long DBT CORP US N 2 2050-01-01 Fixed 2.96000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 525000.00000000 PA USD 557156.25000000 0.143798957628 Long DBT CORP US Y 2 2027-11-01 Fixed 5.13000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 5348.77000000 0.001380488059 N/A DFE NO N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 150844.77000000 USD 1421289.68000000 NOK 2020-10-16 5348.77000000 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 359000.00000000 PA USD 404772.50000000 0.104469551542 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 1090000.00000000 PA USD 1133600.00000000 0.292575912713 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N CONSOLIDATED ENERGY FIN 549300PUNIS0USNSL750 20914UAD8 805000.00000000 PA USD 762737.50000000 0.196858345292 Long DBT CORP LU Y 2 2025-06-15 Fixed 6.88000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 510000.00000000 PA USD 569925.00000000 0.147094501634 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BT2 339000.00000000 PA USD 377303.61000000 0.097379982415 Long DBT NUSS ID Y 2 2025-01-15 Fixed 4.13000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 000000000 1047000.00000000 PA USD 807498.75000000 0.208410977237 Long DBT CORP PE N 2 2030-03-22 Fixed 5.38000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 652000.00000000 PA USD 722210.13000000 0.186398454442 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BG8 312000.00000000 PA USD 340610.67000000 0.087909736816 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -68.00000000 NC -274817.29000000 -0.07092882802 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXU0 Comdty 2020-09-08 -11838058.81000000 EUR -274817.29000000 N N N NTPC Ltd 335800Q4TRGJXNLVMB81 000000000 613000.00000000 PA USD 646040.70000000 0.166739544330 Long DBT CORP IN N 2 2026-02-26 Fixed 4.25000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAB4 134547.34000000 PA USD 127231.33000000 0.032837705099 Long LON CORP US N 2 2023-06-27 Floating 1.91000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 151240.00000000 PA USD 146324.70000000 0.037765598672 Long LON CORP US N 2 2027-04-15 Floating 2.67000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 760000.00000000 PA USD 721772.00000000 0.186285375503 Long DBT CORP US Y 2 2024-07-31 Fixed 4.88000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 000000000 508000.00000000 PA USD 533400.00000000 0.137667600424 Long DBT CORP NL N 2 2024-11-07 Fixed 2.50000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AF4 405000.00000000 PA USD 447431.85000000 0.115479694681 Long DBT CORP US Y 2 2029-06-01 Fixed 5.88000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AF3 1115000.00000000 PA USD 1205616.05000000 0.311162858336 Long DBT CORP US N 2 2027-11-15 Fixed 4.63000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAU2 230000.00000000 PA USD 237475.00000000 0.061290988771 Long DBT CORP US Y 2 2027-09-01 Fixed 5.75000000 N N N N N N PETRA DIAMONDS US TREAS 635400LZYOO6WHAO2H58 71642QAB3 263000.00000000 PA USD 96468.40000000 0.024897962401 Long DBT CORP GB Y 2 2022-05-01 None 0.00000000 Y N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AC7 710000.00000000 PA USD 755610.40000000 0.195018880059 Long DBT CORP US Y 2 2027-10-15 Fixed 7.50000000 N N N N N N Sinopec Capital 2013 Ltd N/A 82937TAA0 666000.00000000 PA USD 699315.40000000 0.180489450802 Long DBT CORP VG Y 2 2023-04-24 Fixed 3.13000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 000000000 150000.00000000 PA 178049.60000000 0.045953620525 Long DBT CORP US N 2 2027-05-20 Fixed 0.25000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 400000.00000000 PA USD 363964.00000000 0.093937102588 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAG9 780000.00000000 PA USD 819000.00000000 0.211379386478 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 598000.00000000 PA USD 654810.00000000 0.169002852332 Long DBT CORP US N 2 2025-06-01 Fixed 5.38000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 460000.00000000 PA USD 440450.00000000 0.113677717673 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 352000.00000000 PA USD 386227.52000000 0.099683194406 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 230000.00000000 PA USD 238625.00000000 0.061587797434 Long DBT CORP CA Y 2 2027-12-15 Fixed 5.25000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAG2 960000.00000000 PA USD 960576.00000000 0.247919371851 Long DBT CORP US N 2 2023-07-15 Fixed 6.13000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 000000000 500000.00000000 PA 587540.58000000 0.151640985753 Long DBT CORP SE N 2 2030-02-18 Fixed 0.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 300000.00000000 PA 366630.07000000 0.094625200563 Long DBT CORP NL N 2 2031-05-26 Fixed 2.13000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 435000.00000000 PA USD 466537.50000000 0.120410757654 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N DEUTSCHE BAHN FIN GMBH 52990002BAIDUAIIYU29 000000000 212000.00000000 PA 251650.92000000 0.064949715600 Long DBT CORP DE N 2 2039-06-23 Fixed 0.88000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAB2 455000.00000000 PA USD 501637.50000000 0.129469874218 Long DBT CORP N/A Y 2 2030-01-15 Fixed 5.50000000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AN9 1205000.00000000 PA USD 1144991.00000000 0.295515867037 Long DBT CORP US Y 2 2026-03-15 Fixed 5.63000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 330000.00000000 PA 419005.29000000 0.108142956204 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 350000.00000000 PA 445014.68000000 0.114855836425 Long DBT CORP GB N 2 2044-07-03 Fixed 3.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AB7 55000.00000000 PA USD 60225.00000000 0.015543740599 Long DBT CORP US Y 2 2028-02-15 Fixed 5.88000000 N N N N N N REPSOL INTL FINANCE 5493002YCY6HTK0OUR29 000000000 287000.00000000 PA 338528.23000000 0.087372270528 Long DBT CORP NL N 2 2026-03-11 Fixed 3.75000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAL6 560000.00000000 PA USD 60989.60000000 0.015741079645 Long DBT CORP US N 2 2039-10-15 None 0.00000000 Y N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 1060000.00000000 PA USD 1005622.00000000 0.259545496202 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 602000.00000000 PA USD 826510.42000000 0.213317784490 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AU8 80000.00000000 PA USD 89200.00000000 0.023022028417 Long DBT CORP US Y 2 2025-07-01 Fixed 9.38000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 379000.00000000 PA USD 423781.43000000 0.109375651617 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369AE6 420000.00000000 PA USD 441000.00000000 0.113819669642 Long DBT CORP US N 2 2026-06-01 Fixed 4.88000000 N N N N N N ADANI GREEN ENERGY UP N/A 00654AAA4 1601000.00000000 PA USD 1686653.50000000 0.435315973177 Long DBT CORP IN Y 2 2024-12-10 Fixed 6.25000000 N N N N N N GENESIS ENERGY LP/GENESI N/A 37185LAF9 180000.00000000 PA USD 166275.00000000 0.042914661155 Long DBT CORP US N 2 2024-06-15 Fixed 5.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 48.00000000 NC USD 36205.58000000 0.009344460668 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU0 Comdty 2020-09-30 6017794.42000000 USD 36205.58000000 N N N MSCI INC 549300HTIN2PD78UB763 55354GAD2 890000.00000000 PA USD 934500.00000000 0.241189299956 Long DBT CORP US Y 2 2026-08-01 Fixed 4.75000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BT7 445000.00000000 PA USD 460557.20000000 0.118867275182 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 250000.00000000 PA 292751.36000000 0.075557512658 Long DBT CORP ES N 2 2026-11-02 Fixed 1.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3868.97000000 0.000998559835 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 112311.87000000 USD 98477.46000000 EUR 2020-10-16 3868.97000000 N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 478000.00000000 PA USD 509070.00000000 0.131388161507 Long DBT CORP US Y 2 2024-07-15 Fixed 4.25000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 726000.00000000 PA USD 801165.51000000 0.206776402895 Long DBT CORP N/A Y 2 2030-05-01 Fixed 3.40000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAL0 1340000.00000000 PA USD 1541000.00000000 0.397723607525 Long DBT CORP US N 2 2025-02-15 Fixed 5.88000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 570000.00000000 PA USD 629850.00000000 0.162560813887 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 293000.00000000 PA USD 410411.82000000 0.105925028956 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N F-BRASILE SPA/F-BRASILE N/A 30191BAB7 605000.00000000 PA USD 485694.00000000 0.125354944733 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.38000000 N N N N N N LVMH MOET HENNESSY VUITT IOG4E947OATN0KJYSD45 000000000 200000.00000000 PA 236095.71000000 0.060935001624 Long DBT CORP FR N 2 2031-02-11 Fixed 0.38000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAP7 310955.41000000 PA USD 303287.56000000 0.078276847813 Long LON CORP US N 2 2024-04-01 Floating 3.75000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 251000.00000000 PA USD 268915.61000000 0.069405636943 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 940000.00000000 PA USD 983963.80000000 0.253955634140 Long DBT CORP N/A Y 2 2027-08-15 Fixed 5.25000000 N N N N N N Loomis Sayles Ltd 549300SUQAYPCZFFGP18 54347LAN2 2333602.00000000 PA USD 2303178.83000000 0.594437763170 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 1.18000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 1025000.00000000 PA USD 1095366.25000000 0.282707992545 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253657AA8 289000.00000000 PA USD 305704.20000000 0.078900569279 Long DBT CORP US Y 2 2025-07-15 Fixed 9.38000000 N N N N N N PriSo Acquisition Corp N/A 74273XAA0 734000.00000000 PA USD 689960.00000000 0.178074873620 Long DBT CORP US Y 2 2023-05-15 Fixed 9.00000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AJ9 1317000.00000000 PA USD 1311073.50000000 0.338380845004 Long DBT CORP US Y 2 2028-03-01 Fixed 4.63000000 N N N N N N Flex Acquisition Co Inc 549300HHED2KGPBEDW39 33936YAA3 635000.00000000 PA USD 644525.00000000 0.166348350513 Long DBT CORP US Y 2 2025-01-15 Fixed 6.88000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 248000.00000000 PA 307081.01000000 0.079255916352 Long DBT CORP IT N 2 2026-05-18 Fixed 1.25000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 1215000.00000000 PA USD 1295979.75000000 0.334485231311 Long DBT CORP FR Y 2 2026-05-01 Fixed 7.38000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBJ6 350000.00000000 PA USD 358312.50000000 0.092478481584 Long DBT CORP US Y 2 2026-11-01 Fixed 10.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 593000.00000000 PA USD 553980.60000000 0.142979339864 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.13000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAB5 600000.00000000 PA USD 639000.00000000 0.164922378461 Long DBT CORP IE Y 2 2028-01-15 Fixed 5.00000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAG8 520000.00000000 PA USD 543400.00000000 0.140248545314 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 286000.00000000 PA USD 299156.00000000 0.077210514946 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BC9 238000.00000000 PA USD 267071.64000000 0.068929718448 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAH5 530000.00000000 PA USD 604200.00000000 0.155940690244 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 471000.00000000 PA USD 553372.97000000 0.142822513910 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AQ5 235000.00000000 PA USD 245575.00000000 0.063381554132 Long DBT CORP US Y 2 2028-03-01 Fixed 5.75000000 N N N N N N UMBS, TBA N/A 01F030488 1850000.00000000 PA USD 1941560.53000000 0.501106072823 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 3.00000000 N N N N N N CHINA CONSTRUCTION BANK 5493001KQW6DM7KEDR62 000000000 964000.00000000 PA USD 1039890.05000000 0.268389891055 Long DBT CORP CN N 2 2029-02-27 Fixed 4.25000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A 432891AH2 1075000.00000000 PA USD 1092468.75000000 0.281960163763 Long DBT CORP US N 2 2025-04-01 Fixed 4.63000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BY7 492000.00000000 PA USD 479088.44000000 0.123650086100 Long DBT NUSS UA Y 2 2033-03-15 Fixed 7.25000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AF2 599000.00000000 PA USD 558747.20000000 0.144209573055 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Team Health Holdings Inc 549300PVTQ4UDTTMQT11 88047PAA2 200000.00000000 PA USD 116000.00000000 0.029938960722 Long DBT CORP US Y 2 2025-02-01 Fixed 6.38000000 N N N N N N CNP ASSURANCES 969500QKVPV2H8UXM738 000000000 300000.00000000 PA 350571.01000000 0.090480445678 Long DBT CORP FR N 2 2050-07-27 Fixed 2.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAK5 942000.00000000 PA USD 1119802.50000000 0.289014854001 Long DBT NUSS SA Y 2 2029-04-16 Fixed 4.38000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAT7 1050000.00000000 PA USD 1136625.00000000 0.293356648542 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 700000.00000000 PA USD 710500.00000000 0.183376134423 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4252.55000000 -0.00109755971 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 304000.00000000 GBP 393836.13000000 USD 2020-10-16 -4252.55000000 N N N REYNOLDS GRP ISS/REYNOLD N/A 761735AV1 230000.00000000 PA USD 234312.50000000 0.060474764950 Long DBT CORP US Y 2 2024-07-15 Fixed 7.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AW6 123000.00000000 PA USD 141889.56000000 0.036620913480 Long DBT CORP US Y 2 2030-05-15 Fixed 4.50000000 N N N N N N REPUBLIC OF ICELAND 254900IPCJWRC6XAJN15 000000000 200000.00000000 PA 240152.39000000 0.061982008375 Long DBT NUSS IS N 2 2026-06-03 Fixed 0.63000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 300000.00000000 PA 359445.04000000 0.092770783917 Long DBT CORP AU N 2 2025-03-05 Fixed 1.25000000 N N N N N N CREST LTD 549300MJZTHEPDTYM573 22608WAR0 3201269.22000000 PA USD 73606.78000000 0.018997504269 Long ABS-CBDO CORP KY N 2 2040-01-28 Fixed 7.00000000 Y N Y N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 1125000.00000000 PA USD 1070316.14000000 0.276242697205 Long DBT CORP KY N 2 2023-10-01 Fixed 5.13000000 N N N N N N Videotron Ltd 549300LW4GNJRBECSD81 92660FAG9 165000.00000000 PA USD 179025.00000000 0.046205365890 Long DBT CORP CA Y 2 2024-06-15 Fixed 5.38000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 513000.00000000 PA USD 540702.00000000 0.139552206383 Long DBT CORP US N 2 2027-11-15 Fixed 5.38000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 162000.00000000 PA USD 183408.97000000 0.047336844387 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N Afren PLC 213800B4XZJ3ZDM7CL47 00830FAB8 326905.06000000 PA USD 268.06000000 0.000069184808 Long DBT CORP GB Y 2 2016-02-01 None 0.00000000 Y N N N N N GRINDING MED/MOLY-COP N/A 398545AA1 630000.00000000 PA USD 640237.50000000 0.165241770391 Long DBT CORP US Y 2 2023-12-15 Fixed 7.38000000 N N N N N N MF1 Ltd N/A 59319WAB7 571500.00000000 PA USD 573285.94000000 0.147961941726 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 3.02000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAF0 535000.00000000 PA USD 548375.00000000 0.141532565397 Long DBT CORP US N 2 2024-12-01 Fixed 5.38000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 085770AA3 520000.00000000 PA USD 549250.00000000 0.141758398075 Long DBT CORP US Y 2 2026-07-15 Fixed 4.88000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAF8 1000000.00000000 PA USD 1068740.00000000 0.275835904157 Long DBT CORP US N 2 2027-06-01 Fixed 4.88000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 300000.00000000 PA 366203.89000000 0.094515205853 Long DBT CORP AT N 2 2027-05-13 Fixed 0.88000000 N N N N N N CHANGE HEALTH / FIN INC N/A 15911NAA3 235000.00000000 PA USD 240287.50000000 0.062016879521 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 000000000 293000.00000000 PA 349148.68000000 0.090113350144 Long DBT CORP LU N 2 2028-07-02 Fixed 2.00000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAB6 870000.00000000 PA USD 826576.78000000 0.213334911641 Long DBT CORP KY Y 2 2024-02-15 Fixed 5.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 14000000.00000000 NC 29373.66000000 0.007581179767 N/A DCR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 14000000.00000000 OU Notional Amount N/A 29373.66000000 0.01000000 DCR DE iTraxx Europe Crossover S33.V1 2I667KHL5 buy protection 2025-06-20 0.00000000 N/A 0.00000000 N/A 14000000.00000000 EUR 1.00000000 475.00000000 EUR 2020-08-19 XXXX -128087.68000000 N N N JSC HALYK BANK 213800NYDTVQM4SDUD67 000000000 910652.63000000 PA USD 906527.37000000 0.233969718311 Long DBT CORP KZ N 2 2022-12-21 Fixed 5.50000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BQ1 679000.00000000 PA USD 765524.25000000 0.197577590109 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N SENSATA TECH INC N/A 81728UAA2 1405000.00000000 PA USD 1501509.45000000 0.387531314203 Long DBT CORP US Y 2 2030-02-15 Fixed 4.38000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BAM4 690000.00000000 PA USD 694623.00000000 0.179278368222 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 300000.00000000 PA USD 198000.00000000 0.051102708819 Long DBT CORP BM Y 2 2024-12-15 Fixed 3.63000000 N N N N N N CONTINENTAL AG 529900A7YD9C0LLXM621 000000000 184000.00000000 PA 233646.70000000 0.060302925639 Long DBT CORP DE N 2 2026-08-27 Fixed 2.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBF6 1070000.00000000 PA USD 1081021.00000000 0.279005562577 Long DBT CORP US Y 2 2025-02-15 Fixed 6.63000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 300000.00000000 PA 397465.05000000 0.102583538969 Long DBT CORP FR N 2 2030-10-02 Fixed 2.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 638000.00000000 PA USD 706288.80000000 0.182289246911 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N US Renal Care Inc 54930058SS5MF69JGN89 07335BAA4 420000.00000000 PA USD 447300.00000000 0.115445664923 Long DBT CORP US Y 2 2027-07-15 Fixed 10.63000000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAA3 775000.00000000 PA USD 805837.25000000 0.207982153243 Long DBT CORP US Y 2 2023-07-15 Fixed 8.13000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 490000.00000000 PA 607146.51000000 0.156701168237 Long DBT CORP IT N 2 2025-05-26 Fixed 2.13000000 N N N N N N DISH DBS Corp N/A 25470XAY1 750000.00000000 PA USD 845700.00000000 0.218270509334 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAC5 314000.00000000 PA USD 358757.71000000 0.092593387831 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FX7 839000.00000000 PA USD 966617.50000000 0.249478649706 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B118 332.00000000 NS USD 41.50000000 0.000010710921 N/A DE US N 2 N/A N/A Call Purchased APPVION HLDG APPVION HLDG 1.00000000 11.50000000 USD 2023-06-13 XXXX 41.50000000 N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 230000.00000000 PA USD 221950.00000000 0.057284071830 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8274.33000000 -0.00213555897 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 456608.02000000 EUR 530418.52000000 USD 2020-10-16 -8274.33000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BAF7 1300000.00000000 PA USD 1458600.00000000 0.376456621633 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 170000.00000000 PA USD 187442.00000000 0.048377747204 Long DBT CORP US Y 2 2027-07-01 Fixed 6.50000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAB1 1750000.00000000 PA USD 1868125.00000000 0.482152767235 Long DBT CORP US N 2 2025-10-15 Fixed 5.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 710000.00000000 PA USD 747459.01000000 0.192915051223 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AR3 1046000.00000000 PA USD 1137533.94000000 0.293591240947 Long DBT CORP TH Y 2 2024-03-19 Fixed 4.05000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AA2 1215000.00000000 PA USD 1272712.50000000 0.328480082312 Long DBT CORP US Y 2 2024-11-01 Fixed 4.63000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10002.07000000 -0.00258147914 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 199176.00000000 EUR 225012.97000000 USD 2020-10-23 -10002.07000000 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 894000.00000000 PA USD 983541.91000000 0.253846746656 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 000000000 200000.00000000 PA 233494.00000000 0.060263514611 Long DBT CORP US N 2 2027-12-01 Fixed 0.63000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 298000.00000000 PA USD 325565.00000000 0.084026532306 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 1000000.00000000 PA USD 877500.00000000 0.226477914084 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -367095.23000000 -0.09474525579 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7900939.15000000 GBP 9979202.18000000 USD 2020-10-16 -367095.23000000 N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740LAC7 325000.00000000 PA USD 358718.75000000 0.092583332470 Long DBT CORP US Y 2 2026-11-15 Fixed 8.25000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 368266AT9 492000.00000000 PA USD 553612.18000000 0.142884252693 Long DBT CORP LU Y 2 2028-02-06 Fixed 4.95000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1154050.00000000 0.297853945013 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAB7 1690000.00000000 PA USD 1732250.00000000 0.447084178544 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 238000.00000000 PA USD 253734.18000000 0.065487393525 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.38000000 N N N N N N AI Candelaria Spain SLU N/A 001355AA4 1248000.00000000 PA USD 1329120.00000000 0.343038547199 Long DBT CORP ES Y 2 2028-12-15 Fixed 7.50000000 N N N N N N LA BANQUE POSTALE 96950066U5XAAIRCPA78 000000000 400000.00000000 PA 469045.81000000 0.121058138642 Long DBT CORP FR N 2 2026-06-17 Fixed 0.50000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 210383AG0 275000.00000000 PA USD 283250.00000000 0.073105264005 Long DBT CORP FR Y 2 2026-02-15 Fixed 5.88000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAP0 570000.00000000 PA USD 356962.50000000 0.092130054024 Long DBT CORP LU N 2 2023-08-01 None 0.00000000 Y N N N N N ALLIED UNIVERSAL N/A 019576AB3 615000.00000000 PA USD 683584.80000000 0.176429469633 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAS8 240000.00000000 PA USD 245258.40000000 0.063299841417 Long DBT CORP US Y 2 2027-02-15 Fixed 4.38000000 N N N N N N UPJOHN FINANCE BV 254900OG32E8F3XO5O83 000000000 263000.00000000 PA 319184.81000000 0.082379840428 Long DBT CORP NL N 2 2027-06-23 Fixed 1.36000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 300000.00000000 PA 357125.42000000 0.092172102778 Long DBT CORP JE N 2 2030-02-11 Fixed 1.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAD3 640000.00000000 PA USD 597338.83000000 0.154169860079 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 20396.84000000 0.005264311996 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 871638.62000000 USD 681201.94000000 GBP 2020-10-16 20396.84000000 N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 685000.00000000 PA USD 700412.50000000 0.180772606266 Long DBT CORP LU Y 2 2027-06-30 Variable 6.50000000 N N Y N N N Republic of Kenya 549300VVURQQYU45PR87 491798AK0 1046000.00000000 PA USD 1031289.06000000 0.266170022936 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N Digicel Intl Finance Ltd N/A 25381VAA5 400000.00000000 PA USD 402500.00000000 0.103883031816 Long DBT CORP N/A Y 2 2024-05-25 Fixed 8.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 211000.00000000 PA USD 236997.59000000 0.061167771881 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 200000.00000000 PA 228522.43000000 0.058980379792 Long DBT CORP DE N 2 2024-02-22 Fixed 2.88000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 515000.00000000 PA USD 514191.45000000 0.132709979528 Long DBT CORP US N 2 2027-05-01 Fixed 8.38000000 N N N N N N Emera US Finance LP N/A 29103DAF3 142000.00000000 PA USD 144414.62000000 0.037272617550 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N CNPC HK OVERSEAS CAPITAL N/A 12622NAB8 1242000.00000000 PA USD 1271881.55000000 0.328265618696 Long DBT CORP VG Y 2 2021-04-28 Fixed 4.50000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 200000.00000000 PA USD 242250.00000000 0.062523389956 Long DBT CORP US Y 2 2029-11-15 Fixed 5.38000000 N N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 31620MAM8 180000.00000000 PA USD 199318.54000000 0.051443016726 Long DBT CORP US N 2 2024-06-05 Fixed 3.88000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1087000.00000000 PA USD 1072053.75000000 0.276691164770 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.59000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BN0 820000.00000000 PA USD 824272.20000000 0.212740112243 Long DBT CORP US N 2 2023-03-15 Fixed 5.13000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 392000.00000000 PA USD 435228.20000000 0.112329999870 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8062.55000000 0.002080899722 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 337724.66000000 USD 264060.04000000 GBP 2020-10-16 8062.55000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 371000.00000000 PA USD 395794.98000000 0.102152503105 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAT5 289000.00000000 PA USD 283075.50000000 0.073060226516 Long LON CORP US N 2 2023-11-01 Floating 2.29000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBC1 530000.00000000 PA USD 590287.50000000 0.152349950666 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AD1 1151000.00000000 PA USD 1126679.37000000 0.290789736250 Long DBT CORP US Y 2 2025-11-01 Fixed 4.88000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22300.89000000 0.005755736808 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1919824.50000000 USD 1646188.61000000 EUR 2020-10-16 22300.89000000 N N N ILIAD SA 969500FZ9BTRZS3JNB97 000000000 300000.00000000 PA 355930.27000000 0.091863641149 Long DBT CORP FR N 2 2026-06-17 Fixed 2.38000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 470000.00000000 PA USD 502900.00000000 0.129795718510 Long DBT CORP US Y 2 2025-07-15 Fixed 6.75000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -22232.64000000 -0.00573812185 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 609115.50000000 EUR 696384.09000000 USD 2020-10-16 -22232.64000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 287000.00000000 PA USD 364663.97000000 0.094117760988 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 681.47000000 0.000175883651 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 35157.61000000 USD 42694000.00000000 KRW 2020-09-14 681.47000000 N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 460000.00000000 PA USD 464738.00000000 0.119946316621 Long DBT CORP US Y 2 2027-12-15 Fixed 4.38000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 984000.00000000 PA USD 1313640.00000000 0.339043244510 Long DBT CORP KZ Y 2 2048-10-24 Fixed 6.38000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 830000.00000000 PA USD 813400.00000000 0.209934057340 Long DBT CORP US Y 2 2025-10-15 Fixed 5.63000000 N N N N N N Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth N/A 74527JAD9 285000.00000000 PA USD 292125.00000000 0.075395852594 Long DBT MUN PR N 2 2022-06-01 Fixed 9.12000000 N N N N N N OMV AG 549300V62YJ9HTLRI486 000000000 223000.00000000 PA 264841.72000000 0.068354188385 Long DBT CORP AT N 2 2030-06-16 Fixed 0.75000000 N N N N N N SRS Distribution Inc 549300ZQ3XP75BCYM468 78471RAA4 485000.00000000 PA USD 504400.00000000 0.130182860244 Long DBT CORP US Y 2 2026-07-01 Fixed 8.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 900000.00000000 PA USD 922896.00000000 0.238194371506 Long DBT CORP GB N 2 2022-03-15 Fixed 7.88000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 980000.00000000 PA USD 1053745.00000000 0.271965777295 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 610000.00000000 PA 722355.34000000 0.186435932342 Long DBT CORP IT N 2 2027-07-22 Fixed 2.20000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAD3 1130000.00000000 PA USD 1201190.00000000 0.310020519223 Long DBT CORP US Y 2 2026-05-01 Fixed 7.00000000 N N N N N N SUNCOKE ENGY PART FIN CO N/A 86723CAF5 305000.00000000 PA USD 280600.00000000 0.072421313609 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 91337CAA4 857000.00000000 PA USD 899850.00000000 0.232246325913 Long DBT CORP US Y 2 2027-12-01 Fixed 5.13000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 557000.00000000 PA USD 651060.07000000 0.168035016065 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N MTS SYSTEMS CORP 549300E7ZL4ZDETLML64 553777AA1 810000.00000000 PA USD 788494.50000000 0.203506085045 Long DBT CORP US Y 2 2027-08-15 Fixed 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -458.00000000 NC USD -656462.39000000 -0.16942932508 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU0 Comdty 2020-09-21 -63499318.86000000 USD -656462.39000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 879.08000000 0.000226885703 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 55043.72000000 USD 74892.76000000 CAD 2020-10-16 879.08000000 N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 235825AE6 95000.00000000 PA USD 97137.50000000 0.025070653423 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 331000.00000000 PA USD 465261.94000000 0.120081542648 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N AUCHAN HOLDING SA 969500ASEC557H5A4F22 000000000 300000.00000000 PA 359844.49000000 0.092873879760 Long DBT CORP FR N 2 2026-01-29 Fixed 2.88000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 7269420.18300000 NS USD 7270147.13000000 1.876384908363 Long STIV RF US N 1 N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAY6 185000.00000000 PA USD 186457.80000000 0.048123730608 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 997000.00000000 PA USD 1057817.00000000 0.273016738054 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N NATURGY FINANCE BV 2138005FTXOJUBQ5J563 000000000 500000.00000000 PA 619598.51000000 0.159914960814 Long DBT CORP NL N 2 2026-01-15 Fixed 1.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 300000.00000000 PA USD 403255.64000000 0.104078058336 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 866.73000000 0.000223698236 N/A DFE HK N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2556132.34000000 USD 19818000.00000000 HKD 2020-10-16 866.73000000 N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AG2 400000.00000000 PA USD 560141.05000000 0.144569318059 Long DBT CORP US N 2 2048-11-15 Fixed 6.02000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 29265WAA6 500000.00000000 PA USD 580000.00000000 0.149694803611 Long DBT CORP IT Y 2 2073-09-24 Fixed 8.75000000 N N N N N N Regionalcare/Lifepoint N/A 53219LAR0 920000.00000000 PA USD 1021384.00000000 0.263613581537 Long DBT CORP US Y 2 2026-12-01 Fixed 9.75000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 350000.00000000 PA 454472.85000000 0.117296937978 Long DBT CORP IT N 2 2030-01-15 Fixed 2.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 210000.00000000 PA USD 244900.54000000 0.063207479723 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216KAA0 1366000.00000000 PA USD 1442195.48000000 0.372222705427 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.38000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBB6 257000.00000000 PA USD 300559.06000000 0.077572637000 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 83001WAC8 460000.00000000 PA USD 493722.60000000 0.127427082147 Long DBT CORP US Y 2 2025-07-01 Fixed 7.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 273000.00000000 PA USD 360731.17000000 0.093102726982 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 927320AA9 821000.00000000 PA USD 972172.76000000 0.250912431697 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 550000.00000000 PA USD 617546.86000000 0.159385441256 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N FERRARI NV 549300RIVY5EX8RCON76 000000000 441000.00000000 PA 524836.19000000 0.135457328258 Long DBT CORP NL N 2 2025-05-27 Fixed 1.50000000 N N N N N N BANCA MONTE DEI PASCHI S J4CP7MHCXR8DAQMKIL78 000000000 625000.00000000 PA 723070.28000000 0.186620454416 Long DBT CORP IT N 2 2025-04-28 Fixed 2.63000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 533000.00000000 PA USD 631391.80000000 0.162958743970 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 537534.36000000 PA USD 656598.22000000 0.169464382059 Long DBT CORP KY N 2 2034-07-05 Fixed 5.88000000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 36190CAA5 530000.00000000 PA USD 571075.00000000 0.147391310297 Long DBT CORP CL Y 2 2029-07-31 Fixed 4.63000000 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 455000.00000000 PA USD 436800.00000000 0.112735672788 Long DBT CORP US Y 2 2027-10-01 Fixed 11.00000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A 701885AH8 460000.00000000 PA USD 481850.00000000 0.124362829517 Long DBT CORP US Y 2 2027-10-15 Fixed 5.63000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -9.00000000 NC -17818.76000000 -0.00459892375 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short United Kingdom Gilt G U0 Comdty 2020-09-28 -1233337.50000000 GBP -17818.76000000 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 000000000 423000.00000000 PA 515653.89000000 0.133087427232 Long DBT CORP JP N 2 2032-07-09 Fixed 1.38000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048AU3 900000.00000000 PA USD 915750.00000000 0.236350028288 Long DBT CORP US N 2 2025-03-15 Fixed 4.75000000 N N N N N N ABERTIS INFRAESTRUCTURAS 549300GKFVWI02JQ5332 000000000 500000.00000000 PA 695627.42000000 0.179537603488 Long DBT CORP ES N 2 2026-11-27 Fixed 3.38000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 150837.82000000 PA USD 146187.04000000 0.037730069385 Long LON CORP US N 2 2025-04-16 Floating 1.91000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 901000.00000000 PA USD 997919.57000000 0.257557541467 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 1800000.00000000 PA USD 1915875.00000000 0.494476779084 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 209000.00000000 PA USD 251399.22000000 0.064884753217 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 000000000 950000.00000000 PA 1072545.27000000 0.276818023373 Long DBT CORP US N 2 2026-05-22 Fixed 1.38000000 N N N N N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466CAC0 950000.00000000 PA USD 1020062.50000000 0.263272509670 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 343000.00000000 PA USD 338712.50000000 0.087419829600 Long DBT CORP BM Y 2 2026-02-01 Fixed 10.25000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BN8 655000.00000000 PA USD 682156.30000000 0.176060781656 Long DBT CORP US Y 2 2025-10-15 Fixed 6.00000000 N N N N N N IAA Inc 549300PZCOPC5178W747 449253AB9 1050000.00000000 PA USD 1119562.50000000 0.288952911324 Long DBT CORP US Y 2 2027-06-15 Fixed 5.50000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BY7 735000.00000000 PA USD 894689.30000000 0.230914377683 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAY6 1027000.00000000 PA USD 1163801.03000000 0.300370632118 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAK1 675000.00000000 PA USD 709587.00000000 0.183140494155 Long DBT CORP US Y 2 2025-06-15 Fixed 4.63000000 N N N N N N TMS INTL HOLDING CORP N/A 87261QAB9 790000.00000000 PA USD 655700.00000000 0.169232556427 Long DBT CORP US Y 2 2025-08-15 Fixed 7.25000000 N N N N N N CREDIT ACCEPTANC N/A 225310AN1 805000.00000000 PA USD 819490.00000000 0.211505852778 Long DBT CORP US Y 2 2024-12-31 Fixed 5.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -927.25000000 -0.00023931811 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 150000.00000000 EUR 176038.38000000 USD 2020-10-16 -927.25000000 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 500000.00000000 PA 604477.15000000 0.156012221132 Long DBT CORP FI N 2 2024-06-07 Fixed 1.50000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AN4 880000.00000000 PA USD 817308.80000000 0.210942897078 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CT5 856000.00000000 PA USD 867342.00000000 0.223856190265 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.63000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 1061000.00000000 PA USD 1100681.40000000 0.284079803468 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AR9 345000.00000000 PA USD 363975.00000000 0.093939941628 Long DBT CORP US Y 2 2025-05-01 Fixed 6.38000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 16788.17000000 0.004332934157 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1318861.24000000 USD 1132126.10000000 EUR 2020-10-16 16788.17000000 N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137TAL9 1185000.00000000 PA USD 1256337.00000000 0.324253656008 Long DBT CORP CA Y 2 2026-04-01 Fixed 6.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 824000.00000000 PA USD 722648.00000000 0.186511466276 Long DBT NUSS UA N 2 2040-05-31 None 0.00000000 N N N N N N CAPGEMINI SE 96950077L0TN7BAROX36 000000000 300000.00000000 PA 391357.85000000 0.101007304306 Long DBT CORP FR N 2 2029-04-15 Fixed 2.00000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 827048AW9 358000.00000000 PA USD 366950.00000000 0.094707772733 Long DBT CORP US N 2 2028-02-01 Fixed 4.13000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 1200000.00000000 PA USD 1260000.00000000 0.325199056121 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 300000.00000000 PA 324015.35000000 0.083626576181 Long DBT CORP ES N 2 2034-12-04 Fixed 1.88000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 135000.00000000 PA USD 167013.13000000 0.043105168441 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAJ1 423000.00000000 PA USD 447360.98000000 0.115461403524 Long DBT CORP CL Y 2 2026-08-05 Fixed 3.75000000 N N N N N N CCM Merger Inc 549300P77RSBKKFME089 14985VAD3 790000.00000000 PA USD 774200.00000000 0.199816753372 Long DBT CORP US Y 2 2022-03-15 Fixed 6.00000000 N N N N N N GARDA WORLD SECURITY COR N/A 36257BAA7 361000.00000000 PA USD 393490.00000000 0.101557600470 Long DBT CORP CA Y 2 2027-11-01 Fixed 9.50000000 N N N N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 127000.00000000 PA 153522.24000000 0.039623244080 Long DBT CORP NL N 2 2029-05-07 Fixed 0.63000000 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 600000.00000000 PA USD 657000.00000000 0.169568079263 Long DBT CORP NL Y 2 2027-08-15 Fixed 8.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 480000.00000000 PA USD 412800.00000000 0.106541405053 Long DBT CORP US N 2 2027-06-01 Fixed 5.88000000 N N N N N N UNIVERSITY OF PENNSYLVAN 549300FG60YK9HZ7DS75 91481CAD2 966000.00000000 PA USD 1026541.75000000 0.264944768388 Long DBT CORP US N 2 2050-10-01 Fixed 2.40000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AY8 230000.00000000 PA USD 242445.36000000 0.062573811295 Long DBT CORP LR Y 2 2023-06-01 Fixed 10.88000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 470000.00000000 PA USD 580450.00000000 0.149810946131 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 658000.00000000 PA USD 686286.21000000 0.177126688667 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 779113.00000000 PA USD 835966.12000000 0.215758248550 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAB8 780000.00000000 PA USD 848250.00000000 0.218928650281 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAE9 396000.00000000 PA USD 441493.09000000 0.113946933453 Long DBT CORP GB Y 2 2027-06-26 Fixed 3.00000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAC6 1015491.08000000 PA USD 1123041.74000000 0.289850883994 Long DBT CORP PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N APT Pipelines Ltd 261700SS8OEHDOCOUJ33 00205GAC1 542000.00000000 PA USD 672502.02000000 0.173569065193 Long DBT CORP AU Y 2 2035-03-23 Fixed 5.00000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 333000.00000000 PA USD 345487.50000000 0.089168419763 Long DBT CORP US Y 2 2029-01-15 Fixed 5.25000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 767000.00000000 PA USD 852073.25000000 0.219915410036 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 635000.00000000 PA USD 636587.50000000 0.164299725506 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 363000.00000000 PA USD 321149.97000000 0.082887037394 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 1108000.00000000 PA USD 894710.00000000 0.230919720239 Long DBT CORP CA Y 2 2025-03-15 Fixed 7.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DAZ4 863000.00000000 PA USD 973656.79000000 0.251295451661 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N VOLKSWAGEN FIN SERV NV 529900ZTQC8D1TW6BL41 000000000 200000.00000000 PA 263884.43000000 0.068107117111 Long DBT CORP NL N 2 2024-02-10 Fixed 1.63000000 N N N N N N BANKINTER SA VWMYAEQSTOPNV0SUGU82 000000000 400000.00000000 PA 465384.74000000 0.120113236651 Long DBT CORP ES N 2 2026-07-08 Fixed 0.88000000 N N N N N N SELP FINANCE SARL 549300Y4VYEJE1MH6D45 000000000 460000.00000000 PA 547871.91000000 0.141402720640 Long DBT CORP LU N 2 2026-12-20 Fixed 1.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 360000.00000000 PA 429608.97000000 0.110879707575 Long DBT CORP US N 2 2032-03-19 Fixed 0.88000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272WAA7 780000.00000000 PA USD 830700.00000000 0.214399091999 Long DBT CORP US Y 2 2026-07-15 Fixed 6.38000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 000000000 1306000.00000000 PA USD 1381213.79000000 0.356483667309 Long DBT CORP CL N 2 2026-08-05 Fixed 3.75000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 1340000.00000000 PA USD 1380200.00000000 0.356222013697 Long DBT CORP US Y 2 2027-11-15 Fixed 4.63000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 420000.00000000 PA USD 448700.83000000 0.115807211426 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AF3 488000.00000000 PA USD 851702.50000000 0.219819721504 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.63000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 190000.00000000 PA USD 191900.00000000 0.049528332436 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N KFC HLD/PIZZA HUT/TACO N/A 48250NAB1 395000.00000000 PA USD 414631.50000000 0.107014105109 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AD9 1470000.00000000 PA USD 1498297.50000000 0.386702327610 Long DBT CORP US Y 2 2024-10-01 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4273.78000000 0.001103039065 N/A DFE NZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 294841.25000000 USD 451000.00000000 NZD 2020-10-16 4273.78000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -33060.63000000 -0.00853276640 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 32899000.00000000 MXN 1431654.90000000 USD 2020-10-16 -33060.63000000 N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 58406LAA9 498000.00000000 PA USD 453634.05000000 0.117080448320 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.38000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAB7 320000.00000000 PA USD 319401.60000000 0.082435792733 Long DBT CORP US Y 2 2024-06-15 Fixed 5.88000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250AE4 1495000.00000000 PA USD 1681875.00000000 0.434082668661 Long DBT CORP US Y 2 2026-05-15 Fixed 5.25000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 555000.00000000 PA USD 588300.00000000 0.151836987869 Long DBT CORP US Y 2 2025-06-15 Fixed 3.63000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAA1 685000.00000000 PA USD 727812.50000000 0.187844395264 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1011000.00000000 PA 1102078.27000000 0.284440327917 Long DBT NUSS EG Y 2 2031-04-11 Fixed 6.38000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 300000.00000000 PA 359920.95000000 0.092893613665 Long DBT CORP FR N 2 2030-06-05 Fixed 1.63000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 1152000.00000000 PA USD 1382952.96000000 0.356932537501 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N JAMES HARDIE INTL FIN 635400G32A4Q1LVQ8M88 47032FAA7 560000.00000000 PA USD 575400.00000000 0.148507568962 Long DBT CORP IE Y 2 2025-01-15 Fixed 4.75000000 N N N N N N WATCO COS LLC/FINANCE CO N/A 941130AB2 590000.00000000 PA USD 629825.00000000 0.162554361525 Long DBT CORP US Y 2 2027-06-15 Fixed 6.50000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 1669000.00000000 PA USD 705152.50000000 0.181995974144 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 N N N N N N LABL ESCROW ISSUER LLC N/A 50168AAB6 290000.00000000 PA USD 313200.00000000 0.080835193950 Long DBT CORP US Y 2 2026-07-15 Fixed 6.75000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAA5 422000.00000000 PA USD 450970.30000000 0.116392949125 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 400000.00000000 PA USD 458500.00000000 0.118336323199 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.38000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 1170000.00000000 PA USD 1117350.00000000 0.288381877267 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.88000000 N N N N N N HADRIAN MERGER SUB N/A 42239PAA7 460000.00000000 PA USD 424350.00000000 0.109522396400 Long DBT CORP US Y 2 2026-05-01 Fixed 8.50000000 N N N N N N KAR Auction Services Inc 5493004HKD20LBSG7D03 48238TAA7 785000.00000000 PA USD 788925.00000000 0.203617194722 Long DBT CORP US Y 2 2025-06-01 Fixed 5.13000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032XAD6 700000.00000000 PA USD 775731.02000000 0.200211901196 Long DBT CORP KY N 2 2025-02-11 Fixed 3.80000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AL0 290000.00000000 PA USD 321212.41000000 0.082903152814 Long DBT CORP US N 2 2027-12-01 Fixed 3.48000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AE7 845000.00000000 PA USD 893587.50000000 0.230630009175 Long DBT CORP US Y 2 2026-05-15 Fixed 5.88000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AU0 400000.00000000 PA USD 440276.03000000 0.113632816975 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 1002000.00000000 PA USD 1184824.92000000 0.305796782264 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.38000000 N N N N N N SAN MIGUEL INDUSTRIAS 529900U7G8NTVARTF926 000000000 839000.00000000 PA USD 846467.10000000 0.218468493617 Long DBT CORP PE N 2 2022-09-18 Fixed 4.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 475000.00000000 PA USD 504687.50000000 0.130257062409 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAW0 602000.00000000 PA USD 705339.52000000 0.182044242975 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 342000.00000000 PA USD 371134.98000000 0.095787893007 Long DBT CORP US Y 2 2027-12-15 Fixed 5.88000000 N N N N N N CDK Global Inc 5493000L10CYRTHIJ385 12508EAJ0 295000.00000000 PA USD 323039.75000000 0.083374779198 Long DBT CORP US Y 2 2029-05-15 Fixed 5.25000000 N N N N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAF9 595000.00000000 PA USD 610148.70000000 0.157476016931 Long DBT CORP US N 2 2024-03-01 Fixed 5.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4934.82000000 -0.00127364984 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 180918.78000000 CHF 193300.04000000 USD 2020-10-16 -4934.82000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AK4 700000.00000000 PA USD 744625.00000000 0.192183608860 Long DBT CORP CH Y 2 2025-09-12 Fixed 7.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AR6 200000.00000000 PA USD 200540.00000000 0.051758268821 Long DBT CORP CA Y 2 2026-03-01 Fixed 6.88000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 000000000 900000.00000000 PA USD 794309.00000000 0.205006775451 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAY6 341000.00000000 PA USD 362599.43000000 0.093584914592 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 500000.00000000 PA 664731.45000000 0.171563523900 Long DBT CORP DE N 2 2024-12-16 Fixed 2.63000000 N N N N N N BWX TECHNOLOGIES INC 549300NP85N265KWMS58 05605HAB6 260000.00000000 PA USD 270400.00000000 0.069788749821 Long DBT CORP US Y 2 2028-06-30 Fixed 4.13000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 982000.00000000 PA USD 1102705.37000000 0.284602178971 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAQ7 1502000.00000000 PA USD 1607140.00000000 0.414793977027 Long DBT CORP US Y 2 2030-07-15 Fixed 3.88000000 N N N N N N EUROTORG (BONITRON DAC) N/A 000000000 1003000.00000000 PA USD 1010021.00000000 0.260680853859 Long DBT CORP IE N 2 2022-10-30 Fixed 8.75000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AN1 317000.00000000 PA USD 330950.71000000 0.085416554376 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 200000.00000000 PA 237906.45000000 0.061402343638 Long DBT CORP BE N 2 2027-06-16 Fixed 0.38000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 29646AAC0 1052000.00000000 PA USD 1058838.00000000 0.273280252527 Long DBT CORP ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 715000.00000000 PA USD 690575.60000000 0.178233756587 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 300000.00000000 PA 400303.43000000 0.103316109204 Long DBT CORP FR N 2 2026-12-23 Fixed 1.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 454000.00000000 PA USD 413186.56000000 0.106641174058 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 460000.00000000 PA USD 469200.00000000 0.121097934231 Long DBT CORP US Y 2 2027-01-15 Fixed 6.00000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAC6 1315000.00000000 PA USD 1400475.00000000 0.361454879461 Long DBT CORP US Y 2 2024-09-15 Fixed 4.25000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 17721.95000000 0.004573937629 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 1034409.57000000 USD 891810.04000000 EUR 2020-10-16 17721.95000000 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BE1 1080000.00000000 PA USD 1204489.87000000 0.310872197485 Long DBT CORP CA Y 2 2030-04-29 Fixed 4.63000000 N N N N N N PROLOGIS INTL FUND II 213800JNRWW2C9DWI388 000000000 125000.00000000 PA 156392.97000000 0.040364163673 Long DBT CORP LU N 2 2032-06-17 Fixed 1.63000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 150809.39000000 PA USD 150093.05000000 0.038738189039 Long LON CORP US N 2 2022-08-18 Floating 3.50000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 150000.00000000 PA 177938.28000000 0.045924889447 Long DBT CORP NL N 2 2028-08-03 Fixed 1.54000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 176000.00000000 PA USD 184800.00000000 0.047695861564 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 555000.00000000 PA USD 579975.00000000 0.149688351249 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 500605AH3 595000.00000000 PA USD 612850.00000000 0.158173207574 Long DBT CORP US Y 2 2025-02-15 Fixed 6.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 436000.00000000 PA USD 430685.98000000 0.111157677921 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 000000000 594000.00000000 PA USD 595860.00000000 0.153788182206 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 20290.00000000 NS USD 42596.83000000 0.010994007071 Long EC CORP CA N 1 N N N TOLL ROAD INV PART II N/A 88948ABC0 1052000.00000000 PA USD 766472.77000000 0.197822397894 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N EUTELSAT SA 549300MCOOY1V7P2PG30 000000000 1000000.00000000 PA 1228369.29000000 0.317035344187 Long DBT CORP FR N 2 2027-07-13 Fixed 2.25000000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AA2 580000.00000000 PA USD 558975.00000000 0.144268366980 Long DBT CORP US Y 2 2026-08-01 Fixed 6.00000000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 675000.00000000 PA USD 732375.00000000 0.189021951370 Long DBT CORP US Y 2 2027-12-01 Fixed 6.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 829000.00000000 PA USD 853455.50000000 0.220272161143 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BP5 339000.00000000 PA USD 402260.12000000 0.103821120110 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 239000.00000000 PA USD 265487.41000000 0.068520837415 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 300000.00000000 PA 378774.83000000 0.097759696189 Long DBT CORP LU N 2 2028-01-22 Fixed 2.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 172.03000000 0.000044399994 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 70000.00000000 CAD 52441.38000000 USD 2020-10-16 172.03000000 N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAL0 320000.00000000 PA USD 328400.00000000 0.084758230182 Long DBT CORP US N 2 2025-12-01 Fixed 5.63000000 N N N N N N Afren PLC 213800B4XZJ3ZDM7CL47 00830FAC6 213708.08000000 PA USD 1863.53000000 0.000480966823 Long DBT CORP GB Y 2 2019-04-08 None 0.00000000 Y N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 875000.00000000 PA USD 915215.00000000 0.236211947736 Long DBT CORP US Y 2 2026-01-01 Fixed 4.88000000 N N N N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817610AA6 695000.00000000 PA USD 715850.00000000 0.184756939939 Long DBT CORP US Y 2 2024-11-15 Fixed 5.13000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78388JAV8 1000000.00000000 PA USD 1027500.00000000 0.265192087432 Long DBT CORP US N 2 2024-09-01 Fixed 4.88000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAK9 1415000.00000000 PA USD 1453403.10000000 0.375115330383 Long DBT NUSS NG Y 2 2031-01-21 Fixed 8.75000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LUR6 50000.00000000 PA USD 51205.00000000 0.013215728308 Long DBT MUN PR N 2 2027-07-01 Fixed 6.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 2134.44000000 0.000550887201 N/A DFE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 118983.38000000 USD 102662.15000000 EUR 2020-10-16 2134.44000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -14177.98000000 -0.00365925850 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 298266.00000000 EUR 337707.56000000 USD 2020-10-16 -14177.98000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 645000.00000000 PA USD 660223.17000000 0.170399961677 Long DBT CORP GB N 2 2026-06-04 Fixed 2.10000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 28228PAA9 400000.00000000 PA USD 417920.00000000 0.107862848836 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 893000.00000000 PA USD 1196140.33000000 0.308717227225 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 245000.00000000 PA USD 256942.90000000 0.066315546473 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AV7 915000.00000000 PA USD 860100.00000000 0.221987069976 Long DBT CORP US Y 2 2025-03-01 Fixed 5.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TAY1 310000.00000000 PA USD 206150.00000000 0.053206178904 Long DBT CORP LU Y 2 2025-07-15 None 0.00000000 Y N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 785000.00000000 PA USD 843881.28000000 0.217801107725 Long DBT CORP CH N 2 2025-08-07 Fixed 6.88000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AN4 590000.00000000 PA USD 644752.00000000 0.166406937962 Long DBT CORP US Y 2 2028-01-15 Fixed 5.63000000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 421924BK6 143000.00000000 PA USD 144430.00000000 0.037276587044 Long DBT CORP US N 2 2024-11-01 Fixed 5.75000000 N N N N N N Matador Resources Co 549300CI3Q2UUK5R4G79 576485AE6 355000.00000000 PA USD 269800.00000000 0.069633893128 Long DBT CORP US N 2 2026-09-15 Fixed 5.88000000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 280000.00000000 PA 338644.41000000 0.087402255946 Long DBT CORP LU N 2 2026-05-12 Fixed 2.75000000 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 000000000 538000.00000000 PA 654465.81000000 0.168914018790 Long DBT CORP NL N 2 2033-05-07 Fixed 1.25000000 N N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 72766QAD7 555000.00000000 PA USD 573037.50000000 0.147897820731 Long DBT CORP US Y 2 2025-12-01 Fixed 5.88000000 N N N N N N APTIV PLC N/A 000000000 625000.00000000 PA 757510.61000000 0.195509313788 Long DBT CORP JE N 2 2025-03-10 Fixed 1.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 885000.00000000 PA USD 930135.00000000 0.240062717512 Long DBT CORP N/A Y 2 2027-05-15 Fixed 8.50000000 N N N N N N Listrindo Capital BV N/A 000000000 910000.00000000 PA USD 939575.00000000 0.242499129488 Long DBT CORP NL N 2 2026-09-14 Fixed 4.95000000 N N N N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 000000000 100000.00000000 PA 117175.55000000 0.030242363698 Long DBT CORP LU N 2 2028-03-18 Fixed 0.45000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAB5 500000.00000000 PA USD 541341.07000000 0.139717146828 Long DBT CORP GB Y 2 2023-09-21 Fixed 3.63000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 529000.00000000 PA USD 580692.92000000 0.149873642444 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N CROWN AMER/CAP CORP IV N/A 228189AB2 927000.00000000 PA USD 978467.04000000 0.252536950677 Long DBT CORP US N 2 2023-01-15 Fixed 4.50000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAA6 1365000.00000000 PA USD 1456710.94000000 0.375969065658 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 364000.00000000 PA USD 415961.66000000 0.107357412075 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AF9 691000.00000000 PA USD 711730.00000000 0.183693590645 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAL6 770000.00000000 PA USD 836050.60000000 0.215780052372 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N HARTFORD FINL SVCS GRP IU7C3FTM7Y3BQM112U94 416515BF0 526000.00000000 PA USD 611564.92000000 0.157841535508 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 500000.00000000 PA USD 572052.07000000 0.147643486679 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 820000.00000000 PA USD 873546.00000000 0.225457408474 Long DBT CORP NL Y 2 2030-02-28 Fixed 5.13000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 300000.00000000 PA 355658.17000000 0.091793413639 Long DBT CORP ES N 2 2029-06-26 Fixed 1.88000000 N N N N N N BY CROWN PARENT/BY BOND N/A 05608QAA5 227000.00000000 PA USD 235296.85000000 0.060728820260 Long DBT CORP US Y 2 2026-01-31 Fixed 4.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AJ8 600000.00000000 PA USD 653605.03000000 0.168691856215 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 770000.00000000 PA USD 791406.00000000 0.204257527149 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -210.00000000 NC -299816.95000000 -0.07738110249 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bobl (FGBM) OEU0 Comdty 2020-09-08 -28145875.80000000 EUR -299816.95000000 N N N COLT MERGER SUB INC N/A 12770RAA1 292000.00000000 PA USD 303680.00000000 0.078378134414 Long DBT CORP US Y 2 2025-07-01 Fixed 5.75000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAH8 419000.00000000 PA USD 443012.84000000 0.114339172553 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N Golden Nugget Inc 91D14OD6M4H1RVBN7R43 38113YAE9 895000.00000000 PA USD 619787.50000000 0.159963738091 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 595000.00000000 PA USD 642897.50000000 0.165928301732 Long DBT CORP IE Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Verscend Escrow Corp N/A 92535WAA8 640000.00000000 PA USD 708665.60000000 0.182902685893 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N GALP ENERGIA SGPS SA 2138003319Y7NM75FG53 000000000 300000.00000000 PA 356834.23000000 0.092096948244 Long DBT CORP PT N 2 2026-01-15 Fixed 2.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 13891.35000000 0.003585280879 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1132887.77000000 USD 121283000.00000000 JPY 2020-10-16 13891.35000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 1100000.00000000 PA USD 1500299.67000000 0.387219076653 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N COLT MERGER SUB INC N/A 28470RAK8 610000.00000000 PA USD 621437.50000000 0.160389593998 Long DBT CORP US Y 2 2027-07-01 Fixed 8.13000000 N N N N N N NOURYON HOLDING BV N/A 85529VAA2 550000.00000000 PA USD 585750.00000000 0.151178846922 Long DBT CORP N/A Y 2 2026-10-01 Fixed 8.00000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BE4 920000.00000000 PA USD 918850.00000000 0.237150121203 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 630000.00000000 PA 756581.52000000 0.195269520779 Long DBT NUSS N/A N 2 2025-06-03 Fixed 1.63000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 100000.00000000 PA USD 101152.40000000 0.026106876987 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N Euroclear Investments SA 222100BZL5ZNXNUKWZ69 000000000 400000.00000000 PA 504869.65000000 0.130304074320 Long DBT CORP LU N 2 2048-04-11 Fixed 2.63000000 N N N N N N BAT NETHERLANDS FINANCE 2138009B37VJ9VOWAO51 000000000 343000.00000000 PA 433697.43000000 0.111934916569 Long DBT CORP NL N 2 2024-10-07 Fixed 2.38000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 245000.00000000 PA USD 225400.00000000 0.058174497817 Long DBT CORP US Y 2 2028-05-15 Fixed 7.00000000 N N N N N N LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS N/A 000000000 520.00000000 NS USD 275288.00000000 0.071050315683 Long EC CORP US N 3 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CX6 702000.00000000 PA USD 631870.20000000 0.163082216373 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25000000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 000000000 300000.00000000 PA 356897.14000000 0.092113184968 Long DBT CORP DE N 2 2032-07-06 Fixed 1.38000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AW2 755000.00000000 PA USD 528500.00000000 0.136402937428 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 645000.00000000 PA USD 696600.00000000 0.179788621026 Long DBT CORP US Y 2 2030-07-15 Fixed 4.38000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AT1 432000.00000000 PA USD 435620.16000000 0.112431162586 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.88000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 1009000.00000000 PA USD 1366417.88000000 0.352664924478 Long DBT CORP US N 2 2035-07-15 Fixed 4.63000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 36168QAE4 246000.00000000 PA USD 275593.80000000 0.071129240978 Long DBT CORP CA Y 2 2027-05-01 Fixed 8.50000000 N N N N N N INVESTOR AB 549300VEBQPHRZBKUX38 000000000 180000.00000000 PA 234246.68000000 0.060457777171 Long DBT CORP SE N 2 2039-06-20 Fixed 1.50000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 650000.00000000 PA 773405.76000000 0.199611764405 Long DBT CORP CZ N 2 2026-12-02 Fixed 0.88000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 298000.00000000 PA USD 327022.22000000 0.084402632757 Long DBT CORP US Y 2 2025-06-15 Fixed 7.13000000 N N N N N N EXOR NV 5493002ENHZ6NYET7405 000000000 625000.00000000 PA 758074.40000000 0.195654824880 Long DBT CORP NL N 2 2030-04-29 Fixed 2.25000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91831AAC5 2025000.00000000 PA USD 2090812.50000000 0.539627183751 Long DBT CORP CA Y 2 2025-04-15 Fixed 6.13000000 N N N N N N ALPHA BANK AE 5299009N55YRQC69CN08 000000000 740000.00000000 PA 706945.76000000 0.182458804667 Long DBT CORP GR N 2 2030-02-13 Fixed 4.25000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 450000.00000000 PA USD 480510.00000000 0.124016982902 Long DBT CORP IE Y 2 2027-09-15 Fixed 6.88000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAS0 271000.00000000 PA USD 276692.36000000 0.071412773260 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BJ4 170000.00000000 PA USD 196988.83000000 0.050841731414 Long DBT CORP US N 2 2025-04-01 Fixed 4.45000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAC5 490000.00000000 PA USD 508987.50000000 0.131366868712 Long DBT CORP US Y 2 2027-09-15 Fixed 4.88000000 N N N N N N Grupo KUO SAB De CV 549300WIYIAVCFZI6Z04 40052CAC0 805000.00000000 PA USD 755492.50000000 0.194988450719 Long DBT CORP MX Y 2 2027-07-07 Fixed 5.75000000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AP4 208000.00000000 PA USD 211900.00000000 0.054690222215 Long DBT CORP N/A Y 2 2024-07-15 Fixed 5.88000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 350000.00000000 PA USD 315875.00000000 0.081525596708 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCQ3 904000.00000000 PA USD 863320.00000000 0.222818134230 Long DBT CORP MX Y 2 2027-01-23 Fixed 6.49000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 000000000 1049000.00000000 PA USD 1350587.50000000 0.348579190642 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 725000.00000000 PA USD 576375.00000000 0.148759211088 Long DBT CORP CA Y 2 2027-04-15 Fixed 7.88000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAF4 175000.00000000 PA USD 135649.50000000 0.035010388383 Long DBT CORP US N 2 2026-07-15 Fixed 4.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 1000000.00000000 PA USD 1451718.75000000 0.374680608931 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N DEUTSCHE BOERSE AG 529900G3SW56SHYNPR95 000000000 100000.00000000 PA 117736.17000000 0.030387056631 Long DBT CORP DE N 2 2047-06-16 Fixed 1.25000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GB4 348000.00000000 PA USD 394530.46000000 0.101826137462 Long DBT CORP US N 2 2029-07-15 Fixed 2.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD 36854.61000000 0.009511971734 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU0 Comdty 2020-09-21 1421395.39000000 USD 36854.61000000 N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAD4 451000.00000000 PA USD 521893.10000000 0.134697732949 Long DBT CORP US Y 2 2048-04-04 Fixed 4.50000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAC4 200000.00000000 PA USD 210070.00000000 0.054217909301 Long DBT CORP US Y 2 2028-02-15 Fixed 4.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 1050000.00000000 PA USD 1294125.00000000 0.334006530557 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 200000.00000000 PA USD 200890.00000000 0.051848601892 Long DBT CORP CA Y 2 2023-04-01 Fixed 7.25000000 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAB3 405000.00000000 PA USD 436638.60000000 0.112694016338 Long DBT CORP US Y 2 2025-05-15 Fixed 6.00000000 N N N N N N ZURICH FINANCE IRELAND 549300E0FVHYR37EGX65 000000000 560000.00000000 PA 678558.00000000 0.175132080256 Long DBT CORP IE N 2 2050-09-17 Fixed 1.88000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 365000.00000000 PA USD 367416.30000000 0.094828122193 Long DBT CORP US N 2 2029-05-15 Fixed 5.13000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAG6 825000.00000000 PA USD 843562.50000000 0.217718832364 Long DBT CORP US Y 2 2027-04-01 Fixed 9.38000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918KAR9 830000.00000000 PA USD 852825.00000000 0.220109432568 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 290000.00000000 PA USD 291444.20000000 0.075220141866 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 24900000.00000000 PA 315044.81000000 0.081311329244 Long DBT NUSS JP N 2 2037-03-20 Fixed 2.40000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 340000.00000000 PA USD 353600.00000000 0.091262211305 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 446000.00000000 PA USD 535358.64000000 0.138173114614 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAD7 860000.00000000 PA USD 866450.00000000 0.223625969981 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N Symrise AG 529900D82I6R9601CF26 000000000 385000.00000000 PA 464984.83000000 0.120010022084 Long DBT CORP DE N 2 2025-11-29 Fixed 1.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1256161.15000000 -0.32420827009 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 30868170.22000000 EUR 35161207.30000000 USD 2020-10-16 -1256161.15000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 278162.48000000 0.071792203130 Long DBT CORP FR N 2 2029-01-22 Fixed 5.88000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAR1 570000.00000000 PA USD 627000.00000000 0.161825244593 Long DBT CORP US N 2 2025-11-15 Fixed 4.88000000 N N N N N N DS SMITH PLC 39RSBE4RCI4M15BLWH36 000000000 350000.00000000 PA 407383.16000000 0.105143348501 Long DBT CORP GB N 2 2026-09-12 Fixed 0.88000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 867000.00000000 PA USD 915985.50000000 0.236410809540 Long DBT CORP US Y 2 2028-07-15 Fixed 4.63000000 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 000000000 296000.00000000 PA 362111.96000000 0.093459101271 Long DBT CORP AU N 2 2028-03-29 Fixed 1.75000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 918000.00000000 PA USD 1015535.37000000 0.262104082366 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N BAFFINLAND IRON CORP/LP N/A 056623AA9 550000.00000000 PA USD 570828.50000000 0.147327690005 Long DBT CORP CA Y 2 2026-07-15 Fixed 8.75000000 N N N N N N QTS LP/FINANCE N/A 74759BAD5 290000.00000000 PA USD 300150.00000000 0.077467060868 Long DBT CORP US Y 2 2025-11-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 408200.00000000 PA USD 514475.51000000 0.132783293848 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 860000.00000000 PA USD 956750.00000000 0.246931902336 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 981000.00000000 PA USD 1068063.75000000 0.275661367759 Long DBT CORP CH N 2 2024-05-15 Fixed 5.13000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 550000.00000000 PA USD 617375.00000000 0.159341085137 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 670000.00000000 PA USD 713409.30000000 0.184127008720 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 990000.00000000 PA USD 1002503.70000000 0.258740680157 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N AUSNET SERVICES HOLDINGS TTMIG9TE1S0X3ZPDHD61 000000000 300000.00000000 PA 359950.38000000 0.092901209386 Long DBT CORP AU N 2 2030-08-25 Fixed 0.63000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 345000.00000000 PA USD 368718.75000000 0.095164277360 Long DBT CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65343HAA9 1015000.00000000 PA USD 1086354.50000000 0.280382109534 Long DBT CORP US Y 2 2027-07-15 Fixed 5.63000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 1327000.00000000 PA USD 1399985.00000000 0.361328413161 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N TERRAFORM GLOBAL OPERATI 549300LC7QMVR79H5O86 88104UAC7 280000.00000000 PA USD 282800.00000000 0.072989121484 Long DBT CORP US Y 2 2026-03-01 Fixed 6.13000000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 485000.00000000 PA USD 484413.15000000 0.125024364406 Long DBT CORP LU Y 2 2028-02-15 Fixed 6.00000000 N N N N N N AUCHAN HOLDING SA 969500ASEC557H5A4F22 000000000 300000.00000000 PA 359314.41000000 0.092737069033 Long DBT CORP FR N 2 2027-07-23 Fixed 3.25000000 N N N N N N Jagged Peak Energy LLC 549300RX1X1CBWDBPJ74 47009LAC9 450000.00000000 PA USD 459000.00000000 0.118465370444 Long DBT CORP US N 2 2026-05-01 Fixed 5.88000000 N N N N N N BY CROWN PARENT LLC 549300B1M4J69ECRY452 47215YAA5 720000.00000000 PA USD 729900.00000000 0.188383167510 Long DBT CORP US Y 2 2024-10-15 Fixed 7.38000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 600000.00000000 PA 741373.87000000 0.191344510124 Long DBT CORP GB N 2 2026-03-08 Fixed 1.50000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAH6 710000.00000000 PA USD 773900.00000000 0.199739325025 Long DBT CORP NL Y 2 2024-11-01 Fixed 5.63000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBD1 120000.00000000 PA USD 120600.00000000 0.031126195371 Long DBT CORP US Y 2 2027-12-15 Fixed 8.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78013XZU5 1761000.00000000 PA USD 1887838.56000000 0.487240728429 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1200000.00000000 PA 1379050.38000000 0.355925303110 Long DBT NUSS RO Y 2 2031-07-16 Fixed 2.12000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAC7 200000.00000000 PA USD 243622.98000000 0.062877748528 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N GFL Environmental Inc 549300FYK4MBXWIVZU26 44485HAA2 385000.00000000 PA USD 408100.00000000 0.105328360954 Long DBT CORP CA Y 2 2026-06-01 Fixed 7.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 000000000 269000.00000000 PA 360934.56000000 0.093155220820 Long DBT CORP CH N 2 2028-06-09 Fixed 2.25000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 600000.00000000 PA 724195.11000000 0.186910766840 Long DBT CORP ES N 2 2028-07-14 Fixed 2.75000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAH1 415000.00000000 PA USD 332705.50000000 0.085869456005 Long DBT CORP US Y 2 2028-02-15 Fixed 6.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAP3 313000.00000000 PA USD 369982.06000000 0.095490330709 Long DBT CORP US N 2 2025-12-01 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 1137000.00000000 PA USD 1263691.16000000 0.326151724175 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N CONTI-GUMMI FINANCE B.V. 7245005XLGUQL4UWDV24 000000000 217000.00000000 PA 259901.96000000 0.067079263552 Long DBT CORP NL N 2 2024-09-25 Fixed 1.13000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 496000.00000000 PA USD 506939.90000000 0.130838394436 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 000000000 350000.00000000 PA 447219.57000000 0.115424906383 Long DBT CORP GB N 2 2025-04-02 Fixed 2.75000000 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 174000.00000000 PA USD 193422.58000000 0.049921301943 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 249000.00000000 PA 328997.95000000 0.084912557782 Long DBT CORP GB N 2 2028-06-26 Fixed 2.25000000 N N N N N N BUPA FINANCE PLC ZIMCVQHUFZ8GVHENP290 000000000 242000.00000000 PA 335968.82000000 0.086711700912 Long DBT CORP GB N 2 2035-06-14 Fixed 4.13000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 230000.00000000 PA 314922.21000000 0.081279686859 Long DBT CORP IT N 2 2076-09-15 Fixed 6.63000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 342000.00000000 PA USD 358672.50000000 0.092571395600 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N ISLANDSBANKI 549300PZMFIQR79Q0T97 000000000 520000.00000000 PA 608332.35000000 0.157007227006 Long DBT CORP IS N 2 2024-01-19 Fixed 1.13000000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98311AAA3 1225000.00000000 PA USD 1249500.00000000 0.322489063986 Long DBT CORP US Y 2 2026-04-15 Fixed 5.38000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAT9 2000000.00000000 PA USD 2239897.20000000 0.578105123213 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.05000000 N N N N N N NATL GRID ELECT TRANS 5XJXCCYG4SDKFJ5WLB02 000000000 419000.00000000 PA 558122.27000000 0.144048282066 Long DBT CORP GB N 2 2028-07-07 Fixed 1.13000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 845000.00000000 PA USD 888106.87000000 0.229215488776 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 343000.00000000 PA USD 415512.08000000 0.107241377954 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAE2 465000.00000000 PA USD 616340.63000000 0.159074119940 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N MMS USA INVESTMENTS INC 5493000A5BDOPUSW1Z29 000000000 1000000.00000000 PA 1196446.83000000 0.308796333186 Long DBT CORP US N 2 2031-06-13 Fixed 1.75000000 N N N N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481AJ0 421000.00000000 PA 348592.84000000 0.089969890903 Long DBT CORP CA N 2 2023-09-12 Fixed 4.86000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AN6 324000.00000000 PA USD 359974.30000000 0.092907383006 Long DBT CORP US Y 2 2025-05-01 Fixed 3.84000000 N N N N N N COVESTRO AG 3912005AWHKLQ1CPLV11 000000000 91000.00000000 PA 109628.95000000 0.028294627828 Long DBT CORP DE N 2 2026-02-03 Fixed 0.88000000 N N N N N N Cott Holdings Inc N/A 221644AA5 780000.00000000 PA USD 810225.00000000 0.209114607337 Long DBT CORP US Y 2 2025-04-01 Fixed 5.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BB2 605000.00000000 PA USD 593117.80000000 0.153080435498 Long DBT CORP US N 2 2026-06-15 Fixed 6.38000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 000000000 250000.00000000 PA 303146.19000000 0.078240360995 Long DBT NUSS CA N 2 2025-04-16 Fixed 0.50000000 N N N N N N Coty Inc 549300BO9IWPF3S48F93 222070AB0 715000.00000000 PA USD 557792.95000000 0.143963286389 Long DBT CORP US Y 2 2026-04-15 Fixed 6.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 329000.00000000 PA USD 355890.42000000 0.091853356084 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 000000000 200000.00000000 PA 238925.61000000 0.061665383218 Long DBT CORP FR N 2 2030-07-17 Fixed 2.00000000 N N N N N N GRAINGER PLC 2138007CEIRKZMNI2979 000000000 182000.00000000 PA 247030.51000000 0.063757213242 Long DBT CORP GB N 2 2030-07-03 Fixed 3.00000000 N N N N N N LOW INCOME INVESTMENT N/A 54750AAA4 185000.00000000 PA USD 193354.77000000 0.049903800555 Long DBT CORP US N 2 2026-07-01 Fixed 3.39000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 730000.00000000 PA USD 751133.50000000 0.193863416842 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N AXALTA COATING SYSTEMS 549300G80QONCHILSF69 05453GAA3 910000.00000000 PA USD 932750.00000000 0.240737634600 Long DBT CORP US Y 2 2024-08-15 Fixed 4.88000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BR9 1810000.00000000 PA USD 2040775.00000000 0.526712780758 Long DBT CORP US N 2 2025-02-01 Fixed 5.38000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 9.00000000 NC 156245.52000000 0.040326107640 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBU0 Comdty 2020-09-08 1890918.18000000 EUR 156245.52000000 N N N PT Pertamina (Persero) 254900NDAKGNZ2IBBL45 69370RAD9 650000.00000000 PA USD 695562.29000000 0.179520793794 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N PetSmart Inc N/A 716768AD8 225000.00000000 PA USD 232875.00000000 0.060103754122 Long DBT CORP US Y 2 2025-06-01 Fixed 8.88000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 209000.00000000 PA USD 246126.76000000 0.063523960347 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 152000.00000000 PA 209087.50000000 0.053964331465 Long DBT CORP GB N 2 2030-08-14 Fixed 3.62000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 466000.00000000 PA USD 496290.00000000 0.128089713938 Long DBT CORP US Y 2 2030-06-01 Fixed 4.63000000 N N N N N N MONDI FINANCE EUROPE 2138004LSZE37TGO8788 000000000 300000.00000000 PA 389507.31000000 0.100529690130 Long DBT CORP AT N 2 2028-04-01 Fixed 2.38000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -313455.60000000 -0.08090116290 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 9002754.75000000 EUR 10302176.36000000 USD 2020-09-21 -313455.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 60.37000000 0.000015581164 N/A DFE DK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 1690.93000000 USD 11054.43000000 DKK 2020-10-16 60.37000000 N N N Berry Global Inc 549300AP2Q7ERHX6RI89 085770AB1 365000.00000000 PA USD 390550.00000000 0.100798802673 Long DBT CORP US Y 2 2027-07-15 Fixed 5.63000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAC8 745000.00000000 PA USD 771075.00000000 0.199010208094 Long DBT CORP US Y 2 2027-02-15 Fixed 3.88000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 121000.00000000 PA USD 135973.75000000 0.035094075521 Long DBT CORP US Y 2 2028-05-15 Fixed 4.88000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAD3 359000.00000000 PA USD 460187.10000000 0.118771754412 Long DBT CORP TH Y 2 2048-11-20 Fixed 5.38000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 431000.00000000 PA USD 432658.83000000 0.111666859633 Long DBT CORP US N 2 2033-02-01 Fixed 1.88000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 1000000.00000000 PA USD 1057500.00000000 0.272934922101 Long DBT CORP US Y 2 2027-01-15 Fixed 4.63000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1120000.00000000 PA USD 1029627.20000000 0.265741106029 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BS2 926000.00000000 PA USD 944416.25000000 0.243748629432 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41000000 N N N N N N Mattel Inc 549300VELLG24KHTJ564 577081BB7 730000.00000000 PA USD 781881.10000000 0.201799202951 Long DBT CORP US Y 2 2025-12-31 Fixed 6.75000000 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 425000.00000000 PA USD 426062.50000000 0.109964383213 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAK8 666500.00000000 PA USD 624843.75000000 0.161268728351 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 578000.00000000 PA USD 720431.40000000 0.185939374031 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N MOHAWK CAPITAL FINANCE 549300IXL8ST9Z2BTY31 000000000 100000.00000000 PA 105221.62000000 0.027157120244 Long DBT CORP LU N 2 2027-06-12 Fixed 1.75000000 N N N N N N EUROCLEAR BANK SA 549300OZ46BRLZ8Y6F65 000000000 158000.00000000 PA 187649.80000000 0.048431379239 Long DBT CORP BE N 2 2025-07-07 Fixed 0.13000000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 985000.00000000 PA USD 1085962.50000000 0.280280936494 Long DBT CORP US Y 2 2028-01-31 Fixed 5.00000000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 785000.00000000 PA USD 847800.00000000 0.218812507761 Long DBT CORP NL Y 2 2025-10-01 Fixed 5.00000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 1367000.00000000 PA USD 1608412.20000000 0.415122324836 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.88000000 N N N N N N CHAMPIONX CORP 549300EP2909K6DYYP38 03755LAC8 495000.00000000 PA USD 464062.50000000 0.119771973794 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 1130000.00000000 PA USD 1171584.00000000 0.302379373783 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N LEONARDO SPA 529900X4EEX1U9LN3U39 000000000 167000.00000000 PA 197819.38000000 0.051056091792 Long DBT CORP IT N 2 2026-01-08 Fixed 2.38000000 N N N N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275YAB8 870000.00000000 PA USD 891097.50000000 0.229987353898 Long DBT CORP US Y 2 2023-04-30 Fixed 5.00000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 000000000 525000.00000000 PA 680097.71000000 0.175529470922 Long DBT CORP SE N 2 2028-05-15 Fixed 2.13000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 806000.00000000 PA USD 818090.00000000 0.211144520493 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N GTCR AP Finance Inc N/A 40060QAA3 155000.00000000 PA USD 163525.00000000 0.042204901311 Long DBT CORP US Y 2 2027-05-15 Fixed 8.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 42.00000000 NC USD 578802.05000000 0.149385619318 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 8984072.95000000 USD 578802.05000000 N N N MGM GROWTH/MGM FINANCE N/A 55303XAJ4 80000.00000000 PA USD 86600.00000000 0.022350982746 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Ascend Learning LLC 549300T466HKRLVCD610 043502AB9 910000.00000000 PA USD 932750.00000000 0.240737634600 Long DBT CORP US Y 2 2025-08-01 Fixed 6.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 743000.00000000 PA USD 751916.00000000 0.194065375779 Long DBT CORP US Y 2 2030-08-15 Fixed 4.13000000 N N N N N N Novelis Corp 549300G5F3W3B52WYL23 670001AC0 1130000.00000000 PA USD 1205608.30000000 0.311160858104 Long DBT CORP US Y 2 2026-09-30 Fixed 5.88000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 395000.00000000 PA USD 463070.35000000 0.119515905347 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N DIAGEO FINANCE PLC BPF79TJMIH3DK8XCKI50 000000000 250000.00000000 PA 328425.13000000 0.084764716097 Long DBT CORP GB N 2 2027-03-27 Fixed 1.88000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605HAA8 1350000.00000000 PA USD 1410750.00000000 0.364106800335 Long DBT CORP US Y 2 2026-07-15 Fixed 5.38000000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431PAA0 570000.00000000 PA USD 587812.50000000 0.151711166806 Long DBT CORP US Y 2 2026-04-15 Fixed 8.00000000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF 549300WY6QQ9HGWLNX87 464288513 58000.00000000 NS USD 4952620.00000000 1.278243928037 Long EC RF US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 33117.02000000 0.008547320353 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 799829.64000000 USD 636078.84000000 GBP 2020-10-16 33117.02000000 N N N RICHEMONT INTERNATIONAL 549300V9893NUQX6X069 000000000 218000.00000000 PA 266898.57000000 0.068885050034 Long DBT CORP LU N 2 2028-05-26 Fixed 0.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAG0 999703.47000000 PA USD 112130.74000000 0.028940326039 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.63000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 347000.00000000 PA USD 478217.51000000 0.123425303867 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 877805.88000000 PA USD 903042.80000000 0.233070369997 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 1.77000000 N N N N N N CROWN AMER/CAP CORP V N/A 22819KAB6 1080000.00000000 PA USD 1145210.40000000 0.295572492968 Long DBT CORP US N 2 2026-09-30 Fixed 4.25000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAW0 1289610.00000000 PA USD 1460563.67000000 0.376963434038 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.26000000 N N N N N N MATCH GROUP HLD II LLC N/A 57665RAN6 610000.00000000 PA USD 644135.60000000 0.166247848519 Long DBT CORP US Y 2 2028-06-01 Fixed 4.63000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BR1 340000.00000000 PA USD 326825.00000000 0.084351731362 Long DBT CORP US Y 2 2027-12-01 Fixed 4.75000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAP0 590000.00000000 PA USD 621948.50000000 0.160521480282 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164Q6M5 1086000.00000000 PA USD 1147374.58000000 0.296131055899 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37000000 N N N N N N HD Supply Inc 549300G8FYZDYZMZED76 40415RAS4 880000.00000000 PA USD 922187.20000000 0.238011434132 Long DBT CORP US Y 2 2026-10-15 Fixed 5.38000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 200000.00000000 PA USD 214354.34000000 0.055323673844 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N CHINA CONSTRUCT BANK/HK 5493001KQW6DM7KEDR62 000000000 1050000.00000000 PA USD 1054637.75000000 0.272196191150 Long DBT CORP CN N 2 2025-08-04 Fixed 1.25000000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 1100000.00000000 PA USD 1271300.80000000 0.328115730322 Long DBT CORP AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AG6 380000.00000000 PA USD 381900.00000000 0.098566285343 Long DBT CORP US Y 2 2026-03-15 Fixed 6.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 13054.12000000 0.003369196430 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 567168.61000000 USD 811924.22000000 AUD 2020-10-16 13054.12000000 N N N PBF HOLDING CO LLC N/A 69318FAG3 580000.00000000 PA USD 524900.00000000 0.135473797268 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 835000.00000000 PA USD 880908.30000000 0.227357577531 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AH0 1015000.00000000 PA USD 1070825.00000000 0.276374031167 Long DBT CORP US Y 2 2027-07-01 Fixed 5.63000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAD6 450000.00000000 PA USD 518256.00000000 0.133759017483 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N GARDA WORLD SECURITY N/A 36485MAK5 280000.00000000 PA USD 287677.60000000 0.074248003164 Long DBT CORP CA Y 2 2027-02-15 Fixed 4.63000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 670000.00000000 PA USD 731975.00000000 0.188918713574 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 000000000 1034000.00000000 PA USD 1109610.22000000 0.286384282703 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 00688JAA5 60000.00000000 PA USD 64350.00000000 0.016608380366 Long DBT CORP US Y 2 2026-05-15 Fixed 7.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 200000.00000000 PA USD 210250.00000000 0.054264366309 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Avation Capital SA 54930056OEYSV06OMD90 05351CAA5 400000.00000000 PA USD 295000.00000000 0.076137874250 Long DBT CORP LU Y 2 2021-05-15 Fixed 6.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 1230000.00000000 PA USD 1118278.14000000 0.288621425086 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 1322000.00000000 PA USD 1428156.60000000 0.368599347867 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 290000.00000000 PA USD 297250.00000000 0.076718586850 Long DBT CORP US Y 2 2027-12-15 Fixed 8.88000000 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 000000000 350000.00000000 PA 444513.34000000 0.114726443334 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 489000.00000000 PA 624691.75000000 0.161229497989 Long DBT CORP LU N 2 2025-04-09 Fixed 2.38000000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAC1 805000.00000000 PA USD 828159.85000000 0.213743493283 Long DBT CORP FR Y 2 2025-09-15 Fixed 4.88000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 27609.23000000 0.007125790108 N/A DFE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 643254.46000000 USD 512304.35000000 GBP 2020-10-16 27609.23000000 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BS7 1110000.00000000 PA USD 1299033.00000000 0.335273258309 Long DBT CORP US N 2 2026-02-15 Fixed 5.88000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAB7 340000.00000000 PA USD 390403.65000000 0.100761030544 Long DBT CORP US N 2 2050-04-28 Fixed 3.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 387.84000000 0.000100099366 N/A DFE SG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 38919.65000000 USD 54000.00000000 SGD 2020-10-16 387.84000000 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 305000.00000000 PA USD 327112.50000000 0.084425933528 Long DBT CORP US Y 2 2025-04-15 Fixed 6.25000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 658000.00000000 PA USD 813386.31000000 0.209930524026 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 65409YBE4 150830.78000000 PA USD 146400.13000000 0.037785066739 Long LON CORP US N 2 2023-10-04 Floating 2.18000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 826000.00000000 PA USD 921809.14000000 0.237913858930 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAC8 481458.91000000 PA USD 489802.30000000 0.126415274322 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.85000000 N N N N N N GLOBAL AIR LEASE CO LTD N/A 37960JAA6 1657000.00000000 PA USD 1031482.50000000 0.266219948734 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 578000.00000000 PA USD 607622.50000000 0.156824018633 Long DBT CORP US Y 2 2025-06-01 Fixed 5.88000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370CAB6 750000.00000000 PA USD 777577.50000000 0.200688467508 Long DBT CORP US Y 2 2025-02-15 Fixed 3.63000000 N N N N N N CAMELOT FINANCE SA N/A 13323AAB6 945000.00000000 PA USD 978075.00000000 0.252435767314 Long DBT CORP LU Y 2 2026-11-01 Fixed 4.50000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AN0 370000.00000000 PA USD 400628.71000000 0.103400062180 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 203000.00000000 PA USD 275572.50000000 0.071123743565 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 400000.00000000 PA 464369.82000000 0.119851291392 Long DBT CORP NL N 2 2025-06-17 Fixed 3.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 743000.00000000 PA USD 795773.82000000 0.205384837420 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N Ensign Drilling Inc 549300MJ7RLJKQNMN618 29359NAA3 425000.00000000 PA USD 170000.00000000 0.043876063127 Long DBT CORP CA Y 2 2024-04-15 Fixed 9.25000000 N N N N N N WOLTERS KLUWER NV 724500TEM53I0U077B74 000000000 295000.00000000 PA 351297.04000000 0.090667830020 Long DBT CORP NL N 2 2030-07-03 Fixed 0.75000000 N N N N N N TELEFONAKTIEBOLAGET LM E 549300W9JLPW15XIFM52 000000000 350000.00000000 PA 428051.72000000 0.110477789932 Long DBT CORP SE N 2 2024-03-01 Fixed 1.88000000 N N N N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 335000.00000000 PA USD 298334.25000000 0.076998425800 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N MERLIN PROPERTIES SOCIMI 959800L8KD863DP30X04 000000000 200000.00000000 PA 237046.08000000 0.061180286883 Long DBT CORP ES N 2 2027-07-13 Fixed 2.38000000 N N N N N N COSAN LTD 6354007UNEBWHVSGS270 22113AAB1 919000.00000000 PA USD 948867.50000000 0.244897472527 Long DBT CORP BM Y 2 2029-09-20 Fixed 5.50000000 N N N N N N DISH DBS Corp N/A 25470XAW5 445000.00000000 PA USD 464001.50000000 0.119756230030 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBG7 235000.00000000 PA USD 242343.75000000 0.062547586314 Long DBT CORP US Y 2 2025-05-01 Fixed 5.38000000 N N N N N N Capital Automotive Reit N/A 12510HAD2 145449.00000000 PA USD 146526.24000000 0.037817615035 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 491000.00000000 PA USD 414895.00000000 0.107082113007 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 400000.00000000 PA 473089.73000000 0.122101852108 Long DBT CORP IT N 2 2026-06-16 Fixed 1.25000000 N N N N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 000000000 117000.00000000 PA 160062.02000000 0.041311125257 Long DBT CORP GB N 2 2055-06-03 Fixed 4.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 750000.00000000 PA 815259.64000000 0.210414020175 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 630000.00000000 PA USD 747261.90000000 0.192864178218 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 526000.00000000 PA USD 654706.94000000 0.168976253114 Long DBT MUN US N 2 2029-02-15 Fixed 7.43000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 430000.00000000 PA USD 485091.60000000 0.125199468612 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N frontdoor Inc 5493008RB0JZJI3QGZ06 35905AAA7 675000.00000000 PA USD 728156.25000000 0.187933115245 Long DBT CORP US Y 2 2026-08-15 Fixed 6.75000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 463000.00000000 PA USD 469945.00000000 0.121290214626 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 15723RAC8 795000.00000000 PA USD 858600.00000000 0.221599928242 Long DBT CORP US Y 2 2026-02-15 Fixed 6.38000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918VAY0 150861.90000000 PA USD 147882.38000000 0.038167627295 Long LON CORP US N 2 2026-08-12 Floating 1.91000000 N N N N N N Harbourview CLO VII Ltd N/A 41165TAE1 2500000.00000000 PA USD 2370932.50000000 0.611924612005 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 1.97000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 665000.00000000 PA USD 697418.75000000 0.179999935889 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAA1 395000.00000000 PA USD 398993.45000000 0.102978010586 Long DBT CORP US Y 2 2025-11-15 Fixed 7.00000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAD6 240000.00000000 PA USD 244699.20000000 0.063155514979 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N Allied Universal N/A 019576AA5 228000.00000000 PA USD 243960.00000000 0.062964731532 Long DBT CORP US Y 2 2026-07-15 Fixed 6.63000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AP2 683000.00000000 PA USD 744470.00000000 0.192143604214 Long DBT CORP LU Y 2 2026-10-15 Fixed 6.63000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 837000.00000000 PA USD 862176.96000000 0.222523121905 Long DBT CORP US Y 2 2025-08-15 Fixed 6.13000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 067316AG4 425000.00000000 PA USD 526916.02000000 0.135994120919 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N MF1 2019-FL2 Ltd. N/A 55282LAA4 350000.00000000 PA USD 343000.00000000 0.088526409721 Long ABS-CBDO USGSE KY Y 2 2034-12-25 Floating 1.30000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBM4 1925000.00000000 PA USD 2016437.50000000 0.520431406132 Long DBT CORP US Y 2 2026-02-15 Fixed 5.75000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 522000.00000000 PA USD 604858.36000000 0.156110609332 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AJ4 160000.00000000 PA USD 190800.00000000 0.049244428498 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 000000000 426000.00000000 PA 507400.98000000 0.130957396643 Long DBT CORP DE N 2 2026-05-20 Fixed 0.38000000 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15137TAA8 700000.00000000 PA USD 748587.00000000 0.193206179225 Long DBT CORP US Y 2 2026-06-01 Fixed 5.38000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 400000.00000000 PA 471637.30000000 0.121726987929 Long DBT CORP FR N 2 2030-10-24 Fixed 0.50000000 N N N N N N JBS USA LUX/JBS USA FIN N/A 472141AA8 1260000.00000000 PA USD 1408050.00000000 0.363409945215 Long DBT CORP N/A Y 2 2028-02-15 Fixed 6.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 375000.00000000 PA 452774.78000000 0.116858675469 Long DBT CORP CH N 2 2025-07-17 Fixed 1.25000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 000000000 212000.00000000 PA 292391.99000000 0.075464761242 Long DBT CORP GB N 2 2032-05-19 Fixed 1.75000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAT2 1125000.00000000 PA USD 1227656.25000000 0.316851312493 Long DBT CORP US N 2 2027-04-15 Fixed 5.38000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 511000.00000000 PA USD 486187.49000000 0.125482311782 Long DBT CORP US N 2 2027-07-15 Fixed 4.13000000 N N N N N N Element Solutions Inc. 549300FLGN6P5CU20J91 72766TAD1 150860.00000000 PA USD 146459.87000000 0.037800485304 Long LON CORP US N 2 2026-01-31 Floating 2.16000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748AV4 315000.00000000 PA USD 345667.04000000 0.089214758047 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 650000.00000000 PA USD 725595.00000000 0.187272070735 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.13000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 1335000.00000000 PA USD 1405755.00000000 0.362817618363 Long DBT CORP US Y 2 2024-07-15 Fixed 4.63000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 355000.00000000 PA USD 372497.95000000 0.096139668053 Long DBT CORP US Y 2 2028-01-15 Fixed 5.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -26744.77000000 -0.00690267774 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1660577.76000000 AUD 1159948.44000000 USD 2020-10-16 -26744.77000000 N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAA3 675000.00000000 PA USD 630281.25000000 0.162672117135 Long DBT CORP JE Y 2 2026-08-15 Fixed 4.88000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051DB0 410000.00000000 PA 429571.76000000 0.110870103879 Long DBT NUSS CA N 2 2040-12-01 Fixed 4.50000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15200000.00000000 NC 204930.85000000 0.052891523008 N/A DCR DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Put Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 15200000.00000000 OU Notional Amount N/A 204930.85000000 0.05000000 DCR DE iTraxx Europe Crossover S33.V1 2I667KHL5 buy protection 2025-06-20 0.00000000 N/A 0.00000000 N/A 15200000.00000000 EUR 1.00000000 475.00000000 EUR 2020-10-21 XXXX 50574.45000000 N N N LB Commercial Conduit Mortgage Trust N/A 501773AY1 49930.26000000 PA USD 0.50000000 0.000000129047 Long ABS-MBS CORP US N 2 2030-02-18 Variable 0.94000000 N N N N N N FIAT CHRYSLER AUTOMOBILE 549300LKT9PW7ZIBDF31 000000000 593000.00000000 PA 743691.34000000 0.191942636359 Long DBT CORP NL N 2 2026-01-05 Fixed 3.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 271000.00000000 PA USD 328384.66000000 0.084754271013 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CAESARS RESORT / FINCO N/A 12652AAA1 565000.00000000 PA USD 509415.30000000 0.131477281534 Long DBT CORP US Y 2 2025-10-15 Fixed 5.25000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362UAB0 1000000.00000000 PA USD 1039120.00000000 0.268191145394 Long DBT CORP US Y 2 2026-02-10 Fixed 4.63000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AM1 181000.00000000 PA USD 169823.25000000 0.043830444926 Long DBT CORP US N 2 2026-04-01 Fixed 7.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 1404000.00000000 PA USD 2004339.17000000 0.517308893833 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.82000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 865000.00000000 PA USD 893692.05000000 0.230656992954 Long DBT CORP US N 2 2027-02-01 Fixed 5.38000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABL0 626000.00000000 PA USD 790338.75000000 0.203982075806 Long DBT CORP US Y 2 2030-04-08 Fixed 6.38000000 N N N N N N Vector Group Ltd 549300TUIF4WWN6NDN50 92240MBF4 170000.00000000 PA USD 168937.50000000 0.043601837732 Long DBT CORP US Y 2 2025-02-01 Fixed 6.13000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAH8 290000.00000000 PA USD 338299.50000000 0.087313236576 Long DBT CORP US N 2 2024-06-15 Fixed 7.13000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336RAW8 146015.01000000 PA USD 141908.34000000 0.036625760495 Long LON CORP US N 2 2026-09-18 Floating 2.92000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 87936VAB3 900000.00000000 PA USD 952389.00000000 0.245806352269 Long DBT CORP PY Y 2 2027-04-15 Fixed 5.88000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 585000.00000000 PA USD 602550.00000000 0.155514834337 Long DBT CORP US Y 2 2026-12-01 Fixed 4.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 91000.00000000 PA USD 96733.00000000 0.024966254202 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39000000 N N N N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAK1 1980000.00000000 PA USD 2474960.40000000 0.638773639696 Long DBT CORP US N 2 2026-03-01 Fixed 7.63000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 605000.00000000 PA USD 686923.05000000 0.177291053561 Long DBT MUN US N 2 2040-12-01 Fixed 3.38000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 102000.00000000 PA 143740.91000000 0.037098736712 Long DBT CORP GB N 2 2040-06-02 Fixed 2.00000000 N N N N N N DRIVETIME AUTO GP & BRID N/A 26209NAK9 770000.00000000 PA USD 747439.00000000 0.192909886752 Long DBT CORP US Y 2 2021-06-01 Fixed 8.00000000 N N N N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 000000000 1212000.00000000 PA USD 1272345.48000000 0.328385356473 Long DBT CORP LU N 2 2025-01-18 Fixed 5.88000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 1210000.00000000 PA USD 1569007.00000000 0.404952059878 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Capital Automotive Reit N/A 12510HAG5 437500.00000000 PA USD 428236.81000000 0.110525560641 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.17000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AB5 135000.00000000 PA USD 140481.00000000 0.036257371907 Long DBT CORP US N 2 2024-06-15 Fixed 6.63000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 314000.00000000 PA USD 346656.00000000 0.089470003173 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 2030000.00000000 PA USD 2626946.88000000 0.678000512584 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N LOW INCOME INVESTMENT N/A 54750AAB2 490000.00000000 PA USD 516429.07000000 0.133287496918 Long DBT CORP US N 2 2029-07-01 Fixed 3.71000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AG7 406000.00000000 PA USD 425285.00000000 0.109763714748 Long DBT CORP US Y 2 2028-07-15 Fixed 9.75000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAC5 1200000.00000000 PA USD 1694594.44000000 0.437365486028 Long DBT CORP ID Y 2 2048-11-07 Fixed 6.50000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 270000.00000000 PA USD 302906.14000000 0.078178405413 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 145000.00000000 PA USD 145320.45000000 0.037506407281 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Sabre GLBL Inc F2TJC7HPPHLHU1AQMP98 78573NAA0 590000.00000000 PA USD 578937.50000000 0.149420578216 Long DBT CORP US Y 2 2023-04-15 Fixed 5.38000000 N N N N N N Appvion Holding Corp 549300KG8GQ03SX7CT73 03835B126 332.00000000 NS USD 3.32000000 0.000000856873 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 VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 1555000.00000000 PA USD 1644412.50000000 0.424413803868 Long DBT CORP CA Y 2 2027-04-15 Fixed 5.13000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 700000.00000000 PA USD 856733.83000000 0.221118280050 Long DBT CORP US N 2 2049-09-15 Fixed 3.88000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 395000.00000000 PA USD 395987.50000000 0.102202191456 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 320000.00000000 PA USD 337107.20000000 0.087005510517 Long DBT CORP US Y 2 2028-04-15 Fixed 4.38000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAJ7 595000.00000000 PA 482010.19000000 0.124404173673 Long DBT NUSS CA N 2 2026-06-18 Fixed 2.30000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 590000.00000000 PA USD 624102.00000000 0.161077286764 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 2775000.00000000 PA USD 2976187.50000000 0.768137591936 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AM5 1265000.00000000 PA USD 1293196.85000000 0.333766980157 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 268270AD7 1023000.00000000 PA USD 1123366.89000000 0.289934803417 Long DBT CORP CL Y 2 2025-01-29 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 399000.00000000 PA USD 450255.28000000 0.116208406404 Long DBT CORP GB N 2 2026-11-23 Fixed 4.38000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 185000.00000000 PA USD 195193.50000000 0.050378366635 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 545000.00000000 PA USD 556826.50000000 0.143713850970 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAJ1 1091000.00000000 PA USD 1184749.63000000 0.305777350330 Long DBT CORP NL Y 2 2029-11-07 Fixed 2.88000000 N N N N N N Par Pharmaceutical Inc 549300KK5WR4MGN4YT97 69888XAA7 405000.00000000 PA USD 430770.15000000 0.111179401734 Long DBT CORP US Y 2 2027-04-01 Fixed 7.50000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAE8 565000.00000000 PA USD 597487.50000000 0.154208230987 Long DBT CORP US Y 2 2027-09-30 Fixed 5.88000000 N N N N N N SHEA HOMES LP/FNDG CP N/A 82088KAE8 790000.00000000 PA USD 828828.50000000 0.213916068163 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BL9 791000.00000000 PA USD 917940.71000000 0.236915438466 Long DBT CORP US N 2 2026-04-01 Fixed 4.38000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BS1 275000.00000000 PA 314382.90000000 0.081140493921 Long DBT CORP US N 2 2025-05-17 Fixed 0.88000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBC0 400000.00000000 PA USD 421000.00000000 0.108657779862 Long DBT CORP US Y 2 2026-05-01 Fixed 6.38000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAF7 176000.00000000 PA USD 186676.16000000 0.048180088120 Long DBT CORP US Y 2 2025-07-01 Fixed 6.00000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 320000.00000000 PA USD 306400.00000000 0.079080151425 Long DBT CORP US Y 2 2029-10-01 Fixed 5.13000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 90347BAH1 177745.04000000 PA USD 172912.51000000 0.044627765907 Long LON CORP NL N 2 2024-06-01 Floating 2.06000000 N N N N N N RELX FINANCE BV 54930086P8MBY4IN4E29 000000000 100000.00000000 PA 117513.22000000 0.030329514464 Long DBT CORP NL N 2 2028-03-10 Fixed 0.50000000 N N N N N N ICA TENEDORA SA DE CV N/A 000000000 127848.00000000 NS USD 240772.81000000 0.062142135358 Long EC CORP US N 2 N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 000000000 380000.00000000 PA 458470.25000000 0.118328644888 Long DBT NUSS CA N 2 2025-05-06 Fixed 0.50000000 N N N N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 820000.00000000 PA USD 858950.00000000 0.221690261313 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAC6 770000.00000000 PA USD 780010.00000000 0.201316282353 Long DBT CORP IE Y 2 2026-06-15 Fixed 7.00000000 N N N N N N LA MONDIALE 969500L0T16HX3R78P61 000000000 300000.00000000 PA 349851.34000000 0.090294702818 Long DBT CORP FR N 2 2029-04-24 Fixed 4.38000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAF6 223000.00000000 PA USD 231421.35000000 0.059728575068 Long DBT CORP US N 2 2028-01-15 Fixed 3.40000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AR0 792000.00000000 PA USD 964656.00000000 0.248972397366 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.13000000 N N N N N N Securitized Term Auto Receivables Trust 549300DC604TIE09UO03 81379MAB0 375509.12000000 PA USD 381315.88000000 0.098415527190 Long ABS-O CORP CA Y 2 2026-03-25 Fixed 2.45000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 535000.00000000 PA USD 553725.00000000 0.142913370913 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N Stevens Holding Co Inc N/A 86024TAA5 830000.00000000 PA USD 888100.00000000 0.229213715667 Long DBT CORP US Y 2 2026-10-01 Fixed 6.13000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBB5 301679.38000000 PA USD 273612.34000000 0.070617837072 Long LON CORP US N 2 2024-02-22 Floating 2.16000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AB8 660000.00000000 PA USD 677325.00000000 0.174813849751 Long DBT CORP US Y 2 2024-06-01 Fixed 7.13000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1011000.00000000 PA 1219849.55000000 0.314836446245 Long DBT NUSS RO Y 2 2026-12-08 Fixed 2.00000000 N N N N N N TriMas Corp 75G1WUQ8QK4P5MZOYD78 896215AG5 1930000.00000000 PA USD 1974023.30000000 0.509484534858 Long DBT CORP US Y 2 2025-10-15 Fixed 4.88000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 300000.00000000 PA 361304.56000000 0.093250715781 Long DBT CORP FR N 2 2026-04-22 Fixed 1.00000000 N N N N N N SARENS FINANCE CO NV 549300B68EWZ6IHPCL79 000000000 821000.00000000 PA 775836.55000000 0.200239137908 Long DBT CORP BE N 2 2027-02-21 Fixed 5.75000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AK7 285000.00000000 PA USD 292125.00000000 0.075395852594 Long DBT CORP US Y 2 2025-10-15 Fixed 4.38000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 370000.00000000 PA USD 382025.00000000 0.098598547154 Long DBT CORP US Y 2 2028-03-01 Fixed 6.13000000 N N N N N N STATE GRID OVERSEAS INV N/A 857004AC9 1563000.00000000 PA USD 1738904.65000000 0.448801707035 Long DBT CORP VG Y 2 2024-05-07 Fixed 4.13000000 N N N N N N WEST STREET MERGER SUB N/A 95616AAA1 485000.00000000 PA USD 492275.00000000 0.127053464565 Long DBT CORP US Y 2 2025-09-01 Fixed 6.38000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 480000.00000000 PA USD 492000.00000000 0.126982488580 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBK8 1545000.00000000 PA USD 1633837.50000000 0.421684454647 Long DBT CORP US Y 2 2027-05-01 Fixed 5.88000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AD3 660000.00000000 PA USD 683100.00000000 0.176304345425 Long DBT CORP US N 2 2026-05-01 Fixed 5.13000000 N N N N N N ANACAP FIN EU SA 2221001M75L4SO9QJ626 000000000 650000.00000000 PA 620191.02000000 0.160067884380 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAS1 614000.00000000 PA USD 814369.03000000 0.210184158643 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N VEREIT OPERATING PARTNER 5493005TQOUJE1LCS698 92340LAE9 485000.00000000 PA USD 491242.57000000 0.126787000071 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 500000.00000000 PA 564788.46000000 0.145768788968 Long DBT CORP AT N 2 2030-06-10 Fixed 1.00000000 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AG1 145000.00000000 PA USD 102950.00000000 0.026570827641 Long DBT CORP US N 2 2028-01-15 Fixed 10.13000000 N N N N N N HILL-ROM HOLDINGS INC JLZ01A0E2071OH26RE45 431475AD4 910000.00000000 PA USD 958530.30000000 0.247391387955 Long DBT CORP US Y 2 2027-09-15 Fixed 4.38000000 N N N N N N Meredith Corp 549300YC8BC386CCTS24 589433AB7 645000.00000000 PA USD 560311.50000000 0.144613310264 Long DBT CORP US N 2 2026-02-01 Fixed 6.88000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 668000.00000000 PA USD 507696.39000000 0.131033640336 Long DBT NUSS LK N 2 2025-06-03 Fixed 6.13000000 N N N N N N CAPGEMINI SE 96950077L0TN7BAROX36 000000000 200000.00000000 PA 241920.91000000 0.062438453641 Long DBT CORP FR N 2 2030-06-23 Fixed 1.13000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 675000.00000000 PA USD 696937.50000000 0.179875727917 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 1000000.00000000 PA USD 1126980.00000000 0.290867327196 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAD6 401000.00000000 PA USD 444384.21000000 0.114693115592 Long DBT CORP AU Y 2 2030-05-13 Fixed 3.25000000 N N N N N N AXALTA COAT/DUTCH HLD BV N/A 05454NAA7 157000.00000000 PA USD 164457.50000000 0.042445574422 Long DBT CORP N/A Y 2 2027-06-15 Fixed 4.75000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 000000000 1067000.00000000 PA USD 1237720.00000000 0.319448710906 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AA7 250000.00000000 PA USD 275312.50000000 0.071056638998 Long DBT CORP US Y 2 2026-07-01 Fixed 7.75000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAB1 373000.00000000 PA USD 463303.30000000 0.119576028458 Long DBT CORP MA Y 2 2044-04-25 Fixed 6.88000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 371000.00000000 PA USD 465015.16000000 0.120017850090 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 1437000.00000000 PA USD 1629886.07000000 0.420664612340 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 465000.00000000 PA USD 493039.50000000 0.127250777801 Long DBT CORP US N 2 2028-08-01 Fixed 4.38000000 N N N N N N 2020-08-24 MFS MULTIMARKET INCOME TRUST Kasey Phillips Kasey Phillips Assistant Treasurer XXXX