0001752724-21-009317.txt : 20210122
0001752724-21-009317.hdr.sgml : 20210122
20210122170617
ACCESSION NUMBER: 0001752724-21-009317
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210122
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS CHARTER INCOME TRUST
CENTRAL INDEX KEY: 0000851170
IRS NUMBER: 043055815
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05822
FILM NUMBER: 21546962
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS PRINCIPAL INCOME TRUST
DATE OF NAME CHANGE: 19890906
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000851170
XXXXXXXX
MFS CHARTER INCOME TRUST
811-05822
0000851170
1LFFWFMKO22SVR346G33
111 HUNTINGTON AVENUE
24TH FLOOR
BOSTON
02199
617-954-5000
MFS CHARTER INCOME TRUST
1LFFWFMKO22SVR346G33
2020-11-30
2020-11-30
N
509605758.22
114963828.86
394641929.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100000000.00000000
0.00000000
0.00000000
0.00000000
11533653.02000000
0.00000000
0.00000000
2682672.26000000
CAD
CNY
EUR
GBP
JPY
USD
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
157000.00000000
PA
USD
176423.19000000
0.044704623831
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X56
38000000.00000000
PA
USD
263792.20000000
0.066843429543
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Variable
0.26000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
275000.00000000
PA
413209.41000000
0.104704893033
Long
DBT
NUSS
PT
N
2
2034-04-18
Fixed
2.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
2445000.00000000
PA
USD
2516394.00000000
0.637639797697
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
18.05000000
0.000004573766
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1578.71000000
USD
2141.44000000
SGD
2021-01-15
18.05000000
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
480000.00000000
PA
USD
497692.80000000
0.126112499198
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
895000.00000000
PA
USD
955412.50000000
0.242096044267
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
250000.00000000
PA
USD
281596.72000000
0.071354992728
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
119000.00000000
PA
USD
138657.32000000
0.035134969116
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
417000.00000000
PA
544315.30000000
0.137926373125
Long
DBT
NUSS
IT
N
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
44107HAF9
300000.00000000
PA
USD
286054.33000000
0.072484525520
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.67000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
904000.00000000
PA
USD
910780.00000000
0.230786424918
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
85000.00000000
PA
USD
92067.22000000
0.023329305162
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326C9
325000.00000000
PA
USD
343357.42000000
0.087004799656
Long
ABS-MBS
USGA
US
N
2
2050-12-21
Fixed
3.50000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055BJ0
227000.00000000
PA
USD
267522.45000000
0.067788653484
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032613
325000.00000000
PA
USD
343230.47000000
0.086972631255
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0124C7
225000.00000000
PA
USD
230721.68000000
0.058463549571
Long
ABS-MBS
USGSE
US
N
2
2035-12-15
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-44502.23000000
-0.01127660967
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13255717500.00000000
IDR
889944.11000000
USD
2021-01-19
-44502.23000000
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
136175.97000000
0.034506209266
Long
DBT
CORP
GB
N
2
2028-06-26
Fixed
2.25000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAT2
910000.00000000
PA
USD
973700.00000000
0.246729991812
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
530000.00000000
PA
USD
535194.00000000
0.135615088054
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.88000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1000000.00000000
PA
USD
1157494.00000000
0.293302336595
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.38000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
1295000.00000000
PA
USD
1395362.50000000
0.353576849338
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AF3
470000.00000000
PA
USD
837638.70000000
0.212252839265
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.63000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
170000.00000000
PA
USD
179860.00000000
0.045575491760
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1048000.00000000
PA
1506466.87000000
0.381730059054
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
TriMas Corp
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AG5
2250000.00000000
PA
USD
2295697.50000000
0.581716571202
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
216000.00000000
PA
USD
232200.00000000
0.058838147374
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
1355000.00000000
PA
USD
1396124.25000000
0.353769872416
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
535000.00000000
PA
USD
563756.25000000
0.142852598281
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
000000000
360000.00000000
PA
448489.28000000
0.113644609615
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
4.25000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
2506000.00000000
PA
1778456.26000000
0.450650609499
Long
DBT
NUSS
AU
N
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAA7
205000.00000000
PA
USD
209612.50000000
0.053114604507
Long
DBT
CORP
IE
Y
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
700000.00000000
PA
USD
740250.00000000
0.187575101611
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
40260000.00000000
PA
5991787.14000000
1.518284473653
Long
DBT
NUSS
CN
N
2
2029-09-20
Fixed
3.45000000
N
N
N
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
610000.00000000
PA
USD
640500.00000000
0.162299024089
Long
DBT
CORP
CA
Y
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
540000.00000000
PA
USD
553500.00000000
0.140253723393
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
251000.00000000
PA
USD
257024.89000000
0.065128632027
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
198000.00000000
PA
USD
219292.30000000
0.055567410273
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
937000.00000000
PA
796819.28000000
0.201909432505
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
2.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1415000.00000000
PA
USD
1515818.75000000
0.384099771774
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
490000.00000000
PA
USD
520213.40000000
0.131819089989
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
610000.00000000
PA
USD
598690.60000000
0.151704762079
Long
DBT
CORP
LU
Y
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390ABV1
10032.64000000
PA
USD
11463.01000000
0.002904660946
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
100000.00000000
PA
119520.04000000
0.030285692195
Long
DBT
CORP
FR
N
2
2031-12-04
Fixed
1.38000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
690000.00000000
PA
USD
714150.00000000
0.180961511403
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
494000.00000000
PA
USD
501197.07000000
0.127000461104
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1465.34000000
0.000371308746
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
142547.40000000
USD
107951.85000000
GBP
2021-01-15
1465.34000000
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
1090000.00000000
PA
USD
1254862.50000000
0.317974955685
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAM8
146000.00000000
PA
USD
160702.02000000
0.040720969578
Long
DBT
CORP
US
N
2
2024-06-05
Fixed
3.88000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
275000.00000000
PA
USD
320031.25000000
0.081094082050
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
45000.00000000
PA
USD
48600.00000000
0.012314961078
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
100000.00000000
PA
120220.73000000
0.030463243020
Long
DBT
CORP
BE
N
2
2026-02-13
Fixed
0.38000000
N
N
N
N
N
N
DS SMITH PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
150000.00000000
PA
182385.18000000
0.046215357880
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KML2
16827.90000000
PA
USD
19052.62000000
0.004827824562
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
255000.00000000
PA
USD
269662.50000000
0.068330929872
Long
DBT
CORP
CA
Y
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
574000.00000000
PA
USD
631368.43000000
0.159985136658
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
424000.00000000
PA
USD
453680.00000000
0.114959908273
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
935000.00000000
PA
USD
1014475.00000000
0.257062142799
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
000000000
550000.00000000
PA
672600.70000000
0.170433157239
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
2.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
239000.00000000
PA
USD
240337.44000000
0.060900127969
Long
DBT
CORP
SE
N
2
2021-03-01
Fixed
5.25000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
300000.00000000
PA
USD
316500.00000000
0.080199283566
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405GT91
5709.85000000
PA
USD
6416.06000000
0.001625792781
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
123313.55000000
0.031246945857
Long
DBT
CORP
NL
N
2
2028-09-22
Fixed
0.88000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
1055000.00000000
PA
USD
1092853.40000000
0.276922779536
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
100000.00000000
PA
120094.76000000
0.030431322945
Long
DBT
CORP
BE
N
2
2025-09-02
Fixed
0.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
24445.26000000
0.006194288589
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1323159.31000000
USD
1128159.24000000
EUR
2021-01-15
24445.26000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
33000.00000000
PA
USD
34732.50000000
0.008801016165
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
270000.00000000
PA
USD
284850.00000000
0.072179355209
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
Appvion Holding Corp
03835B118
274.00000000
NS
USD
0.00000000
0.000000
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
0.00000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
100000.00000000
PA
123149.65000000
0.031205414538
Long
DBT
CORP
FI
N
2
2024-06-07
Fixed
1.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-427480.98000000
-0.10832122696
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
25014285.65000000
EUR
29452490.30000000
USD
2021-01-15
-427480.98000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
320000.00000000
PA
USD
362000.00000000
0.091728722436
Long
DBT
CORP
LR
Y
2
2023-06-01
Fixed
10.88000000
N
N
N
N
N
N
GALP ENERGIA SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
100000.00000000
PA
122666.78000000
0.031083058051
Long
DBT
CORP
PT
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-58087.56000000
-0.01471905433
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4615000.00000000
CAD
3496597.01000000
USD
2021-01-15
-58087.56000000
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAD5
139000.00000000
PA
USD
161725.82000000
0.040980394623
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
135000.00000000
PA
USD
188248.28000000
0.047701033771
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
1424000.00000000
PA
USD
1498760.00000000
0.379777182427
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-2729.39000000
-0.00069161176
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
126201.15000000
USD
985000.00000000
TRY
2021-01-25
-2729.39000000
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
1125000.00000000
PA
USD
1189687.50000000
0.301459984733
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AU3
780000.00000000
PA
USD
797062.50000000
0.201971063057
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCQ8
221000.00000000
PA
USD
255577.66000000
0.064761912251
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KG3Z4
32120.28000000
PA
USD
34598.19000000
0.008766982782
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
US Renal Care Inc
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
400000.00000000
PA
USD
442000.00000000
0.112000263306
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.63000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
125000.00000000
PA
161299.04000000
0.040872251020
Long
DBT
CORP
IT
N
2
2025-05-26
Fixed
2.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012619
25000.00000000
PA
USD
25256.29000000
0.006399798936
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
1.50000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
800000.00000000
PA
USD
866000.00000000
0.219439429916
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
455000.00000000
PA
USD
473200.00000000
0.119906164245
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
100000.00000000
PA
123102.17000000
0.031193383379
Long
DBT
CORP
AT
N
2
2026-06-01
Fixed
2.50000000
N
N
N
N
N
N
UK TSY 0 7/8% 2029
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
273000.00000000
PA
383553.97000000
0.097190374733
Long
DBT
NUSS
GB
N
2
2029-10-22
Fixed
0.88000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
100000.00000000
PA
124254.47000000
0.031485369585
Long
DBT
CORP
IT
N
2
2025-10-13
Fixed
2.63000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
465000.00000000
PA
USD
472533.00000000
0.119737150273
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
12900000000.00000000
PA
967682.72000000
0.245205247594
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
554000.00000000
PA
USD
582071.06000000
0.147493466024
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-563.99000000
-0.00014291182
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
353573.57000000
USD
480683.63000000
AUD
2021-01-15
-563.99000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-406363.13000000
-0.10297008497
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11047761.64000000
NZD
7340917.22000000
USD
2021-01-15
-406363.13000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
98000.00000000
PA
USD
122608.47000000
0.031068282632
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
320000.00000000
PA
USD
348800.00000000
0.088383918192
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
100000.00000000
PA
126461.96000000
0.032044734882
Long
DBT
CORP
LU
N
2
2026-03-22
Fixed
1.63000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
445000.00000000
PA
565985.21000000
0.143417403953
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.88000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AE7
1265000.00000000
PA
USD
1317181.25000000
0.333766169280
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
454000.00000000
PA
USD
395951.56000000
0.100331852888
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234YD4
813000.00000000
PA
881573.20000000
0.223385589420
Long
DBT
NUSS
CA
N
2
2037-06-02
Fixed
4.70000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
243.92000000
0.000061807928
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
202310.50000000
USD
262973.73000000
CAD
2021-01-15
243.92000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
1245000.00000000
PA
USD
1313475.00000000
0.332827026801
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
PriSo Acquisition Corp
N/A
PriSo Acquisition Corp
74273XAA0
652000.00000000
PA
USD
653956.00000000
0.165708697264
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAE9
262000.00000000
PA
USD
275385.46000000
0.069781095092
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
00787CAC6
743268.27000000
PA
USD
849860.37000000
0.215349740302
Long
DBT
CORP
PA
Y
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
920000.00000000
PA
USD
1028100.00000000
0.260514639604
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
162000.00000000
PA
USD
174465.69000000
0.044208604565
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
624000.00000000
PA
USD
679660.80000000
0.172222146060
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
446000.00000000
PA
USD
260910.00000000
0.066113096604
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
645000.00000000
PA
USD
679668.75000000
0.172224160545
Long
DBT
CORP
LU
Y
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
119000.00000000
PA
USD
137285.11000000
0.034787258977
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
442.34000000
0.000112086417
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
182219.76000000
GBP
243531.90000000
USD
2021-01-15
442.34000000
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
65500000.00000000
PA
875087.52000000
0.221742155330
Long
DBT
NUSS
IN
N
2
2030-08-03
Fixed
5.77000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3020.76000000
-0.00076544324
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
37574003.00000000
JPY
357229.23000000
USD
2021-01-15
-3020.76000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-213.86000000
-0.00005419089
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
124750.00000000
EUR
148802.05000000
USD
2021-01-15
-213.86000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
409000.00000000
PA
USD
555375.41000000
0.140728941524
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
BANK MANDIRI PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
317000.00000000
PA
USD
353613.50000000
0.089603631467
Long
DBT
CORP
ID
N
2
2025-05-13
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LSY8
44079.76000000
PA
USD
52439.36000000
0.013287832867
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
74000.00000000
PA
USD
83787.05000000
0.021231157605
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
478.29000000
0.000121195941
N/A
DFE
JP
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
261734.91000000
USD
27348785.00000000
JPY
2021-01-15
478.29000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-648.40000000
-0.00016430083
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
162374.08000000
EUR
193310.08000000
USD
2021-01-15
-648.40000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
640000.00000000
PA
USD
687600.00000000
0.174233893776
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
890000.00000000
PA
USD
937014.25000000
0.237434033306
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Afren PLC
213800B4XZJ3ZDM7CL47
Afren PLC
00830FAC6
451812.07000000
PA
USD
225.91000000
0.000057244297
Long
DBT
CORP
GB
Y
2
2019-04-08
None
0.00000000
Y
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2415.61000000
-0.00061210171
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
216129.52000000
EUR
255754.62000000
USD
2021-01-15
-2415.61000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
425000.00000000
PA
USD
447312.50000000
0.113346420317
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
332000.00000000
PA
USD
370180.00000000
0.093801487490
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
346024.00000000
PA
460786.37000000
0.116760621646
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-3847.21000000
-0.00097486093
N/A
DFE
TR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
123002.99000000
USD
947000.00000000
TRY
2021-01-15
-3847.21000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
280000.00000000
PA
USD
331802.80000000
0.084076925261
Long
DBT
NUSS
PY
Y
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
262000.00000000
PA
USD
313253.84000000
0.079376725252
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAY6
320000.00000000
PA
USD
327200.00000000
0.082910602157
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
100000.00000000
PA
124521.67000000
0.031553076532
Long
DBT
CORP
GB
N
2
2025-06-24
Fixed
2.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
48.00000000
NC
USD
40633.44000000
0.010296280495
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
8354866.56000000
USD
40633.44000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTX8
371914.53000000
PA
USD
390534.78000000
0.098959271923
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.00000000
N
N
N
N
N
N
JSC HALYK BANK
213800NYDTVQM4SDUD67
Halyk Savings Bank of Kazakhstan JSC
000000000
724565.93000000
PA
USD
725413.67000000
0.183815660737
Long
DBT
CORP
KZ
N
2
2022-12-21
Fixed
5.50000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
727000.00000000
PA
906191.75000000
0.229623788701
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.13000000
N
N
N
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
000000000
200000.00000000
PA
236146.23000000
0.059838099408
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.38000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
1065000.00000000
PA
USD
1275380.10000000
0.323173997772
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.88000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
200000.00000000
PA
256410.38000000
0.064972918720
Long
DBT
CORP
FR
N
2
2027-07-13
Fixed
2.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
331000.00000000
PA
USD
373762.19000000
0.094709193877
Long
DBT
CORP
N/A
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AH5
185000.00000000
PA
USD
183150.00000000
0.046409158879
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.88000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
475000.00000000
PA
USD
533947.50000000
0.135299232107
Long
DBT
CORP
N/A
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AN6
112000.00000000
PA
USD
124667.71000000
0.031590082230
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
83000.00000000
PA
USD
96392.72000000
0.024425362038
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1508.13000000
-0.00038215148
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
99868.00000000
EUR
117785.82000000
USD
2021-01-15
-1508.13000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
370000.00000000
PA
486898.09000000
0.123377181636
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
1012000.00000000
PA
USD
1037300.00000000
0.262845866804
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBF6
975000.00000000
PA
USD
991965.00000000
0.251358237987
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
450000.00000000
PA
USD
451197.88000000
0.114330953310
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
210000.00000000
PA
USD
225675.76000000
0.057184942402
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
515000.00000000
PA
USD
509850.00000000
0.129193063906
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
SUNCOKE ENGY PART FIN CO
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
390000.00000000
PA
USD
384150.00000000
0.097341405314
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Bayview Financial Revolving Mortgage Loan Trust
N/A
Bayview Financial Revolving Asset Trust 2005-E
073250BW1
236238.57000000
PA
USD
244766.78000000
0.062022497304
Long
ABS-MBS
CORP
US
Y
2
2040-12-28
Floating
1.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
1738000.00000000
PA
USD
2108725.83000000
0.534339023078
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
103000.00000000
PA
USD
132526.23000000
0.033581386097
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022410
50000.00000000
PA
USD
52011.72000000
0.013179471346
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
2.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
2665000.00000000
PA
USD
2812907.50000000
0.712774616868
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas SA ESP / Gases del Pacifico SAC
74348DAA5
267000.00000000
PA
USD
281020.17000000
0.071208898267
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
RECKITT BENCKISER TSY NL
54930007FVPKN1NNHV37
Reckitt Benckiser Treasury Services Nederland BV
000000000
112000.00000000
PA
137338.97000000
0.034800906792
Long
DBT
CORP
NL
N
2
2026-05-19
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHW31
24433.92000000
PA
USD
26318.90000000
0.006669058212
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-20.40000000
-0.00000516924
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2358.80000000
EUR
2797.22000000
USD
2021-01-15
-20.40000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-838.10000000
-0.00021236973
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
74652.75000000
EUR
88335.82000000
USD
2021-01-15
-838.10000000
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475AD4
940000.00000000
PA
USD
979950.00000000
0.248313705943
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.38000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AJ8
213000.00000000
PA
USD
230292.80000000
0.058354873840
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1159.45000000
-0.00029379797
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
200000.00000000
EUR
237743.80000000
USD
2021-01-15
-1159.45000000
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
245000.00000000
PA
USD
265598.38000000
0.067301105189
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Hellenic Republic
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
1198000.00000000
PA
1817632.41000000
0.460577621072
Long
DBT
NUSS
GR
N
2
2029-03-12
Fixed
3.88000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
515000.00000000
PA
USD
535600.00000000
0.135717966124
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
000000000
447000.00000000
PA
USD
491700.00000000
0.124593958071
Long
DBT
CORP
CH
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AF5
585000.00000000
PA
USD
590850.00000000
0.149717999037
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
PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC
74527JAD9
255000.00000000
PA
USD
261375.00000000
0.066230924935
Long
DBT
MUN
PR
N
2
2022-06-01
Fixed
9.12000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
150000.00000000
PA
183812.30000000
0.046576981898
Long
DBT
CORP
NL
N
2
2028-08-03
Fixed
1.54000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
615000.00000000
PA
USD
620196.75000000
0.157154297062
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.88000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AD8
190000.00000000
PA
USD
191425.00000000
0.048505996387
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
998000.00000000
PA
USD
1180135.00000000
0.299039436056
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
323000.00000000
PA
USD
343995.00000000
0.087166358769
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
720000.00000000
PA
USD
757224.00000000
0.191876215795
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
675000.00000000
PA
USD
688500.00000000
0.174461948611
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
161000.00000000
PA
USD
177502.50000000
0.044978114790
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
ABERTIS INFRAESTRUCTURAS
549300GKFVWI02JQ5332
Abertis Infraestructuras SA
000000000
200000.00000000
PA
249787.20000000
0.063294642919
Long
DBT
CORP
ES
N
2
2032-03-26
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPLF0
82969.58000000
PA
USD
91533.42000000
0.023194043306
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
1022000.00000000
PA
USD
1114572.76000000
0.282426340710
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
350000.00000000
PA
USD
422628.50000000
0.107091636381
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
000000000
100000.00000000
PA
120382.24000000
0.030504168727
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.63000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
2265000.00000000
PA
USD
2816493.53000000
0.713683296290
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
250000.00000000
PA
305549.26000000
0.077424428898
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.88000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
2249000.00000000
PA
USD
2338960.00000000
0.592679040413
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
208235.72000000
0.052765736356
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
5359151.93000000
USD
49515000.00000000
NOK
2021-01-15
208235.72000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
1660000.00000000
PA
USD
1765476.40000000
0.447361587468
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAE7
414000.00000000
PA
USD
436307.37000000
0.110557783534
Long
DBT
CORP
US
N
2
2023-01-29
Fixed
2.95000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
137000.00000000
PA
USD
156502.56000000
0.039656850516
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
201000.00000000
PA
USD
223048.25000000
0.056519146447
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
220000.00000000
PA
USD
248762.80000000
0.063035065838
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
821458.00000000
PA
USD
94174.66000000
0.023863318363
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.44000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
177000.00000000
PA
USD
205833.34000000
0.052156987052
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
800000.00000000
PA
USD
900600.00000000
0.228206871342
Long
DBT
CORP
CH
Y
2
2025-09-12
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-3679.69000000
-0.00093241232
N/A
DFE
TR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
112014.57000000
USD
861000.00000000
TRY
2021-01-15
-3679.69000000
N
N
N
ZURICH FINANCE IRELAND
549300E0FVHYR37EGX65
Zurich Finance Ireland Designated Activity Co
000000000
205000.00000000
PA
256081.27000000
0.064889524135
Long
DBT
CORP
IE
N
2
2050-09-17
Fixed
1.88000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
445000.00000000
PA
USD
472087.15000000
0.119624174442
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
147000.00000000
PA
181577.50000000
0.046010696403
Long
DBT
CORP
IT
N
2
2026-06-16
Fixed
1.25000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAB6
560000.00000000
PA
USD
593600.00000000
0.150414833254
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.63000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBR2
260000.00000000
PA
USD
276575.00000000
0.070082517701
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
000000000
100000.00000000
PA
141161.41000000
0.035769491150
Long
DBT
CORP
GB
N
2
2032-05-19
Fixed
1.75000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-142.35000000
-0.00003607067
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
99737.00000000
EUR
118995.12000000
USD
2021-01-15
-142.35000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
7152000.00000000
PA
USD
8114726.29000000
2.056225070447
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
PETRA DIAMONDS (BACKSTOP AGREE
N/A
PETRA DIAMONDS (BACKSTOP AGREE 0.000 JAN 31 21
000000000
18482.85000000
PA
USD
18482.85000000
0.004683448114
Long
DBT
CORP
ZA
N
3
2021-01-31
Fixed
0.01000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
111000.00000000
PA
141388.86000000
0.035827125675
Long
DBT
CORP
LU
N
2
2028-07-02
Fixed
2.00000000
N
N
N
N
N
N
WOLTERS KLUWER NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
111000.00000000
PA
138706.31000000
0.035147382900
Long
DBT
CORP
NL
N
2
2030-07-03
Fixed
0.75000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BF8
189000.00000000
PA
USD
207118.32000000
0.052482593609
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.63000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
54000.00000000
NS
USD
4661280.00000000
1.181141600325
Long
EC
RF
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAC8
1231000.00000000
PA
USD
1267930.00000000
0.321286185189
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAA7
215000.00000000
PA
USD
221987.50000000
0.056250358485
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
402.10000000
0.000101889832
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16077.44000000
USD
18240500.00000000
KRW
2021-02-04
402.10000000
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605HAA8
1495000.00000000
PA
USD
1552931.25000000
0.393503866281
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
THREE GORGES FIN I KY
549300FD0MPTWEITI779
Three Gorges Finance I Cayman Islands Ltd
88556LAE6
239000.00000000
PA
USD
234768.13000000
0.059488896778
Long
DBT
CORP
KY
Y
2
2030-09-22
Fixed
2.15000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0224C6
50000.00000000
PA
USD
51994.14000000
0.013175016675
Long
ABS-MBS
USGSE
US
N
2
2035-12-15
Fixed
2.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040610
550000.00000000
PA
USD
587361.33000000
0.148833990081
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
80000.00000000
PA
USD
86600.00000000
0.021943942991
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAC8
314962.93000000
PA
USD
321803.42000000
0.081543139757
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.85000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
535000.00000000
PA
USD
579137.50000000
0.146750118756
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF ICELAND
254900IPCJWRC6XAJN15
Iceland Government International Bond
000000000
100000.00000000
PA
122867.33000000
0.031133876270
Long
DBT
NUSS
IS
N
2
2026-06-03
Fixed
0.63000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
165000.00000000
PA
USD
169125.00000000
0.042855304370
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051DB0
255000.00000000
PA
268612.96000000
0.068064982460
Long
DBT
NUSS
CA
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1410000.00000000
PA
USD
1484025.00000000
0.376043417993
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBB6
135000.00000000
PA
USD
160664.63000000
0.040711495167
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-381.88000000
-0.00009676620
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
24884.25000000
EUR
29342.76000000
USD
2021-01-15
-381.88000000
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
218000.00000000
PA
USD
216567.54000000
0.054876971727
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
66000.00000000
PA
USD
68950.20000000
0.017471584966
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
683000.00000000
PA
USD
945101.25000000
0.239483232694
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
7024.16000000
0.001779881831
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1347873.13000000
USD
1932108.00000000
NZD
2021-01-15
7024.16000000
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
610000.00000000
PA
USD
645380.00000000
0.163535588082
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
000000000
100000.00000000
PA
132093.17000000
0.033471651178
Long
DBT
CORP
AU
N
2
2028-03-29
Fixed
1.75000000
N
N
N
N
N
N
LEXINGTON REALTY TRUST
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043AE1
195000.00000000
PA
USD
201891.68000000
0.051158193030
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
1750000.00000000
PA
USD
1852812.50000000
0.469492053975
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
162000.00000000
PA
USD
178419.38000000
0.045210446920
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
730000.00000000
PA
USD
744600.00000000
0.188677366646
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206C8
275000.00000000
PA
USD
285614.77000000
0.072373143538
Long
ABS-MBS
USGSE
US
N
2
2050-12-15
Fixed
2.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
383000.00000000
PA
USD
392460.10000000
0.099447136961
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZY9
15983000.00000000
PA
USD
169002.64000000
0.042824299048
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
0.25000000
N
N
N
N
N
N
UBISOFT ENTERTAINMENT SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
100000.00000000
PA
119610.12000000
0.030308517950
Long
DBT
CORP
FR
N
2
2027-11-24
Fixed
0.88000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
339000.00000000
PA
USD
378791.13000000
0.095983498411
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAB6
200000.00000000
PA
USD
212794.63000000
0.053920937986
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
DIGICEL INTL FINANCE LTD
N/A
Digicel Holdings Bermuda Ltd / Digicel International Finance Ltd
25381VAA5
400000.00000000
PA
USD
407000.00000000
0.103131464175
Long
DBT
CORP
N/A
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
868000.00000000
PA
USD
864745.00000000
0.219121420119
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
645000.00000000
PA
USD
680475.00000000
0.172428459668
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
400000.00000000
PA
497631.48000000
0.126096961062
Long
DBT
CORP
FR
N
2
2026-12-15
Fixed
2.88000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2212.33000000
-0.00056059172
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
239551.72000000
EUR
283936.10000000
USD
2021-01-15
-2212.33000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1118.67000000
-0.00028346455
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
99733.00000000
EUR
118014.02000000
USD
2021-01-15
-1118.67000000
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
149000.00000000
PA
USD
152339.47000000
0.038601947402
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
ISLANDSBANKI
549300PZMFIQR79Q0T97
Islandsbanki HF
000000000
125000.00000000
PA
150746.49000000
0.038198295412
Long
DBT
CORP
IS
N
2
2024-01-19
Fixed
1.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0226C0
125000.00000000
PA
USD
131724.31000000
0.033378184171
Long
ABS-MBS
USGA
US
N
2
2050-12-21
Fixed
2.50000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
400000.00000000
PA
USD
431352.00000000
0.109302121216
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
00654AAA4
1081000.00000000
PA
USD
1183695.00000000
0.299941519625
Long
DBT
CORP
IN
Y
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
11499.33000000
0.002913864225
N/A
DFE
NZ
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
992528.41000000
USD
1431761.68000000
NZD
2021-01-15
11499.33000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
421000.00000000
PA
USD
493654.14000000
0.125089125932
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LJ3
338000.00000000
PA
USD
383235.45000000
0.097109663593
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
3.12000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
256.48000000
0.000064990560
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
189177.69000000
USD
158586.51000000
EUR
2021-01-15
256.48000000
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
407000.00000000
PA
USD
443630.00000000
0.112413295951
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
100000.00000000
PA
119267.16000000
0.030221613854
Long
DBT
CORP
AT
N
2
2030-06-10
Fixed
1.00000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
800000.00000000
PA
USD
921923.20000000
0.233610047846
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
1360000.00000000
PA
USD
1509600.00000000
0.382523976215
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
140000.00000000
PA
USD
156612.33000000
0.039684665604
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925DAA7
160000.00000000
PA
USD
168800.00000000
0.042772951235
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZU7
340000.00000000
PA
USD
406246.72000000
0.102940587346
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Fixed
3.90000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
200000.00000000
PA
USD
209000.00000000
0.052959400522
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
676.37000000
0.000171388276
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
284222.57000000
USD
387939.20000000
AUD
2021-01-15
676.37000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2122.11000000
0.000537730494
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
81972.37000000
USD
109178.75000000
CAD
2021-01-15
2122.11000000
N
N
N
MMS USA INVESTMENTS INC
5493000A5BDOPUSW1Z29
MMS USA Investments Inc
000000000
100000.00000000
PA
129603.21000000
0.032840709604
Long
DBT
CORP
US
N
2
2031-06-13
Fixed
1.75000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BP5
106000.00000000
PA
USD
126472.04000000
0.032047289097
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
110000.00000000
PA
USD
158335.59000000
0.040121329798
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAD2
365000.00000000
PA
USD
375636.45000000
0.095184120605
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.40000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1965.54000000
-0.00049805655
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
229505.08000000
EUR
272182.01000000
USD
2021-01-15
-1965.54000000
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
134000.00000000
PA
USD
138725.01000000
0.035152121373
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
HOLCIM FINANCE LUX SA
529900XU3Z9D2HLBR716
Holcim Finance Luxembourg SA
000000000
125000.00000000
PA
149265.86000000
0.037823112268
Long
DBT
CORP
LU
N
2
2031-04-23
Fixed
0.50000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
415000.00000000
PA
USD
424661.20000000
0.107606710895
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-60.00000000
NC
USD
-4024.31000000
-0.00101973705
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
-13247069.41000000
USD
-4024.31000000
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
88862.81000000
PA
USD
87767.93000000
0.022239889750
Long
LON
CORP
US
N
2
2026-09-18
Floating
2.90000000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
000000000
150000.00000000
PA
194795.59000000
0.049360084549
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
Q-PARK HOLDING BV
2549003839B7HE3NDP48
Q-Park Holding I BV
000000000
380000.00000000
PA
439403.67000000
0.111342368184
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
30527000.00000000
PA
1849790.05000000
0.468726182491
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253657AA8
374000.00000000
PA
USD
410465.00000000
0.104009475289
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.38000000
N
N
N
N
N
N
CAPGEMINI SE
96950077L0TN7BAROX36
Capgemini SE
000000000
100000.00000000
PA
135585.36000000
0.034356552082
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
2.00000000
N
N
N
N
N
N
DEUTSCHE BAHN FIN GMBH
52990002BAIDUAIIYU29
Deutsche Bahn Finance GMBH
000000000
100000.00000000
PA
129073.58000000
0.032706504402
Long
DBT
CORP
DE
N
2
2039-06-23
Fixed
0.88000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
252126.00000000
0.063887281417
Long
DBT
NUSS
RU
Y
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
304000.00000000
PA
USD
335160.00000000
0.084927620474
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
305000.00000000
PA
USD
312307.80000000
0.079137004146
Long
DBT
CORP
US
Y
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
000000000
175000.00000000
PA
240608.29000000
0.060968759804
Long
DBT
CORP
US
N
2
2025-09-03
Fixed
2.35000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAD2
845000.00000000
PA
USD
876687.50000000
0.222147581079
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
4.75000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
250000.00000000
PA
USD
265167.23000000
0.067191854253
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.13000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
845000.00000000
PA
USD
825987.50000000
0.209300492053
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
N/A
LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
000000000
615.00000000
NS
USD
173749.80000000
0.044027202147
Long
EC
CORP
US
N
3
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
480000.00000000
PA
USD
487800.00000000
0.123605720454
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABM8
2000000.00000000
PA
USD
581785.20000000
0.147421030741
Long
DBT
CORP
US
Y
2
2043-02-15
None
0.00000000
N
N
N
N
N
N
UZBEK INDUSTRIAL AND CON
213800C2NIFPFTXYIU69
Uzbek Industrial and Construction Bank ATB
000000000
269000.00000000
PA
USD
276061.25000000
0.069952336399
Long
DBT
CORP
UZ
N
2
2024-12-02
Fixed
5.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
183000.00000000
PA
USD
205287.28000000
0.052018618582
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
680000.00000000
PA
USD
761600.00000000
0.192985069081
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.63000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BN0
910000.00000000
PA
USD
914550.00000000
0.231741721282
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.13000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
1220000.00000000
PA
USD
1277950.00000000
0.323825195683
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVK46
93302.93000000
PA
USD
100845.33000000
0.025553627857
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
150000.00000000
PA
196852.54000000
0.049881303874
Long
DBT
CORP
GB
N
2
2044-07-03
Fixed
3.88000000
N
N
N
N
N
N
BY CROWN PARENT/BY BOND
N/A
BY Crown Parent LLC / BY Bond Finance Inc
05608QAA5
219000.00000000
PA
USD
225022.50000000
0.057019410067
Long
DBT
CORP
US
Y
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
135000.00000000
PA
USD
179071.48000000
0.045375685318
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
CAPGEMINI SE
96950077L0TN7BAROX36
Capgemini SE
000000000
100000.00000000
PA
126794.76000000
0.032129064492
Long
DBT
CORP
FR
N
2
2030-06-23
Fixed
1.13000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
15000.00000000
PA
USD
15900.00000000
0.004028968747
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
413000.00000000
PA
USD
450394.72000000
0.114127437175
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-108882.45000000
-0.02759018793
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
35380536.84000000
SEK
4020515.55000000
USD
2021-01-15
-108882.45000000
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
100000.00000000
PA
139906.92000000
0.035451610584
Long
DBT
CORP
CH
N
2
2028-06-09
Fixed
2.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-14090.00000000
-0.00357032513
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5268000.00000000
CNY
783472.60000000
USD
2021-01-15
-14090.00000000
N
N
N
CNP ASSURANCES
969500QKVPV2H8UXM738
CNP Assurances
000000000
100000.00000000
PA
123401.53000000
0.031269239485
Long
DBT
CORP
FR
N
2
2050-07-27
Fixed
2.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
1090000.00000000
PA
USD
1144500.00000000
0.290009731570
Long
DBT
CORP
FR
Y
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
625000.00000000
PA
USD
649362.50000000
0.164544730726
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
930000.00000000
PA
USD
993281.85000000
0.251691920220
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.05000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
390000.00000000
PA
USD
457021.50000000
0.115806625195
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
PPL WEM LTD/WESTERN PWR
N/A
PPL WEM Ltd / Western Power Distribution PLC
69353UAA9
250000.00000000
PA
USD
252003.15000000
0.063856151932
Long
DBT
CORP
GB
Y
2
2021-05-01
Fixed
5.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
2035000.00000000
PA
USD
2159033.25000000
0.547086634585
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
800000.00000000
PA
USD
969461.74000000
0.245656041052
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
989000.00000000
PA
1253084.74000000
0.317524481504
Long
DBT
NUSS
RO
Y
2
2026-12-08
Fixed
2.00000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
1500000.00000000
PA
USD
1668750.00000000
0.422851672833
Long
DBT
CORP
N/A
Y
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Fort Cre llc
N/A
FORT CRE 2018-1 LLC
34719RAA9
290500.00000000
PA
USD
287714.40000000
0.072905177730
Long
ABS-O
CORP
US
Y
2
2035-11-16
Floating
1.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAC7
200000.00000000
PA
USD
237501.74000000
0.060181577863
Long
DBT
CORP
US
Y
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
SENSATA TECH INC
N/A
Sensata Technologies Inc
81728UAA2
210000.00000000
PA
USD
224700.00000000
0.056937690418
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
1065000.00000000
PA
USD
1382050.50000000
0.350203664937
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
309000.00000000
PA
USD
327153.75000000
0.082898882673
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAE9
272000.00000000
PA
USD
303212.88000000
0.076832403615
Long
DBT
CORP
GB
Y
2
2027-06-26
Fixed
3.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
183000.00000000
PA
USD
212148.31000000
0.053757164208
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
350000.00000000
PA
USD
357545.50000000
0.090599977701
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41000000
N
N
N
N
N
N
ONTARIO TEACHERS' FINANC
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
000000000
140000.00000000
PA
172290.17000000
0.043657340282
Long
DBT
NUSS
CA
N
2
2025-05-06
Fixed
0.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
608000.00000000
PA
USD
611387.82000000
0.154922164756
Long
DBT
CORP
JE
Y
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
13017.78000000
0.003298630741
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
771833.86000000
USD
1119212.61000000
NZD
2021-01-15
13017.78000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
125000.00000000
PA
149079.48000000
0.037775884646
Long
DBT
CORP
AU
N
2
2028-03-03
Fixed
0.35000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAD3
355000.00000000
PA
USD
449052.83000000
0.113787409951
Long
DBT
CORP
TH
Y
2
2048-11-20
Fixed
5.38000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
101924.28000000
PA
USD
101682.21000000
0.025765688446
Long
LON
CORP
US
N
2
2022-08-18
Floating
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
28.00000000
NC
USD
37520.56000000
0.009507494568
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
6011354.44000000
USD
37520.56000000
N
N
N
Loomis Sayles Ltd
549300SUQAYPCZFFGP18
Loomis Sayles CLO II Ltd
54347LAN2
1051512.53000000
PA
USD
1045625.11000000
0.264955401899
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-15
Floating
1.14000000
N
N
N
N
N
N
RIKISBREF
254900IPCJWRC6XAJN15
Iceland Rikisbref
000000000
188496000.00000000
PA
1614041.69000000
0.408988901057
Long
DBT
NUSS
IS
N
2
2028-11-15
Fixed
5.00000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
390000.00000000
PA
USD
412912.50000000
0.104629657743
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
220000.00000000
PA
USD
170500.00000000
0.043203721478
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
1180000.00000000
PA
USD
1231625.00000000
0.312086706548
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
DEUTSCHE BOERSE AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
100000.00000000
PA
121243.71000000
0.030722460281
Long
DBT
CORP
DE
N
2
2047-06-16
Fixed
1.25000000
N
N
N
N
N
N
AVIVA PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
175000.00000000
PA
256581.96000000
0.065016396107
Long
DBT
CORP
GB
N
2
2055-06-03
Fixed
4.00000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
000000000
190000.00000000
PA
234147.52000000
0.059331637765
Long
DBT
NUSS
CA
N
2
2025-04-16
Fixed
0.50000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
435000.00000000
PA
USD
446962.50000000
0.113257732325
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
768000.00000000
PA
USD
775680.00000000
0.196552860274
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.63000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
568000.00000000
PA
USD
563740.00000000
0.142848480625
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
1145000.00000000
PA
USD
1225150.00000000
0.310445978709
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
927000.00000000
PA
USD
951528.42000000
0.241111840686
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
133000.00000000
PA
USD
136158.75000000
0.034501845817
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
323000.00000000
PA
USD
336732.67000000
0.085326126026
Long
DBT
CORP
BM
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-957.78000000
-0.00024269595
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
204474.18000000
GBP
271820.20000000
USD
2021-01-15
-957.78000000
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
300000.00000000
PA
USD
305250.00000000
0.077348598131
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
-360.00000000
NC
USD
-126697.60000000
-0.03210444470
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
-49615177.40000000
USD
-126697.60000000
N
N
N
The Bancorp Commercial Mortgage Trust
N/A
Bancorp Commercial Mortgage 2019-CRE6 Trust
05973BAA5
124503.28000000
PA
USD
123696.40000000
0.031343957850
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
1.19000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAB0
245238.31000000
PA
USD
249850.19000000
0.063310604224
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.45000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1505.40000000
0.000381459720
N/A
DFE
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
183396.13000000
USD
154791.97000000
EUR
2021-01-15
1505.40000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
495000.00000000
PA
USD
525195.00000000
0.133081398839
Long
DBT
NUSS
UA
Y
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AE6
80000.00000000
PA
USD
81656.00000000
0.020691161765
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
425000.00000000
PA
USD
450367.19000000
0.114120461231
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.38000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
200000.00000000
PA
USD
227953.35000000
0.057762070636
Long
DBT
CORP
NL
Y
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
677000.00000000
PA
USD
712542.50000000
0.180554180128
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
LA BANQUE POSTALE
96950066U5XAAIRCPA78
La Banque Postale SA
000000000
100000.00000000
PA
120766.33000000
0.030601494928
Long
DBT
CORP
FR
N
2
2026-06-17
Fixed
0.50000000
N
N
N
N
N
N
GRANITE US HOLDINGS CORP
N/A
Granite US Holdings Corp
38748YAA0
480000.00000000
PA
USD
528000.00000000
0.133792169741
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
11.00000000
N
N
N
N
N
N
TMS INTL HOLDING CORP
N/A
Tms International Holding Corp
87261QAB9
935000.00000000
PA
USD
923312.50000000
0.233962088493
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
800000.00000000
PA
USD
842000.00000000
0.213357967655
Long
DBT
CORP
GB
N
2
2022-03-15
Fixed
7.88000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AR9
260000.00000000
PA
USD
272404.70000000
0.069025787615
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.38000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
282000.00000000
PA
USD
288011.83000000
0.072980544785
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
2040000.00000000
PA
USD
2283841.20000000
0.578712252827
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
178000.00000000
PA
USD
175653.44000000
0.044509573598
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
719995.00000000
PA
USD
99042.08000000
0.025096694657
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.70000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
100000.00000000
PA
123498.68000000
0.031293856737
Long
DBT
CORP
IE
N
2
2024-05-28
Fixed
1.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
395000.00000000
PA
USD
404037.60000000
0.102380809017
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
1075000.00000000
PA
USD
1123590.00000000
0.284711257575
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406C6
300000.00000000
PA
USD
320050.78000000
0.081099030840
Long
ABS-MBS
USGSE
US
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AM1
477600.00000000
PA
USD
497515.92000000
0.126067678821
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022622
50000.00000000
PA
USD
52467.07000000
0.013294854422
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
557000.00000000
PA
USD
550733.75000000
0.139552771519
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc. 2020 Term Loan B
23918VAY0
101971.92000000
PA
USD
100711.45000000
0.025519703434
Long
LON
CORP
US
N
2
2026-08-12
Floating
1.90000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
210161.62000000
0.053253748363
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3581933.39000000
USD
76991179.53000000
MXN
2021-01-15
210161.62000000
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AG1
405000.00000000
PA
USD
271107.00000000
0.068696957882
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.13000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
695000.00000000
PA
USD
793168.75000000
0.200984409154
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BG4
400000.00000000
PA
USD
431160.28000000
0.109253540468
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
325000.00000000
PA
USD
350025.00000000
0.088694326162
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
215000.00000000
PA
USD
219300.00000000
0.055569361409
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2509.28000000
-0.00063583715
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
223908.75000000
EUR
264953.37000000
USD
2021-01-15
-2509.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-128.55000000
-0.00003257383
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4325.97000000
AUD
3048.40000000
USD
2021-01-15
-128.55000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032617
250000.00000000
PA
USD
264032.72000000
0.066904375930
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
3.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
380000.00000000
PA
USD
407588.00000000
0.103280460001
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
100000.00000000
PA
121148.29000000
0.030698281400
Long
DBT
CORP
DE
N
2
2041-05-26
Fixed
1.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAG5
437500.00000000
PA
USD
455659.01000000
0.115461378049
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
1030000.00000000
PA
USD
1077637.50000000
0.273067157802
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM Escrow Issuer LLC
85236FAA1
540000.00000000
PA
USD
560250.00000000
0.141964134654
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070AB0
670000.00000000
PA
USD
653250.00000000
0.165529800915
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
703000.00000000
PA
USD
750916.48000000
0.190277926427
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
225000.00000000
PA
USD
248625.00000000
0.063000148109
Long
DBT
CORP
CA
Y
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
16000000.00000000
PA
886512.54000000
0.224637189828
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
200000.00000000
PA
USD
224440.00000000
0.056871807910
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.38000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
150000.00000000
PA
186141.58000000
0.047167208081
Long
DBT
CORP
CH
N
2
2025-07-17
Fixed
1.25000000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
1358000.00000000
PA
USD
1047357.50000000
0.265394379583
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBD1
105000.00000000
PA
USD
109462.50000000
0.027737169280
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
INVESTOR AB
549300VEBQPHRZBKUX38
Investor AB
000000000
100000.00000000
PA
119135.47000000
0.030188244364
Long
DBT
CORP
SE
N
2
2035-10-29
Fixed
0.38000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
513000.00000000
PA
452017.22000000
0.114538569364
Long
DBT
NUSS
AU
N
2
2035-06-21
Fixed
2.75000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
100000.00000000
PA
120658.98000000
0.030574293054
Long
DBT
CORP
DE
N
2
2026-03-24
Fixed
0.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
37622.00000000
PA
USD
15989.35000000
0.004051609525
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
251685.74000000
0.063775722059
Long
DBT
CORP
NL
N
2
2025-06-17
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
815000.00000000
PA
USD
851675.00000000
0.215809557129
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
125000.00000000
PA
USD
146562.50000000
0.037138096359
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
1185000.00000000
PA
USD
1297841.63000000
0.328865620565
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAJ1
1086000.00000000
PA
USD
1164735.00000000
0.295137164438
Long
DBT
CORP
NL
Y
2
2029-11-07
Fixed
2.88000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
517.78000000
0.000131202480
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
126163.37000000
USD
106052.26000000
EUR
2021-01-15
517.78000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AX5
1320000.00000000
PA
USD
1339800.00000000
0.339497630718
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1047.49000000
0.000265427954
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
266524.16000000
USD
224000.00000000
EUR
2021-01-15
1047.49000000
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAD6
700000.00000000
PA
USD
768789.00000000
0.194806720422
Long
DBT
CORP
KY
N
2
2025-02-11
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAV4
44191.06000000
PA
USD
47167.25000000
0.011951910451
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
1000000.00000000
PA
USD
1037500.00000000
0.262896545656
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
Arches Buyer Inc
039524AB9
55000.00000000
PA
USD
56443.75000000
0.014302522312
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
000000000
130000.00000000
PA
160719.17000000
0.040725315290
Long
DBT
CORP
US
N
2
2032-03-19
Fixed
0.88000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1301.16000000
-0.00032970647
N/A
DFE
TR
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
772466.93000000
USD
6152000.00000000
TRY
2021-01-25
-1301.16000000
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
570000.00000000
PA
USD
619647.00000000
0.157014993567
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
265000.00000000
PA
USD
277256.25000000
0.070255142541
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
845000.00000000
PA
USD
876687.50000000
0.222147581079
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC20 XEUR 20201208
000000000
-100.00000000
NC
-155072.95000000
-0.03929459554
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXZ0 Comdty
2020-12-08
-17394998.00000000
EUR
-155072.95000000
N
N
N
MONDI FINANCE EUROPE
2138004LSZE37TGO8788
Mondi Finance Europe GmbH
000000000
100000.00000000
PA
137058.05000000
0.034729723276
Long
DBT
CORP
AT
N
2
2028-04-01
Fixed
2.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7085.07000000
-0.00179531607
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
651724.98000000
EUR
771411.02000000
USD
2021-01-15
-7085.07000000
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709GJ5
115000.00000000
PA
107616.69000000
0.027269451620
Long
DBT
NUSS
CA
N
2
2050-06-18
Fixed
2.95000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
475000.00000000
PA
USD
502934.75000000
0.127440779244
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
200000.00000000
PA
280406.29000000
0.071053344598
Long
DBT
CORP
GB
N
2
2026-07-05
Fixed
3.13000000
N
N
N
N
N
N
GRAND CITY PROPERTIES SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
100000.00000000
PA
122341.85000000
0.031000722654
Long
DBT
CORP
LU
N
2
2023-07-24
Fixed
2.50000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
600000.00000000
PA
USD
596250.00000000
0.151086328046
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0406C2
350000.00000000
PA
USD
371929.69000000
0.094244848894
Long
ABS-MBS
USGA
US
N
2
2050-12-21
Fixed
4.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-953.01000000
-0.00024148726
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
116047.32000000
EUR
137667.40000000
USD
2021-01-15
-953.01000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
706000.00000000
PA
USD
754572.80000000
0.191204416931
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
745000.00000000
PA
USD
799012.50000000
0.202465181866
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KQF6
34173.20000000
PA
USD
40498.47000000
0.010262079872
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
000000000
500000.00000000
PA
USD
563815.00000000
0.142867485194
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
Euroclear Investments SA
222100BZL5ZNXNUKWZ69
Euroclear Investments SA
000000000
100000.00000000
PA
131959.09000000
0.033437676076
Long
DBT
CORP
LU
N
2
2048-04-11
Fixed
2.63000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
295000.00000000
PA
USD
308275.00000000
0.078115115770
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-7687.38000000
-0.00194793797
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1050000000.00000000
KRW
940944.53000000
USD
2021-02-04
-7687.38000000
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAF9
160000.00000000
PA
USD
150400.00000000
0.038110496835
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.63000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
102227.50000000
PA
USD
99778.33000000
0.025283256181
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.64000000
N
N
N
N
N
N
CPI PROPERTY GROUP SA
222100CO2ZOTEPGJO223
CPI Property Group SA
000000000
100000.00000000
PA
133452.07000000
0.033815988639
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
2.75000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-18521.14000000
-0.00469315058
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
480024.88000000
GBP
621854.18000000
USD
2021-01-15
-18521.14000000
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
250000.00000000
PA
315758.87000000
0.080011485478
Long
DBT
CORP
IT
N
2
2027-07-22
Fixed
2.20000000
N
N
N
N
N
N
GLENCORE CAP FIN DAC
213800HCUCI1HC7X6Q34
Glencore Capital Finance DAC
000000000
175000.00000000
PA
212936.34000000
0.053956846487
Long
DBT
CORP
IE
N
2
2028-03-10
Fixed
1.13000000
N
N
N
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
905000.00000000
PA
USD
921217.60000000
0.233431252855
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
ICA TENEDORA SA DE CV
N/A
ICA TENEDORA SA DE CV
000000000
110829.00000000
NS
USD
225599.86000000
0.057165709777
Long
EC
CORP
US
N
2
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
200000.00000000
PA
USD
207100.00000000
0.052477951426
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAC1
280000.00000000
PA
USD
349801.79000000
0.088637766029
Long
DBT
CORP
AU
Y
2
2035-03-23
Fixed
5.00000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AN4
1090000.00000000
PA
USD
1130875.00000000
0.286557234765
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FX7
475000.00000000
PA
USD
543834.88000000
0.137804637455
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Ensign Drilling Inc
549300MJ7RLJKQNMN618
Ensign Drilling Inc
29359NAA3
285000.00000000
PA
USD
115425.00000000
0.029248032561
Long
DBT
CORP
CA
Y
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
MF1 2019-FL2 Ltd.
N/A
MF1 2019-FL2 Ltd
55282LAA4
288000.00000000
PA
USD
284505.41000000
0.072092038081
Long
ABS-CBDO
USGSE
KY
Y
2
2034-12-25
Floating
1.28000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
535000.00000000
PA
USD
545940.75000000
0.138338252827
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAF3
213000.00000000
PA
USD
216807.69000000
0.054937824359
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
600000.00000000
PA
USD
653250.00000000
0.165529800915
Long
DBT
CORP
CL
Y
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
DIAMOND OFFSHORE DRILL
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAL6
545000.00000000
PA
USD
43600.00000000
0.011047989774
Long
DBT
CORP
US
N
2
2039-10-15
None
0.00000000
Y
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
193000.00000000
PA
USD
226170.91000000
0.057310410570
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
896340.00000000
PA
USD
126156.81000000
0.031967411624
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.77000000
N
N
N
N
N
N
ARGENTUM (ZURICH INS)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Zurich Insurance Co Ltd
000000000
100000.00000000
PA
136972.88000000
0.034708141687
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
1057000.00000000
PA
USD
1071269.50000000
0.271453543149
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
CPI PROPERTY GROUP SA
222100CO2ZOTEPGJO223
CPI Property Group SA
000000000
100000.00000000
PA
126780.88000000
0.032125547380
Long
DBT
CORP
LU
N
2
2026-05-12
Fixed
2.75000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
229.99000000
0.000058278146
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
115000.00000000
GBP
153645.29000000
USD
2021-01-15
229.99000000
N
N
N
BY CROWN PARENT LLC
549300B1M4J69ECRY452
BY Crown Parent LLC
47215YAA5
625000.00000000
PA
USD
636531.25000000
0.161293365616
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
7.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1617.25000000
-0.00040980186
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
321874.41000000
EUR
382866.97000000
USD
2021-01-15
-1617.25000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
900000.00000000
PA
USD
934830.00000000
0.236880556892
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances SA
000000000
100000.00000000
PA
125380.52000000
0.031770704193
Long
DBT
CORP
FR
N
2
2030-07-17
Fixed
2.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
9160.38000000
0.002321187719
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1136303.65000000
USD
1487140.81000000
CAD
2021-01-15
9160.38000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-116.00000000
NC
USD
-19440.79000000
-0.00492618461
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
-14600184.21000000
USD
-19440.79000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-710.50000000
-0.00018003662
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
99834.00000000
EUR
118542.84000000
USD
2021-01-15
-710.50000000
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCP0
346000.00000000
PA
USD
394529.96000000
0.099971627606
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
291000.00000000
PA
USD
329751.06000000
0.083557026121
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
725000.00000000
PA
USD
771062.88000000
0.195382908564
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR21 XMOD 20210322
000000000
-25.00000000
NC
-1039.50000000
-0.00026340333
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Canadian Government Bond
CNH1 Comdty
2021-03-22
-3719650.00000000
CAD
-1039.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3789.00000000
0.000960110854
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
499982.63000000
USD
421736.93000000
EUR
2021-01-15
3789.00000000
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166BAA0
261000.00000000
PA
USD
262957.50000000
0.066631921353
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
115500.00000000
PA
USD
134277.77000000
0.034025216280
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
VIVION INVESTMENTS
529900SJ7X71ESJK9N76
Vivion Investments Sarl
000000000
200000.00000000
PA
232009.43000000
0.058789858030
Long
DBT
CORP
LU
N
2
2024-08-08
Fixed
3.00000000
N
N
N
N
N
N
NOURYON HOLDING BV
N/A
Nouryon Holding BV
85529VAA2
575000.00000000
PA
USD
615968.75000000
0.156082946127
Long
DBT
CORP
N/A
Y
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
200000.00000000
PA
238583.47000000
0.060455682037
Long
DBT
CORP
NL
N
2
2026-12-29
Fixed
3.25000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
535000.00000000
PA
USD
573787.50000000
0.145394459461
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
210000.00000000
PA
180915.65000000
0.045842987412
Long
DBT
NUSS
N/A
N
2
2025-06-24
Fixed
4.25000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
515000.00000000
PA
USD
516287.50000000
0.130824289460
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-139.25000000
-0.00003528515
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
116386.55000000
GBP
155125.77000000
USD
2021-01-15
-139.25000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRT1
169057.08000000
PA
USD
177530.12000000
0.044985113540
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
113000.00000000
PA
USD
125430.00000000
0.031783242141
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
778000.00000000
PA
USD
887876.94000000
0.224982920958
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
215000.00000000
PA
USD
223868.75000000
0.056727056438
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
350000.00000000
PA
USD
227500.00000000
0.057647194348
Long
DBT
CORP
LU
Y
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
320000.00000000
PA
USD
336800.00000000
0.085343187062
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
285000.00000000
PA
USD
317655.30000000
0.080492029956
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
1575000.00000000
PA
USD
1632093.75000000
0.413563189458
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.75000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
280000.00000000
PA
USD
305200.00000000
0.077335928418
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
645000.00000000
PA
USD
683700.00000000
0.173245656159
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
592000.00000000
PA
USD
623206.75000000
0.157917013787
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
1626.15000000
0.000412057077
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
348752.09000000
USD
477100.60000000
AUD
2021-01-15
1626.15000000
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
576000.00000000
PA
USD
590979.16000000
0.149750727440
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2020-FL4 Ltd
58003UAC2
154000.00000000
PA
USD
153998.52000000
0.039022341151
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Floating
2.25000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
APPVION HLDG CORP CALL 13JUN2023
03835B126
274.00000000
NS
USD
0.00000000
0.000000
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
0.00000000
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
605000.00000000
PA
USD
674798.85000000
0.170990155834
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
627494.00000000
PA
USD
220250.39000000
0.055810184781
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.13000000
N
N
N
N
N
N
NORTHRIVER MIDSTREAM FIN
549300SOLNLY3BL6GF18
Northriver Midstream Finance LP
66679NAA8
805000.00000000
PA
USD
817075.00000000
0.207042115703
Long
DBT
CORP
CA
Y
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAY1
295000.00000000
PA
USD
209450.00000000
0.053073427940
Long
DBT
CORP
LU
Y
2
2025-07-15
None
0.00000000
Y
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5724.67000000
-0.00145059852
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
340000.00000000
EUR
400410.86000000
USD
2021-01-15
-5724.67000000
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709GK2
455000.00000000
PA
379268.27000000
0.096104402949
Long
DBT
NUSS
CA
N
2
2030-06-18
Fixed
2.20000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
367000.00000000
PA
691934.30000000
0.175332180521
Long
DBT
NUSS
PT
N
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAS0
99000.00000000
PA
USD
100594.59000000
0.025490091780
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
215000.00000000
PA
USD
225750.00000000
0.057203754392
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AG4
153000.00000000
PA
USD
192539.93000000
0.048788513251
Long
DBT
CORP
BM
Y
2
2038-05-15
Fixed
5.15000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
4070000.00000000
PA
5042611.58000000
1.277768834187
Long
DBT
NUSS
IT
N
2
2030-08-01
Fixed
0.95000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
540000.00000000
PA
USD
569025.00000000
0.144187669293
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
85140.28000000
0.021574058321
N/A
DFE
SE
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3562166.94000000
USD
31250000.00000000
SEK
2021-01-15
85140.28000000
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELEC PWR AUTH PWR REVENUE
74526QCK6
95000.00000000
PA
USD
95738.15000000
0.024259497756
Long
DBT
MUN
PR
N
2
2022-07-01
Fixed
5.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
160000.00000000
PA
USD
161400.00000000
0.040897833705
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSH4
644668.56000000
PA
USD
678171.71000000
0.171844819200
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
900000.00000000
PA
USD
918000.00000000
0.232615931482
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020422
225000.00000000
PA
USD
233718.75000000
0.059222989908
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-56943.20000000
-0.01442908007
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7100000.00000000
NOK
741369.48000000
USD
2021-01-15
-56943.20000000
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
200000.00000000
PA
USD
203098.59000000
0.051464017097
Long
DBT
CORP
KY
Y
2
2025-10-28
Fixed
2.13000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AW4
265000.00000000
PA
USD
290201.50000000
0.073535394596
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ96
452516.44000000
PA
USD
474448.64000000
0.120222562455
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
360000.00000000
PA
USD
399675.60000000
0.101275503251
Long
DBT
CORP
CA
Y
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481AJ0
262000.00000000
PA
222196.66000000
0.056303358429
Long
DBT
CORP
CA
N
2
2023-09-12
Fixed
4.86000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBA8
200000.00000000
PA
USD
236104.00000000
0.059827398569
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
437.18000000
0.000110778902
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
215100.16000000
USD
1713000.00000000
TRY
2021-01-15
437.18000000
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
985000.00000000
PA
USD
1024400.00000000
0.259577080839
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
355000.00000000
PA
USD
388725.00000000
0.098500684058
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
78000.00000000
PA
USD
91162.55000000
0.023100066976
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZR4
150000.00000000
PA
USD
158250.41000000
0.040099745674
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
UK TSY 1.75% 2049
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
923000.00000000
PA
1510211.94000000
0.382679038299
Long
DBT
NUSS
GB
N
2
2049-01-22
Fixed
1.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBF5
516973.00000000
PA
USD
532864.75000000
0.135024869471
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
2.00000000
N
N
N
N
N
N
CREST LTD
549300MJZTHEPDTYM573
CREST 2004-1 Ltd
22608WAR0
3257291.43000000
PA
USD
60100.28000000
0.015229066028
Long
ABS-CBDO
CORP
KY
N
2
2040-01-28
Fixed
7.00000000
Y
N
Y
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAC8
129000.00000000
PA
USD
145710.67000000
0.036922247526
Long
DBT
CORP
US
Y
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
BAT NETHERLANDS FINANCE
2138009B37VJ9VOWAO51
BAT Netherlands Finance BV
000000000
164000.00000000
PA
211919.34000000
0.053699144524
Long
DBT
CORP
NL
N
2
2024-10-07
Fixed
2.38000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
167000.00000000
PA
USD
177855.00000000
0.045067436267
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
444000.00000000
PA
658605.37000000
0.166886820938
Long
DBT
NUSS
BE
N
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
342505.00000000
PA
USD
133748.20000000
0.033891026282
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.13000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
320000.00000000
PA
424440.91000000
0.107550890674
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020620
250000.00000000
PA
USD
258450.91000000
0.065489977311
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Fixed
2.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
158100000.00000000
PA
1787241.75000000
0.452876802244
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D82
15572000.00000000
PA
USD
349122.68000000
0.088465683452
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.43000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
915000.00000000
PA
USD
969900.00000000
0.245767093621
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
1069000.00000000
PA
USD
1056717.19000000
0.267766071312
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
4500000.00000000
PA
USD
5369062.50000000
1.360489623772
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
415000.00000000
PA
USD
436606.62000000
0.110633611767
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.13000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
250000.00000000
PA
USD
270700.00000000
0.068593826418
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-543.90000000
-0.00013782113
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
500000.00000000
GBP
666479.15000000
USD
2021-01-15
-543.90000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
400000.00000000
PA
USD
452681.69000000
0.114706942248
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
133000.00000000
PA
USD
152245.78000000
0.038578206894
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8782.99000000
-0.00222555925
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
723697.31000000
EUR
855685.22000000
USD
2021-01-15
-8782.99000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BJ3
215000.00000000
PA
USD
224567.50000000
0.056904115678
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.88000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
125000.00000000
PA
157268.40000000
0.039850909976
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
590.42000000
0.000149609039
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
396013.36000000
USD
332020.41000000
EUR
2021-01-15
590.42000000
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
365000.00000000
PA
USD
408800.00000000
0.103587573845
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4XB3
36576000.00000000
PA
USD
414256.12000000
0.104970123339
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.26000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
230000.00000000
PA
USD
259887.59000000
0.065854023778
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
960000.00000000
PA
USD
993600.00000000
0.251772537604
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
1113000.00000000
PA
USD
1109104.50000000
0.281040715009
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0304C9
250000.00000000
PA
USD
261733.15000000
0.066321678090
Long
ABS-MBS
USGSE
US
N
2
2035-12-15
Fixed
3.00000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
615000.00000000
PA
USD
661924.50000000
0.167727869431
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
525000.00000000
PA
USD
480375.00000000
0.121724268067
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC20 XEUR 20201208
000000000
8.00000000
NC
12936.92000000
0.003278141281
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Buxl (FGBX)
UBZ0 Comdty
2020-12-08
1801314.62000000
EUR
12936.92000000
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
775000.00000000
PA
USD
792437.50000000
0.200799114601
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
000000000
150000.00000000
PA
184851.87000000
0.046840402969
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.41000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
900000.00000000
PA
USD
1122750.00000000
0.284498406396
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
375000.00000000
PA
USD
388175.03000000
0.098361324816
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
260000.00000000
PA
USD
262600.00000000
0.066541332905
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBK8
2020000.00000000
PA
USD
2109385.00000000
0.534506052973
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.88000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
987000.00000000
PA
USD
1081862.54000000
0.274137758690
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
000000000
200000.00000000
PA
USD
210290.00000000
0.053286279119
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAF0
3395403.30000000
PA
USD
413056.24000000
0.104666080634
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.92000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
238000.00000000
PA
USD
245502.21000000
0.062208851045
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.10000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
101000.00000000
PA
USD
105867.13000000
0.026826123157
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-341694.51000000
-0.08658342780
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18547901.48000000
EUR
21814075.65000000
USD
2021-01-15
-341694.51000000
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAA8
207000.00000000
PA
USD
209463.30000000
0.053076798083
Long
DBT
CORP
BR
Y
2
2025-02-04
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSK9
48843.92000000
PA
USD
51220.31000000
0.012978932594
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
1075000.00000000
PA
USD
1142187.50000000
0.289423757341
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
400000.00000000
PA
USD
210000.00000000
0.053212794783
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
695000.00000000
PA
USD
691525.00000000
0.175228466250
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
200000.00000000
PA
USD
214500.00000000
0.054353068957
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
2082000.00000000
PA
2645435.01000000
0.670338049048
Long
DBT
NUSS
IT
N
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AF5
535000.00000000
PA
USD
536337.50000000
0.135904844391
Long
DBT
CORP
CA
Y
2
2028-10-15
Fixed
5.75000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
1055000.00000000
PA
USD
1110419.15000000
0.281373839774
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
927320AA9
303000.00000000
PA
USD
357268.42000000
0.090529767219
Long
DBT
CORP
FR
Y
2
2029-04-10
Fixed
3.75000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
76174LAA1
545000.00000000
PA
USD
554237.75000000
0.140440665009
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5113.60000000
0.001295756892
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
174662.80000000
USD
134760.26000000
GBP
2021-01-15
5113.60000000
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
285000.00000000
PA
USD
305639.70000000
0.077447345875
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
CS000033 US 10YR PAYER 1.75 SEP22 1.75 PUT
000000000
20100000.00000000
NC
USD
204491.17000000
0.051816888877
N/A
DIR
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Put
Purchased
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
IRS Swap
N/A
20100000.00000000
OU
Notional Amount
N/A
204491.17000000
0.05000000
DIR
US
ICE Libor USD 3 Months
US0003M Index
2032-09-21
0.00000000
N/A
0.00000000
N/A
20100000.00000000
USD
1.00000000
1.75000000
USD
2022-09-19
XXXX
30626.17000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-34184.47000000
-0.00866214850
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
358103832.00000000
JPY
3399224.03000000
USD
2021-01-15
-34184.47000000
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAB5
730000.00000000
PA
USD
771975.00000000
0.195614034538
Long
DBT
CORP
IE
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
1007000.00000000
PA
USD
1085042.50000000
0.274943542304
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.13000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
552000.00000000
PA
USD
605820.00000000
0.153511311122
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AC4
313000.00000000
PA
USD
316217.96000000
0.080127816249
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
484000.00000000
PA
USD
514855.00000000
0.130461302182
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
100000.00000000
PA
119642.91000000
0.030316826748
Long
DBT
CORP
ES
N
2
2026-11-18
Fixed
0.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZU4
731897.00000000
PA
USD
113957.75000000
0.028876239832
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.99000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
101944.99000000
PA
USD
100506.85000000
0.025467858968
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.90000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022618
75000.00000000
PA
USD
78440.74000000
0.019876433334
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
200000.00000000
PA
249305.76000000
0.063172648786
Long
DBT
CORP
NL
N
2
2030-03-20
Fixed
3.50000000
N
N
N
N
N
N
Element Solutions Inc.
549300FLGN6P5CU20J91
Element Solutions Inc. 2019 Term Loan B1
72766TAD1
101970.00000000
PA
USD
99962.41000000
0.025329900997
Long
LON
CORP
US
N
2
2026-01-31
Floating
2.15000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AS8
200000.00000000
PA
USD
237800.00000000
0.060257155235
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
46997.97000000
0.011909015870
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1841231.25000000
USD
2090000000.00000000
KRW
2021-02-04
46997.97000000
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
000000000
230000.00000000
PA
290021.33000000
0.073489740552
Long
DBT
NUSS
N/A
N
2
2025-06-03
Fixed
1.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
745000.00000000
PA
USD
785043.75000000
0.198925580784
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
247000.00000000
PA
USD
272218.70000000
0.068978656282
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-767.68000000
-0.00019452570
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
124293.75000000
EUR
147703.23000000
USD
2021-01-15
-767.68000000
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
875000.00000000
PA
USD
964687.50000000
0.244446276036
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
100000.00000000
PA
123710.29000000
0.031347477497
Long
DBT
CORP
IT
N
2
2026-12-10
Fixed
2.25000000
N
N
N
N
N
N
ABERTIS INFRAESTRUCTURAS
549300GKFVWI02JQ5332
Abertis Infraestructuras SA
000000000
100000.00000000
PA
145046.75000000
0.036754014008
Long
DBT
CORP
ES
N
2
2026-11-27
Fixed
3.38000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
655000.00000000
PA
USD
652537.20000000
0.165349181486
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
19286572.55900000
NS
USD
19286572.56000000
4.887106798630
Long
STIV
RF
US
N
1
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
430000.00000000
PA
USD
403125.00000000
0.102149561414
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAN6
1395000.00000000
PA
USD
1464750.00000000
0.371159243614
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
435000.00000000
PA
USD
464819.25000000
0.117782530293
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.38000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
820000.00000000
PA
USD
890725.00000000
0.225704603016
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
250000.00000000
PA
USD
281840.37000000
0.071416732240
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
97080.78000000
PA
USD
98064.98000000
0.024849103124
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
1000000.00000000
PA
USD
1070500.00000000
0.271258556265
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
CANPACK SA EASTERN LAND
N/A
CANPACK SA / Eastern PA Land Investment Holding LLC
13805AAA5
350000.00000000
PA
USD
356230.00000000
0.090266637551
Long
DBT
CORP
N/A
Y
2
2025-11-01
Fixed
3.13000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
375000.00000000
PA
USD
373125.00000000
0.094547733588
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-30.00000000
NC
USD
-19231.34000000
-0.00487311118
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-4694518.66000000
USD
-19231.34000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
166125.06000000
0.042095136791
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3633265.83000000
USD
5418000.00000000
NZD
2021-01-15
166125.06000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-38483.10000000
-0.00975139668
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1042455000.00000000
CLP
1331190.14000000
USD
2021-01-28
-38483.10000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
330000.00000000
PA
USD
364102.20000000
0.092261407851
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
BANCO RESERVAS REP DOMIN
549300CKQT0JZ2EGNC56
Banco de Reservas de la Republica Dominicana
000000000
1074000.00000000
PA
USD
1106220.00000000
0.280309799263
Long
DBT
CORP
DO
N
2
2023-02-01
Fixed
7.00000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
252000.00000000
PA
USD
259044.44000000
0.065640374407
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
425000.00000000
PA
USD
420750.00000000
0.106615635262
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030617
75000.00000000
PA
USD
78307.62000000
0.019842701490
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
3.00000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
311000.00000000
PA
USD
342877.50000000
0.086883190682
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-5215.34000000
-0.00132153722
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
162495.94000000
USD
1250000.00000000
TRY
2021-01-15
-5215.34000000
N
N
N
INFINEON TECHNOLOGIES AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
200000.00000000
PA
259397.28000000
0.065729782038
Long
DBT
CORP
DE
N
2
2029-06-24
Fixed
1.63000000
N
N
N
N
N
N
EUTELSAT SA
549300MCOOY1V7P2PG30
Eutelsat SA
000000000
200000.00000000
PA
241021.65000000
0.061073502856
Long
DBT
CORP
FR
N
2
2028-10-13
Fixed
1.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2893.24000000
0.000733130411
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
720339.67000000
USD
605460.91000000
EUR
2021-01-15
2893.24000000
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
227000.00000000
PA
USD
279217.63000000
0.070752144976
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
150000.00000000
PA
208896.51000000
0.052933176750
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.50000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431PAA0
560000.00000000
PA
USD
589764.00000000
0.149442812869
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
375000.00000000
PA
USD
381562.50000000
0.096685747664
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0326C3
150000.00000000
PA
USD
158214.84000000
0.040090732441
Long
ABS-MBS
USGSE
US
N
2
2050-12-15
Fixed
3.50000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KN0
156000.00000000
PA
USD
188663.82000000
0.047806329222
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
PEACH PROPERTY FINANCE
5299006REENAMLK8A121
Peach Property Finance GmbH
000000000
225000.00000000
PA
280283.80000000
0.071022306335
Long
DBT
CORP
DE
Y
2
2025-11-15
Fixed
4.38000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
585000.00000000
PA
USD
648776.70000000
0.164396292368
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
1255000.00000000
PA
USD
1313043.75000000
0.332717750526
Long
DBT
CORP
US
Y
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
1125000.00000000
PA
USD
1167187.50000000
0.295758613863
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
345000.00000000
PA
USD
367425.00000000
0.093103386301
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
EUROCLEAR BANK SA
549300OZ46BRLZ8Y6F65
Euroclear Bank SA
000000000
100000.00000000
PA
120918.07000000
0.030639944973
Long
DBT
CORP
BE
N
2
2025-07-07
Fixed
0.13000000
N
N
N
N
N
N
LA BANQUE POSTALE
96950066U5XAAIRCPA78
La Banque Postale SA
000000000
100000.00000000
PA
120257.23000000
0.030472491910
Long
DBT
CORP
FR
N
2
2031-01-26
Fixed
0.88000000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
818000.00000000
PA
USD
855065.63000000
0.216668723312
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
SWITCH LTD
N/A
Switch Ltd
87105NAA8
581000.00000000
PA
USD
589473.89000000
0.149369300660
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
759000.00000000
PA
USD
794673.00000000
0.201365577471
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-868.04000000
-0.00021995635
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
99588.00000000
EUR
118091.45000000
USD
2021-01-15
-868.04000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
722000.00000000
PA
960710.52000000
0.243438532129
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
355000.00000000
PA
USD
398617.79000000
0.101007460268
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
710000.00000000
PA
USD
742837.50000000
0.188230759261
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0204C0
150000.00000000
PA
USD
156175.78000000
0.039574046339
Long
ABS-MBS
USGSE
US
N
2
2035-12-15
Fixed
2.00000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
100000.00000000
PA
USD
130630.87000000
0.033101112750
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
428000.00000000
PA
512333.48000000
0.129822363485
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.38000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
334000.00000000
PA
USD
335252.50000000
0.084951059443
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAY2
805000.00000000
PA
USD
853300.00000000
0.216221322803
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.63000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-30971.64000000
-0.00784803582
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3670237.61000000
CAD
2796013.62000000
USD
2021-01-15
-30971.64000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
370000.00000000
PA
443856.89000000
0.112470788575
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
495000.00000000
PA
USD
332887.50000000
0.084351782016
Long
DBT
CORP
LU
N
2
2023-08-01
None
0.00000000
Y
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
1055000.00000000
PA
USD
1076100.00000000
0.272677564126
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAB0
1250000.00000000
PA
USD
1287500.00000000
0.326245110875
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
4.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2720.48000000
0.000689354018
N/A
DFE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
87994.65000000
USD
68000.00000000
GBP
2021-01-15
2720.48000000
N
N
N
PetSmart Inc
N/A
PetSmart Inc
04021LAA8
585000.00000000
PA
USD
577658.25000000
0.146375285296
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
7.13000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) DEC20 XOSE 20201214
000000000
-6.00000000
NC
-11005.75000000
-0.00278879388
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Japan Government Ten Year Bond
JBZ0 Comdty
2020-12-14
-911031000.00000000
JPY
-11005.75000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15419.99000000
0.003907336968
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1670372.72000000
USD
1411276.47000000
EUR
2021-01-15
15419.99000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
10550.85000000
0.002673524837
N/A
DFE
NZ
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
173947.33000000
USD
263097.74000000
NZD
2021-01-15
10550.85000000
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
755000.00000000
PA
USD
804075.00000000
0.203747990312
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AM8
152000.00000000
PA
USD
153845.74000000
0.038983627575
Long
DBT
CORP
AU
Y
2
2035-11-25
Fixed
2.57000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
280000.00000000
PA
USD
250110.00000000
0.063376438587
Long
DBT
CORP
BM
Y
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
100000.00000000
PA
126985.09000000
0.032177293022
Long
DBT
CORP
NL
N
2
2031-05-26
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401WV48
36363.75000000
PA
USD
42619.99000000
0.010799660864
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5229.19000000
-0.00132504673
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
210000.00000000
EUR
245619.23000000
USD
2021-01-15
-5229.19000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
300000.00000000
PA
USD
382503.00000000
0.096924064967
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238TAA7
740000.00000000
PA
USD
762903.00000000
0.193315241803
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
280000.00000000
PA
USD
304850.00000000
0.077247240427
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
Frontera Energy Corp
A25574TZFLBNK7NWQT47
Frontera Energy Corp
35905B107
16354.00000000
NS
USD
36305.88000000
0.009199701627
Long
EC
CORP
CA
N
1
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
600000.00000000
PA
USD
648697.62000000
0.164376253950
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAA3
1385000.00000000
PA
USD
1430012.50000000
0.362356960477
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-7187.65000000
-0.00182130925
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3512000.00000000
CNY
524520.75000000
USD
2021-01-15
-7187.65000000
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
000000000
320000.00000000
PA
386674.43000000
0.097981081388
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.25000000
N
N
N
N
N
N
CHINA CONSTRUCT BANK/HK
5493001KQW6DM7KEDR62
China Construction Bank Corp/Hong Kong
000000000
400000.00000000
PA
USD
398612.34000000
0.101006079269
Long
DBT
CORP
CN
N
2
2025-08-04
Fixed
1.25000000
N
N
N
N
N
N
SEVERN TRENT WATER UTIL
213800KY9PT6WBH33232
Severn Trent Utilities Finance PLC
000000000
100000.00000000
PA
140859.32000000
0.035692943278
Long
DBT
CORP
GB
N
2
2040-06-02
Fixed
2.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
97080.78000000
PA
USD
98212.35000000
0.024886445836
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7613.49000000
-0.00192921467
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
414494.69000000
GBP
545341.54000000
USD
2021-01-15
-7613.49000000
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAK8
570700.00000000
PA
USD
525044.00000000
0.133043136306
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
382000.00000000
PA
USD
419087.04000000
0.106194250742
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
710000.00000000
PA
USD
732223.00000000
0.185541105879
Long
DBT
CORP
FR
Y
2
2025-09-15
Fixed
4.88000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
800000.00000000
PA
USD
922808.00000000
0.233834251088
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-21940.01000000
-0.00555947261
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1160407.50000000
CAD
871859.04000000
USD
2021-01-15
-21940.01000000
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
500000.00000000
PA
USD
626250.00000000
0.158688155872
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
200000.00000000
PA
280121.53000000
0.070981188049
Long
DBT
CORP
GB
N
2
2030-12-11
Fixed
5.13000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
785000.00000000
PA
USD
811878.40000000
0.205725327087
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
200000.00000000
PA
252139.02000000
0.063890580610
Long
DBT
CORP
FR
N
2
2027-12-23
Fixed
4.00000000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
325000.00000000
PA
394654.60000000
0.100003210667
Long
DBT
CORP
NO
Y
2
2025-11-15
Fixed
2.63000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
200000.00000000
PA
USD
186300.00000000
0.047207350800
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
950000.00000000
PA
USD
1012937.50000000
0.256672549123
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
655000.00000000
PA
USD
664792.25000000
0.168454540823
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
200000.00000000
PA
260901.72000000
0.066110998500
Long
DBT
CORP
NL
N
2
2030-04-29
Fixed
2.25000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
685000.00000000
PA
878793.86000000
0.222681320615
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2857.13000000
0.000723980344
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
476146.77000000
USD
401002.41000000
EUR
2021-01-15
2857.13000000
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
555000.00000000
PA
USD
584356.17000000
0.148072499784
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
AUSNET SERVICES HOLDINGS
TTMIG9TE1S0X3ZPDHD61
AusNet Services Holdings Pty Ltd
000000000
100000.00000000
PA
123919.52000000
0.031400495178
Long
DBT
CORP
AU
N
2
2030-08-25
Fixed
0.63000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAQ1
167000.00000000
PA
USD
196998.89000000
0.049918388124
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
225000.00000000
PA
289434.33000000
0.073340998121
Long
DBT
NUSS
N/A
N
2
2050-11-04
Fixed
0.30000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
210000.00000000
PA
USD
233625.00000000
0.059199234196
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
433000.00000000
PA
USD
455191.25000000
0.115342850349
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
120000.00000000
PA
USD
183649.08000000
0.046535622886
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
305000.00000000
PA
USD
309596.35000000
0.078449938277
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
The Bancorp Commercial Mortgage Trust
5493007HKNHP2VEB5M24
Bancorp Commercial Mortgage 2018 CRE4 Trust
05972LAG1
491000.00000000
PA
USD
463783.87000000
0.117520170943
Long
ABS-MBS
CORP
US
Y
2
2035-09-15
Floating
2.24000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE
60636AVL4
530000.00000000
PA
USD
610167.80000000
0.154613018690
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.23000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
273000.00000000
PA
USD
307709.85000000
0.077971910004
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
775000.00000000
PA
USD
798250.00000000
0.202271968742
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
240000.00000000
PA
294090.52000000
0.074520849945
Long
DBT
NUSS
N/A
N
2
2035-07-04
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8RB9
110379.22000000
PA
USD
115783.65000000
0.029338912413
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
PUERTO RICO CMWLTH
74514LUR6
20000.00000000
PA
USD
20570.00000000
0.005212319946
Long
DBT
MUN
PR
N
2
2027-07-01
Fixed
6.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAE2
227000.00000000
PA
USD
227113.50000000
0.057549257466
Long
DBT
CORP
CA
Y
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
1055000.00000000
PA
USD
1131487.50000000
0.286712438750
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
200000.00000000
PA
243993.76000000
0.061826618473
Long
DBT
CORP
DE
N
2
2026-09-03
Fixed
1.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FDES7
300000.00000000
PA
USD
352457.46000000
0.089310697566
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
3.42000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAF4
435000.00000000
PA
USD
443678.25000000
0.112425522224
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.63000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
262000.00000000
PA
USD
276410.00000000
0.070040707648
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
1865000.00000000
PA
USD
1913956.25000000
0.484985529313
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
365000.00000000
PA
USD
406975.00000000
0.103125129319
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AE6
380000.00000000
PA
USD
395200.00000000
0.100141411897
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.88000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
870000.00000000
PA
USD
917101.80000000
0.232388332757
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAB6
705000.00000000
PA
USD
720192.75000000
0.182492709572
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.63000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AG2
142000.00000000
PA
USD
202857.30000000
0.051402875596
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402KJ21
13077.01000000
PA
USD
14650.03000000
0.003712233523
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
100000.00000000
PA
124115.62000000
0.031450185792
Long
DBT
CORP
FR
N
2
2030-06-05
Fixed
1.63000000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
3930000.00000000
PA
463035.86000000
0.117330629502
Long
DBT
NUSS
SE
Y
2
2031-05-12
Fixed
0.13000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AF9
1096000.00000000
PA
USD
1130250.00000000
0.286398863352
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
12676000.00000000
PA
USD
12164998.75000000
3.082540866787
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXX6
215000.00000000
PA
USD
237519.10000000
0.060185976787
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.38000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
702000.00000000
PA
USD
740750.40000000
0.187701900099
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.13000000
N
N
N
N
N
N
BANKINTER SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
100000.00000000
PA
122737.88000000
0.031101074383
Long
DBT
CORP
ES
N
2
2026-07-08
Fixed
0.88000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05968AAA4
600000.00000000
PA
USD
619785.87000000
0.157050182428
Long
DBT
CORP
CL
N
2
2022-02-08
Fixed
3.88000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
550000.00000000
PA
USD
628375.00000000
0.159226618676
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
330000.00000000
PA
USD
374550.00000000
0.094908820410
Long
DBT
CORP
BM
Y
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-60517.50000000
-0.01533478718
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18121000.00000000
CNY
2682958.57000000
USD
2021-01-15
-60517.50000000
N
N
N
ILIAD SA
969500FZ9BTRZS3JNB97
Iliad SA
000000000
100000.00000000
PA
122850.24000000
0.031129545762
Long
DBT
CORP
FR
N
2
2026-06-17
Fixed
2.38000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
100000.00000000
PA
USD
118910.21000000
0.030131164773
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
320000.00000000
PA
USD
337703.04000000
0.085572012215
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
320000.00000000
PA
USD
321600.00000000
0.081491594297
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
209.32000000
0.000053040486
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
173059.40000000
USD
145053.46000000
EUR
2021-01-15
209.32000000
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
1895000.00000000
PA
USD
2122400.00000000
0.537803979278
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
695000.00000000
PA
USD
674150.00000000
0.170825740968
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAA4
455000.00000000
PA
USD
482300.00000000
0.122212052019
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
8.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTG43
845640.00000000
PA
USD
127216.39000000
0.032235903115
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.92000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
279000.00000000
PA
USD
313439.76000000
0.079423836313
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZG2
2034877.00000000
PA
USD
306681.60000000
0.077711357355
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.91000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR21 IFLL 20210329
000000000
-41.00000000
NC
-1779.16000000
-0.00045082893
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G H1 Comdty
2021-03-29
-5500455.45000000
GBP
-1779.16000000
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. Term Loan B
000000000
94171.43000000
PA
USD
92405.72000000
0.023415079119
Long
LON
CORP
CA
N
2
2025-11-27
Floating
2.89000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
N/A
Legacy LifePoint Health LLC
53219LAS8
210000.00000000
PA
USD
211050.00000000
0.053478858757
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAQ7
208000.00000000
PA
USD
220458.99000000
0.055863042824
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
24396.43000000
0.006181915347
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1345276.81000000
USD
1042455000.00000000
CLP
2021-01-28
24396.43000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
000000000
175000.00000000
PA
209765.87000000
0.053153467585
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
FERRARI NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
262000.00000000
PA
321338.22000000
0.081425260747
Long
DBT
CORP
NL
N
2
2025-05-27
Fixed
1.50000000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBF4
310000.00000000
PA
USD
313875.00000000
0.079534123631
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
580000.00000000
PA
USD
602475.00000000
0.152663707319
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.38000000
N
N
N
N
N
N
ASML HOLDING NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
100000.00000000
PA
125421.08000000
0.031780981864
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
0.63000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPJ6
3400000.00000000
PA
USD
4089816.48000000
1.036336024059
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.93000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAK9
798000.00000000
PA
USD
902035.26000000
0.228570557989
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
200000.00000000
PA
USD
206625.00000000
0.052357589153
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1434.57000000
-0.00036351180
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
225000.00000000
EUR
267331.59000000
USD
2021-01-15
-1434.57000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
321200.00000000
PA
USD
327624.00000000
0.083018041324
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1281.72000000
-0.00032478049
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
243600.00000000
EUR
289702.44000000
USD
2021-01-15
-1281.72000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2004.92000000
0.000508035221
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
251908.88000000
USD
2018000.00000000
TRY
2021-01-15
2004.92000000
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
540000.00000000
PA
USD
550530.00000000
0.139501142438
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AU1
1275000.00000000
PA
USD
1326000.00000000
0.336000789918
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2A6
1957.35000000
PA
USD
2265.24000000
0.000573998815
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
100000.00000000
PA
123847.71000000
0.031382298936
Long
DBT
CORP
FR
N
2
2026-04-22
Fixed
1.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
1450000.00000000
PA
USD
1656625.00000000
0.419779267420
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.88000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
1997141.94000000
PA
USD
222519.16000000
0.056385078078
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.75000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
1480000.00000000
PA
USD
1642800.00000000
0.416276091763
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
166000.00000000
PA
USD
170277.41000000
0.043147318450
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1103.53000000
0.000279628168
N/A
DFE
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
250397.18000000
USD
210546.07000000
EUR
2021-01-15
1103.53000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
130000.00000000
PA
USD
137150.00000000
0.034753022878
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
737000.00000000
PA
USD
745291.25000000
0.188852525429
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
189000.00000000
PA
USD
234084.95000000
0.059315782886
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-201.07000000
-0.00005094998
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
425636.46000000
NZD
298277.94000000
USD
2021-01-15
-201.07000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
843000.00000000
PA
1213626.05000000
0.307525875916
Long
DBT
NUSS
N/A
N
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
TERNA SPA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
100000.00000000
PA
121782.40000000
0.030858961235
Long
DBT
CORP
IT
N
2
2030-09-25
Fixed
0.38000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAG1
555000.00000000
PA
USD
586912.50000000
0.148720259135
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
127000.00000000
PA
USD
138874.69000000
0.035190049426
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXY1
100000.00000000
PA
USD
105237.45000000
0.026666565858
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
105000.00000000
PA
USD
118776.54000000
0.030097293562
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
150000.00000000
PA
177410.99000000
0.044954926681
Long
DBT
CORP
GB
N
2
2028-04-22
Fixed
1.25000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
375000.00000000
PA
USD
376875.00000000
0.095497962066
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
455646.00000000
PA
USD
46663.21000000
0.011824189607
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.26000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
200000.00000000
PA
USD
233166.62000000
0.059083083335
Long
DBT
CORP
IT
Y
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
100000.00000000
PA
124431.01000000
0.031530103808
Long
DBT
CORP
ES
N
2
2028-07-14
Fixed
2.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
100000.00000000
PA
133955.92000000
0.033943661338
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.65000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
700000.00000000
PA
USD
774116.00000000
0.196156551650
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687GAB5
470000.00000000
PA
USD
492771.50000000
0.124865470022
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
3544.65000000
0.000898193966
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
175976.22000000
USD
256000.00000000
NZD
2021-01-15
3544.65000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKL3
311177.28000000
PA
USD
325498.00000000
0.082479325125
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
327000.00000000
PA
USD
367368.18000000
0.093088988439
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
1316000.00000000
PA
USD
1319589.80000000
0.334376482027
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-207009.51000000
-0.05245502178
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11528906.69000000
AUD
8259712.26000000
USD
2021-01-15
-207009.51000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
200000.00000000
PA
USD
200178.00000000
0.050723956353
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-631.61000000
-0.00016004634
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
98613.00000000
EUR
117163.22000000
USD
2021-01-15
-631.61000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
300000.00000000
PA
391851.40000000
0.099292895875
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
100000.00000000
PA
139300.87000000
0.035298040992
Long
DBT
CORP
DE
N
2
2024-12-16
Fixed
2.63000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAR1
585000.00000000
PA
USD
660318.75000000
0.167320981597
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.88000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
713000.00000000
PA
666669.10000000
0.168930123841
Long
DBT
NUSS
AU
N
2
2039-06-21
Fixed
3.25000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAF0
455000.00000000
PA
USD
462896.53000000
0.117295324080
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC
N/A
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
432891AH2
1350000.00000000
PA
USD
1381212.00000000
0.349991193850
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.63000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
1184000.00000000
PA
USD
1224599.36000000
0.310306449693
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
345000.00000000
PA
USD
359358.90000000
0.091059482853
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
485000.00000000
PA
USD
506873.50000000
0.128438835889
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
104000.00000000
PA
USD
120973.63000000
0.030654023559
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
111.19000000
0.000028174907
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
48452.01000000
EUR
57987.90000000
USD
2021-01-15
111.19000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
100000.00000000
PA
120420.65000000
0.030513901600
Long
DBT
CORP
DE
N
2
2025-11-19
Fixed
1.00000000
N
N
N
N
N
N
Harbourview CLO VII Ltd
N/A
Harbourview CLO VII-R
41165TAE1
940000.00000000
PA
USD
906490.88000000
0.229699586526
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-18
Floating
1.92000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-10459.16000000
-0.00265029111
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3370251.90000000
ZAR
205926.72000000
USD
2021-01-15
-10459.16000000
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
467000.00000000
PA
USD
520705.00000000
0.131943658608
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
777000.00000000
PA
USD
990682.77000000
0.251033328264
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
400000.00000000
PA
495505.34000000
0.125558209388
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
SELP FINANCE SARL
549300Y4VYEJE1MH6D45
SELP Finance Sarl
000000000
125000.00000000
PA
159573.58000000
0.040435029359
Long
DBT
CORP
LU
N
2
2026-12-20
Fixed
1.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1105000.00000000
PA
USD
1189256.25000000
0.301350708458
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
444882.66000000
PA
USD
450009.04000000
0.114029708077
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
201000.00000000
PA
USD
231292.70000000
0.058608242762
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
95000.00000000
PA
USD
126032.79000000
0.031935985667
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AD1
440000.00000000
PA
USD
453805.00000000
0.114991582555
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
28432.39000000
0.007204604448
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2199205.44000000
USD
1864886.97000000
EUR
2021-01-15
28432.39000000
N
N
N
CTP BV
3157000YTVO4TN65UM14
CTP BV
000000000
343000.00000000
PA
427702.58000000
0.108377379132
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
2.13000000
N
N
N
N
N
N
Stevens Holding Co Inc
N/A
Stevens Holding Co Inc
86024TAA5
775000.00000000
PA
USD
839906.25000000
0.212827423422
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
6.13000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
1289000.00000000
PA
USD
1329307.03000000
0.336838772341
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
819928.00000000
PA
USD
912412.39000000
0.231200063176
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AF1
632000.00000000
PA
USD
659005.36000000
0.166988176109
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
625000.00000000
PA
USD
647656.25000000
0.164112376769
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
DEUTSCHE BAHN FIN GMBH
52990002BAIDUAIIYU29
Deutsche Bahn Finance GMBH
000000000
45000.00000000
PA
63131.77000000
0.015997228196
Long
DBT
CORP
DE
N
2
2040-04-16
Fixed
1.38000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
000000000
365000.00000000
PA
444724.71000000
0.112690689182
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
3.75000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
145418.70000000
PA
USD
149727.11000000
0.037939990371
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
570000.00000000
PA
USD
588240.00000000
0.149056640016
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
740000.00000000
PA
USD
835275.00000000
0.211653891251
Long
DBT
CORP
CH
N
2
2025-08-07
Fixed
6.88000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-1642.57000000
-0.00041621781
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
668316.93000000
USD
907792.50000000
AUD
2021-01-15
-1642.57000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1716.96000000
-0.00043506781
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
175000.00000000
EUR
207323.39000000
USD
2021-01-15
-1716.96000000
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAH2
115359.00000000
PA
USD
117789.20000000
0.029847107272
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
1.84000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM XVI Ltd/ALM XVI LLC
00162LCU9
1120000.00000000
PA
USD
1103958.24000000
0.279736682260
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-15
Floating
2.14000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
82000.00000000
PA
102256.36000000
0.025911174761
Long
DBT
CORP
AT
N
2
2030-06-16
Fixed
0.75000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAD9
250000.00000000
PA
USD
277718.50000000
0.070372274038
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
MTS SYSTEMS CORP
549300E7ZL4ZDETLML64
MTS Systems Corp
553777AA1
740000.00000000
PA
USD
767750.00000000
0.194543443785
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
448000.00000000
PA
USD
35273.37000000
0.008938069519
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.48000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
530000.00000000
PA
USD
451825.00000000
0.114489861919
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
215000.00000000
PA
USD
195650.00000000
0.049576587139
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc. USD Term Loan B3
90347BAH1
151289.41000000
PA
USD
148479.81000000
0.037623931709
Long
LON
CORP
NL
N
2
2024-06-01
Floating
1.97000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
915000.00000000
PA
USD
958462.50000000
0.242868896762
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-7825.39000000
-0.00198290891
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1156801.78000000
CAD
883196.37000000
USD
2021-01-15
-7825.39000000
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
745000.00000000
PA
USD
792493.75000000
0.200813368028
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297C5V8
37834.65000000
PA
USD
45088.77000000
0.011425235547
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
400000.00000000
PA
USD
416808.00000000
0.105616755086
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-3377.77000000
-0.00085590753
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
893320.69000000
USD
12624408000.00000000
IDR
2021-01-19
-3377.77000000
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
730000.00000000
PA
USD
775625.00000000
0.196538923590
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AA2
1050000.00000000
PA
USD
1092000.00000000
0.276706532874
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1876.31000000
0.000475446185
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
87413.48000000
USD
74749.75000000
EUR
2021-01-15
1876.31000000
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
645000.00000000
PA
USD
645000.00000000
0.163439298263
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
725000.00000000
PA
USD
752187.50000000
0.190599995601
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
209000.00000000
PA
USD
263113.12000000
0.066671354568
Long
DBT
CORP
GB
Y
2
2030-04-01
Fixed
5.63000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
549300DT8SH0CF6BTT37
Central American Bottling Corp
15238XAB5
900000.00000000
PA
USD
957168.00000000
0.242540877892
Long
DBT
CORP
VG
Y
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
840000.00000000
PA
1135830.25000000
0.287812866676
Long
DBT
NUSS
GR
N
2
2035-02-04
Fixed
1.88000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
306999.44000000
0.077791896187
Long
DBT
CORP
FR
N
2
2029-01-22
Fixed
5.88000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
840000.00000000
PA
USD
869495.42000000
0.220325149284
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-101711.37000000
-0.02577307742
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
24799775.77000000
ZAR
1490549.84000000
USD
2021-01-15
-101711.37000000
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
255000.00000000
PA
305901.37000000
0.077513651551
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4310.45000000
0.001092243291
N/A
DFE
N/A
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1006016.30000000
USD
845804.09000000
EUR
2021-01-15
4310.45000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SM05022 CDS EUR R F 1.00000 ULFP CDS DEC 20 25/ CORPORATE / Short: SM05022 CDS EUR P V 03MEVENT FF3BENAC2/ CORPORATE
000000000
220000.00000000
OU
Notional Amount
-8023.71000000
-0.00203316206
N/A
DCR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Unibail-Rodamco-Westfield SE
Unibail-Rodamco-Westfield SE
Y
sell protection
2025-12-20
0.00000000
EUR
-7716.12000000
EUR
220000.00000000
EUR
1122.84000000
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
425000.00000000
PA
USD
438812.50000000
0.111192569099
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
450000.00000000
PA
USD
468562.50000000
0.118731048360
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
750000.00000000
PA
USD
763966.25000000
0.193584663251
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BS1
100000.00000000
PA
122369.90000000
0.031007830363
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
0.88000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
204000.00000000
PA
USD
226537.86000000
0.057403393594
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-322606.68000000
-0.08174668123
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8151429.21000000
GBP
10551775.68000000
USD
2021-01-15
-322606.68000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
121000.00000000
PA
USD
161123.79000000
0.040827843676
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
QBE CAPITAL FUNDING IV L
N/A
QBE Capital Funding IV Ltd
000000000
200000.00000000
PA
272054.90000000
0.068937150302
Long
DBT
CORP
JE
N
2
2041-05-24
Fixed
7.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
125000.00000000
PA
USD
136250.00000000
0.034524968044
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABL0
450000.00000000
PA
USD
587360.84000000
0.148833865918
Long
DBT
CORP
US
Y
2
2030-04-08
Fixed
6.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
340000.00000000
PA
USD
391370.60000000
0.099171063914
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
2020000.00000000
PA
USD
2126050.00000000
0.538728868330
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC20 XEUR 20201208
000000000
-227.00000000
NC
-70949.01000000
-0.01797807194
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEZ0 Comdty
2020-12-08
-30676321.46000000
EUR
-70949.01000000
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087K37
1651000.00000000
PA
1336576.48000000
0.338680809250
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
1.25000000
N
N
N
N
N
N
PETRA DIAMONDS US TREAS
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC
71642QAB3
245000.00000000
PA
USD
101675.00000000
0.025763861474
Long
DBT
CORP
GB
Y
2
2022-05-01
None
0.00000000
Y
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2448.19000000
0.000620357295
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
103591.70000000
USD
88772.24000000
EUR
2021-01-15
2448.19000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
300000.00000000
PA
363472.27000000
0.092101787204
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
5.00000000
N
N
Y
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
1278000.00000000
PA
USD
1247647.50000000
0.316146716093
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.88000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
110000.00000000
PA
USD
111100.00000000
0.028152102383
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
499000.00000000
PA
USD
624348.80000000
0.158206402703
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
GRAINGER PLC
2138007CEIRKZMNI2979
Grainger PLC
000000000
100000.00000000
PA
142398.34000000
0.036082922113
Long
DBT
CORP
GB
N
2
2030-07-03
Fixed
3.00000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
695000.00000000
PA
USD
741972.81000000
0.188011651778
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
100000.00000000
PA
123310.92000000
0.031246279431
Long
DBT
CORP
AT
N
2
2031-09-08
Fixed
1.63000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
250000.00000000
PA
USD
308052.24000000
0.078058669665
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
AUCHAN HOLDING SA
969500ASEC557H5A4F22
Auchan Holding SA
000000000
100000.00000000
PA
137021.79000000
0.034720535200
Long
DBT
CORP
FR
N
2
2027-07-23
Fixed
3.25000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
400000.00000000
PA
USD
436000.00000000
0.110479897740
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
Interface Inc
458665AS5
535000.00000000
PA
USD
553056.25000000
0.140141279690
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
166000.00000000
PA
USD
179072.50000000
0.045375943780
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3957.83000000
0.001002891407
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
236451.67000000
USD
201260.97000000
EUR
2021-01-15
3957.83000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
520000.00000000
PA
USD
519844.00000000
0.131725486149
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
269000.00000000
PA
USD
307545.84000000
0.077930350811
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
50000.00000000
PA
USD
52390.90000000
0.013275553382
Long
ABS-MBS
USGSE
US
N
2
2050-12-15
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
203000.00000000
PA
USD
257810.00000000
0.065327574395
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
765000.00000000
PA
USD
839587.50000000
0.212746654001
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
726.98000000
0.000184212559
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
127232.11000000
USD
107122.10000000
EUR
2021-01-15
726.98000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
200000.00000000
PA
275188.34000000
0.069731146015
Long
DBT
CORP
FR
N
2
2026-12-23
Fixed
1.38000000
N
N
N
N
N
N
DIAGEO FINANCE PLC
BPF79TJMIH3DK8XCKI50
Diageo Finance PLC
000000000
100000.00000000
PA
133067.25000000
0.033718477460
Long
DBT
CORP
GB
N
2
2027-03-27
Fixed
1.88000000
N
N
N
N
N
N
IND & COMM BK OF CHINA
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
359000.00000000
PA
USD
406715.02000000
0.103059251879
Long
DBT
CORP
CN
N
2
2025-09-21
Fixed
4.88000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
655000.00000000
PA
USD
674650.00000000
0.170952438098
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
59438.39000000
0.015061346901
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3552016.59000000
USD
5150000.00000000
NZD
2021-01-15
59438.39000000
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AS2
111000.00000000
PA
USD
148396.81000000
0.037602899985
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.13000000
N
N
N
N
N
N
ADANI TRANSMISSION LTD
549300PLH866JQ6LXE52
Adani Transmission Ltd
00652XAB4
193000.00000000
PA
USD
201542.46000000
0.051069702686
Long
DBT
CORP
IN
Y
2
2036-05-21
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
101000.00000000
PA
USD
120604.70000000
0.030560538814
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
778000.00000000
PA
USD
824680.00000000
0.208969179057
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
CROWN AMER/CAP CORP IV
N/A
Crown Americas LLC / Crown Americas Capital Corp IV
228189AB2
690000.00000000
PA
USD
727950.00000000
0.184458352203
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.50000000
N
N
N
N
N
N
UK TSY 1 3/4% 2037
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
4134000.00000000
PA
6423652.57000000
1.627716695085
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
250000.00000000
PA
USD
271646.80000000
0.068833740104
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
500000.00000000
PA
USD
603840.00000000
0.153009590486
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
880000.00000000
PA
USD
917708.00000000
0.232541940358
Long
DBT
CORP
N/A
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
INVESTOR AB
549300VEBQPHRZBKUX38
Investor AB
000000000
100000.00000000
PA
141744.28000000
0.035917187063
Long
DBT
CORP
SE
N
2
2039-06-20
Fixed
1.50000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
1580000.00000000
PA
USD
1619500.00000000
0.410372005485
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
478000.00000000
PA
USD
482780.00000000
0.122333681264
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBF1
155000.00000000
PA
USD
201979.17000000
0.051180362494
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.20000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
391400000.00000000
PA
5001109.75000000
1.267252508650
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
2.40000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
155000.00000000
PA
USD
166169.88000000
0.042106493922
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.96000000
N
N
N
N
N
N
CP ATLAS BUYER INC
N/A
CP Atlas Buyer Inc
12597YAA7
269000.00000000
PA
USD
278415.00000000
0.070548763141
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
1210000.00000000
PA
USD
1243275.00000000
0.315038749687
Long
DBT
CORP
IE
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
642000.00000000
PA
USD
667680.00000000
0.169186280100
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2134675.00000000
PA
USD
1900074.22000000
0.481467902582
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
539000.00000000
PA
658008.09000000
0.166735473614
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1239000.00000000
PA
1973495.70000000
0.500072484239
Long
DBT
NUSS
FR
N
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
975000.00000000
PA
USD
1022531.25000000
0.259103550314
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
AI Candelaria Spain SLU
N/A
AI Candelaria Spain SLU
001355AA4
982000.00000000
PA
USD
1099849.82000000
0.278695632211
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
600000.00000000
PA
USD
614808.00000000
0.155788818739
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
300000.00000000
PA
380392.88000000
0.096389372669
Long
DBT
CORP
LU
N
2
2026-08-03
Fixed
1.38000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
615000.00000000
PA
USD
729543.75000000
0.184862199306
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
430000.00000000
PA
USD
457492.05000000
0.115925859865
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAB9
296000.00000000
PA
USD
349494.06000000
0.088559789013
Long
DBT
CORP
GB
Y
2
2029-02-01
Fixed
4.25000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
645000.00000000
PA
USD
710725.50000000
0.180093762756
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
190000.00000000
PA
USD
226869.50000000
0.057487429267
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
DAIMLER AG
529900R27DL06UVNT076
Daimler AG
000000000
100000.00000000
PA
123228.62000000
0.031225425083
Long
DBT
CORP
DE
N
2
2030-09-10
Fixed
0.75000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
895000.00000000
PA
USD
917375.00000000
0.232457560069
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
492000.00000000
PA
USD
490278.00000000
0.124233631432
Long
DBT
CORP
SG
Y
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-9064.96000000
-0.00229700883
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
25767000.00000000
TWD
895153.73000000
USD
2020-12-28
-9064.96000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
163000.00000000
PA
195865.68000000
0.049631239214
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.63000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
280000.00000000
PA
USD
294759.95000000
0.074690479665
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
HD Supply Inc
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
875000.00000000
PA
USD
927500.00000000
0.235023176960
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.38000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
678000.00000000
PA
USD
686475.00000000
0.173948825233
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
395000.00000000
PA
USD
411293.75000000
0.104219475783
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
CHINA CONSTRUCTION BANK
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
960000.00000000
PA
USD
1026470.40000000
0.260101708316
Long
DBT
CORP
CN
N
2
2029-02-27
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402NP44
17840.51000000
PA
USD
19944.73000000
0.005053880116
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
110000.00000000
PA
USD
63079.50000000
0.015983983278
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
25100000.00000000
PA
247004.20000000
0.062589446691
Long
DBT
NUSS
JP
N
2
2038-06-20
Fixed
0.50000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
380000.00000000
PA
USD
410400.00000000
0.103993004662
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-6028.09000000
-0.00152748341
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
972962000.00000000
KRW
873003.14000000
USD
2021-02-04
-6028.09000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-27743.40000000
-0.00703001833
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8968000.00000000
NOK
980604.22000000
USD
2021-01-15
-27743.40000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8AF2
69029.38000000
PA
USD
76090.64000000
0.019280931482
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
MF1 Ltd
N/A
MF1 2020-FL3 Ltd
59319WAB7
428000.00000000
PA
USD
431475.79000000
0.109333488892
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Floating
2.99000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
929000.00000000
PA
1163654.70000000
0.294863422618
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
659000.00000000
PA
USD
386338.75000000
0.097896022003
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
815000.00000000
PA
USD
895750.20000000
0.226977959856
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LLC
88104UAC7
379000.00000000
PA
USD
389896.25000000
0.098797472086
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
206000.00000000
PA
USD
222173.06000000
0.056297378324
Long
DBT
CORP
CL
Y
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-65184.74000000
-0.01651743901
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
21000000.00000000
MXN
969141.47000000
USD
2021-01-15
-65184.74000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-678.65000000
-0.00017196601
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
100000.00000000
EUR
118772.98000000
USD
2021-01-15
-678.65000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
1890047.68000000
PA
USD
156131.92000000
0.039562932467
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.22000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
1265000.00000000
PA
USD
1342481.25000000
0.340177044080
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
5.63000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAD4
205000.00000000
PA
USD
256343.42000000
0.064955951440
Long
DBT
CORP
US
Y
2
2048-04-04
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4405.99000000
-0.00111645257
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
225000.00000000
EUR
264360.17000000
USD
2021-01-15
-4405.99000000
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BF0
202000.00000000
PA
USD
242423.21000000
0.061428650116
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1235.09000000
-0.00031296471
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
201539.62000000
EUR
239507.27000000
USD
2021-01-15
-1235.09000000
N
N
N
KREF 2018--FL1 Ltd.
549300N45646UZ8P3S07
KREF 2018-FL1 Ltd
48275PAA9
385000.00000000
PA
USD
383320.63000000
0.097131247716
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
1.24000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
207600.00000000
0.052604648557
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1025000.00000000
PA
USD
1108281.25000000
0.280832108184
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
170000.00000000
PA
USD
188565.21000000
0.047781342014
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
993000.00000000
PA
USD
856462.50000000
0.217022682153
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AF6
390000.00000000
PA
USD
406087.50000000
0.102900241912
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
530000.00000000
PA
USD
565112.50000000
0.143196264248
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
279000.00000000
PA
USD
377626.50000000
0.095688387853
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
CTP BV
3157000YTVO4TN65UM14
CTP BV
000000000
100000.00000000
PA
119695.39000000
0.030330124879
Long
DBT
CORP
NL
N
2
2023-11-27
Fixed
0.63000000
N
N
N
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624AH0
175000.00000000
PA
USD
185062.50000000
0.046893775402
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
2020-12-23
MFS CHARTER INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer