NPORT-P
false
0000930007
XXXXXXXX
S000002700
C000007369
C000007370
C000007373
PACE SELECT ADVISORS TRUST
811-08764
0000930007
549300TPB2UX3QR3SC50
C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
12TH FLOOR 1285 AVENUE OF THE AMERICAS
NEW YORK
10019
212-821-3000
PACE Global Fixed Income Investments
S000002700
549300J62KK310TS1N80
2020-07-31
2020-07-31
N
369050171.62
37431201.74
331618969.88
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3148965.60000000
0.00000000
0.00000000
2284707.65000000
KRW
AUD
USD
JPY
GBP
EUR
CAD
CNY
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
700000.00000000
PA
USD
815500.00000000
0.245914761841
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBP2
350000.00000000
PA
USD
338187.50000000
0.101980746192
Long
DBT
CORP
US
N
2
2020-08-31
Variable
3.89000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-1.00000000
NC
USD
-658.35000000
-0.00019852603
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-139419.78000000
USD
-658.35000000
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFF5
1754000.00000000
PA
1443047.86000000
0.435152386041
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
2.30000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5218.26000000
-0.00157357101
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1066393.58000000
EUR
1251468.53000000
USD
2020-08-24
-5218.26000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-107465.72000000
-0.03240638496
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3220566.68000000
EUR
3687796.83000000
USD
2020-08-24
-107465.72000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7288.79000000
-0.00219794121
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
155212.85000000
GBP
195906.87000000
USD
2020-08-24
-7288.79000000
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
195000.00000000
PA
USD
222760.14000000
0.067173521490
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
49973.12000000
0.015069439488
N/A
DFE
CH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1887072.21000000
USD
1770515.12000000
CHF
2020-08-24
49973.12000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
6783.69000000
0.002045627848
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
9101749.99000000
MXN
414694.21000000
USD
2020-08-24
6783.69000000
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
690000.00000000
PA
USD
805204.19000000
0.242810051032
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
45000.00000000
PA
USD
48375.00000000
0.014587524958
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAA8
1100000.00000000
PA
USD
1232000.00000000
0.371510713167
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.13000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KK6
220000.00000000
PA
USD
240795.75000000
0.072612175982
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
345000.00000000
PA
USD
357165.26000000
0.107703506867
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.14000000
N
N
N
N
N
N
Permanent Master Issuer PLC
213800MVYG7MLQM2LF25
Permanent Master Issuer PLC
71419GAX8
283500.00000000
PA
USD
283392.27000000
0.085457195076
Long
ABS-MBS
CORP
GB
N
2
2058-07-15
Floating
0.66000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
135000.00000000
PA
USD
165872.41000000
0.050018975108
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP20 IFLL 20200928
000000000
111.00000000
NC
29273.23000000
0.008827368956
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
United Kingdom Gilt
G U0 Comdty
2020-09-28
15356686.95000000
GBP
29273.23000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-174880.89000000
-0.05273549039
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14010415.12000000
CAD
10285434.08000000
USD
2020-08-24
-174880.89000000
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
294150000.00000000
PA
2955755.25000000
0.891310666295
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
0.70000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
270058.58000000
0.081436408809
N/A
DFE
AU
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
9533107.77000000
USD
13720294.77000000
AUD
2020-08-24
270058.58000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4878.57000000
0.001471137191
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
229251.53000000
USD
5224169.33000000
MXN
2020-08-24
4878.57000000
N
N
N
Holmes Master Issuer PLC
5493007HX9EKP3XR9846
Holmes Master Issuer PLC
43641NBY9
178285.76000000
PA
USD
178265.79000000
0.053756210045
Long
ABS-MBS
CORP
GB
N
2
2054-10-15
Floating
0.64000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
260000.00000000
PA
USD
312384.02000000
0.094199683484
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAR6
366000.00000000
PA
USD
407969.56000000
0.123023589436
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
05723KAE0
360000.00000000
PA
USD
397973.38000000
0.120009232325
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.34000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
4850.54000000
0.001462684719
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2918617.85000000
TRY
414694.21000000
USD
2020-08-24
4850.54000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
255000.00000000
PA
USD
247673.85000000
0.074686273251
Long
DBT
CORP
US
N
2
2020-10-15
Variable
4.09000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
200000.00000000
PA
USD
210167.84000000
0.063376302048
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AR1
225000.00000000
PA
USD
288389.38000000
0.086964078111
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV6U4
5110000.00000000
PA
USD
5366524.91000000
1.618280435507
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP20 XEUR 20200908
000000000
-88.00000000
NC
-9954.44000000
-0.00300177037
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Schatz Futures (FGBS)
DUU0 Comdty
2020-09-08
-9862509.36000000
EUR
-9954.44000000
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
245000.00000000
PA
USD
262065.79000000
0.079026175762
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2593.01000000
-0.00078192450
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
1066393.58000000
EUR
1254093.78000000
USD
2020-08-24
-2593.01000000
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAZ1
600000.00000000
PA
USD
670268.21000000
0.202119984343
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
120000.00000000
PA
USD
141375.00000000
0.042631758988
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAN8
1060000.00000000
PA
USD
1155174.09000000
0.348343790591
Long
DBT
CORP
FR
N
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
128000.00000000
PA
USD
131038.55000000
0.039514793151
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
1300000.00000000
PA
1071592.18000000
0.323139590110
Long
DBT
NUSS
AU
N
2
2030-02-20
Fixed
3.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
549000.00000000
PA
USD
572275.20000000
0.172570103636
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAU3
200000.00000000
PA
USD
239048.96000000
0.072085429879
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
690000.00000000
PA
USD
781539.27000000
0.235673873024
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.59000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE SEP20 XEUR 20200908
000000000
-4.00000000
NC
-30113.51000000
-0.00908075614
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Long-Term Euro-BTP (FBTP)
IKU0 Comdty
2020-09-08
-562395.68000000
EUR
-30113.51000000
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
760000.00000000
PA
USD
859138.42000000
0.259073966821
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
970000.00000000
PA
USD
1024501.95000000
0.308939488706
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
41996.71000000
0.012664145846
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
27229455.41000000
ZAR
1631467.51000000
USD
2020-08-24
41996.71000000
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
1000000.00000000
PA
1145557.01000000
0.345443751427
Long
DBT
CORP
NL
N
2
2025-09-22
Fixed
4.38000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
153953.71000000
0.046424880354
N/A
DFE
PL
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2786569.17000000
USD
11011741.13000000
PLN
2020-08-24
153953.71000000
N
N
N
Republic of Slovenia
485100000LWQHIX4XX88
Slovenia Government International Bond
000000000
510000.00000000
PA
USD
588193.20000000
0.177370190919
Long
DBT
NUSS
SI
N
2
2024-02-18
Fixed
5.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CW8
100000.00000000
PA
USD
106653.01000000
0.032161311531
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
200000.00000000
PA
USD
212122.93000000
0.063965861204
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
600000.00000000
PA
807901.65000000
0.243623472533
Long
DBT
CORP
CH
N
2
2025-09-12
Fixed
2.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
5571.12000000
0.001679976269
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6983509.56000000
AUD
4995296.71000000
USD
2020-08-24
5571.12000000
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
75000.00000000
PA
USD
91081.50000000
0.027465708621
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3062.14000000
-0.00092339108
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
27952158.85000000
ZAR
1628595.18000000
USD
2020-08-24
-3062.14000000
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
740000.00000000
PA
643956.17000000
0.194185564906
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
3.88000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
300000.00000000
PA
360628.18000000
0.108747753522
Long
DBT
CORP
NL
N
2
2029-09-26
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
747952.50000000
PA
USD
912619.54000000
0.275201246879
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AJ5
360000.00000000
PA
USD
375045.12000000
0.113095194806
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.20000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CT6
440000.00000000
PA
USD
465993.00000000
0.140520610195
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.90000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
82315.64000000
0.024822355617
N/A
DFE
XX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2069582.51000000
USD
1826047.97000000
EUR
2020-08-24
82315.64000000
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
100000.00000000
PA
USD
110800.30000000
0.033411930578
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
240000.00000000
PA
USD
306788.53000000
0.092512358418
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
35000.00000000
PA
USD
33680.50000000
0.010156385206
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
6582.22000000
0.001984874388
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3992000.00000000
AUD
2858870.80000000
USD
2020-08-24
6582.22000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
928000.00000000
PA
USD
932064.64000000
0.281064934354
Long
DBT
CORP
FR
N
2
2028-04-06
Fixed
6.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
210371AL4
1300000.00000000
PA
USD
1304663.14000000
0.393422348688
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
5.15000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
200000.00000000
PA
265232.70000000
0.079981160334
Long
DBT
CORP
GB
N
2
2024-12-20
Fixed
5.88000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
13000000.00000000
PA
1965766.89000000
0.592778781838
Long
DBT
NUSS
CN
N
2
2027-06-29
Fixed
3.48000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
610000.00000000
PA
USD
772406.40000000
0.232919847823
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.88000000
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
2369000.00000000
PA
USD
2458357.28000000
0.741319859020
Long
DBT
CORP
FR
N
2
2022-10-10
Fixed
2.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
8.00000000
NC
USD
15639.65000000
0.004716150588
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
1805860.35000000
USD
15639.65000000
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
1540000.00000000
PA
1131013.26000000
0.341058070474
Long
DBT
NUSS
AU
N
2
2031-08-21
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD TRY
000000000
1.00000000
NC
N/A
23255.73000000
0.007012786394
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2835770.14000000
TRY
357645.37000000
EUR
2020-08-24
23255.73000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
560000.00000000
PA
USD
654852.48000000
0.197471357032
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Texas A&M University
N/A
TEXAS ST A & M UNIV REVENUES
88213APT6
810000.00000000
PA
USD
874864.80000000
0.263816270919
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
3.48000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
000000000
510000.00000000
PA
671734.52000000
0.202562151448
Long
DBT
CORP
GB
N
2
2025-11-17
Fixed
2.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
10626.63000000
0.003204469878
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
748865.76000000
USD
1043513.74000000
SGD
2020-08-24
10626.63000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
190000.00000000
PA
USD
259637.64000000
0.078293964936
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
12831.08000000
0.003869223767
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
337455.71000000
USD
3187922.13000000
NOK
2020-08-24
12831.08000000
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
000000000
400000.00000000
PA
476171.00000000
0.143589795291
Long
DBT
CORP
IE
N
2
2027-11-19
Fixed
0.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-13823.73000000
-0.00416855827
N/A
DFE
CA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
393913740.00000000
JPY
4966760.06000000
CAD
2020-08-24
-13823.73000000
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAG6
45000.00000000
PA
USD
47029.95000000
0.014181923916
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-390.19000000
-0.00011766214
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1215000.00000000
AUD
867728.70000000
USD
2020-08-24
-390.19000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
2214.08000000
0.000667657824
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
25509284.00000000
JPY
243249.05000000
USD
2020-08-24
2214.08000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368TAA6
800000.00000000
PA
USD
826902.26000000
0.249353123646
Long
DBT
CORP
FR
N
2
2021-04-15
Fixed
5.20000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
128500000.00000000
PA
1556518.54000000
0.469369572121
Long
DBT
NUSS
JP
N
2
2044-06-20
Fixed
1.70000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
70000.00000000
PA
USD
72100.00000000
0.021741820145
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
410000.00000000
PA
USD
449083.13000000
0.135421423618
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
100000.00000000
PA
USD
116655.00000000
0.035177420653
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
86977.08000000
0.026228017061
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1608608.19000000
USD
37775106.95000000
CZK
2020-08-24
86977.08000000
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
340000.00000000
PA
USD
378869.65000000
0.114248485283
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
1600000.00000000
PA
1988362.60000000
0.599592538605
Long
DBT
CORP
NL
N
2
2028-04-11
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
425000.00000000
PA
USD
454929.04000000
0.137184263060
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRS3
780000.00000000
PA
USD
819156.76000000
0.247017461123
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
490000.00000000
PA
680652.40000000
0.205251346220
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
980000.00000000
PA
USD
1052030.00000000
0.317240597056
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE
254845RM4
810000.00000000
PA
USD
848458.80000000
0.255853517760
Long
DBT
MUN
US
N
2
2048-10-01
Fixed
3.21000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-20364.13000000
-0.00614082180
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1086169.78000000
EUR
1259627.84000000
USD
2020-08-24
-20364.13000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
380000.00000000
PA
USD
450448.49000000
0.135833149160
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
340000.00000000
PA
USD
374651.70000000
0.112976558649
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
6300000.00000000
PA
USD
6618199.20000000
1.995723948601
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
20000.00000000
PA
USD
19307.60000000
0.005822224225
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDS0
280000.00000000
PA
USD
415232.19000000
0.125213642075
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.01000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BN1
55000.00000000
PA
USD
63789.14000000
0.019235672803
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
430000.00000000
PA
537229.01000000
0.162001893376
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.13000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
240000.00000000
PA
USD
246079.37000000
0.074205456367
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
60000.00000000
PA
USD
64775.38000000
0.019533074366
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
SELP Finance Sarl
549300Y4VYEJE1MH6D45
SELP Finance Sarl
000000000
520000.00000000
PA
620007.26000000
0.186963749457
Long
DBT
LU
N
2
2025-11-20
Fixed
1.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-4135.76000000
-0.00124714216
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
122038191.00000000
HUF
413209.74000000
USD
2020-08-24
-4135.76000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
145000.00000000
PA
USD
172736.58000000
0.052088871774
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
GRACE Mortgage Trust
N/A
GRACE 2014-GRCE Mortgage Trust
38406HAA0
2550000.00000000
PA
USD
2562134.94000000
0.772614106161
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Fixed
3.37000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
455000.00000000
PA
USD
514350.24000000
0.155102779610
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
240000.00000000
PA
USD
311667.08000000
0.093983489579
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
170000.00000000
PA
USD
210306.97000000
0.063418256825
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Sumitomo Mitsui Banking
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AW4
580000.00000000
PA
USD
609029.95000000
0.183653531708
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
3.20000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
1330000.00000000
PA
USD
1347303.30000000
0.406280527464
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.88000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZEF6
1100000.00000000
PA
1290944.79000000
0.389285567851
Long
DBT
NUSS
CA
N
2
2041-12-01
Fixed
5.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
305000.00000000
PA
USD
381417.74000000
0.115016864125
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
5442535.00000000
NS
USD
5442535.00000000
1.641201346825
Long
STIV
RF
US
N
2
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAG3
300000.00000000
PA
274603.76000000
0.082807011944
Long
DBT
NUSS
CA
N
2
2048-06-18
Fixed
2.80000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
690000.00000000
PA
USD
805877.92000000
0.243013214923
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-31423.70000000
-0.00947584512
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5660940.53000000
DKK
864411.56000000
USD
2020-08-24
-31423.70000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
7028.97000000
0.002119592254
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
357983.89000000
EUR
125415002.00000000
HUF
2020-08-24
7028.97000000
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
100000.00000000
PA
USD
103375.00000000
0.031172824653
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAM2
530000.00000000
PA
USD
586609.36000000
0.176892582535
Long
DBT
US
N
2
2027-01-15
Fixed
3.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2703.45000000
-0.00081522779
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
151635.77000000
EUR
175991.05000000
USD
2020-08-24
-2703.45000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-3.00000000
NC
USD
-568.36000000
-0.00017138947
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
-662384.77000000
USD
-568.36000000
N
N
N
Eversholt Funding PLC
5493002X7O83FCJVYO69
Eversholt Funding PLC
000000000
430000.00000000
PA
695183.31000000
0.209633155259
Long
DBT
CORP
GB
N
2
2025-12-02
Fixed
6.36000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
945000.00000000
PA
USD
1101802.95000000
0.332249675101
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAE7
1672000.00000000
PA
1409575.45000000
0.425058750562
Long
DBT
NUSS
CA
N
2
2029-06-02
Fixed
2.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2805.55000000
-0.00084601613
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
242697.12000000
CAD
178394.53000000
USD
2020-08-24
-2805.55000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
205.53000000
0.000061977757
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3492159.20000000
AUD
2495357.28000000
USD
2020-08-24
205.53000000
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AH4
25000.00000000
PA
USD
26687.50000000
0.008047639738
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-93304.73000000
-0.02813612563
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8948092.23000000
NZD
5841255.55000000
USD
2020-08-24
-93304.73000000
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
35000.00000000
PA
USD
39987.50000000
0.012058266755
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
915000.00000000
PA
USD
964470.99000000
0.290837098477
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
425000.00000000
PA
USD
486240.05000000
0.146626126417
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.13000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
450000.00000000
PA
USD
355359.38000000
0.107158942122
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAC2
1520000.00000000
PA
USD
1560602.85000000
0.470601199492
Long
DBT
CORP
US
N
2
2022-10-31
Fixed
2.88000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-45480.59000000
-0.01371471300
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1279248.92000000
EUR
1462044.64000000
USD
2020-08-24
-45480.59000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-9357.99000000
-0.00282191033
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
452037.68000000
USD
7583610.14000000
ZAR
2020-08-24
-9357.99000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
260000.00000000
PA
USD
293946.39000000
0.088639799498
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
250000.00000000
PA
USD
270280.23000000
0.081503247566
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
1910000.00000000
PA
USD
2143509.72000000
0.646377292823
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
1085.26000000
0.000327261133
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
47000.00000000
EUR
16513333.00000000
HUF
2020-08-24
1085.26000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
420000.00000000
PA
USD
605483.01000000
0.182583948746
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
95000.00000000
PA
USD
101352.65000000
0.030562983184
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
230000.00000000
PA
USD
249578.96000000
0.075260760893
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BM0
1200000.00000000
PA
USD
1257731.08000000
0.379269943590
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
3.03000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCK5
355000.00000000
PA
USD
463063.97000000
0.139637358552
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
000000000
1590000.00000000
PA
1880433.30000000
0.567046360671
Long
DBT
NUSS
KR
N
2
2025-02-05
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
1060000.00000000
PA
USD
1074575.00000000
0.324039062176
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
000000000
300000.00000000
PA
368193.45000000
0.111029067526
Long
DBT
US
N
2
2025-04-04
Fixed
1.38000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
45000.00000000
PA
USD
47966.85000000
0.014464446957
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAQ3
330000.00000000
PA
USD
371830.39000000
0.112125790070
Long
DBT
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
757373.27000000
PA
USD
768566.64000000
0.231761964726
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXJH6
2089042.93000000
PA
USD
2283363.59000000
0.688550353686
Long
ABS-MBS
USGSE
US
N
2
2058-05-01
Fixed
3.50000000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER
549300P6OXWKM20QS303
Silverstone Master Issuer PLC
82846GAV2
287999.92000000
PA
USD
287799.47000000
0.086786190218
Long
ABS-MBS
CORP
GB
N
2
2070-01-21
Variable
0.84000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
361012.99000000
0.108863793326
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
26241963.34000000
USD
2815454061.00000000
JPY
2020-08-24
361012.99000000
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
820000.00000000
PA
USD
861541.20000000
0.259798527301
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
95000.00000000
PA
USD
101650.00000000
0.030652649345
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
290000.00000000
PA
352151.67000000
0.106191654273
Long
DBT
CORP
JE
N
2
2032-07-12
Fixed
1.88000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1340000.00000000
PA
1666462.14000000
0.502523164040
Long
DBT
NUSS
ES
N
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
101918.26000000
0.030733543390
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
33606475.92000000
TRY
4821070.32000000
USD
2020-08-24
101918.26000000
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
25000.00000000
PA
USD
31722.68000000
0.009566002816
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3760000.00000000
PA
4578266.34000000
1.380580351496
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
400000.00000000
PA
USD
421816.00000000
0.127198995929
Long
DBT
CORP
CH
N
2
2023-07-17
Fixed
7.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
165000.00000000
PA
USD
227193.62000000
0.068510441390
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
236000.00000000
PA
USD
254949.74000000
0.076880324455
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3300000.00000000
PA
4066438.77000000
1.226238285304
Long
DBT
NUSS
IT
N
2
2024-11-15
Fixed
1.45000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
22000.00000000
PA
USD
25479.99000000
0.007683514006
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
400000.00000000
PA
USD
512519.66000000
0.154550766557
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
60000.00000000
PA
USD
62292.60000000
0.018784389814
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
3710000.00000000
PA
USD
3739998.84000000
1.127800029459
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
150000.00000000
PA
USD
165937.50000000
0.050038603057
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
17000000.00000000
PA
2727112.26000000
0.822363166071
Long
DBT
NUSS
CN
N
2
2029-05-22
Fixed
4.29000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BZ4
260000.00000000
PA
USD
306481.09000000
0.092419649608
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.13000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
910000.00000000
PA
USD
1070615.00000000
0.322844920598
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
1516000.00000000
PA
USD
1661336.66000000
0.500977570915
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
137816.67000000
0.041558741362
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4083486.17000000
USD
3582094.02000000
EUR
2020-08-24
137816.67000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
400000.00000000
PA
466232.87000000
0.140592943210
Long
DBT
CORP
NL
N
2
2022-03-20
Fixed
2.50000000
N
N
N
N
N
N
MIDCONTINENT COMM & FIN
N/A
Midcontinent Communications / Midcontinent Finance Corp
59565XAC4
30000.00000000
PA
USD
31143.60000000
0.009391380719
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.38000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAR0
40000.00000000
PA
USD
37850.00000000
0.011413701699
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
165000.00000000
PA
USD
205837.55000000
0.062070499186
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD AUD
000000000
1.00000000
NC
N/A
-654.34000000
-0.00019731681
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
231855.86000000
AUD
248796.41000000
NZD
2020-08-24
-654.34000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
130000.00000000
PA
USD
138457.32000000
0.041751929948
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AR2
150000.00000000
PA
USD
208927.23000000
0.063002194981
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
000000000
200000.00000000
PA
250828.10000000
0.075637440189
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.25000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAR3
810000.00000000
PA
USD
881472.38000000
0.265808792639
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.69000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
580000.00000000
PA
USD
604447.85000000
0.182271795313
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55000000
N
N
N
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Denmark Government Bond
000000000
10250000.00000000
PA
1735840.91000000
0.523444394820
Long
DBT
NUSS
DK
N
2
2023-11-15
Fixed
1.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
580000.00000000
PA
USD
643448.31000000
0.194032419265
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
6920000.00000000
PA
8603822.21000000
2.594490361366
Long
DBT
NUSS
DE
N
2
2030-02-15
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1300000.00000000
PA
USD
1347450.00000000
0.406324764981
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
4500000.00000000
PA
657585.43000000
0.198295480574
Long
DBT
NUSS
CN
N
2
2023-06-27
Fixed
3.16000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-1253.52000000
-0.00037800008
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1422438.70000000
CNY
202257.69000000
USD
2020-08-24
-1253.52000000
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
800000.00000000
PA
1044195.77000000
0.314878177921
Long
DBT
CORP
BE
N
2
2028-03-17
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
000000000
490000.00000000
PA
682965.62000000
0.205948899801
Long
DBT
CORP
US
N
2
2025-07-25
Fixed
2.30000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
600000.00000000
PA
992349.68000000
0.299243942636
Long
DBT
CORP
JE
N
2
2026-12-03
Fixed
6.75000000
N
N
N
N
N
N
LAND NORDRHEIN-WESTFALEN
529900VWPV1LPOHGJ702
State of North Rhine-Westphalia Germany
000000000
400000.00000000
PA
829421.44000000
0.250112784651
Long
DBT
NUSS
DE
N
2
2119-03-21
Fixed
2.15000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
13647.08000000
0.004115289304
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
411308.35000000
USD
124263450.00000000
HUF
2020-08-24
13647.08000000
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BK0
55000.00000000
PA
USD
72276.29000000
0.021794980554
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
605000.00000000
PA
USD
674933.66000000
0.203526855005
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
240000.00000000
PA
USD
251204.21000000
0.075750856499
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
15375.31000000
0.004636438622
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1195959.93000000
USD
37775590.36000000
THB
2020-08-24
15375.31000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
380000.00000000
PA
USD
439303.66000000
0.132472415603
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3050000.00000000
PA
3571731.89000000
1.077058978650
Long
DBT
NUSS
IT
N
2
2030-08-01
Fixed
0.95000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
-55478.81000000
-0.01672968528
N/A
DFE
CH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5404295.58000000
EUR
5770436.61000000
CHF
2020-08-24
-55478.81000000
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AD4
30000.00000000
PA
USD
32936.40000000
0.009932001179
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CF3
180000.00000000
PA
USD
202874.40000000
0.061176958626
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBQ2
300000.00000000
PA
USD
328630.27000000
0.099098754850
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBG2
559000.00000000
PA
USD
622239.00000000
0.187636732670
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
200000.00000000
PA
249824.01000000
0.075334655942
Long
DBT
CORP
LU
N
2
2031-07-02
Fixed
1.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
60000.00000000
PA
USD
64050.00000000
0.019314335372
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-4523.66000000
-0.00136411376
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
164625.68000000
CHF
175586.30000000
USD
2020-08-24
-4523.66000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UZ4
3330585.82000000
PA
USD
3508516.44000000
1.057996302584
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DF5
290000.00000000
PA
USD
349132.94000000
0.105281353514
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.88000000
N
N
N
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
000000000
400000.00000000
PA
484390.27000000
0.146068323586
Long
DBT
CORP
DK
N
2
2099-12-31
Fixed
2.25000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
913000.00000000
PA
USD
904689.77000000
0.272810017571
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286G0
654400.00000000
PA
USD
706266.31000000
0.212975243923
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.38000000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770AY3
591300.00000000
PA
USD
591286.99000000
0.178303126088
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Floating
0.78000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
330000.00000000
PA
USD
324073.20000000
0.097724566274
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
5.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
205000.00000000
PA
USD
219571.53000000
0.066211993264
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
410000.00000000
PA
USD
433087.03000000
0.130597785210
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-45281.63000000
-0.01365471644
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
37349387.56000000
MXN
1628595.18000000
USD
2020-08-24
-45281.63000000
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
35000.00000000
PA
USD
39331.25000000
0.011860373975
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
190000.00000000
PA
USD
206455.02000000
0.062256697822
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMUS0
2820067.54000000
PA
USD
2962920.20000000
0.893471263441
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
340000.00000000
PA
USD
417782.28000000
0.125982624019
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
600000.00000000
PA
710304.24000000
0.214192885363
Long
DBT
CORP
ES
N
2
2024-06-13
Fixed
6.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2000000.00000000
PA
298230.53000000
0.089931685786
Long
DBT
NUSS
CN
N
2
2022-12-04
Fixed
4.10000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
80000.00000000
PA
USD
83900.00000000
0.025300120807
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
700000.00000000
PA
825124.84000000
0.248817141039
Long
DBT
CORP
FR
N
2
2024-04-04
Fixed
1.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
630000.00000000
PA
USD
764492.24000000
0.230533325725
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
75000.00000000
PA
USD
78937.50000000
0.023803674448
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
360000.00000000
PA
USD
354094.99000000
0.106777664175
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBH4
15000.00000000
PA
USD
17756.68000000
0.005354542897
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
Finsbury Square
635400O5ID5O4HXMUA47
Finsbury Square 2020-2 PLC
000000000
334000.00000000
PA
439848.44000000
0.132636694504
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
None
0.00000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BH5
95000.00000000
PA
USD
98087.50000000
0.029578374251
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAV7
70000.00000000
PA
USD
72100.00000000
0.021741820145
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
1450000.00000000
PA
USD
1267735.00000000
0.382286634705
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBB0
440000.00000000
PA
USD
493131.06000000
0.148704116709
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.96000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
-14.00000000
NC
USD
-74241.03000000
-0.02238744967
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU0 Comdty
2020-09-21
-2477696.47000000
USD
-74241.03000000
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
630000.00000000
PA
USD
707755.05000000
0.213424174816
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAT8
650000.00000000
PA
USD
700847.11000000
0.211341079267
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
500000.00000000
PA
USD
524518.10000000
0.158168906980
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
1950000.00000000
PA
2400368.93000000
0.723833419683
Long
DBT
CORP
NL
N
2
2021-04-27
Fixed
6.38000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBE4
462280.48000000
PA
USD
458265.99000000
0.138190523348
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
0.92000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
910000.00000000
PA
USD
1028816.23000000
0.310240463738
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
150000.00000000
PA
USD
185250.00000000
0.055862304881
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
60000.00000000
PA
USD
66340.20000000
0.020004947251
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
165000.00000000
PA
USD
195033.22000000
0.058812443712
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AG3
530000.00000000
PA
USD
698082.79000000
0.210507496073
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
50000.00000000
PA
USD
53480.00000000
0.016126942321
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NG6
488000.00000000
PA
USD
546494.86000000
0.164796018815
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.25000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) SEP20 XOSE 20200914
000000000
10.00000000
NC
36805.06000000
0.011098599098
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Japan Government Ten Year Bond
JBU0 Comdty
2020-09-14
1519804000.00000000
JPY
36805.06000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-58461.49000000
-0.01762911513
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4071164.72000000
USD
68742202.59000000
ZAR
2020-08-24
-58461.49000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
485000.00000000
PA
USD
512301.74000000
0.154485052584
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
305000.00000000
PA
USD
433454.95000000
0.130708731818
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
150000.00000000
PA
USD
160939.73000000
0.048531520997
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBD4
870000.00000000
PA
USD
986573.74000000
0.297502202710
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
420000.00000000
PA
USD
453192.65000000
0.136660653087
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXM74
2459004.64000000
PA
USD
2717079.78000000
0.819337862663
Long
ABS-MBS
USGSE
US
N
2
2059-04-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
28037.54000000
0.008454745520
N/A
DFE
SE
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
650273.91000000
USD
5954545.21000000
SEK
2020-08-24
28037.54000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
670000.00000000
PA
865797.73000000
0.261082087768
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
1.88000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADM3
4050000.00000000
PA
3286291.76000000
0.990984249540
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.40000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
220000.00000000
PA
USD
298584.85000000
0.090038531302
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.38000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
150000.00000000
PA
USD
182634.07000000
0.055073468826
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
1070000.00000000
PA
USD
1215744.70000000
0.366608912765
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081TAJ7
35000.00000000
PA
USD
35875.00000000
0.010818138664
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAE5
390000.00000000
PA
USD
487987.50000000
0.147153071543
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AW9
385000.00000000
PA
USD
482284.63000000
0.145433365942
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.13000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
1010000.00000000
PA
USD
1127233.72000000
0.339918346772
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
7513.52000000
0.002265708744
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2904920.64000000
TRY
415433.77000000
USD
2020-08-24
7513.52000000
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
528700000.00000000
PA
4926891.64000000
1.485708625710
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
23416.20000000
0.007061176267
N/A
DFE
CA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3683956.58000000
USD
4965608.76000000
CAD
2020-08-24
23416.20000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
7364.64000000
0.002220813846
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
311000.00000000
EUR
109322720.00000000
HUF
2020-08-24
7364.64000000
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BS9
75000.00000000
PA
USD
75750.00000000
0.022842480943
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
8000000.00000000
PA
1194366.36000000
0.360162255021
Long
DBT
NUSS
CN
N
2
2024-11-21
Fixed
3.38000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT SEP20 XMOD 20200921
000000000
-45.00000000
NC
-11363.99000000
-0.00342682145
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Canadian Government Bond
CNU0 Comdty
2020-09-21
-6946278.50000000
CAD
-11363.99000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
95321.43000000
0.028744263343
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2448490.75000000
USD
2158616.60000000
EUR
2020-08-24
95321.43000000
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
75000.00000000
PA
USD
102285.40000000
0.030844254789
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
Hydro-Quebec
44889ZCM6
750000.00000000
PA
914978.16000000
0.275912490872
Long
DBT
NUSS
CA
N
2
2035-02-15
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-72720.59000000
-0.02192895962
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5727907.63000000
CHF
6193939.65000000
USD
2020-08-24
-72720.59000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
94061.03000000
0.028364188584
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3279165.33000000
USD
2862437.13000000
EUR
2020-08-24
94061.03000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
440000.00000000
PA
USD
482785.10000000
0.145584283123
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
380000.00000000
PA
USD
418404.02000000
0.126170110277
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
185000.00000000
PA
USD
192241.22000000
0.057970513589
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP20 XEUR 20200908
000000000
5.00000000
NC
6413.47000000
0.001933987673
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bobl (FGBM)
OEU0 Comdty
2020-09-08
670755.40000000
EUR
6413.47000000
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
140000.00000000
PA
USD
155245.82000000
0.046814517292
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.13000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3062.14000000
-0.00092339108
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
27952158.85000000
ZAR
1628595.18000000
USD
2020-08-24
-3062.14000000
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
230000.00000000
PA
USD
254557.38000000
0.076762007943
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
720000.00000000
PA
USD
791023.77000000
0.238533932569
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82000000
N
N
N
N
N
N
Finsbury Square
635400JVSPJM1HG8EF19
Finsbury Square 2020-1 PLC
000000000
465168.40000000
PA
605435.84000000
0.182569724590
Long
ABS-MBS
CORP
GB
N
2
2070-03-16
Variable
1.02000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
000000000
1300000.00000000
PA
1605988.47000000
0.484287274211
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
16042000000.00000000
PA
1122390.62000000
0.338457905591
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
555000.00000000
PA
USD
589034.91000000
0.177624009330
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
276150000.00000000
PA
2633618.72000000
0.794170104609
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
0.10000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
52.00000000
NC
146167.70000000
0.044077002004
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bund (FGBL)
RXU0 Comdty
2020-09-08
9106953.56000000
EUR
146167.70000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
6120000.00000000
PA
5628884.25000000
1.697395131538
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AG5
45000.00000000
PA
USD
48395.70000000
0.014593767062
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.75000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
100000.00000000
PA
USD
106336.34000000
0.032065819406
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
65000.00000000
PA
USD
69413.50000000
0.020931703643
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
30000.00000000
PA
USD
32851.50000000
0.009906399507
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
80000.00000000
PA
USD
90730.17000000
0.027359764742
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.63000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
20000.00000000
PA
USD
19200.00000000
0.005789777348
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
960000.00000000
PA
USD
1082235.18000000
0.326348996377
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EV1
95000.00000000
PA
USD
128946.84000000
0.038884036111
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AG6
400000.00000000
PA
USD
419513.84000000
0.126504777501
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
90000.00000000
PA
USD
81278.98000000
0.024509749858
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
10228.50000000
0.003084413416
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3571070.93000000
NZD
2378636.78000000
USD
2020-08-24
10228.50000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBL3
315000.00000000
PA
USD
408246.78000000
0.123107185378
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
50000.00000000
PA
USD
49562.50000000
0.014945616656
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
310000.00000000
PA
USD
380855.50000000
0.114847320145
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBE9
220000.00000000
PA
USD
246140.16000000
0.074223787646
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1390000.00000000
PA
USD
1904734.38000000
0.574374373302
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
12986764.29000000
NS
USD
12986764.29000000
3.916170505776
Long
STIV
RF
US
N
2
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-1
03464RAA1
493555.91000000
PA
USD
496746.01000000
0.149794208147
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.47000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
960000.00000000
PA
USD
1001997.13000000
0.302153139901
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
65000.00000000
PA
USD
69070.30000000
0.020828211373
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BG8
1145000.00000000
PA
USD
1193510.65000000
0.359904214898
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
3.22000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
395000.00000000
PA
USD
494294.36000000
0.149054910875
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AG0
365000.00000000
PA
USD
397826.57000000
0.119964961637
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
790000.00000000
PA
USD
898953.25000000
0.271080164782
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAT0
95000.00000000
PA
USD
107429.51000000
0.032395465807
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
5964350000.00000000
PA
5407452.72000000
1.630622253593
Long
DBT
NUSS
KR
N
2
2024-09-10
Fixed
3.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
100000.00000000
PA
USD
103250.00000000
0.031135130791
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-70386.08000000
-0.02122498602
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2146534.13000000
EUR
2459187.56000000
USD
2020-08-24
-70386.08000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
178726.31000000
0.053895080267
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3918793.41000000
USD
3129927.69000000
GBP
2020-08-24
178726.31000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
55000.00000000
PA
USD
56787.50000000
0.017124321935
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
100000.00000000
PA
USD
103500.00000000
0.031210518516
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-757.70000000
-0.00022848511
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
355464.53000000
EUR
418137.90000000
USD
2020-08-24
-757.70000000
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
45000.00000000
PA
USD
48825.00000000
0.014723222865
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
65000.00000000
PA
USD
71945.94000000
0.021695363213
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.63000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AH8
171000.00000000
PA
USD
190398.63000000
0.057414878910
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
100000.00000000
PA
USD
107625.00000000
0.032454415994
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
1840000.00000000
PA
USD
2144383.49000000
0.646640778956
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
2000000.00000000
PA
2379460.31000000
0.717528406430
Long
DBT
CORP
BE
N
2
2024-03-05
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
15000.00000000
PA
USD
16343.81000000
0.004928490672
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
260000.00000000
PA
USD
284981.72000000
0.085936495159
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
600000.00000000
PA
749592.19000000
0.226040202184
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.63000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
101867.62000000
0.030718272852
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3269857.20000000
USD
2861162.96000000
EUR
2020-08-24
101867.62000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
1506381.31000000
PA
USD
1523318.01000000
0.459357922301
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.34000000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
000000000
724000.00000000
PA
859061.97000000
0.259050913254
Long
DBT
NUSS
KR
N
2
2024-06-18
Fixed
0.10000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
205543.70000000
0.061981888452
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9732573.63000000
USD
221750247.17000000
MXN
2020-08-24
205543.70000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
500000.00000000
PA
USD
430000.00000000
0.129666888524
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
585000.00000000
PA
USD
645774.75000000
0.194733959349
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
PENARTH MASTER ISSUER
213800F8FTNP3LEAW656
Penarth Master Issuer PLC
70659PAK7
1480000.00000000
PA
USD
1479474.60000000
0.446136902401
Long
ABS-O
CORP
GB
N
2
2022-09-18
Floating
0.64000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
445545AL0
234000.00000000
PA
USD
268880.63000000
0.081081196922
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.38000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
125000.00000000
PA
USD
135375.00000000
0.040822453567
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
1490000.00000000
PA
USD
1666471.88000000
0.502526101146
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAB1
1070000.00000000
PA
USD
1081549.58000000
0.326142253077
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030686
6560000.00000000
PA
USD
6940901.28000000
2.093035052401
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
20000.00000000
PA
USD
28177.83000000
0.008497050096
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
220000.00000000
PA
USD
258478.32000000
0.077944370942
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
Santander Hipotecario
549300ISKPV6TXQWCV66
Fondo de Titulizacion de Activos Santander Hipotecario 2
000000000
792418.64000000
PA
915557.67000000
0.276087242636
Long
ABS-MBS
CORP
ES
N
2
2049-01-18
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-979.07000000
-0.00029523944
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
415293.36000000
USD
9244637.84000000
MXN
2020-08-24
-979.07000000
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
62943WAE9
30000.00000000
PA
USD
31462.50000000
0.009487545302
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AA1
100000.00000000
PA
USD
104750.00000000
0.031587457146
Long
DBT
CORP
LU
N
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP20 XSFE 20200915
000000000
53.00000000
NC
95361.36000000
0.028756304271
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMU0 Comdty
2020-09-15
7787558.18000000
AUD
95361.36000000
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
269400000.00000000
PA
3359515.09000000
1.013064810862
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
2.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
164068.45000000
0.049474989340
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3657327.85000000
USD
3242743.14000000
EUR
2020-08-24
164068.45000000
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP Billiton Finance Ltd
000000000
300000.00000000
PA
413488.95000000
0.124687966478
Long
DBT
CORP
AU
N
2
2079-10-22
Fixed
5.63000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
84850000.00000000
PA
774298.83000000
0.233490511800
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
0.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
51459.44000000
0.015517640627
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8196943.14000000
USD
57652092.98000000
CNY
2020-08-24
51459.44000000
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
35000.00000000
PA
USD
35175.00000000
0.010607053032
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
280000.00000000
PA
USD
297086.93000000
0.089586832172
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
50000.00000000
PA
USD
54500.00000000
0.016434524243
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.88000000
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBP8
807500.00000000
PA
USD
919309.84000000
0.277218712889
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.71000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BH5
325000.00000000
PA
USD
337329.02000000
0.101721870772
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.83000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
14823.78000000
0.004470124252
N/A
DFE
HU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
210293.32000000
USD
65827675.00000000
HUF
2020-08-24
14823.78000000
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAT3
60000.00000000
PA
USD
68350.23000000
0.020611073614
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAN5
1025880.07000000
PA
USD
1091740.54000000
0.329215346273
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.12000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
85000.00000000
PA
USD
83300.00000000
0.025119190265
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
150000.00000000
PA
USD
157081.61000000
0.047368101425
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
780000.00000000
PA
USD
821441.40000000
0.247706396379
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
170000.00000000
PA
USD
191640.65000000
0.057789411163
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3426.50000000
0.001033264170
N/A
DFE
CA
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
830586.72000000
USD
1117066.88000000
CAD
2020-08-24
3426.50000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
60000.00000000
PA
USD
66600.00000000
0.020083290176
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
265000.00000000
PA
USD
344101.53000000
0.103764127282
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER
549300P6OXWKM20QS303
Silverstone Master Issuer PLC
82846GAU4
728000.00000000
PA
USD
724997.73000000
0.218623720549
Long
ABS-MBS
CORP
GB
N
2
2070-01-21
Floating
0.66000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BY9
80000.00000000
PA
USD
95542.46000000
0.028810915139
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD CZK
000000000
1.00000000
NC
N/A
-2473.21000000
-0.00074579871
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
9448904.93000000
CZK
357804.64000000
EUR
2020-08-24
-2473.21000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
250000.00000000
PA
USD
262649.46000000
0.079202181978
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
691111.11000000
0.208405179670
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
18862455.96000000
USD
16592677.27000000
EUR
2020-08-24
691111.11000000
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
50000.00000000
PA
USD
50600.00000000
0.015258475719
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED CAD / SOLD AUD
000000000
1.00000000
NC
N/A
-8444.73000000
-0.00254651596
N/A
DFE
CA
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
3492159.20000000
AUD
3330664.30000000
CAD
2020-08-24
-8444.73000000
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
35000.00000000
PA
USD
35700.00000000
0.010765367256
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BE0
985000.00000000
PA
USD
1029946.65000000
0.310581342910
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
Total Capital SA
529900QI55ZLJVCMPA71
Total Capital SA
000000000
550000.00000000
PA
771014.05000000
0.232499983423
Long
DBT
CORP
FR
N
2
2024-03-26
Fixed
5.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
400000.00000000
PA
USD
457872.00000000
0.138071715307
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAU4
290000.00000000
PA
USD
342354.50000000
0.103237308807
Long
DBT
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
60000.00000000
PA
USD
63900.00000000
0.019269102736
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
45000.00000000
PA
USD
49655.25000000
0.014973585503
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.88000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AY2
960000.00000000
PA
USD
1077603.81000000
0.324952402569
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
5140000.00000000
PA
USD
5148232.02000000
1.552454017290
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
25000.00000000
PA
USD
23091.50000000
0.006963262689
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.45000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
300000.00000000
PA
385539.71000000
0.116259847903
Long
DBT
CORP
ES
N
2
2026-04-04
Fixed
3.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-57357.03000000
-0.01729606422
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2853019.79000000
EUR
3304771.51000000
USD
2020-08-24
-57357.03000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD MXN
000000000
1.00000000
NC
N/A
3842.99000000
0.001158857106
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3799875.38000000
MXN
147771.71000000
EUR
2020-08-24
3842.99000000
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
400000.00000000
PA
508285.70000000
0.153274012094
Long
DBT
CORP
FR
N
2
2024-06-02
Fixed
3.88000000
N
N
N
N
N
N
Penarth Master Issuer
213800F8FTNP3LEAW656
Penarth Master Issuer PLC
70659PAL5
900000.00000000
PA
USD
897916.50000000
0.270767531883
Long
ABS-O
CORP
GB
N
2
2023-07-18
Variable
0.73000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
233000.00000000
PA
USD
256607.51000000
0.077380226496
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CP5
55000.00000000
PA
USD
64803.19000000
0.019541460497
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
990000.00000000
PA
USD
1070482.14000000
0.322804856545
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.74000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
990000.00000000
PA
USD
1097579.78000000
0.330976174371
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
HSBC BANK CANADA
DMB80L5QKUQ124HSYW98
HSBC Bank Canada
40427HTL7
1300000.00000000
PA
USD
1313862.62000000
0.396196460195
Long
DBT
CORP
CA
N
2
2023-05-14
Fixed
0.95000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
208000.00000000
PA
USD
231308.75000000
0.069751362560
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
65000.00000000
PA
USD
73105.50000000
0.022045029579
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6664.64000000
-0.00200972821
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1860865.72000000
EUR
2186264.33000000
USD
2020-08-24
-6664.64000000
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
60000.00000000
PA
USD
11550.00000000
0.003482912935
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.88000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
3400000.00000000
PA
2401018.41000000
0.724029270963
Long
DBT
NUSS
NZ
N
2
2041-05-15
Fixed
1.75000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYY6
280000.00000000
PA
USD
318248.00000000
0.095967971951
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.90000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AF2
20000.00000000
PA
USD
20300.00000000
0.006121483341
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
31662.22000000
0.009547771049
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3668130.79000000
USD
5578524.35000000
NZD
2020-08-24
31662.22000000
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
200000.00000000
PA
315349.07000000
0.095093796990
Long
DBT
CORP
GB
N
2
2029-03-13
Fixed
4.38000000
N
N
N
N
N
N
Bankinter 10 FTA
95980020140005500659
Bankinter 10 FTA
000000000
1057338.00000000
PA
1211505.00000000
0.365330427399
Long
ABS-MBS
CORP
ES
N
2
2043-06-21
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
160585.80000000
0.048424793086
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6164213.62000000
USD
5367069.61000000
EUR
2020-08-24
160585.80000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
3580000.00000000
PA
USD
3734659.11000000
1.126189829053
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
JOHN DEERE CASH MANAGEME
54930045CRYTH0OUOH72
John Deere Cash Management SA
000000000
300000.00000000
PA
419531.84000000
0.126510205417
Long
DBT
CORP
LU
N
2
2032-04-02
Fixed
2.20000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BG7
990000.00000000
PA
USD
1086129.91000000
0.327523455727
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.90000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
60000.00000000
PA
USD
62850.00000000
0.018952474287
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-113204.07000000
-0.03413678959
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
93373469.13000000
MXN
4071487.96000000
USD
2020-08-24
-113204.07000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
894.30000000
0.000269676973
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1565341.38000000
PLN
355464.53000000
EUR
2020-08-24
894.30000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
570000.00000000
PA
USD
709115.63000000
0.213834458944
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.88000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAC0
410000.00000000
PA
USD
430054.04000000
0.129683184335
Long
DBT
CORP
FR
N
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
730000.00000000
PA
USD
775241.33000000
0.233774723526
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
5492.91000000
0.001656391973
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
538130.73000000
USD
1850463.16000000
ILS
2020-08-24
5492.91000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
440000.00000000
PA
663838.77000000
0.200181180901
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.25000000
N
N
N
N
N
N
CLAREMONT MCKENNA
N/A
Claremont Mckenna College
18013RAA5
620000.00000000
PA
USD
705116.03000000
0.212628375950
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
35000.00000000
PA
USD
39112.50000000
0.011794409714
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
50583.50000000
0.015253500129
N/A
DFE
JP
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3257190.37000000
USD
350069303.00000000
JPY
2020-08-24
50583.50000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
1295000.00000000
PA
USD
1596541.58000000
0.481438555996
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBW8
1350000.00000000
PA
USD
1517288.54000000
0.457539730175
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
100000.00000000
PA
USD
106625.00000000
0.032152865090
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAM5
45000.00000000
PA
USD
50661.34000000
0.015276972851
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2B6
390000.00000000
PA
USD
405309.15000000
0.122221340397
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
2.80000000
N
N
N
N
N
N
Gosforth Funding plc
213800GD24WOLHNGMP34
Gosforth Funding 2018-1 plc
38312RAA1
459020.12000000
PA
USD
458465.62000000
0.138250721955
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.81000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AP0
170000.00000000
PA
USD
232488.19000000
0.070107023758
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
000000000
800000.00000000
PA
973759.97000000
0.293638198789
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
1.13000000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER
549300P6OXWKM20QS303
Silverstone Master Issuer PLC
000000000
900000.00000000
PA
1177893.74000000
0.355194921577
Long
ABS-MBS
CORP
GB
N
2
2070-01-21
Floating
0.54000000
N
N
N
N
N
N
Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
000000000
615000.00000000
PA
804876.35000000
0.242711190584
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Floating
0.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
1045872.30000000
PA
USD
1219364.37000000
0.367700427524
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
204.00000000
NC
USD
66580.50000000
0.020077409933
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
25662919.50000000
USD
66580.50000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
2990000.00000000
PA
USD
3049893.59000000
0.919698167780
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.38000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
30000.00000000
PA
USD
31687.50000000
0.009555394256
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CJ4
65000.00000000
PA
USD
73526.37000000
0.022171943307
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AK6
315000.00000000
PA
USD
333900.00000000
0.100687846693
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
740000.00000000
PA
USD
794312.18000000
0.239525555575
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.38000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
489947.42000000
PA
USD
494383.65000000
0.149081836355
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.28000000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
50000.00000000
PA
USD
50979.00000000
0.015372763511
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-51647.09000000
-0.01557422665
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5595123.06000000
NZD
3659154.53000000
USD
2020-08-24
-51647.09000000
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
55000.00000000
PA
USD
59032.05000000
0.017801168015
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
1360000.00000000
PA
USD
1428000.00000000
0.430614690262
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
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
700000.00000000
PA
USD
852873.00000000
0.257184623759
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.23000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
1100000.00000000
PA
USD
1195571.99000000
0.360525813837
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.11000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CV0
345000.00000000
PA
USD
360971.07000000
0.108851152312
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AA2
35000.00000000
PA
USD
35603.75000000
0.010736342982
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.63000000
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1100000.00000000
PA
2013220.85000000
0.607088566353
Long
DBT
NUSS
IT
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJV5
200000.00000000
PA
254757.65000000
0.076822399542
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
2.05000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-100823.37000000
-0.03040337832
N/A
DFE
TR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3274628.07000000
USD
22601600.83000000
TRY
2020-08-24
-100823.37000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
170000.00000000
PA
USD
230988.00000000
0.069654640108
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP20 XEUR 20200908
000000000
-24.00000000
NC
-244337.50000000
-0.07368019389
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Buxl (FGBX)
UBU0 Comdty
2020-09-08
-5188734.08000000
EUR
-244337.50000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
4830000.00000000
PA
6289766.81000000
1.896684864643
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62000000
N
N
N
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
30000.00000000
PA
USD
33225.00000000
0.010019028770
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HBX2
30000.00000000
PA
USD
31725.00000000
0.009566702414
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.00000000
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
610000.00000000
PA
781364.09000000
0.235621047337
Long
DBT
NUSS
IT
N
2
2028-02-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
000000000
800000.00000000
PA
978226.76000000
0.294985163349
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
115000.00000000
PA
USD
144275.55000000
0.043506422461
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
6000000.00000000
PA
994068.34000000
0.299762206112
Long
DBT
NUSS
CN
N
2
2034-05-22
Fixed
4.50000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
440000.00000000
PA
USD
467281.69000000
0.140909215829
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
1060000.00000000
PA
USD
1089634.19000000
0.328580174528
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X45H5
2713550.10000000
PA
USD
3016735.19000000
0.909699222300
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
535000.00000000
PA
USD
578622.00000000
0.174483986911
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
950000.00000000
PA
USD
833625.00000000
0.251380371967
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
104000.00000000
PA
USD
118972.03000000
0.035876123143
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
75000.00000000
PA
USD
80272.50000000
0.024206244904
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
1040000.00000000
PA
USD
1184624.24000000
0.357224509933
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
215000.00000000
PA
USD
238266.21000000
0.071849390909
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
20000.00000000
PA
USD
22349.60000000
0.006739542073
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
250000.00000000
PA
USD
266093.75000000
0.080240810740
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
429000.00000000
PA
USD
397361.25000000
0.119824643971
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
55000.00000000
PA
USD
54037.50000000
0.016295056950
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAF8
25000.00000000
PA
USD
26832.25000000
0.008091289231
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
125000.00000000
PA
USD
132812.50000000
0.040049729377
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
80000.00000000
PA
USD
103421.65000000
0.031186892003
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
265000.00000000
PA
USD
280652.66000000
0.084631063205
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
196000.00000000
PA
USD
224279.42000000
0.067631661747
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
78916.50000000
0.023797341879
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2451258.53000000
USD
2147044.45000000
EUR
2020-08-24
78916.50000000
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
360000.00000000
PA
USD
402698.53000000
0.121434105577
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
140000.00000000
PA
USD
156318.95000000
0.047138120613
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
1360000.00000000
PA
USD
1846200.00000000
0.556723278124
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
000000000
910000.00000000
PA
1157140.37000000
0.348936724101
Long
DBT
CORP
NL
N
2
2025-04-22
Fixed
2.00000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
1450000.00000000
PA
1774590.31000000
0.535129311402
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
235000.00000000
PA
USD
236170.30000000
0.071217367355
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAA6
1054035.28000000
PA
USD
1047797.29000000
0.315964219531
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
0.97000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
000000000
264000.00000000
PA
337696.05000000
0.101832549001
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
1.97000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-94.00000000
NC
USD
-218994.94000000
-0.06603812202
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-14750505.06000000
USD
-218994.94000000
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
000000000
300000.00000000
PA
428533.84000000
0.129224766651
Long
DBT
CORP
FR
N
2
2023-04-01
Fixed
5.75000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
45000.00000000
PA
USD
47531.25000000
0.014333091384
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
200000.00000000
PA
USD
217384.08000000
0.065552365740
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bond
000000000
379700000.00000000
PA
5277957.34000000
1.591572804749
Long
DBT
NUSS
JP
N
2
2051-03-20
Fixed
2.20000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
500000.00000000
PA
597957.20000000
0.180314533941
Long
DBT
CORP
NL
N
2
2025-09-15
Fixed
0.38000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
360000.00000000
PA
USD
408580.39000000
0.123207785775
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
144000.00000000
PA
USD
161413.67000000
0.048674438033
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BK9
140000.00000000
PA
USD
155400.00000000
0.046861010410
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
50000.00000000
PA
USD
51250.00000000
0.015454483806
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
2020-08-27
PACE SELECT ADVISORS TRUST
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer