NPORT-P
false
0000822977
XXXXXXXX
S000067093
C000215838
C000215835
C000215840
C000215839
C000215836
C000215834
C000215837
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Income Fund
S000067093
549300MB2RPKSBYMCT85
2021-03-31
2020-06-30
N
54110756.02
6496148.75
47614607.27
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1877781.75000000
0.00000000
0.00000000
974968.16000000
GBP
EUR
USD
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
11000.00000000
PA
USD
11948.09000000
0.025093328885
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1500.00000000
0.003150293756
Long
DBT
NUSS
LB
N
2
2034-05-17
None
0.00000000
Y
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
30000.00000000
PA
USD
31878.60000000
0.066951303030
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
200000.00000000
PA
247310.34000000
0.519400146676
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.13000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
107000.00000000
PA
USD
110477.50000000
0.232024385654
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
44000.00000000
PA
USD
51430.72000000
0.108014584071
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
175000.00000000
PA
USD
196113.75000000
0.411877281456
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BR1
281000.00000000
PA
USD
241660.00000000
0.507533326127
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
50000.00000000
PA
USD
55644.50000000
0.116864347288
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
125000.00000000
PA
USD
135820.00000000
0.285248598670
Long
DBT
US
N
2
2024-05-15
Fixed
3.38000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
89000.00000000
PA
USD
93689.05000000
0.196765352843
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
50000.00000000
PA
USD
53594.50000000
0.112558945821
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.13000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
400000.00000000
PA
445186.70000000
0.934979254319
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.13000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
200000.00000000
PA
229193.91000000
0.481352095797
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAG6
100000.00000000
PA
USD
102500.00000000
0.215270073359
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAS8
280000.00000000
PA
USD
299250.00000000
0.628483604418
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
115000.00000000
PA
USD
126834.88000000
0.266378087045
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
100000.00000000
PA
USD
95500.00000000
0.200568702495
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
210000.00000000
PA
USD
196153.13000000
0.411959987168
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
25000.00000000
PA
USD
30575.75000000
0.064215062883
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
294000.00000000
PA
USD
276360.00000000
0.580410121694
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
90000.00000000
PA
104748.79000000
0.219992972757
Long
DBT
NUSS
RO
N
2
2029-03-11
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
90000.00000000
PA
USD
100305.00000000
0.210660143495
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
50000.00000000
PA
USD
54965.00000000
0.115437264216
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
75000.00000000
PA
USD
83526.00000000
0.175420957535
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
55000.00000000
PA
USD
50325.00000000
0.105692355529
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
129000.00000000
PA
USD
119970.00000000
0.251960494643
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAC7
60000.00000000
PA
USD
62550.00000000
0.131367249645
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
8.13000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
50000.00000000
PA
USD
53872.00000000
0.113141750166
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
400000.00000000
PA
USD
352000.00000000
0.739268934854
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
125000.00000000
PA
USD
137930.00000000
0.289680011887
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
17000.00000000
PA
USD
19165.46000000
0.040251219318
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAF4
150000.00000000
PA
USD
157486.50000000
0.330752491786
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
60000.00000000
PA
USD
63541.80000000
0.133450223877
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCF1
50000.00000000
PA
USD
51009.50000000
0.107129939580
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
2000.00000000
PA
USD
2157.50000000
0.004531172519
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
25000.00000000
PA
USD
25170.00000000
0.052861929233
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3850.11000000
0.008085984996
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
109450.87000000
USD
100750.00000000
EUR
2020-08-12
3850.11000000
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
25000.00000000
PA
USD
24795.00000000
0.052074355794
Long
DBT
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
100000.00000000
PA
USD
112964.00000000
0.237246522604
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
225000.00000000
PA
USD
237926.25000000
0.499691719918
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
125000.00000000
PA
USD
138486.00000000
0.290847720773
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
127000.00000000
PA
USD
121602.50000000
0.255389064348
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
75000.00000000
PA
USD
92160.75000000
0.193555623545
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
195028.00000000
PA
USD
184691.52000000
0.387888361554
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAY1
88000.00000000
PA
USD
89865.60000000
0.188735359068
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
75000.00000000
PA
USD
76892.40000000
0.161489098427
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
30000.00000000
PA
USD
32175.00000000
0.067573801076
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
MHP Lux SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
200000.00000000
PA
USD
203500.00000000
0.427389852962
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
175000.00000000
PA
USD
197373.75000000
0.414523528212
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
25000.00000000
PA
USD
34539.00000000
0.072538664036
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
75000.00000000
PA
USD
74983.50000000
0.157480034592
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
25000.00000000
PA
USD
24960.50000000
0.052421938205
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
190000.00000000
PA
USD
199025.00000000
0.417991476589
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
115000.00000000
PA
USD
112556.25000000
0.236390167751
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAV1
190000.00000000
PA
USD
196946.88000000
0.413627017615
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
5.30000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
52000.00000000
PA
USD
51870.00000000
0.108937158099
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
200000.00000000
PA
USD
201625.00000000
0.423451985767
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
115000.00000000
PA
USD
127112.95000000
0.266962088501
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674PAL7
101000.00000000
PA
USD
93425.00000000
0.196210796132
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
5.38000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
187400.00000000
0.393576699976
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAF6
185000.00000000
PA
USD
198819.50000000
0.417559886344
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.63000000
N
N
N
N
N
N
TRI POINTE GROUP INC
N/A
TRI Pointe Group Inc
87265HAG4
86000.00000000
PA
USD
87720.00000000
0.184229178879
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
25000.00000000
PA
USD
26533.75000000
0.055726071307
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
123000.00000000
PA
USD
130380.00000000
0.273823533313
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
90000.00000000
PA
USD
97425.00000000
0.204611579483
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
92000.00000000
PA
USD
96140.00000000
0.201912827832
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
60000.00000000
PA
USD
61875.00000000
0.129949617454
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
131000.00000000
PA
USD
129690.00000000
0.272374398185
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAA3
152000.00000000
PA
USD
152760.00000000
0.320825916160
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
115000.00000000
PA
USD
125685.80000000
0.263964794012
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.63000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
50000.00000000
PA
USD
48335.00000000
0.101512965813
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
180000.00000000
PA
195783.84000000
0.411184405847
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
1000000.00000000
PA
USD
1052136.30000000
2.209692277905
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
2.50000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AR2
250000.00000000
PA
USD
287550.00000000
0.603911313117
Long
DBT
CORP
GG
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
30000.00000000
PA
USD
34491.60000000
0.072439114754
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
200000.00000000
PA
USD
197500.00000000
0.414788677936
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
150000.00000000
PA
USD
150562.50000000
0.316210735806
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
100000.00000000
PA
105641.54000000
0.221867922591
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
3.38000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
200000.00000000
PA
USD
207066.00000000
0.434879151319
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
75000.00000000
PA
USD
77792.25000000
0.163378959651
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
90000.00000000
PA
USD
106119.00000000
0.222870682096
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AV8
125000.00000000
PA
USD
134557.50000000
0.282597101425
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.13000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
60000.00000000
PA
USD
62262.00000000
0.130762393244
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
50000.00000000
PA
USD
56433.50000000
0.118521401804
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAG6
70000.00000000
PA
USD
65275.00000000
0.137090283302
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.38000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
125000.00000000
PA
USD
147101.25000000
0.308941432963
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
175000.00000000
PA
USD
185006.50000000
0.388549881238
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
100000.00000000
PA
USD
119749.00000000
0.251496351363
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
50000.00000000
PA
USD
51250.00000000
0.107635036679
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
12.00000000
NC
USD
2026.90000000
0.004256886943
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
2647816.84000000
USD
2026.90000000
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAB6
525000.00000000
PA
USD
515812.50000000
1.083307265510
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
400000.00000000
PA
USD
349062.52000000
0.733099651585
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
194812.50000000
0.409144401623
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
50000.00000000
PA
USD
49242.50000000
0.103418893535
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
110000.00000000
PA
USD
62562.50000000
0.131393502093
Long
DBT
CORP
LU
N
2
2023-08-01
None
0.00000000
Y
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
41000.00000000
PA
USD
50870.34000000
0.106837676328
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
55000.00000000
PA
USD
60977.40000000
0.128064481670
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
35000.00000000
PA
USD
32943.75000000
0.069188326626
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
50000.00000000
PA
USD
53923.50000000
0.113249910251
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
124000.00000000
PA
USD
131857.88000000
0.276927370737
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.63000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAH0
50000.00000000
PA
USD
53551.00000000
0.112467587302
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
3.63000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002967 CDS USD R F 1.00000 2 CCPCDX / Short: SX002967 CDS USD P V 03MEVENT 1 CCPCDX
000000000
675000.00000000
OU
Notional Amount
USD
7542.25000000
0.015840202056
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
sell protection
2023-06-20
8582.82000000
USD
0.00000000
USD
675000.00000000
USD
-1040.57000000
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
26000.00000000
PA
USD
27170.00000000
0.057062320909
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
124000.00000000
PA
USD
126790.00000000
0.266283830256
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
Republic of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HP8
470000.00000000
PA
USD
194462.50000000
0.408409333079
Long
DBT
NUSS
AR
N
2
2023-01-11
Fixed
4.63000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2020 DIP Term Loan
000000000
10453.14000000
PA
USD
10590.39000000
0.022241892997
Long
LON
CORP
LU
N
2
2021-07-14
Floating
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
100000.00000000
PA
USD
106213.00000000
0.223068100504
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
50000.00000000
PA
USD
58528.50000000
0.122921312084
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
113000.00000000
PA
USD
116672.50000000
0.245035098868
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
25000.00000000
PA
USD
27043.75000000
0.056797171184
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
107000.00000000
PA
USD
99510.00000000
0.208990487804
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
25000.00000000
PA
USD
24423.75000000
0.051294658089
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
190000.00000000
PA
USD
192018.75000000
0.403276979501
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
60000.00000000
PA
USD
52552.20000000
0.110369911699
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
115000.00000000
PA
USD
129450.90000000
0.271872241360
Long
DBT
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
60000.00000000
PA
USD
59925.00000000
0.125854235571
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
50000.00000000
PA
USD
56022.00000000
0.117657171217
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.88000000
N
N
N
N
N
N
Entercom Media Corp
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
269000.00000000
PA
USD
238065.00000000
0.499983122091
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
125000.00000000
PA
USD
135078.75000000
0.283691828505
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
CASTLE US HOLDING CORP
N/A
Castle US Holding Corp
14852LAA1
127000.00000000
PA
USD
117475.00000000
0.246720506028
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.50000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
50000.00000000
PA
USD
50275.00000000
0.105587345738
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
25000.00000000
PA
USD
25617.75000000
0.053802291920
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
75000.00000000
PA
USD
82308.75000000
0.172864494152
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
38000.00000000
PA
USD
39900.00000000
0.083797813922
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBW8
175000.00000000
PA
USD
192020.50000000
0.403280654844
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
25000.00000000
PA
USD
25553.25000000
0.053666829288
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
14.00000000
NC
USD
8624.34000000
0.018112802970
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
1939344.41000000
USD
8624.34000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
110000.00000000
PA
USD
18425.00000000
0.038696108308
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAB8
50000.00000000
PA
USD
50875.00000000
0.106847463240
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Cardtronics USA Inc
5493005S7GV0Z1YT8050
CARDTRONICS USA INC TERM LOAN B
000000000
25000.00000000
PA
USD
24500.00000000
0.051454798022
Long
LON
CORP
US
N
2
2027-06-25
None
0.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
50000.00000000
PA
USD
51500.00000000
0.108160085639
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
125000.00000000
PA
USD
140075.00000000
0.294184931959
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
75000.00000000
PA
USD
90669.75000000
0.190424231551
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
200000.00000000
PA
USD
210937.50000000
0.443010059505
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
50000.00000000
PA
USD
43625.00000000
0.091621043417
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FW34
685000.00000000
PA
USD
110692.85000000
0.232476662828
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Floating
5.97000000
N
N
N
N
N
N
KRATON POLYMERS LLC/CAP
N/A
Kraton Polymers LLC / Kraton Polymers Capital Corp
50077DAE4
50000.00000000
PA
USD
50000.00000000
0.105009791882
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468N2
50000.00000000
PA
USD
75448.50000000
0.158456625657
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
5.60000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
208500.00000000
0.437890832150
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-14.00000000
NC
USD
-17538.27000000
-0.03683380165
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-2186149.23000000
USD
-17538.27000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
22000.00000000
PA
USD
21615.00000000
0.045395733030
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
128000.00000000
PA
USD
107520.00000000
0.225813056464
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AS3
88000.00000000
PA
USD
90860.00000000
0.190823793809
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
50000.00000000
PA
USD
53625.00000000
0.112623001794
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
150000.00000000
PA
USD
133687.50000000
0.280769931046
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAC0
60000.00000000
PA
USD
50100.00000000
0.105219811466
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.38000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
200000.00000000
PA
USD
192000.00000000
0.403237600829
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.88000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAC4
195000.00000000
PA
USD
132600.00000000
0.278485968072
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
130000.00000000
PA
USD
122850.00000000
0.258009058655
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
155000.00000000
PA
USD
155968.75000000
0.327564919554
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
12.00000000
NC
USD
52497.90000000
0.110255871065
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USU0 Comdty
2020-09-21
2089127.10000000
USD
52497.90000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
200000.00000000
PA
USD
201721.26000000
0.423654150618
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.38000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
144000.00000000
PA
USD
127305.22000000
0.267365893155
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AYTL7
342358.41000000
PA
USD
63794.72000000
0.133981405408
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Floating
5.97000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DW4
190000.00000000
PA
USD
262255.10000000
0.550787069423
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
5.13000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAG8
25000.00000000
PA
USD
25968.75000000
0.054539460659
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.88000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
55000.00000000
PA
USD
54587.50000000
0.114644440287
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214518 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR214518 IRS EUR P F .50000 2 CCPVANILLA
000000000
210000.00000000
OU
Notional Amount
-20305.10000000
-0.04264468650
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2040-09-16
0.00000000
EUR
-10270.98000000
EUR
210000.00000000
EUR
-8661.38000000
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
25000.00000000
PA
USD
25944.75000000
0.054489055958
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BE4
25000.00000000
PA
USD
24913.25000000
0.052322703952
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
250000.00000000
PA
USD
244375.00000000
0.513235357826
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
000000000
200000.00000000
PA
USD
187000.00000000
0.392736621641
Long
DBT
CORP
BR
N
2
2022-12-12
Fixed
6.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
200000.00000000
PA
USD
209368.00000000
0.439713802138
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30000000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
122000.00000000
PA
USD
125507.50000000
0.263590329094
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AT6
150000.00000000
PA
USD
130014.75000000
0.273056436783
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CF5
125000.00000000
PA
USD
136021.25000000
0.285671263082
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.38000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAY7
240000.00000000
PA
USD
258969.60000000
0.543886875999
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
15000.00000000
PA
USD
15656.25000000
0.032881191083
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
113000.00000000
PA
USD
119497.50000000
0.250968152110
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
48000.00000000
PA
USD
56506.56000000
0.118674842112
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
60000.00000000
PA
USD
58888.80000000
0.123678012644
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050676
1000000.00000000
PA
USD
1092137.50000000
2.293702631646
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-25578.32000000
-0.05371948119
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
663244.47000000
EUR
720290.13000000
USD
2020-08-12
-25578.32000000
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
175000.00000000
PA
197748.84000000
0.415311290668
Long
DBT
CORP
IT
N
2
2026-01-28
Fixed
2.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
100000.00000000
PA
USD
117666.00000000
0.247121643433
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AB7
155000.00000000
PA
USD
145700.00000000
0.305998533546
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ET31
683679.81000000
PA
USD
64009.45000000
0.134432380460
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
5.00000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
16000.00000000
PA
USD
16500.00000000
0.034653231321
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
LAREDO PETROLEUM INC
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806AF3
40000.00000000
PA
USD
27600.00000000
0.057965405119
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc
50106GAA0
269000.00000000
PA
USD
256222.50000000
0.538117428013
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
175000.00000000
PA
USD
191010.75000000
0.401159982097
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214513 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214513 IRS EUR P F .00000 CCPVANILLA
000000000
270000.00000000
OU
Notional Amount
-1612.25000000
-0.00338604073
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2024-09-16
0.00000000
EUR
-313.01000000
EUR
270000.00000000
EUR
-1257.42000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
200000.00000000
PA
USD
201250.00000000
0.422664412327
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
58000.00000000
PA
USD
58072.50000000
0.121963622782
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
219062.50000000
0.460074150686
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAA1
55000.00000000
PA
USD
62255.05000000
0.130747796882
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.01000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-3.00000000
NC
USD
-708.38000000
-0.00148773672
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
-376494.75000000
USD
-708.38000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
200000.00000000
PA
USD
175400.00000000
0.368374349924
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABG9
25000.00000000
PA
USD
24998.50000000
0.052501745647
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
000000000
400000.00000000
PA
440771.35000000
0.925706154627
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
105000.00000000
PA
USD
104606.25000000
0.219693610842
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
105047.21000000
0.220619713199
Long
DBT
CORP
FR
N
2
2025-02-15
Fixed
2.13000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
100000.00000000
PA
USD
116983.00000000
0.245687209676
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
25000.00000000
PA
USD
30072.75000000
0.063158664376
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
60000.00000000
PA
USD
24300.00000000
0.051034758855
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
70000.00000000
PA
USD
63875.00000000
0.134150009130
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAA2
250000.00000000
PA
USD
246250.00000000
0.517173225022
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
92000.00000000
PA
USD
97520.00000000
0.204811098088
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.63000000
N
N
N
N
N
N
Hoya Midco, LLC
549300LK73TSUP0YKH27
Hoya Midco, LLC 2017 1st Lien Term Loan
44325HAB4
115000.00000000
PA
USD
96025.00000000
0.201671305310
Long
LON
CORP
US
N
2
2024-06-30
Floating
4.57000000
N
N
N
N
N
N
GARRET LX I / BORROWING
N/A
Garrett LX I Sarl / Garrett Borrowing LLC
000000000
250000.00000000
PA
229247.28000000
0.481464183249
Long
DBT
CORP
XX
N
2
2026-10-15
Fixed
5.13000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
200000.00000000
PA
USD
200556.00000000
0.421206876416
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
115000.00000000
PA
USD
108962.50000000
0.228842588960
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
88000.00000000
PA
USD
89540.00000000
0.188051535303
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
-1.00000000
NC
-1214.93000000
-0.00255159092
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU0 Comdty
2020-09-08
-175088.62000000
EUR
-1214.93000000
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
175000.00000000
PA
USD
196267.75000000
0.412200711615
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
200000.00000000
PA
USD
235750.00000000
0.495121168727
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.88000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
225000.00000000
PA
USD
259364.25000000
0.544715718286
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FUAM6
720000.00000000
PA
USD
135986.54000000
0.285598365285
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
5.91000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
60000.00000000
PA
USD
60592.20000000
0.127255486234
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BL2
25000.00000000
PA
USD
21343.75000000
0.044826054909
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
3.60000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AG3
240000.00000000
PA
USD
242400.00000000
0.509087471047
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 2nd Lien Term Loan
92531SBC6
25000.00000000
PA
USD
24526.75000000
0.051510978261
Long
LON
CORP
US
N
2
2026-07-02
Floating
7.43000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
26000.00000000
PA
USD
28308.28000000
0.059452931827
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.88000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
95000.00000000
PA
USD
89181.25000000
0.187298090046
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
20000.00000000
PA
USD
3300.00000000
0.006930646264
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042679
1000000.00000000
PA
USD
1067835.20000000
2.242663042340
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
4.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAP3
90000.00000000
PA
USD
101063.70000000
0.212253562077
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
4.10000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
25000.00000000
PA
USD
24357.50000000
0.051155520115
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
3000.00000000
PA
USD
3142.50000000
0.006599865419
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAE3
200000.00000000
PA
USD
193500.00000000
0.406387894586
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
865010.00000000
NS
USD
865010.00000000
1.816690401529
Long
EC
RF
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
150000.00000000
PA
USD
148504.50000000
0.311888532772
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Y2Z7
337557.93000000
PA
USD
65041.44000000
0.136599761563
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Floating
6.01000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BG7
125000.00000000
PA
USD
133253.75000000
0.279858971101
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
3.38000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
95000.00000000
PA
USD
93575.00000000
0.196525825508
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
180000.00000000
PA
USD
185400.00000000
0.389376308301
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
125000.00000000
PA
USD
178750.00000000
0.375410005980
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
85000.00000000
PA
USD
59925.00000000
0.125854235571
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214516 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR214516 IRS EUR P F .25000 2 CCPVANILLA
000000000
400000.00000000
OU
Notional Amount
-19043.99000000
-0.03999610853
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2030-09-16
0.00000000
EUR
-15926.11000000
EUR
400000.00000000
EUR
-1201.16000000
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
45000.00000000
PA
USD
43200.00000000
0.090728460186
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
40000.00000000
PA
USD
37641.60000000
0.079054731642
Long
DBT
CORP
US
N
2
2020-08-01
Fixed
4.49000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
240000.00000000
PA
USD
267902.40000000
0.562647505377
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
205000.00000000
PA
USD
245762.20000000
0.516148749492
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
344000.00000000
PA
USD
340377.68000000
0.714859786766
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
125000.00000000
PA
USD
138651.25000000
0.291194778135
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
119000.00000000
PA
USD
112008.75000000
0.235240310530
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
25000.00000000
PA
USD
26494.00000000
0.055642588522
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
100000.00000000
PA
USD
84223.00000000
0.176884794034
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAM3
250000.00000000
PA
USD
268367.50000000
0.563624306461
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.46000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
1000000.00000000
PA
USD
1040117.30000000
2.184450024132
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
175000.00000000
PA
USD
193387.25000000
0.406151097505
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCT7
125000.00000000
PA
USD
142136.25000000
0.298513960629
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
200000.00000000
PA
USD
216256.00000000
0.454179951067
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.38000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
70000.00000000
PA
USD
65508.10000000
0.137579838952
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.19000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
50000.00000000
PA
USD
48884.00000000
0.102665973327
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214519 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR214519 IRS EUR P F .50000 2 CCPVANILLA
000000000
20000.00000000
OU
Notional Amount
-3197.50000000
-0.00671537619
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2050-09-16
0.00000000
EUR
-1469.34000000
EUR
20000.00000000
EUR
-1543.99000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
85000.00000000
PA
USD
55250.00000000
0.116035820030
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
787.93000000
0.001654807306
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
202107.47000000
EUR
228073.03000000
USD
2020-08-12
787.93000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
25000.00000000
PA
USD
27215.50000000
0.057157879819
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
60000.00000000
PA
USD
60000.00000000
0.126011750259
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
182000.00000000
PA
USD
181878.06000000
0.381979544572
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
25000.00000000
PA
USD
25085.75000000
0.052684987734
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
SEPLAT PETROLEUM DEV CO
029200711C4S4CB2E982
SEPLAT Petroleum Development Co Plc
000000000
200000.00000000
PA
USD
199250.00000000
0.418464020652
Long
DBT
CORP
NG
N
2
2023-04-01
Fixed
9.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1675.00000000
0.003517828028
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
120000.00000000
PA
USD
133430.40000000
0.280229970696
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
45000.00000000
PA
USD
46783.80000000
0.098255142029
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
517.54000000
0.001086935353
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
208133.33000000
EUR
234579.17000000
USD
2020-08-12
517.54000000
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
31000.00000000
PA
USD
30380.00000000
0.063803949547
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
125000.00000000
PA
USD
135967.50000000
0.285558377556
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAE5
50000.00000000
PA
USD
46000.00000000
0.096609008532
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.63000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BJ4
75000.00000000
PA
USD
80751.00000000
0.169592914086
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CQ1
200000.00000000
PA
USD
194375.00000000
0.408225565944
Long
DBT
NUSS
TR
N
2
2028-10-24
Fixed
6.13000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
50000.00000000
PA
USD
50594.50000000
0.106258358308
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
25000.00000000
PA
USD
26711.25000000
0.056098856068
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
38000.00000000
PA
USD
39140.00000000
0.082201665085
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
70000.00000000
PA
76039.86000000
0.159698597467
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAJ0
31000.00000000
PA
USD
31000.00000000
0.065106070967
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.63000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
153000.00000000
PA
USD
157590.00000000
0.330969862055
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc. 2017 1st Lien Term Loan B
23301YAF0
19948.45000000
PA
USD
19125.58000000
0.040167463508
Long
LON
CORP
US
N
2
2023-12-13
Floating
4.32000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
75000.00000000
PA
USD
74919.00000000
0.157344571961
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
25000.00000000
PA
USD
28526.75000000
0.059911761611
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAQ3
240000.00000000
PA
USD
246000.00000000
0.516648176062
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
200000.00000000
PA
USD
191250.00000000
0.401662453951
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
VIRGIN MEDIA VENDOR FIN
635400SSKC2QCGEPIQ43
Virgin Media Vendor Financing Notes III DAC
92771EAA1
100000.00000000
PA
124529.61000000
0.261536568586
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
95000.00000000
PA
USD
91675.00000000
0.192535453416
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
175000.00000000
PA
USD
183141.00000000
0.384631965903
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
50000.00000000
PA
USD
53011.00000000
0.111333481549
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
200000.00000000
PA
USD
190684.00000000
0.400473743107
Long
DBT
CORP
MX
N
2
2028-01-10
Fixed
7.63000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
42000.00000000
PA
USD
40530.00000000
0.085120937300
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
PLDT INC
254900ADE8GQHM5P2648
PLDT Inc
000000000
200000.00000000
PA
USD
203250.00000000
0.426864804003
Long
DBT
CORP
PH
N
2
2031-01-23
Fixed
2.50000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
131000.00000000
PA
USD
137877.50000000
0.289569751606
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
147000.00000000
PA
USD
147183.75000000
0.309114699120
Long
DBT
CORP
US
N
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
100000.00000000
PA
USD
112670.00000000
0.236629065028
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
133000.00000000
PA
USD
127015.00000000
0.266756374319
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
50000.00000000
PA
USD
50369.50000000
0.105785814244
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
129000.00000000
PA
USD
119647.50000000
0.251283181485
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002829 CDS USD R F 1.00000 2I65BYDN2 / Short: SX002829 CDS USD P V 03MEVENT 2I65BYDN2
000000000
625000.00000000
OU
Notional Amount
USD
1959.25000000
0.004114808694
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S28.V1
2I65BYDN2
Y
sell protection
2022-06-20
8515.49000000
USD
0.00000000
USD
625000.00000000
USD
-6556.24000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1382.04000000
0.002902554655
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
100000.00000000
GBP
125304.40000000
USD
2020-07-15
1382.04000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1449.16000000
0.003043519800
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
226306.85000000
EUR
255948.29000000
USD
2020-08-12
1449.16000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
200000.00000000
PA
USD
201250.00000000
0.422664412327
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
10000.00000000
PA
USD
1675.00000000
0.003517828028
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
125000.00000000
PA
USD
138685.00000000
0.291265659745
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002952 CDS USD R F 5.00000 2 CCPCDX / Short: SX002952 CDS USD P V 03MEVENT 1 CCPCDX
000000000
47500.00000000
OU
Notional Amount
USD
-294.43000000
-0.00061836066
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-1874.45000000
USD
47500.00000000
USD
1580.02000000
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
50000.00000000
PA
USD
52960.50000000
0.111227421660
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
50000.00000000
PA
USD
57096.50000000
0.119913831644
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
50000.00000000
PA
USD
52381.00000000
0.110010358172
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
235000.00000000
PA
USD
196225.00000000
0.412110928243
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
30000.00000000
PA
USD
21600.00000000
0.045364230093
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.13000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAQ2
200000.00000000
PA
USD
205100.00000000
0.430750166302
Long
DBT
NUSS
SA
N
2
2032-02-03
Fixed
2.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
8000.00000000
PA
USD
9129.68000000
0.019174115935
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
50000.00000000
PA
USD
53178.00000000
0.111684214254
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
75000.00000000
PA
USD
101653.50000000
0.213492257582
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1887.00000000
0.003963069545
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
399487.70000000
EUR
451141.06000000
USD
2020-08-12
1887.00000000
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAH3
200000.00000000
PA
USD
198750.00000000
0.417413922733
Long
DBT
CORP
IE
N
2
2025-01-29
Fixed
4.70000000
N
N
N
N
N
N
Conservice Midco, LLC
N/A
CONSERVICE MIDCO, LLC 2020 TERM LOAN B
20848PAB4
50000.00000000
PA
USD
48625.00000000
0.102122022605
Long
LON
CORP
US
N
2
2027-05-13
Floating
4.56000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
75000.00000000
PA
USD
88588.50000000
0.186053198964
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
NWD FINANCE (BVI) LTD
25490076V8K09HMNCT88
NWD Finance BVI Ltd
000000000
500000.00000000
PA
USD
512500.00000000
1.076350366797
Long
DBT
CORP
VG
N
2
2026-03-22
Fixed
5.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
316000.00000000
PA
USD
324756.36000000
0.682051955523
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002921 CDS USD R F 1.00000 2 CCPCDX / Short: SX002921 CDS USD P V 03MEVENT 1 CCPCDX
000000000
2900000.00000000
OU
Notional Amount
USD
35170.04000000
0.073863971618
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S33.V1
2I65BYDV4
Y
sell protection
2024-12-20
59169.39000000
USD
0.00000000
USD
2900000.00000000
USD
-23999.35000000
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
26000.00000000
PA
USD
28861.82000000
0.060615474231
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAA7
55000.00000000
PA
USD
60776.10000000
0.127641712248
Long
DBT
US
N
2
2026-06-01
Fixed
4.88000000
N
N
N
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017AA4
79000.00000000
PA
USD
90094.76000000
0.189216639946
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
50000.00000000
PA
USD
52429.00000000
0.110111167572
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
200000.00000000
PA
USD
202000.00000000
0.424239559206
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
100000.00000000
PA
USD
113431.00000000
0.238227314060
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
200000.00000000
PA
USD
217511.26000000
0.456816242894
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
200000.00000000
PA
USD
200562.50000000
0.421220527689
Long
DBT
CORP
TR
N
2
2023-03-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VAF7
413079.44000000
PA
USD
56285.83000000
0.118211265884
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Floating
5.86000000
N
N
N
N
N
N
AppLovin Corporation
549300LLVXMUAOL3SQ07
APPLOVIN CORPORATION 2020 INCREMENTAL TERM LOAN B
03835EAE4
24937.50000000
PA
USD
24376.41000000
0.051195234818
Long
LON
CORP
US
N
2
2025-08-15
Floating
4.18000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
13000.00000000
PA
USD
12967.50000000
0.027234289524
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1209.23000000
0.002539619812
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
138000.00000000
EUR
156400.64000000
USD
2020-08-12
1209.23000000
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
72000.00000000
PA
USD
84810.24000000
0.178118113038
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAG5
91000.00000000
PA
USD
91910.00000000
0.193028999438
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.25000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581HA9
573000.00000000
PA
USD
560107.50000000
1.176335440138
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.93000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
50000.00000000
PA
USD
48125.00000000
0.101071924687
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
552.62000000
0.001160610223
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
400000.00000000
EUR
450382.80000000
USD
2020-08-12
552.62000000
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAQ7
363000.00000000
PA
USD
366630.00000000
0.769994799959
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.88000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
90000.00000000
PA
USD
91800.00000000
0.192797977896
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
60000.00000000
PA
USD
64200.00000000
0.134832572777
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.13000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
60000.00000000
PA
USD
62308.80000000
0.130860682409
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
25000.00000000
PA
USD
24690.75000000
0.051855410378
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
10000.00000000
PA
USD
10279.20000000
0.021588333054
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
125000.00000000
PA
USD
142136.25000000
0.298513960629
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
29000.00000000
PA
USD
29833.75000000
0.062656717571
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
400000.00000000
PA
USD
400744.00000000
0.841640880764
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CG5
50000.00000000
PA
USD
61615.00000000
0.129403566537
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
175000.00000000
PA
USD
189000.00000000
0.396937013316
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
113000.00000000
PA
USD
133481.25000000
0.280336765654
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
DNO ASA
5967007LIEEXZXH3K072
DNO ASA
000000000
100000.00000000
PA
USD
90500.00000000
0.190067723307
Long
DBT
CORP
NO
N
2
2023-05-31
Fixed
8.75000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
210000.00000000
PA
USD
205340.63000000
0.431255536427
Long
DBT
CORP
TR
N
2
2022-11-01
Fixed
6.00000000
N
N
N
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
49747.48000000
PA
USD
32460.23000000
0.068172839935
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.93000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
60000.00000000
PA
USD
66532.20000000
0.139730649509
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
Match Group Inc/old
57665RAL0
3000.00000000
PA
USD
2936.25000000
0.006166700028
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
60000.00000000
PA
USD
67168.80000000
0.141067634180
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR214514 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR214514 IRS EUR P F .00000 2 CCPVANILLA
000000000
520000.00000000
OU
Notional Amount
-10533.54000000
-0.02212249686
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Euribor 6 Month
EUR006M Index
Y
2025-09-16
0.00000000
EUR
-13391.10000000
EUR
520000.00000000
EUR
4647.27000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
95000.00000000
PA
USD
95237.50000000
0.200017401088
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
USD
227600.00000000
0.478004572650
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
STARFRUIT FINCO/STAR US
N/A
Starfruit Finco BV / Starfruit US Holdco LLC
85529VAA2
300000.00000000
PA
USD
306000.00000000
0.642659926322
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
8.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBF5
75000.00000000
PA
USD
84198.75000000
0.176833864285
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.65000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
129000.00000000
PA
USD
130935.00000000
0.274989142003
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AL5
200000.00000000
PA
USD
214500.00000000
0.450492007176
Long
DBT
CORP
TR
N
2
2024-01-15
Fixed
13.88000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
55000.00000000
PA
USD
60843.75000000
0.127783790497
Long
DBT
CORP
LU
N
2
2022-09-30
None
0.00000000
Y
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAH9
350000.00000000
PA
USD
381390.63000000
0.800995013646
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
40000.00000000
PA
USD
22000.00000000
0.046204308428
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
205000.00000000
PA
USD
183731.25000000
0.385871606497
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAM3
126000.00000000
PA
USD
107100.00000000
0.224930974212
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
340000.00000000
PA
USD
368368.75000000
0.773646515471
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
83000.00000000
PA
USD
80613.75000000
0.169304662207
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
145000.00000000
PA
USD
155150.00000000
0.325845384212
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.63000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
63375.00000000
PA
USD
63216.56000000
0.132767156182
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBG0
101000.00000000
PA
USD
107216.15000000
0.225174911959
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
200000.00000000
PA
USD
201704.00000000
0.423617901238
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.46000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
75000.00000000
PA
USD
82920.98000000
0.174150297050
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
36000.00000000
PA
USD
40304.52000000
0.084647385142
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
36000.00000000
PA
USD
30484.58000000
0.064023588028
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
275000.00000000
PA
USD
274870.20000000
0.577281249935
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
100000.00000000
PA
USD
107815.00000000
0.226432614236
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAA8
195000.00000000
PA
USD
195487.50000000
0.410562033813
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
-1.00000000
NC
USD
-5183.36000000
-0.01088607109
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
-212847.89000000
USD
-5183.36000000
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
60000.00000000
PA
USD
63748.20000000
0.133883704297
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
75000.00000000
PA
USD
81222.00000000
0.170582106325
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CR9
200000.00000000
PA
USD
207687.50000000
0.436184423032
Long
DBT
NUSS
TR
N
2
2023-12-23
Fixed
7.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
25000.00000000
PA
USD
29902.75000000
0.062801631084
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc. 2017 Incremental Term Loan
23301YAE3
29923.27000000
PA
USD
28576.72000000
0.060016708397
Long
LON
CORP
US
N
2
2023-12-13
Floating
4.32000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
100000.00000000
PA
USD
107494.00000000
0.225758451372
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
115000.00000000
PA
USD
115575.00000000
0.242730133936
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
125000.00000000
PA
USD
142957.50000000
0.300238746461
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
50000.00000000
PA
USD
47555.00000000
0.099874813059
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.10000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AK7
220000.00000000
PA
USD
227053.20000000
0.476856185566
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
75000.00000000
PA
USD
90271.50000000
0.189587828558
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BQ0
50000.00000000
PA
USD
58729.50000000
0.123343451447
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
176000.00000000
PA
USD
156640.00000000
0.328974676010
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
40000.00000000
PA
USD
33100.00000000
0.069516482226
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
44485HAA2
117000.00000000
PA
USD
121680.00000000
0.255551829525
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 1st Lien Term Loan
92531SAZ6
39697.73000000
PA
USD
37340.88000000
0.078423160750
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.43000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
200000.00000000
PA
USD
204062.50000000
0.428571213121
Long
DBT
NUSS
NG
N
2
2025-11-21
Fixed
7.63000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
150000.00000000
PA
USD
175195.50000000
0.367944859875
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
25000.00000000
PA
USD
25524.75000000
0.053606973707
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BE0
153000.00000000
PA
USD
146115.00000000
0.306870114818
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.13000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
200000.00000000
PA
USD
165500.00000000
0.347582411131
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2C7
200000.00000000
PA
USD
226000.00000000
0.474644259309
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
40000.00000000
PA
USD
37800.00000000
0.079387402663
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAD8
254000.00000000
PA
USD
228600.00000000
0.480104768487
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CE3
60000.00000000
PA
USD
55200.00000000
0.115930810238
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DF4
150000.00000000
PA
USD
162961.50000000
0.342251063997
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
100000.00000000
PA
USD
119107.00000000
0.250148025635
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
171000.00000000
PA
USD
161808.75000000
0.339830063246
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
HUSKY III HOLDING LTD
N/A
Husky III Holding Ltd
44810RAA6
30000.00000000
PA
USD
28800.00000000
0.060485640124
Long
DBT
CORP
CA
N
2
2025-02-15
Variable
13.00000000
N
N
Y
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AQ7
100000.00000000
PA
USD
101968.75000000
0.214154344320
Long
DBT
NUSS
ZA
N
2
2024-01-17
Fixed
4.67000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AD0
30000.00000000
PA
USD
31050.00000000
0.065211080759
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
175000.00000000
PA
USD
200523.75000000
0.421139145100
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
FIRST HORIZON NATIONAL
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp
320517AD7
25000.00000000
PA
USD
25930.00000000
0.054458078070
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
120000.00000000
PA
USD
121071.60000000
0.254274070378
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
400000.00000000
PA
USD
197000.00000000
0.413738580017
Long
DBT
NUSS
EC
N
2
2022-03-28
Fixed
10.75000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
200000.00000000
PA
USD
213750.00000000
0.448916860298
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
60000.00000000
PA
USD
63210.00000000
0.132753378898
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
50000.00000000
PA
USD
60365.00000000
0.126778321740
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
75000.00000000
PA
USD
85453.50000000
0.179469085012
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
75000.00000000
PA
USD
78445.50000000
0.164750912582
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
175000.00000000
PA
USD
195415.50000000
0.410410819713
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
195000.00000000
PA
USD
162825.00000000
0.341964387266
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
50000.00000000
PA
USD
62972.50000000
0.132254582386
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
100000.00000000
PA
USD
114405.00000000
0.240272904806
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
MERSIN ULUSLARARASI LIMA
635400DAFN6NT43HM530
Mersin Uluslararasi Liman Isletmeciligi AS
000000000
400000.00000000
PA
USD
404750.00000000
0.850054265290
Long
DBT
CORP
TR
N
2
2024-11-15
Fixed
5.38000000
N
N
N
N
N
N
2020-07-31
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President
XXXX