Form NPORT-P GOLDMAN SACHS TRUST For: Sep 30

November 27, 2020 1:11 PM

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000067093
        C000215836
        C000215838
        C000215840
        C000215835
        C000215834
        C000215839
        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
      2020-09-30
      N
    
    
      94324983.22
      20591577.12
      73733406.10
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      10465421.13000000
      0.00000000
      0.00000000
      1479548.20000000
      
        
          GBP
          
          
        
        
          USD
          
          
        
        
          EUR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCS3
        
          
        
        75000.00000000
        PA
        USD
        87527.25000000
        0.118707726429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBS7
        
          
        
        75000.00000000
        PA
        USD
        88621.50000000
        0.120191789159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29278NAG8
        
          
        
        175000.00000000
        PA
        USD
        188202.00000000
        0.255246583542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORPORATION
        N/A
        DISH DBS CORPORATION 07/28 7.375
        25470XBB0
        
          
        
        180000.00000000
        PA
        USD
        185400.00000000
        0.251446406461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
        
        57000.00000000
        PA
        USD
        59351.25000000
        0.080494382586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AS8
        
          
        
        200000.00000000
        PA
        USD
        203052.20000000
        0.275386979579
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2035-06-30
          Fixed
          5.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCT6
        
          
        
        100000.00000000
        PA
        USD
        120313.00000000
        0.163172985440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
        
        70000.00000000
        PA
        USD
        70000.00000000
        0.094936615168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AB8
        
          
        
        129000.00000000
        PA
        USD
        132547.50000000
        0.179765871415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DK0
        
          
        
        100000.00000000
        PA
        USD
        116062.00000000
        0.157407620424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        Nutrition & Biosciences Inc
        67079BAC4
        
          
        
        75000.00000000
        PA
        USD
        75312.00000000
        0.102140948022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FUUT9
        
          
        
        1077615.98000000
        PA
        USD
        135628.86000000
        0.183944926965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW INC
        N/A
        Scripps Escrow Inc
        81104PAA7
        
          
        
        115000.00000000
        PA
        USD
        111550.00000000
        0.151288277458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Pro USA Inc
        549300BY1QXU5BI3UF28
        Waste Pro USA Inc
        94107JAA1
        
          
        
        119000.00000000
        PA
        USD
        120487.50000000
        0.163409648859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLERA LLC / SOLERA FINA
        N/A
        Solera LLC / Solera Finance Inc
        83422AAA1
        
          
        
        90000.00000000
        PA
        USD
        93825.00000000
        0.127248970260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        140000.00000000
        PA
        USD
        144900.00000000
        0.196518793399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAN1
        
          
        
        250000.00000000
        PA
        USD
        273782.50000000
        0.371314054892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAR0
        
          
        
        300000.00000000
        PA
        USD
        324534.00000000
        0.440145135245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAF9
        
          
        
        61000.00000000
        PA
        USD
        62287.71000000
        0.084476919343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AR9
        
          
        
        16000.00000000
        PA
        USD
        16640.00000000
        0.022567789662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLE US HOLDING CORP
        N/A
        Castle US Holding Corp
        14852LAA1
        
          
        
        127000.00000000
        PA
        USD
        120650.00000000
        0.163630037430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        640000.00000000
        PA
        USD
        680000.00000000
        0.922241404496
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          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
        109400.00000000
        0.148372367135
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAC7
        
          
        
        60000.00000000
        PA
        USD
        62550.00000000
        0.084832646840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT DEC20 XCBT 20201221
        000000000
        
          
        
        -18.00000000
        NC
        USD
        3136.80000000
        0.004254245349
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYZ0 Comdty
              
            
            2020-12-21
            -2879480.55000000
            USD
            3136.80000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746SH5
        
          
        
        25000.00000000
        PA
        USD
        27288.50000000
        0.037009683186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468J1
        
          
        
        175000.00000000
        PA
        USD
        185942.75000000
        0.252182504288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-22
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIN DEPT GOVT SHARJAH
        254900ZNL8O3F1CLJO24
        Finance Department Government of Sharjah
        38381CAB8
        
          
        
        200000.00000000
        PA
        USD
        204000.00000000
        0.276672421349
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-07-28
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BG3
        
          
        
        50000.00000000
        PA
        USD
        55089.50000000
        0.074714438019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAC7
        
          
        
        200000.00000000
        PA
        USD
        205500.00000000
        0.278706777388
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667AY7
        
          
        
        50000.00000000
        PA
        USD
        50957.50000000
        0.069110465249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        204916.76000000
        0.277915765510
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-24
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAJ0
        
          
        
        31000.00000000
        PA
        USD
        32317.50000000
        0.043830200867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
        
        50000.00000000
        PA
        USD
        54750.00000000
        0.074253995435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        226750.00000000
        0.307526821278
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2027-03-27
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        375000.00000000
        PA
        USD
        400327.50000000
        0.542939111556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBA3
        
          
        
        50000.00000000
        PA
        USD
        56969.50000000
        0.077264164255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
        
        85000.00000000
        PA
        USD
        84150.00000000
        0.114127373806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JC6
        
          
        
        125000.00000000
        PA
        USD
        142858.75000000
        0.193750373889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI LLC
        549300N3IE9H88Q20221
        GCI LLC
        36166TAB6
        
          
        
        125000.00000000
        PA
        USD
        126875.00000000
        0.172072614993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAE1
        
          
        
        60000.00000000
        PA
        USD
        56850.00000000
        0.077102093890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        Vale Overseas Ltd
        91911TAQ6
        
          
        
        60000.00000000
        PA
        USD
        61635.00000000
        0.083591689656
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBR2
        
          
        
        160000.00000000
        PA
        USD
        154400.00000000
        0.209403048315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        416375.00000000
        0.564703330584
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGC7
        
          
        
        75000.00000000
        PA
        USD
        85974.75000000
        0.116602167928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-25
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HLDG SA/KY
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA/Cayman Island
        000000000
        
          
        
        200000.00000000
        PA
        USD
        192756.26000000
        0.261423241099
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2022-12-12
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAR9
        
          
        
        72000.00000000
        PA
        USD
        86226.48000000
        0.116943573558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-13
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        000000000
        
          
        
        400000.00000000
        PA
        USD
        374500.00000000
        0.507910891153
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAA8
        
          
        
        292000.00000000
        PA
        USD
        296380.00000000
        0.401961628624
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
        
        100000.00000000
        PA
        USD
        119311.00000000
        0.161814035605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1500.00000000
        0.002034356039
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-11-29
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0506A9
        
          
        
        1000000.00000000
        PA
        USD
        1095550.30000000
        1.485826246130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAG5
        
          
        
        91000.00000000
        PA
        USD
        95322.50000000
        0.129279935706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BW9
        
          
        
        60000.00000000
        PA
        USD
        66462.00000000
        0.090138247390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAA9
        
          
        
        150000.00000000
        PA
        USD
        141000.00000000
        0.191229467697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUICKEN LOANS LLC/QUICKN
        N/A
        Quicken Loans LLC / Quicken Loans Co-Issuer Inc
        74841CAB7
        
          
        
        99000.00000000
        PA
        USD
        97824.87000000
        0.132673743387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABC8
        
          
        
        150000.00000000
        PA
        USD
        167903.85000000
        0.227717474182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
        
        96000.00000000
        PA
        USD
        93360.00000000
        0.126618319887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LL
        549300H5PS5C68DAUX66
        Black Knight InfoServ LLC
        092174AA9
        
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.135623735955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389284AA8
        
          
        
        180000.00000000
        PA
        USD
        194850.00000000
        0.264262849509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT BANK OF MOSCOW (C
        635400Y22HQLUDCVZX38
        Credit Bank of Moscow Via CBOM Finance PLC
        12504PAH3
        
          
        
        200000.00000000
        PA
        USD
        201562.50000000
        0.273366592785
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-01-29
          Fixed
          4.70000000
          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
        60320.00000000
        0.081808237528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERALS TECHNOLOGIES IN
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158AA4
        
          
        
        129000.00000000
        PA
        USD
        132547.50000000
        0.179765871415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBF2
        
          
        
        200000.00000000
        PA
        USD
        210364.00000000
        0.285303515905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAP3
        
          
        
        90000.00000000
        PA
        USD
        101369.70000000
        0.137481374266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-13
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HKK5
        
          
        
        40000.00000000
        PA
        USD
        39495.60000000
        0.053565408258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-11-01
          Variable
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
        
        100000.00000000
        PA
        USD
        114570.20000000
        0.155384385531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          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
        154125.00000000
        0.209030083041
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBG0
        
          
        
        101000.00000000
        PA
        USD
        115340.89000000
        0.156429624102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metinvest BV
        635400TMCKVEU87EJ582
        Metinvest BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200500.00000000
        0.271925590590
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-04-23
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
        
        30000.00000000
        PA
        USD
        33033.90000000
        0.044801809311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCT7
        
          
        
        125000.00000000
        PA
        USD
        143120.00000000
        0.194104690899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136AYTL7
        
          
        
        313950.17000000
        PA
        USD
        56823.91000000
        0.077066709657
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATTERN ENERGY OP LP/PAT
        N/A
        Pattern Energy Operations LP / Pattern Energy Operations Inc
        70339PAA7
        
          
        
        105000.00000000
        PA
        USD
        108937.50000000
        0.147745107356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yapi ve Kredi Bankasi AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        984848AL5
        
          
        
        200000.00000000
        PA
        USD
        210000.00000000
        0.284809845506
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-01-15
          Fixed
          13.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        000000000
        
          
        
        200000.00000000
        PA
        USD
        198380.00000000
        0.269050367388
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-01-10
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAF3
        
          
        
        254000.00000000
        PA
        USD
        239395.00000000
        0.324676442690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
        
        55000.00000000
        PA
        USD
        56856.25000000
        0.077110570374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762PAE2
        
          
        
        125000.00000000
        PA
        USD
        121715.00000000
        0.165074430218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON COAT FACTORY
        549300SIFDMGE3Y2SW49
        Burlington Coat Factory Warehouse Corp
        121579AH9
        
          
        
        92000.00000000
        PA
        USD
        96830.00000000
        0.131324463525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM DESTINATIONS INC
        T4VNTWMFQ7JQB65L7T35
        Wyndham Destinations Inc
        98310WAS7
        
          
        
        28000.00000000
        PA
        USD
        29295.00000000
        0.039730973448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-31
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BE2
        
          
        
        45000.00000000
        PA
        USD
        48195.45000000
        0.065364469850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
        
        200000.00000000
        PA
        USD
        207278.00000000
        0.281118167413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR INC
        254900OFQDXZRKRCV808
        KBR Inc
        48242WAC0
        
          
        
        71000.00000000
        PA
        USD
        71443.75000000
        0.096894682856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214841  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214841  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        500000.00000000
        OU
        Notional Amount
        
        -5012.10000000
        -0.00679759726
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            EUR
            -3916.84000000
            EUR
            500000.00000000
            EUR
            -384.94000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        75000.00000000
        PA
        USD
        75038.25000000
        0.101769678045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAL7
        
          
        
        25000.00000000
        PA
        USD
        25251.75000000
        0.034247366744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAQ1
        
          
        
        175000.00000000
        PA
        USD
        199944.50000000
        0.271172200737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136BBVP4
        
          
        
        498686.28000000
        PA
        USD
        42568.36000000
        0.057732800166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAB3
        
          
        
        40000.00000000
        PA
        USD
        36000.00000000
        0.048824544943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
        
        35000.00000000
        PA
        USD
        34037.50000000
        0.046162929125
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT SOLUTIONS INC
        549300FLGN6P5CU20J91
        Element Solutions Inc
        28618MAA4
        
          
        
        52000.00000000
        PA
        USD
        50960.00000000
        0.069113855842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        18683KAM3
        
          
        
        126000.00000000
        PA
        USD
        116865.00000000
        0.158496679024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AppLovin Corporation
        549300LLVXMUAOL3SQ07
        APPLOVIN CORPORATION 2020 INCREMENTAL TERM LOAN B
        03835EAE4
        
          
        
        24874.98000000
        PA
        USD
        24439.67000000
        0.033145993509
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-15
          Floating
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XEROX HOLDINGS CORP
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421MAA4
        
          
        
        55000.00000000
        PA
        USD
        54381.25000000
        0.073753882909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
        
        50000.00000000
        PA
        USD
        53000.00000000
        0.071880580056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR HL / PPDI
        N/A
        Jaguar Holding Co II / PPD Development LP
        47010LAB8
        
          
        
        50000.00000000
        PA
        USD
        51500.00000000
        0.069846224017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
        
        316000.00000000
        PA
        USD
        340793.36000000
        0.462196686719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887CJ6
        
          
        
        25000.00000000
        PA
        USD
        26963.25000000
        0.036568566984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-20
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE BUILDING
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925DAA7
        
          
        
        297000.00000000
        PA
        USD
        299598.75000000
        0.406327017625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAW9
        
          
        
        225000.00000000
        PA
        USD
        257940.00000000
        0.349827864523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        125000.00000000
        PA
        USD
        183750.00000000
        0.249208614818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMI HOLDINGS
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209AA5
        
          
        
        106000.00000000
        PA
        USD
        112890.00000000
        0.153105635520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978VAS2
        
          
        
        50000.00000000
        PA
        USD
        51628.00000000
        0.070019822399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCF1
        
          
        
        50000.00000000
        PA
        USD
        51678.50000000
        0.070088312385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAH2
        
          
        
        215000.00000000
        PA
        USD
        238392.00000000
        0.323316136618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002944  CDS USD R F  1.00000 2 CCPCDX / Short: SX002944  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        4925000.00000000
        OU
        Notional Amount
        USD
        34348.92000000
        0.046585288564
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S34.V1
                2I65BYDW2
              
            
            Y
            
            sell protection
            2025-06-20
            65861.01000000
            USD
            0.00000000
            USD
            4925000.00000000
            USD
            -31512.09000000
          
        
        
          N
          N
          N
        
      
      
        TURKIYE VAKIFLAR BANKASI
        789000KAIHOLSQKQ9858
        Turkiye Vakiflar Bankasi TAO
        000000000
        
          
        
        210000.00000000
        PA
        USD
        201403.13000000
        0.273150449237
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2022-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHEM VERWALTUNGSGES
        549300W2QKB8BC676O97
        Techem Verwaltungsgesellschaft 674 mbH
        000000000
        
          
        
        200000.00000000
        PA
        
        238466.90000000
        0.323417718797
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-07-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150AQ7
        
          
        
        50000.00000000
        PA
        USD
        53240.00000000
        0.072206077022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-06
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starfruit Finco B.V
        549300K7VB5G6LULFT41
        Starfruit Finco B.V 2018 USD Term Loan B
        000000000
        
          
        
        69637.18000000
        PA
        USD
        67324.53000000
        0.091308042800
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2025-10-01
          Floating
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEN0
        
          
        
        50000.00000000
        PA
        USD
        55713.00000000
        0.075560052012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hoya Midco, LLC
        549300LK73TSUP0YKH27
        Hoya Midco, LLC 2017 1st Lien Term Loan
        44325HAB4
        
          
        
        114906.41000000
        PA
        USD
        98244.98000000
        0.133243512264
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-30
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMS AG
        5299001JPPT2QFTV5D76
        ams AG
        000000000
        
          
        
        200000.00000000
        PA
        
        246992.96000000
        0.334981079898
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2025-07-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FUAM6
        
          
        
        661891.95000000
        PA
        USD
        122646.99000000
        0.166338429874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Floating
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1425.00000000
        0.001932638237
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2034-05-17
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        000000000
        
          
        
        100000.00000000
        PA
        
        111371.00000000
        0.151045510970
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBN1
        
          
        
        150000.00000000
        PA
        USD
        145618.50000000
        0.197493249942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBK4
        
          
        
        100000.00000000
        PA
        USD
        100640.00000000
        0.136491727865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
        
        63000.00000000
        PA
        USD
        67410.00000000
        0.091423960407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACADIA HEALTHCARE CO INC
        5493005CW985Y9D0NC11
        Acadia Healthcare Co Inc
        00404AAP4
        
          
        
        10000.00000000
        PA
        USD
        10087.50000000
        0.013681044364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YAX8
        
          
        
        25000.00000000
        PA
        USD
        25905.50000000
        0.035134006917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BJ9
        
          
        
        250000.00000000
        PA
        USD
        269580.00000000
        0.365614467388
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567RAH9
        
          
        
        350000.00000000
        PA
        USD
        393859.38000000
        0.534166805566
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-03-29
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWITTER INC
        549300I8RX485XMK6836
        Twitter Inc
        90184LAG7
        
          
        
        60000.00000000
        PA
        USD
        62625.00000000
        0.084934364642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEN GARFF AUTOMOTIVE LLC
        N/A
        Ken Garff Automotive LLC
        48850PAA2
        
          
        
        70000.00000000
        PA
        USD
        68862.50000000
        0.093393895172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AF8
        
          
        
        150000.00000000
        PA
        USD
        154500.00000000
        0.209538672051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government of Jamaica
        529900Y93KNSXZI8KK56
        Jamaica Government International Bond
        470160CB6
        
          
        
        200000.00000000
        PA
        USD
        253062.50000000
        0.343212816802
        Long
        DBT
        NUSS
        JM
        N
        
        2
        
          2045-07-28
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        275000.00000000
        PA
        USD
        310334.75000000
        0.420887581917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAF6
        
          
        
        25000.00000000
        PA
        USD
        26072.00000000
        0.035359820438
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          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
        22643.78000000
        0.030710340397
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S33.V1
                2I65BYDV4
              
            
            Y
            
            sell protection
            2024-12-20
            55835.91000000
            USD
            0.00000000
            USD
            2900000.00000000
            USD
            -33192.13000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        253000.00000000
        PA
        USD
        277035.00000000
        0.375725216904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0226A4
        
          
        
        1000000.00000000
        PA
        USD
        1050070.20000000
        1.424144435394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
        
        200000.00000000
        PA
        USD
        198250.00000000
        0.268874056531
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AV1
        
          
        
        50000.00000000
        PA
        USD
        53812.50000000
        0.072982522911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        120000.00000000
        PA
        USD
        81300.00000000
        0.110262097331
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABH7
        
          
        
        150000.00000000
        PA
        USD
        153484.50000000
        0.208161413012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Y2Z7
        
          
        
        315622.28000000
        PA
        USD
        57816.42000000
        0.078412788799
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Floating
          6.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAG5
        
          
        
        110000.00000000
        PA
        USD
        113025.00000000
        0.153288727563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AN1
        
          
        
        25000.00000000
        PA
        USD
        25771.25000000
        0.034951932052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382FW34
        
          
        
        669533.30000000
        PA
        USD
        106590.57000000
        0.144562113210
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Floating
          5.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI Aqua Merger Sub, Inc.
        5493005QMH1D47U26R45
        AI Aqua Merger Sub, Inc. 2017 Incremental Term Loan
        23301YAE3
        
          
        
        29846.54000000
        PA
        USD
        28951.14000000
        0.039264617669
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-12-13
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
        
        88081.00000000
        PA
        USD
        46682.93000000
        0.063313133719
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAE2
        
          
        
        60000.00000000
        PA
        USD
        65400.60000000
        0.088698737057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        200000.00000000
        PA
        USD
        199190.00000000
        0.270148919649
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAE5
        
          
        
        50000.00000000
        PA
        USD
        48750.00000000
        0.066116571278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AQ7
        
          
        
        100000.00000000
        PA
        USD
        102218.75000000
        0.138632887596
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2024-01-17
          Fixed
          4.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        180000.00000000
        PA
        
        205105.43000000
        0.278171646813
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2025-04-11
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlobalLogic Holdings Inc.
        549300047NM5XM5G8O91
        GlobalLogic Holdings Inc. 2020 Incremental Term Loan B2
        37953UAM4
        
          
        
        100000.00000000
        PA
        USD
        99000.00000000
        0.134267498595
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-13
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAJ6
        
          
        
        115000.00000000
        PA
        USD
        117012.50000000
        0.158696724034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAA2
        
          
        
        100000.00000000
        PA
        USD
        104427.00000000
        0.141627798746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        45000.00000000
        PA
        USD
        45225.00000000
        0.061335834585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAL0
        
          
        
        115000.00000000
        PA
        USD
        132403.87000000
        0.179571075043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAH7
        
          
        
        145000.00000000
        PA
        USD
        146087.50000000
        0.198129325263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGA1
        
          
        
        175000.00000000
        PA
        USD
        193462.50000000
        0.262381070172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRATON POLYMERS LLC/CAP
        N/A
        Kraton Polymers LLC / Kraton Polymers Capital Corp
        50077DAE4
        
          
        
        50000.00000000
        PA
        USD
        51000.00000000
        0.069168105337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Finance LLC
        549300XG4URFY0200M65
        Arch Capital Finance LLC
        03939CAA1
        
          
        
        55000.00000000
        PA
        USD
        63782.40000000
        0.086504073762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJB6
        
          
        
        100000.00000000
        PA
        USD
        105795.00000000
        0.143483131454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DY8
        
          
        
        95000.00000000
        PA
        USD
        95000.00000000
        0.128842549157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROUP 1 AUTOMOTIVE INC
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905AN9
        
          
        
        70000.00000000
        PA
        USD
        68775.00000000
        0.093275224403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHP Lux SA
        222100RHC7R1WZ1J3M44
        MHP Lux SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200875.00000000
        0.272434179600
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-03
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAR1
        
          
        
        135000.00000000
        PA
        USD
        146866.50000000
        0.199185834166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        228000.00000000
        PA
        USD
        231135.00000000
        0.313473922100
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        60000.00000000
        PA
        USD
        57349.80000000
        0.077779941322
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAA8
        
          
        
        275000.00000000
        PA
        USD
        285656.25000000
        0.387417678240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473QBE2
        
          
        
        50000.00000000
        PA
        USD
        55759.00000000
        0.075622438931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AP4
        
          
        
        115000.00000000
        PA
        USD
        131611.75000000
        0.178496772306
        Long
        DBT
        
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.80000000
          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
        10618.61000000
        0.014401355588
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2022-07-13
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AD9
        
          
        
        25000.00000000
        PA
        USD
        26889.75000000
        0.036468883539
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RAZ6
        
          
        
        60000.00000000
        PA
        USD
        62068.80000000
        0.084180025422
        Long
        DBT
        
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          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
        
          
        
        46000.00000000
        OU
        Notional Amount
        USD
        2307.20000000
        0.003129110835
        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
            -1723.25000000
            USD
            46000.00000000
            USD
            4030.45000000
          
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAK9
        
          
        
        175000.00000000
        PA
        USD
        205817.50000000
        0.279137382750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAT7
        
          
        
        125000.00000000
        PA
        USD
        135371.25000000
        0.183595546659
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AS3
        
          
        
        88000.00000000
        PA
        USD
        94490.00000000
        0.128150868104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AD8
        
          
        
        115000.00000000
        PA
        USD
        125949.15000000
        0.170816942634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nabors Industries Inc
        549300VFQWRKICUFNU92
        Nabors Industries Inc
        62957HAF2
        
          
        
        60000.00000000
        PA
        USD
        20250.00000000
        0.027463806530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CC1
        
          
        
        150000.00000000
        PA
        USD
        150973.50000000
        0.204755901002
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-09-18
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
        
        42000.00000000
        PA
        USD
        42472.50000000
        0.057602791253
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAT5
        
          
        
        215000.00000000
        PA
        USD
        207206.25000000
        0.281020857383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        90000.00000000
        PA
        
        114687.57000000
        0.155543567110
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2029-03-11
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CF5
        
          
        
        125000.00000000
        PA
        USD
        136162.50000000
        0.184668669470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-12
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LP
        2549009GZDBNY1KE9O81
        Duke Realty LP
        26441YBE6
        
          
        
        25000.00000000
        PA
        USD
        24946.50000000
        0.033833375290
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) DEC20 XCBT 20201221
        000000000
        
          
        
        11.00000000
        NC
        USD
        2704.36000000
        0.003667754065
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USZ0 Comdty
              
            
            2020-12-21
            1934670.64000000
            USD
            2704.36000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABD3
        
          
        
        50000.00000000
        PA
        USD
        54210.50000000
        0.073522305380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581HA9
        
          
        
        573000.00000000
        PA
        USD
        574432.50000000
        0.779066817042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
        
        75000.00000000
        PA
        USD
        82978.50000000
        0.112538541739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214858  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR214858  IRS EUR P F   .25000 2 CCPVANILLA
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        
        -1894.97000000
        -0.00257002910
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-12-16
            0.00000000
            EUR
            -1227.55000000
            EUR
            20000.00000000
            EUR
            -444.80000000
          
        
        
          N
          N
          N
        
      
      
        Adient US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAA5
        
          
        
        113000.00000000
        PA
        USD
        120627.50000000
        0.163599522089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RFW7
        
          
        
        25000.00000000
        PA
        USD
        30261.25000000
        0.041041437796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        204906.24000000
        0.277901497893
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAD8
        
          
        
        25000.00000000
        PA
        USD
        25439.00000000
        0.034501322189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        75000.00000000
        PA
        USD
        91020.00000000
        0.123444724466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382ET31
        
          
        
        592661.34000000
        PA
        USD
        61153.40000000
        0.082938525743
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0206B6
        
          
        
        3000000.00000000
        PA
        USD
        3111269.10000000
        4.219619389046
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-19
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAE1
        
          
        
        90000.00000000
        PA
        USD
        89325.00000000
        0.121145902142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        199187.50000000
        0.270145529056
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAB8
        
          
        
        220000.00000000
        PA
        USD
        223579.40000000
        0.303226735106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNO ASA
        5967007LIEEXZXH3K072
        DNO ASA
        000000000
        
          
        
        100000.00000000
        PA
        USD
        92000.00000000
        0.124773837078
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2023-05-31
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BY CROWN PARENT/BY BOND
        N/A
        BY Crown Parent LLC / BY Bond Finance Inc
        05608QAA5
        
          
        
        25000.00000000
        PA
        USD
        25406.25000000
        0.034456905416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
        
        100000.00000000
        PA
        USD
        92125.00000000
        0.124943366748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAD9
        
          
        
        83000.00000000
        PA
        USD
        82377.50000000
        0.111723443086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2D4
        
          
        
        125000.00000000
        PA
        USD
        146822.50000000
        0.199126159723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AB7
        
          
        
        155000.00000000
        PA
        USD
        153062.50000000
        0.207589080846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1244.12000000
        0.001687322023
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            240673.61000000
            EUR
            283655.03000000
            USD
            2020-11-09
            1244.12000000
          
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AD4
        
          
        
        215000.00000000
        PA
        USD
        212312.50000000
        0.287946144400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136BA4U5
        
          
        
        458698.95000000
        PA
        USD
        56654.18000000
        0.076836515490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BJ4
        
          
        
        75000.00000000
        PA
        USD
        82473.75000000
        0.111853980932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAK4
        
          
        
        315000.00000000
        PA
        USD
        295312.50000000
        0.400513845243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        8.00000000
        NC
        USD
        436.00000000
        0.000591319488
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                2 Year US Treasury Note
                TUZ0 Comdty
              
            
            2020-12-31
            1767126.50000000
            USD
            436.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT DEC20 XCBT 20201221
        000000000
        
          
        
        4.00000000
        NC
        USD
        -1561.04000000
        -0.00211714076
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNZ0 Comdty
              
            
            2020-12-21
            887186.04000000
            USD
            -1561.04000000
          
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAF6
        
          
        
        85000.00000000
        PA
        USD
        85218.45000000
        0.115576445613
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        9228.95000000
        0.012516646779
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2456912.71000000
            EUR
            2892216.22000000
            USD
            2020-11-09
            9228.95000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
        
        150000.00000000
        PA
        USD
        145749.00000000
        0.197670238917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -554.38000000
        -0.00075187086
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            271907.45000000
            USD
            231250.00000000
            EUR
            2020-11-09
            -554.38000000
          
        
        
          N
          N
          N
        
      
      
        KRONOS ACQUISITION HOLDI
        N/A
        Kronos Acquisition Holdings Inc
        50106GAA0
        
          
        
        269000.00000000
        PA
        USD
        273035.00000000
        0.370300267465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        50000.00000000
        PA
        USD
        47364.50000000
        0.064237504416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERBALIFE/HLF FINANCING
        N/A
        Herbalife Nutrition Ltd / HLF Financing Inc
        42704MAA0
        
          
        
        107000.00000000
        PA
        USD
        114623.75000000
        0.155457012042
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-09-01
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBB0
        
          
        
        67000.00000000
        PA
        USD
        70283.67000000
        0.095321339020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        13920.00000000
        PA
        USD
        6312.72000000
        0.008561546704
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AF3
        
          
        
        40000.00000000
        PA
        USD
        23600.00000000
        0.032007201685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings, Inc.
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings, Inc. 2019 Term Loan B
        00164DAQ6
        
          
        
        190000.00000000
        PA
        USD
        121303.60000000
        0.164516474168
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        198120.00000000
        PA
        USD
        110451.90000000
        0.149798993213
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amkor Technology Inc
        529900VHLRTKPWZJBM84
        Amkor Technology Inc
        031652BK5
        
          
        
        145000.00000000
        PA
        USD
        155875.00000000
        0.211403498420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          6.63000000
          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
        62760.60000000
        0.085118270428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        46400.00000000
        PA
        USD
        23316.00000000
        0.031622030275
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envision Healthcare Corporation
        549300OL60X0LPKY8N60
        Envision Healthcare Corporation 2018 1st Lien Term Loan
        29373UAC5
        
          
        
        49747.48000000
        PA
        USD
        35773.91000000
        0.048517913239
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-10
          Floating
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITAN ACQ/CO-BORROWER
        N/A
        Titan Acquisition Ltd / Titan Co-Borrower LLC
        88827AAA1
        
          
        
        171000.00000000
        PA
        USD
        170145.00000000
        0.230757005541
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AA9
        
          
        
        200000.00000000
        PA
        USD
        202700.00000000
        0.274909312781
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON NATIONAL
        TF3RXI1ZB1TQ30H9JV10
        First Horizon National Corp
        320517AD7
        
          
        
        25000.00000000
        PA
        USD
        27181.75000000
        0.036864904848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDQ2
        
          
        
        50000.00000000
        PA
        USD
        57883.00000000
        0.078503087083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        100000.00000000
        PA
        USD
        91579.00000000
        0.124202861150
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AK7
        
          
        
        220000.00000000
        PA
        USD
        235752.00000000
        0.319735669989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-02-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE  DEC20 XEUR 20201208
        000000000
        
          
        
        -1.00000000
        NC
        
        -1033.37000000
        -0.00140149500
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXZ0 Comdty
              
            
            2020-12-08
            -173608.62000000
            EUR
            -1033.37000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CT5
        
          
        
        200000.00000000
        PA
        USD
        206250.00000000
        0.279723955408
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2029-04-26
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBC3
        
          
        
        40000.00000000
        PA
        USD
        39300.00000000
        0.053300128230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        AutoNation Inc
        05329WAQ5
        
          
        
        50000.00000000
        PA
        USD
        58922.00000000
        0.079912217699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardtronics USA, Inc.
        5493005S7GV0Z1YT8050
        Cardtronics USA, Inc. Term Loan B
        14161JAB0
        
          
        
        24937.50000000
        PA
        USD
        24812.81000000
        0.033652059917
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-29
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAE2
        
          
        
        140000.00000000
        PA
        USD
        144550.00000000
        0.196044110323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          9.50000000
          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
        188660.50000000
        0.255868418372
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        000000000
        
          
        
        500000.00000000
        PA
        USD
        541875.00000000
        0.734911119208
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        81761LAA0
        
          
        
        89000.00000000
        PA
        USD
        94660.22000000
        0.128381726827
        Long
        DBT
        
        US
        N
        
        2
        
          2025-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703DAY7
        
          
        
        240000.00000000
        PA
        USD
        259324.80000000
        0.351705982018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redstone Buyer LLC
        DDXF51QWGHQV97O29E54
        Redstone Buyer LLC Term Loan
        75774EAB1
        
          
        
        75000.00000000
        PA
        USD
        74625.00000000
        0.101209212956
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-01
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        662000.00000000
        PA
        USD
        668620.00000000
        0.906807423345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAF3
        
          
        
        85000.00000000
        PA
        USD
        81493.75000000
        0.110524868320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-31
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUSKY III HOLDING LTD
        N/A
        Husky III Holding Ltd
        44810RAA6
        
          
        
        30000.00000000
        PA
        USD
        30562.50000000
        0.041450004301
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-15
          Variable
          13.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AV0
        
          
        
        75000.00000000
        PA
        USD
        77669.25000000
        0.105337938538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAH0
        
          
        
        50000.00000000
        PA
        USD
        54090.00000000
        0.073358878778
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAR2
        
          
        
        50000.00000000
        PA
        USD
        54759.00000000
        0.074266201571
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2C7
        
          
        
        200000.00000000
        PA
        USD
        219437.50000000
        0.297609335587
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2030-05-14
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAF7
        
          
        
        155000.00000000
        PA
        USD
        164300.00000000
        0.222829798174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRED SUIS GP FUN LTD
        549300PXR5FKNXF0OH19
        Credit Suisse Group Funding Guernsey Ltd
        225433AR2
        
          
        
        250000.00000000
        PA
        USD
        291305.00000000
        0.395078724024
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          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
        1840.81000000
        0.002496575293
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S28.V1
                2I65BYDN2
              
            
            Y
            
            sell protection
            2022-06-20
            7425.89000000
            USD
            0.00000000
            USD
            625000.00000000
            USD
            -5585.08000000
          
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAJ9
        
          
        
        200000.00000000
        PA
        USD
        243625.00000000
        0.330413326721
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-04-16
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        190000.00000000
        PA
        USD
        193040.00000000
        0.261808059888
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2023-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AL5
        
          
        
        88000.00000000
        PA
        USD
        95040.00000000
        0.128896798652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BU4
        
          
        
        281000.00000000
        PA
        USD
        274326.25000000
        0.372051508956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAB2
        
          
        
        200000.00000000
        PA
        USD
        212750.00000000
        0.288539498245
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAA3
        
          
        
        343000.00000000
        PA
        USD
        343000.00000000
        0.465189414327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348AV8
        
          
        
        125000.00000000
        PA
        USD
        135150.00000000
        0.183295479143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERSIN ULUSLARARASI LIMA
        635400DAFN6NT43HM530
        Mersin Uluslararasi Liman Isletmeciligi AS
        000000000
        
          
        
        400000.00000000
        PA
        USD
        404375.00000000
        0.548428482269
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CL2
        
          
        
        100000.00000000
        PA
        USD
        112707.00000000
        0.152857444083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitchell International, Inc.
        5493002RDNIGEM7SSV41
        Mitchell International, Inc. 2020 Add-On Term Loan
        60662WAP7
        
          
        
        150000.00000000
        PA
        USD
        146907.00000000
        0.199240761780
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-29
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AQ3
        
          
        
        50000.00000000
        PA
        USD
        60818.50000000
        0.082484321852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BL3
        
          
        
        10000.00000000
        PA
        USD
        10469.00000000
        0.014198448917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962G3P7
        
          
        
        50000.00000000
        PA
        USD
        58272.00000000
        0.079030663415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-14
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAF7
        
          
        
        540000.00000000
        PA
        USD
        605306.25000000
        0.820938950221
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        25000.00000000
        PA
        USD
        27552.50000000
        0.037367729849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
        
        130000.00000000
        PA
        USD
        124800.00000000
        0.169258422472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        22000.00000000
        PA
        USD
        22632.50000000
        0.030695042040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBW8
        
          
        
        175000.00000000
        PA
        USD
        192545.50000000
        0.261137400514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AT5
        
          
        
        50000.00000000
        PA
        USD
        54089.50000000
        0.073358200659
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBJ3
        
          
        
        200000.00000000
        PA
        USD
        222000.00000000
        0.301084693821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eG Global Finance PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
        
        250000.00000000
        PA
        
        276985.40000000
        0.375657947531
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0426A2
        
          
        
        1000000.00000000
        PA
        USD
        1071464.60000000
        1.453160319959
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-21
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50076QAR7
        
          
        
        330000.00000000
        PA
        USD
        440061.27000000
        0.596827534866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-26
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLIUM SE
        724500KRJEMC79KAAU28
        Constellium SE
        21039CAA2
        
          
        
        250000.00000000
        PA
        USD
        255000.00000000
        0.345840526686
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES INC
        N/A
        Sensata Technologies Inc
        81728UAB0
        
          
        
        114000.00000000
        PA
        USD
        112860.00000000
        0.153064948399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        525000.00000000
        PA
        USD
        606060.00000000
        0.821961214131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        203937.50000000
        0.276587656514
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-03-18
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MBB7
        
          
        
        36000.00000000
        PA
        USD
        30769.88000000
        0.041731260804
        Long
        DBT
        
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAC3
        
          
        
        250000.00000000
        PA
        USD
        258750.00000000
        0.350926416784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BW2
        
          
        
        175000.00000000
        PA
        USD
        181202.00000000
        0.245752922025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAM1
        
          
        
        141000.00000000
        PA
        USD
        142057.50000000
        0.192663688704
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        34036.00000000
        PA
        USD
        15826.74000000
        0.021464816067
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA SPA
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        175000.00000000
        PA
        
        211453.08000000
        0.286780566888
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-28
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DH7
        
          
        
        50000.00000000
        PA
        USD
        56899.00000000
        0.077168549521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
        
        100000.00000000
        PA
        USD
        117315.00000000
        0.159106985836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA VENDOR FIN
        635400SSKC2QCGEPIQ43
        Virgin Media Vendor Financing Notes III DAC
        92771EAA1
        
          
        
        100000.00000000
        PA
        
        129944.62000000
        0.176235748317
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-07-15
          Fixed
          4.88000000
          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
        81962.50000000
        0.111160604582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM DESTINATIONS INC
        T4VNTWMFQ7JQB65L7T35
        Wyndham Destinations Inc
        98310WAQ1
        
          
        
        90000.00000000
        PA
        USD
        86400.00000000
        0.117178907865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAA5
        
          
        
        52000.00000000
        PA
        USD
        53300.00000000
        0.072287451264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200750.00000000
        0.272264649930
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        -17.00000000
        NC
        USD
        431.20000000
        0.000584809549
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVZ0 Comdty
              
            
            2020-12-31
            -2142431.20000000
            USD
            431.20000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAY1
        
          
        
        48000.00000000
        PA
        USD
        57283.20000000
        0.077689615914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP World PLC
        549300M3U2DNF4QVSS04
        DP World PLC
        000000000
        
          
        
        200000.00000000
        PA
        USD
        227875.00000000
        0.309052588308
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABJ3
        
          
        
        125000.00000000
        PA
        USD
        128766.50000000
        0.174637937959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        90000.00000000
        PA
        USD
        101602.80000000
        0.137797513195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Playtika Holding Corp
        N/A
        Playtika Holding Corp Term Loan B
        72814CAE8
        
          
        
        62562.50000000
        PA
        USD
        62539.35000000
        0.084818202912
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-10
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTP BANK NYRT
        529900W3MOO00A18X956
        OTP Bank Nyrt
        000000000
        
          
        
        200000.00000000
        PA
        
        229287.21000000
        0.310967880269
        Long
        DBT
        CORP
        HU
        N
        
        2
        
          2029-07-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A60
        
          
        
        275000.00000000
        PA
        USD
        283598.15000000
        0.384626406130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381VAF7
        
          
        
        353605.25000000
        PA
        USD
        44511.97000000
        0.060368796661
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Floating
          5.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BL2
        
          
        
        40000.00000000
        PA
        USD
        11200.00000000
        0.015189858427
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAY5
        
          
        
        25000.00000000
        PA
        USD
        31651.50000000
        0.042926946785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAC9
        
          
        
        29000.00000000
        PA
        USD
        30921.25000000
        0.041936554454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647AZ0
        
          
        
        180000.00000000
        PA
        USD
        178875.00000000
        0.242596957690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEACON ROOFING SUPPLY IN
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685AD1
        
          
        
        205000.00000000
        PA
        USD
        199875.00000000
        0.271077942240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAH8
        
          
        
        185000.00000000
        PA
        USD
        191475.00000000
        0.259685548420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAC0
        
          
        
        25000.00000000
        PA
        USD
        25360.00000000
        0.034394179438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214855  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214855  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        400000.00000000
        OU
        Notional Amount
        
        1662.53000000
        0.002254785297
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-12-16
            3035.28000000
            EUR
            0.00000000
            EUR
            400000.00000000
            EUR
            -1923.20000000
          
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AT5
        
          
        
        115000.00000000
        PA
        USD
        127752.35000000
        0.173262509840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO / FINANCE
        N/A
        Radiate Holdco LLC / Radiate Finance Inc
        75026JAE0
        
          
        
        223000.00000000
        PA
        USD
        228575.00000000
        0.310001954460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0206B0
        
          
        
        1000000.00000000
        PA
        USD
        1032052.50000000
        1.399708157521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        25000.00000000
        PA
        USD
        22910.25000000
        0.031071736966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CE3
        
          
        
        55000.00000000
        PA
        USD
        50325.00000000
        0.068252645119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        1953208.75000000
        NS
        USD
        1953208.75000000
        2.649014677758
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAGUAR HL / PPDI
        N/A
        Jaguar Holding Co II / PPD Development LP
        47010LAA0
        
          
        
        124000.00000000
        PA
        USD
        129270.00000000
        0.175320803469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.00000000
          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
        63000.00000000
        0.085442953651
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214853  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214853  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        250000.00000000
        OU
        Notional Amount
        
        -2353.79000000
        -0.00319229793
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-12-16
            0.00000000
            EUR
            -1896.11000000
            EUR
            250000.00000000
            EUR
            -113.82000000
          
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON FINL SER
        RLUFFFFW4GRYU77BTS24
        Harley-Davidson Financial Services Inc
        41283LAY1
        
          
        
        88000.00000000
        PA
        USD
        91941.52000000
        0.124694524318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-08
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AN0
        
          
        
        150000.00000000
        PA
        USD
        180241.50000000
        0.244450256042
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        100000.00000000
        PA
        
        110503.39000000
        0.149868825875
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-02-15
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MBA9
        
          
        
        144000.00000000
        PA
        USD
        128314.94000000
        0.174025515416
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JZN2
        
          
        
        125000.00000000
        PA
        USD
        141297.50000000
        0.191632948311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAD0
        
          
        
        60000.00000000
        PA
        USD
        62344.80000000
        0.084554346933
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIONS GATE CAPITAL HOLD
        549300MWJHNLR35C0837
        Lions Gate Capital Holdings LLC
        53627NAA9
        
          
        
        130000.00000000
        PA
        USD
        127400.00000000
        0.172784639607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BE2
        
          
        
        50000.00000000
        PA
        USD
        58071.00000000
        0.078758059706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY BUILDING PRODU
        N/A
        Specialty Building Products Holdings LLC / SBP Finance Corp
        84749AAA5
        
          
        
        215000.00000000
        PA
        USD
        218225.00000000
        0.295964897788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CG5
        
          
        
        50000.00000000
        PA
        USD
        61696.50000000
        0.083675098253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KU4
        
          
        
        100000.00000000
        PA
        USD
        114811.00000000
        0.155710967487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-25
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
        
        122000.00000000
        PA
        USD
        129320.00000000
        0.175388615337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trico Group LLC
        N/A
        Trico Group LLC 2020 Term Loan B
        31935HAB3
        
          
        
        129187.50000000
        PA
        USD
        127088.20000000
        0.172361764798
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-02
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AH5
        
          
        
        105000.00000000
        PA
        USD
        103425.00000000
        0.140268848911
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AD2
        
          
        
        200000.00000000
        PA
        USD
        204000.00000000
        0.276672421349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382ET64
        
          
        
        635498.41000000
        PA
        USD
        124476.73000000
        0.168819991621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Floating
          6.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAC0
        
          
        
        220000.00000000
        PA
        USD
        180400.00000000
        0.244665219663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
        
        205000.00000000
        PA
        USD
        205000.00000000
        0.278028658708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          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
        5677.43000000
        0.007699942672
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S34.V1
                2I65BYDW2
              
            
            Y
            
            sell protection
            2023-06-20
            7854.39000000
            USD
            0.00000000
            USD
            675000.00000000
            USD
            -2176.96000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAM8
        
          
        
        225000.00000000
        PA
        USD
        253275.75000000
        0.343502034419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        000000000
        
          
        
        195028.00000000
        PA
        USD
        196582.14000000
        0.266612042489
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI Aqua Merger Sub, Inc.
        5493005QMH1D47U26R45
        AI Aqua Merger Sub, Inc. 2017 1st Lien Term Loan B
        23301YAF0
        
          
        
        19896.90000000
        PA
        USD
        19399.48000000
        0.026310299531
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-12-13
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8285.54000000
        -0.01123715889
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            762701.47000000
            USD
            642921.36000000
            EUR
            2020-11-09
            -8285.54000000
          
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BW8
        
          
        
        175000.00000000
        PA
        USD
        198387.00000000
        0.269059861049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE & MAIN HOLDING LP
        N/A
        Core & Main Holdings LP
        21871MAA1
        
          
        
        147000.00000000
        PA
        USD
        148102.50000000
        0.200862143543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Variable
          8.63000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        DEALER TIRE LLC/DT ISSR
        N/A
        Dealer Tire LLC / DT Issuer LLC
        24229JAA1
        
          
        
        129000.00000000
        PA
        USD
        130935.00000000
        0.177578938673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAG5
        
          
        
        175000.00000000
        PA
        USD
        195966.75000000
        0.265777427580
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINISTRY OF FINANCE OF T
        N/A
        Republic of Belarus Ministry of Finance
        07737JAE3
        
          
        
        200000.00000000
        PA
        USD
        185700.00000000
        0.251853277669
        Long
        DBT
        NUSS
        BY
        N
        
        2
        
          2026-02-24
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG ISSUER LLC
        N/A
        AG Issuer LLC
        00119LAA9
        
          
        
        228000.00000000
        PA
        USD
        226860.00000000
        0.307676007388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAF6
        
          
        
        185000.00000000
        PA
        USD
        198601.20000000
        0.269350367092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CR9
        
          
        
        200000.00000000
        PA
        USD
        205500.00000000
        0.278706777388
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2023-12-23
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956PAT9
        
          
        
        50000.00000000
        PA
        USD
        55910.00000000
        0.075827230772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
        
        38000.00000000
        PA
        USD
        40470.00000000
        0.054886925941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON STORES INC
        5299003Z37DVGKKC1W09
        Burlington Stores Inc
        122017AA4
        
          
        
        79000.00000000
        PA
        USD
        93949.17000000
        0.127417374253
        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
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAK6
        
          
        
        113000.00000000
        PA
        USD
        144640.00000000
        0.196166171685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        American Campus Communities Operating Partnership LP
        024836AG3
        
          
        
        75000.00000000
        PA
        USD
        81748.50000000
        0.110870369787
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-30
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        44485HAA2
        
          
        
        117000.00000000
        PA
        USD
        123288.75000000
        0.167208808762
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDN5
        
          
        
        150000.00000000
        PA
        USD
        166537.50000000
        0.225864379266
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-19
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABE4
        
          
        
        125000.00000000
        PA
        USD
        142279.88000000
        0.192965288768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTAR GROUP INC
        N/A
        CoStar Group Inc
        22160NAA7
        
          
        
        75000.00000000
        PA
        USD
        77459.63000000
        0.105053644063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
        
        100000.00000000
        PA
        USD
        107833.00000000
        0.146247143192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AM3
        
          
        
        2000.00000000
        PA
        USD
        2210.00000000
        0.002997284564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        443250.00000000
        0.601152209622
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAC6
        
          
        
        251000.00000000
        PA
        USD
        276100.00000000
        0.374457134972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        Pike Corp
        721283AA7
        
          
        
        240000.00000000
        PA
        USD
        240300.00000000
        0.325903837500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBL3
        
          
        
        50000.00000000
        PA
        USD
        49906.50000000
        0.067685059784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        60000.00000000
        PA
        USD
        66300.00000000
        0.089918536938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAA7
        
          
        
        55000.00000000
        PA
        USD
        61308.50000000
        0.083148878158
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        EPICOR SOFTWARE CORPORATION 2020 TERM LOAN
        29426NAN4
        
          
        
        125000.00000000
        PA
        USD
        124705.00000000
        0.169129579923
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-30
          Floating
          5.25000000
          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
        51000.00000000
        0.069168105337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        222545.62000000
        0.301824684049
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-04-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        150000.00000000
        PA
        USD
        154782.00000000
        0.209921130986
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        Nutrition & Biosciences Inc
        67079BAD2
        
          
        
        175000.00000000
        PA
        USD
        175861.00000000
        0.238509258288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742BE4
        
          
        
        25000.00000000
        PA
        USD
        26155.75000000
        0.035473405317
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DT9
        
          
        
        200000.00000000
        PA
        USD
        208500.00000000
        0.282775489467
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        Station Casinos LLC
        857691AG4
        
          
        
        128000.00000000
        PA
        USD
        118400.00000000
        0.160578503371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0206A8
        
          
        
        4000000.00000000
        PA
        USD
        4156327.60000000
        5.636966769666
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-21
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AB6
        
          
        
        200000.00000000
        PA
        USD
        158625.00000000
        0.215133151159
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entercom Media Corp
        549300S5JUSXRHNCHD80
        Entercom Media Corp
        29365DAA7
        
          
        
        269000.00000000
        PA
        USD
        235375.00000000
        0.319224368505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO LOGISTICS INC
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793AH3
        
          
        
        3000.00000000
        PA
        USD
        3195.00000000
        0.004333178363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BL2
        
          
        
        25000.00000000
        PA
        USD
        22593.75000000
        0.030642487842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-12-15
          Variable
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAA9
        
          
        
        65000.00000000
        PA
        USD
        67275.00000000
        0.091240868364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AT6
        
          
        
        150000.00000000
        PA
        USD
        138421.50000000
        0.187732409665
        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
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
        
        75000.00000000
        PA
        USD
        90369.00000000
        0.122561813945
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAJ9
        
          
        
        26000.00000000
        PA
        USD
        29121.56000000
        0.039495747640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        Hexion Inc
        42829LAF1
        
          
        
        160000.00000000
        PA
        USD
        160200.00000000
        0.217269225000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJF7
        
          
        
        200000.00000000
        PA
        USD
        199536.00000000
        0.270618177776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-23
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BG7
        
          
        
        50000.00000000
        PA
        USD
        53853.00000000
        0.073037450524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAF6
        
          
        
        60000.00000000
        PA
        USD
        64650.00000000
        0.087680745295
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AL1
        
          
        
        75000.00000000
        PA
        USD
        76071.75000000
        0.103171349356
        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
        075887BG3
        
          
        
        75000.00000000
        PA
        USD
        91961.25000000
        0.124721282881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        38000.00000000
        PA
        USD
        40850.00000000
        0.055402296137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        344000.00000000
        PA
        USD
        352827.04000000
        0.478517213108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        200000.00000000
        PA
        USD
        216694.00000000
        0.293888498391
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conservice Midco, LLC
        N/A
        CONSERVICE MIDCO, LLC 2020 TERM LOAN B
        20848PAB4
        
          
        
        200000.00000000
        PA
        USD
        197500.00000000
        0.267856878511
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-05-13
          Floating
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
        
        85000.00000000
        PA
        USD
        64600.00000000
        0.087612933427
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)DEC20 XCBT 20201221
        000000000
        
          
        
        24.00000000
        NC
        USD
        -468.90000000
        -0.00063593969
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYZ0 Comdty
              
            
            2020-12-21
            3348468.90000000
            USD
            -468.90000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRX0
        
          
        
        200000.00000000
        PA
        USD
        223128.00000000
        0.302614529562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        054561AJ4
        
          
        
        60000.00000000
        PA
        USD
        68263.20000000
        0.092581102122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAD5
        
          
        
        200000.00000000
        PA
        USD
        218058.00000000
        0.295738406149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AU7
        
          
        
        200000.00000000
        PA
        USD
        202040.00000000
        0.274014196124
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        000000000
        
          
        
        200000.00000000
        PA
        USD
        191875.00000000
        0.260228043364
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-01-18
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
        
        125000.00000000
        PA
        USD
        134363.75000000
        0.182229137519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201AA6
        
          
        
        11000.00000000
        PA
        USD
        12153.46000000
        0.016482976499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JJ7
        
          
        
        50000.00000000
        PA
        USD
        44952.50000000
        0.060966259905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRI POINTE GROUP INC
        N/A
        TRI Pointe Group Inc
        87265HAG4
        
          
        
        86000.00000000
        PA
        USD
        94170.00000000
        0.127716872149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada / Telesat LLC
        87952VAM8
        
          
        
        95000.00000000
        PA
        USD
        95712.50000000
        0.129808868276
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.50000000
          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
        95475.00000000
        0.129486761903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMS AG
        5299001JPPT2QFTV5D76
        ams AG
        03217CAA4
        
          
        
        203000.00000000
        PA
        USD
        213901.10000000
        0.290100663069
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2025-07-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GRP ISS/REYNOLD
        N/A
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        76174LAA1
        
          
        
        88000.00000000
        PA
        USD
        88550.00000000
        0.120094818188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1512.50000000
        0.002051309006
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2025-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        SASOL Financing USA LLC
        80386WAB1
        
          
        
        200000.00000000
        PA
        USD
        187500.00000000
        0.254294504916
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-27
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        25000.00000000
        PA
        USD
        24220.50000000
        0.032848746967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REFINITIV US HOLDINGS
        549300NF240HXJO7N016
        Refinitiv US Holdings Inc
        31740LAC7
        
          
        
        90000.00000000
        PA
        USD
        98662.50000000
        0.133809768487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAL0
        
          
        
        3000.00000000
        PA
        USD
        3030.00000000
        0.004109399199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332PAD3
        
          
        
        60000.00000000
        PA
        USD
        62175.00000000
        0.084324057830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        75000.00000000
        PA
        USD
        73167.00000000
        0.099231818886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAA6
        
          
        
        90000.00000000
        PA
        USD
        100831.50000000
        0.136751447319
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        2138001LVYC87DDHT482
        Virgin Media Finance PLC
        000000000
        
          
        
        400000.00000000
        PA
        
        447875.81000000
        0.607425905962
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CV7
        
          
        
        120000.00000000
        PA
        USD
        133802.40000000
        0.181467813678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91911KAP7
        
          
        
        175000.00000000
        PA
        USD
        190312.50000000
        0.258108922490
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
        
        400000.00000000
        PA
        USD
        321625.00000000
        0.436199840766
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2046-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
        
        55000.00000000
        PA
        USD
        61574.70000000
        0.083509908543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        455900.00000000
        PA
        USD
        189198.50000000
        0.256598074071
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BN6
        
          
        
        25000.00000000
        PA
        USD
        35028.25000000
        0.047506621289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAS8
        
          
        
        80000.00000000
        PA
        USD
        77241.60000000
        0.104757943631
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        90000.00000000
        PA
        USD
        108561.60000000
        0.147235297732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        170000.00000000
        PA
        USD
        175099.81000000
        0.237476903972
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        50000.00000000
        PA
        USD
        47583.50000000
        0.064534520398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4344.97000000
        0.005892810640
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            267000.00000000
            EUR
            317647.76000000
            USD
            2020-11-09
            4344.97000000
          
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        55000.00000000
        PA
        USD
        54175.00000000
        0.073474158953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906PAA7
        
          
        
        50000.00000000
        PA
        USD
        54331.50000000
        0.073686410100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCN8
        
          
        
        131000.00000000
        PA
        USD
        137877.50000000
        0.186994616541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746AG3
        
          
        
        75000.00000000
        PA
        USD
        84521.25000000
        0.114630876926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29273RBD0
        
          
        
        60000.00000000
        PA
        USD
        63028.80000000
        0.085482013287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AV9
        
          
        
        85000.00000000
        PA
        USD
        87125.00000000
        0.118162179951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        13000.00000000
        PA
        USD
        13585.00000000
        0.018424484529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAK3
        
          
        
        100000.00000000
        PA
        USD
        107375.00000000
        0.145625986482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BGL8
        
          
        
        125000.00000000
        PA
        USD
        143070.00000000
        0.194036879031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BE0
        
          
        
        153000.00000000
        PA
        USD
        152617.50000000
        0.206985555221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAC6
        
          
        
        260000.00000000
        PA
        USD
        245700.00000000
        0.333227519242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DC6
        
          
        
        200000.00000000
        PA
        USD
        181250.00000000
        0.245818021419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736KAH4
        
          
        
        100000.00000000
        PA
        USD
        106250.00000000
        0.144100219452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.38000000
          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
        154470.00000000
        0.209497984930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAB9
        
          
        
        50000.00000000
        PA
        USD
        49845.00000000
        0.067601651186
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGREE LP
        549300DXY3G299V1BO77
        Agree LP
        008513AA1
        
          
        
        25000.00000000
        PA
        USD
        25756.25000000
        0.034931588492
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        EPICOR SOFTWARE CORPORATION 2020 2ND LIEN TERM LOAN
        29426NAQ7
        
          
        
        50000.00000000
        PA
        USD
        51250.00000000
        0.069507164677
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-31
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRIER MEDIA BUYER INC
        N/A
        Terrier Media Buyer Inc
        88146LAA1
        
          
        
        127000.00000000
        PA
        USD
        127635.00000000
        0.173103355386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEPLAT PETROLEUM DEV CO
        029200711C4S4CB2E982
        SEPLAT Petroleum Development Co Plc
        000000000
        
          
        
        200000.00000000
        PA
        USD
        199875.00000000
        0.271077942240
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2023-04-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAL6
        
          
        
        176000.00000000
        PA
        USD
        151360.00000000
        0.205280086742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        229000.00000000
        0.310578355337
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAA7
        
          
        
        153000.00000000
        PA
        USD
        163710.00000000
        0.222029618132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -322.91000000
        -0.00043794260
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            100000.00000000
            GBP
            128810.80000000
            USD
            2021-01-13
            -322.91000000
          
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        100000.00000000
        PA
        USD
        97750.00000000
        0.132572201896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAA1
        
          
        
        148000.00000000
        PA
        USD
        152070.00000000
        0.206243015267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        20000.00000000
        PA
        USD
        2950.00000000
        0.004000900210
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2029-05-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION BONDCO DAC
        635400KFD3IETNQLA755
        Motion Bondco DAC
        61978XAA5
        
          
        
        400000.00000000
        PA
        USD
        345000.00000000
        0.467901889046
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        130000.00000000
        PA
        USD
        117650.00000000
        0.159561325351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AR9
        
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.271247471910
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVAYA INC
        J6LB5QIFSP2MFEFG4U76
        Avaya Inc
        053499AL3
        
          
        
        320000.00000000
        PA
        USD
        326272.00000000
        0.442502275776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFH7
        
          
        
        125000.00000000
        PA
        USD
        139127.50000000
        0.188689913241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MP3
        
          
        
        75000.00000000
        PA
        USD
        89852.25000000
        0.121860978290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214857  IRS EUR R F   .25000 2 CCPVANILLA / Short: SR214857  IRS EUR P V 06MEURIB 1 CCPVANILLA
        000000000
        
          
        
        40000.00000000
        OU
        Notional Amount
        
        2134.75000000
        0.002895227703
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2040-12-16
            1392.21000000
            EUR
            0.00000000
            EUR
            40000.00000000
            EUR
            490.05000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABG9
        
          
        
        25000.00000000
        PA
        USD
        25095.50000000
        0.034035454656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        110000.00000000
        PA
        USD
        15950.00000000
        0.021631985884
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2030-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        180000.00000000
        PA
        USD
        110700.00000000
        0.150135475702
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE & CO-CONN
        549300GJVOEHHLSO6K25
        WR Grace & Co-Conn
        383909AG3
        
          
        
        240000.00000000
        PA
        USD
        247800.00000000
        0.336075617697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBE7
        
          
        
        100000.00000000
        PA
        USD
        109369.00000000
        0.148330323777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centurion Pipeline Company LLC
        54930040AX5IIFI80J88
        Centurion Pipeline Company LLC 2020 Incremental Term Loan
        15643YAD8
        
          
        
        90000.00000000
        PA
        USD
        87750.00000000
        0.119009828300
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-28
          Floating
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CQ1
        
          
        
        200000.00000000
        PA
        USD
        190062.50000000
        0.257769863150
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2028-10-24
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        125000.00000000
        PA
        USD
        139007.50000000
        0.188527164758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379MRS5
        
          
        
        811038.95000000
        PA
        USD
        134394.34000000
        0.182270624820
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-08-20
          Floating
          5.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJX1
        
          
        
        300000.00000000
        PA
        USD
        314781.00000000
        0.426917752277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAH8
        
          
        
        50000.00000000
        PA
        USD
        54314.50000000
        0.073663354065
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot Finance SA
        N/A
        CAMELOT US ACQUISITION 1 CO. 2020 INCREMENTAL TERM LOAN
        000000000
        
          
        
        75000.00000000
        PA
        USD
        74593.50000000
        0.101166491479
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAN7
        
          
        
        95000.00000000
        PA
        USD
        98325.00000000
        0.133352038378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE STAR BVI LTD
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        412500.00000000
        0.559447910816
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-07-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DE5
        
          
        
        150000.00000000
        PA
        USD
        177387.00000000
        0.240578876499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2020-10-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  



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