0001752724-23-111343.txt : 20230523
0001752724-23-111343.hdr.sgml : 20230523
20230523114016
ACCESSION NUMBER: 0001752724-23-111343
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230523
DATE AS OF CHANGE: 20230523
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Mercer Funds
CENTRAL INDEX KEY: 0001320615
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21732
FILM NUMBER: 23947274
BUSINESS ADDRESS:
STREET 1: 99 HIGH STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-747-9525
MAIL ADDRESS:
STREET 1: 99 HIGH STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: MGI Funds
DATE OF NAME CHANGE: 20050314
0001320615
S000041478
Mercer Opportunistic Fixed Income Fund
C000128968
Class Y-3
MOFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001320615
XXXXXXXX
S000041478
C000128968
Mercer Funds
811-21732
0001320615
549300J7JB6PJ2JIIB11
99 HIGH STREET
BOSTON
02110
617-747-9570
Mercer Opportunistic Fixed Income Fund
S000041478
549300IP3KXY463OLM11
2023-03-31
2023-03-31
N
1366082237.81
118147273.21
1247934964.60
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9578426.08000000
0.00000000
0.00000000
53325252.30000000
BRL
CNY
COP
CZK
EUR
GBP
IDR
MXN
MYR
PLN
USD
ZAR
UST
Blended Benchmark Opp FI
35%LGCPTRUU,30%JGENVUUG,17.5%LG30TRUU,10.5%JBCDCOMP,7%SPBDALB
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS076281 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS076281 IRS USD P F 3.25000 2 CCPOIS
000000000
5905000.00000000
OU
Notional Amount
USD
7582.79000000
0.000607627017
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-09-30
2581.84000000
USD
0.00000000
USD
5905000.00000000
USD
5000.95000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
100000.00000000
PA
USD
95787.82000000
0.007675706083
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1952.79000000
-0.00015648171
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
179000.00000000
EUR
192783.00000000
USD
2023-04-28
-1952.79000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
40966000.00000000
PA
162124.13000000
0.012991392548
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
Y
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
269762.83000000
0.021616737863
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9075659.92000000
USD
40362618.00000000
PLN
2023-05-15
269762.83000000
N
N
N
HSE FINANCE SARL
894500G58U7EW07EK366
HSE Finance Sarl
000000000
190000.00000000
PA
103935.23000000
0.008328577445
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CG0
209639.37000000
PA
USD
129102.95000000
0.010345326772
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
4.12000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
950000.00000000
PA
USD
793424.12000000
0.063578963848
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-81372.56000000
-0.00652057697
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13326700.00000000
BRL
2524474.33000000
USD
2023-05-23
-81372.56000000
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAD2
74943.62000000
PA
USD
70748.24000000
0.005669224920
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.39000000
N
N
N
N
N
N
IXS Holdings, Inc.
N/A
IXS Holdings, Inc. 2020 Term Loan B
45074HAB4
523000.00000000
PA
USD
434743.75000000
0.034837051796
Long
LON
CORP
US
N
2
2027-03-05
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
6746.36000000
0.000540601889
N/A
DFE
CZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
174735.24000000
USD
3930000.00000000
CZK
2023-05-15
6746.36000000
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466CAL2
260000.00000000
PA
USD
255306.22000000
0.020458295283
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
6.04000000
N
N
N
N
N
N
Keycorp Student Loan Trust
N/A
KeyCorp Student Loan Trust 2005-A
493268CL8
221118.18000000
PA
USD
205019.38000000
0.016428691062
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
6.43000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAH0
250000.00000000
PA
USD
209769.95000000
0.016809365547
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
2.94000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN23
000000000
16.00000000
NC
USD
94816.07000000
0.007597837442
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM3 Comdty
2023-06-21
2003683.93000000
USD
94816.07000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
33997.19000000
0.002724275780
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
888847.30000000
USD
4336967976.02000000
COP
2023-05-15
33997.19000000
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAK0
500000.00000000
PA
USD
467562.00000000
0.037466856307
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
7.56000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-3112.80000000
-0.00024943607
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7385963200.00000000
IDR
490732.33000000
USD
2023-05-15
-3112.80000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund, Premier Class
857492706
43309367.50000000
NS
USD
43309367.50000000
3.470482735763
Long
STIV
RF
US
N
1
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
2140000.00000000
PA
USD
2139786.00000000
0.171466146930
Long
DBT
CORP
GB
N
2
2028-03-07
Fixed
8.00000000
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-6192.50000000
-0.00049621976
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3411519100.00000000
COP
719729.77000000
USD
2023-05-15
-6192.50000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-19409.01000000
-0.00155529018
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
10169100.00000000
PEN
2680311.02000000
USD
2023-04-24
-19409.01000000
N
N
N
Buckhorn Park CLO, Ltd.
N/A
Buckhorn Park CLO Ltd
118382AW0
650000.00000000
PA
USD
602886.05000000
0.048310694635
Long
ABS-CBDO
CORP
KY
N
2
2034-07-18
Floating
7.89000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69701XAA2
2335000.00000000
PA
USD
2280260.60000000
0.182722711093
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
5.94000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
4110000.00000000
PA
USD
2693773.16000000
0.215858457084
Long
DBT
CORP
KY
N
2
2051-02-09
Fixed
3.15000000
N
N
N
N
N
N
Amplify Energy Corp
J0TW5YQRAZXYN7VEU787
Amplify Energy Corp
03212B103
10.00000000
NS
USD
68.70000000
0.000005505094
Long
EC
CORP
US
N
1
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
3012700000.00000000
PA
524187.85000000
0.042004420492
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc. Term Loan
29279UAB2
942664.44000000
PA
USD
879034.59000000
0.070439134645
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.22000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
535000.00000000
PA
583774.44000000
0.046779235822
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
980000.00000000
PA
USD
861175.00000000
0.069008003175
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 15 Ltd
750103AA1
1070000.00000000
PA
USD
1053083.30000000
0.084386072181
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
5.90000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
300000.00000000
PA
USD
257812.50000000
0.020659129466
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
2062000.00000000
PA
USD
1936413.89000000
0.155169455534
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
1305000.00000000
PA
USD
1211170.50000000
0.097053975916
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
25629000.00000000
PA
3697610.64000000
0.296298344456
Long
DBT
NUSS
BR
N
2
2026-01-01
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
1485000.00000000
PA
USD
918742.27000000
0.073621005586
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAZ8
384341.42000000
PA
USD
365242.46000000
0.029267747948
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
4.21000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-11208.00000000
-0.00089812372
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10615900.00000000
CZK
479018.60000000
USD
2023-05-15
-11208.00000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAA5
1260000.00000000
PA
USD
1209728.90000000
0.096938457076
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
5.82000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Inc / Acuris Finance SARL
00511BAA5
290000.00000000
PA
USD
228031.35000000
0.018272695009
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
1015000.00000000
PA
USD
984448.50000000
0.078886202240
Long
DBT
CORP
TR
N
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
2680000.00000000
PA
USD
2201942.08000000
0.176446861612
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
931.17000000
0.000074616869
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
179699.65000000
USD
9824000.00000000
PHP
2023-04-17
931.17000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3880000.00000000
PA
890956.94000000
0.071394500937
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14660000000.00000000
PA
954129.45000000
0.076456664575
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Pacific Bells, LLC
549300VGOQXINYVBJF37
Pacific Bells, LLC Term Loan B
69403HAL4
414804.10000000
PA
USD
398211.94000000
0.031909670879
Long
LON
CORP
US
N
2
2028-11-10
Floating
9.66000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-22098.56000000
-0.00177081022
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
855000.00000000
EUR
908967.60000000
USD
2023-05-15
-22098.56000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C6
05492TAG5
345000.00000000
PA
USD
285654.58000000
0.022890181628
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.84000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUW2
440000.00000000
PA
USD
461005.51000000
0.036941469153
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
8.85000000
N
N
N
N
N
N
Ocean Trails CLO
635400RMMLHBGDGXBC03
Ocean Trails Clo X
67516BAE1
650000.00000000
PA
USD
584231.05000000
0.046815825068
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.36000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
200000.00000000
PA
USD
203683.60000000
0.016321651831
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
12155000.00000000
PA
2789578.83000000
0.223535593531
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
310000.00000000
PA
311904.94000000
0.024993685476
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.38000000
N
N
N
N
N
N
R.R. Donnelley & Sons Company
SU4X0P4WWRGOQDTSV032
R.R. Donnelley & Sons Company 2023 Term Loan B
000000000
1200000.00000000
PA
USD
1189998.00000000
0.095357373080
Long
LON
CORP
US
N
2
2028-03-17
Variable
12.00000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
240000.00000000
PA
USD
226981.50000000
0.018188568029
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
460000.00000000
PA
USD
186937.10000000
0.014979714913
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.38000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-4 Ltd
69702EAC9
300000.00000000
PA
USD
292346.10000000
0.023426389058
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.44000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
579.77000000
0.000046458350
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
18577366.52000000
PHP
342389.45000000
USD
2023-05-15
579.77000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
1220000.00000000
PA
USD
1283769.40000000
0.102871498629
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.38000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
16730.90000000
0.001340686852
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
670799.30000000
USD
91320000.00000000
JPY
2023-04-18
16730.90000000
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAL0
1055000.00000000
PA
USD
1011118.40000000
0.081023324827
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
N
RR Ltd
54930003V8ISBLDELD80
RR 18 Ltd
749737AA0
720000.00000000
PA
USD
660719.52000000
0.052945028286
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.04000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
910000.00000000
PA
USD
875420.00000000
0.070149488942
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9464.05000000
-0.00075837686
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
735000.00000000
EUR
790926.15000000
USD
2023-05-15
-9464.05000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
650000.00000000
PA
USD
640864.25000000
0.051353978226
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
22096500.00000000
PA
1129520.80000000
0.090511191050
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBB3
255000.00000000
PA
USD
262953.30000000
0.021071074010
Long
DBT
CORP
CA
N
2
2053-03-27
Fixed
5.80000000
N
N
N
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
490000.00000000
PA
USD
471456.93000000
0.037778966322
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.88000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-4886.30000000
-0.00039155085
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2480000.00000000
PLN
569324.43000000
USD
2023-05-15
-4886.30000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-9373.26000000
-0.00075110164
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
112470000.00000000
JPY
837391.11000000
USD
2023-04-18
-9373.26000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAC8
250000.00000000
PA
USD
244951.00000000
0.019628506849
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
6.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
595000.00000000
PA
USD
570387.15000000
0.045706480400
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
7308.14000000
0.000585618658
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3640232300.00000000
COP
781897.29000000
USD
2023-05-15
7308.14000000
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
220000.00000000
PA
USD
188365.49000000
0.015094175204
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
990000.00000000
PA
USD
960661.89000000
0.076980124545
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4539.11000000
-0.00036372969
N/A
DFE
XX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1159435.36000000
USD
1063000.00000000
EUR
2023-04-03
-4539.11000000
N
N
N
Camelot U.S. Acquisition LLC
N/A
Camelot U.S. Acquisition LLC Term Loan B
000000000
667639.11000000
PA
USD
665970.01000000
0.053365762551
Long
LON
CORP
LU
N
2
2026-10-30
Floating
7.84000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1950.10000000
-0.00015626615
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
39288900.00000000
HUF
108482.49000000
USD
2023-05-24
-1950.10000000
N
N
N
Greystone Select Financial LLC
N/A
Greystone Select Financial LLC Term Loan B
39808KAB3
526707.69000000
PA
USD
495105.23000000
0.039673960906
Long
LON
CORP
US
N
2
2028-06-16
Floating
9.80000000
N
N
N
N
N
N
Hayward Industries, Inc.
549300NV8ZMMEDUHQ091
Hayward Industries, Inc. 2022 Term Loan
421300AM6
378100.05000000
PA
USD
368962.51000000
0.029565844412
Long
LON
CORP
US
N
2
2028-05-30
Variable
8.16000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
11709.32000000
0.000938295691
N/A
DFE
AU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2286691.82000000
USD
3430000.00000000
AUD
2023-04-18
11709.32000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7727.50000000
0.000619222973
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
160070000.00000000
JPY
1212862.85000000
USD
2023-04-18
7727.50000000
N
N
N
Ellington Financial Mortgage Trust
N/A
EFMT 2023-1
26844QAC1
1083182.54000000
PA
USD
1064861.92000000
0.085329921046
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.54000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBE8
970000.00000000
PA
USD
809114.93000000
0.064836305813
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
9.31000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1350000000.00000000
PA
1656230.63000000
0.132717703805
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
315000.00000000
PA
USD
294641.55000000
0.023610328932
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2940000.00000000
PA
575646.16000000
0.046127897392
Long
DBT
NUSS
RO
N
2
2026-06-24
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
275000.00000000
PA
USD
204628.85000000
0.016397396964
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
1500000.00000000
PA
USD
1474020.00000000
0.118116732186
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
800000.00000000
PA
USD
612243.23000000
0.049060507748
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
160000.00000000
PA
151991.91000000
0.012179473635
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KND7
930000.00000000
PA
USD
875389.47000000
0.070147042500
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
8.21000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PRE1
640000.00000000
PA
USD
553065.02000000
0.044318416879
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Variable
4.25000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1011000.00000000
PA
849953.57000000
0.068108803271
Long
DBT
NUSS
RS
N
2
2028-09-23
Fixed
1.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
620000.00000000
PA
USD
517390.00000000
0.041459692586
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-849.12000000
-0.00006804200
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
77000.00000000
EUR
82919.91000000
USD
2023-04-28
-849.12000000
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
125789.51000000
PA
USD
125075.55000000
0.010022601621
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
6.70000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-24946.63000000
-0.00199903285
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
17413000.00000000
MXN
931824.26000000
USD
2023-05-15
-24946.63000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BWS076885 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS076885 CDS USD P F 5.00000 2 CCPCDX
000000000
3058400.00000000
OU
Notional Amount
USD
-42269.93000000
-0.00338719013
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
buy protection
2028-06-20
9270.59000000
USD
0.00000000
USD
3058400.00000000
USD
-51540.52000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
651.91000000
0.000052239100
N/A
DFE
RO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
57637.66000000
USD
266000.00000000
RON
2023-06-06
651.91000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4462.80000000
0.000357614789
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
73560000.00000000
JPY
558281.48000000
USD
2023-04-18
4462.80000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
170000.00000000
PA
USD
149600.00000000
0.011987804192
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2021 Term Loan B
03234TAW8
1261768.88000000
PA
USD
1248713.36000000
0.100062374676
Long
LON
CORP
US
N
2
2028-02-19
Floating
7.11000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
720000.00000000
PA
USD
532296.00000000
0.042654145856
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
EGYPT TASKEEK COMPANY
N/A
Egyptian Financial Co for Sovereign Taskeek/The
282370AA3
1290000.00000000
PA
USD
1187971.32000000
0.095194970387
Long
DBT
NUSS
EG
N
2
2026-02-28
Fixed
10.88000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAA6
1180000.00000000
PA
USD
1227200.00000000
0.098338457917
Long
DBT
CORP
CL
N
2
2027-10-15
Fixed
13.38000000
N
N
N
N
N
N
UST Holdings, Ltd
984500398691E4511Z04
UST Holdings, Ltd Term Loan
90355HAB0
1422000.00000000
PA
USD
1414890.00000000
0.113378504500
Long
LON
CORP
US
N
2
2028-11-20
Variable
8.67000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AP8
530000.00000000
PA
USD
449953.68000000
0.036055859701
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
200000.00000000
PA
208168.58000000
0.016681043957
Long
DBT
CORP
ES
N
2
2023-09-24
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-151438.87000000
-0.01213515722
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
94268869900.00000000
IDR
6131308.61000000
USD
2023-04-28
-151438.87000000
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
370000.00000000
PA
USD
308446.32000000
0.024716538020
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
STEM INC
549300GVWIYFILN5V546
Stem Inc
85859NAA0
2820000.00000000
PA
USD
1607257.14000000
0.128793341447
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.50000000
N
N
N
N
Y
Stem Inc
Stem Inc
USD
XXXX
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
1170000.00000000
PA
USD
1022142.54000000
0.081906715413
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-20221.51000000
-0.00162039774
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2567400.00000000
EUR
2775590.47000000
USD
2023-05-15
-20221.51000000
N
N
N
TRANSPORT DE GAS DEL SUR
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AX3
340000.00000000
PA
USD
306255.00000000
0.024540942331
Long
DBT
CORP
AR
N
2
2025-05-02
Fixed
6.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
330000.00000000
PA
USD
295351.65000000
0.023667230935
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
730000.00000000
PA
USD
657551.15000000
0.052691139254
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
30008000000.00000000
PA
2251625.65000000
0.180428124371
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAN9
1435000.00000000
PA
USD
1373794.38000000
0.110085414622
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.41000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
2155000.00000000
PA
USD
2170616.90000000
0.173936700354
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-10612.46000000
-0.00085040168
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
599470900.00000000
CLP
744111.24000000
USD
2023-05-15
-10612.46000000
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
1470000.00000000
PA
USD
847335.42000000
0.067899004678
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
125000.00000000
PA
USD
118903.13000000
0.009527990910
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAF9
900000.00000000
PA
USD
777360.88000000
0.062291778181
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.63000000
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBL0
200000.00000000
PA
USD
174188.17000000
0.013958112797
Long
DBT
CORP
IT
N
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC Term Loan B
57776DAB9
490888.72000000
PA
USD
481684.56000000
0.038598530665
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.84000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
1955000.00000000
PA
USD
2013650.00000000
0.161358568925
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
555000.00000000
PA
USD
512476.92000000
0.041065995788
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
520000.00000000
PA
USD
515582.60000000
0.041314861320
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4835.58000000
0.000387486538
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
243494000.00000000
JPY
1845249.96000000
USD
2023-05-15
4835.58000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
1530000.00000000
PA
USD
1470322.35000000
0.117820430688
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
330000.00000000
PA
USD
273393.45000000
0.021907668088
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.13000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
778150.00000000
PA
USD
617899.35000000
0.049513746110
Long
LON
CORP
US
N
2
2028-04-27
Floating
9.57000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
8916.57000000
0.000714505984
N/A
DFE
NZ
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
859276.85000000
USD
1387600.00000000
NZD
2023-05-15
8916.57000000
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CD0
2135000.00000000
PA
USD
1540809.26000000
0.123468714613
Long
DBT
CORP
GB
N
2
2028-08-19
Fixed
4.30000000
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
4442.00000000
NS
USD
216947.28000000
0.017384502089
Long
EP
CORP
US
N
1
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-29385.27000000
-0.00235471165
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
2462700.00000000
CAD
1791481.90000000
USD
2023-05-15
-29385.27000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7097000000.00000000
PA
944829.30000000
0.075711421412
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
400000.00000000
PA
USD
381078.64000000
0.030536738757
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.06000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
9370.55000000
0.000750884482
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
113946003.00000000
MXN
6270222.72000000
USD
2023-05-15
9370.55000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
250000.00000000
PA
USD
255225.00000000
0.020451786931
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAQ7
880000.00000000
PA
USD
808497.98000000
0.064786868140
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.62000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CQ1
1980000.00000000
PA
USD
1989302.44000000
0.159407540972
Long
DBT
CORP
GB
N
2
2027-01-09
Fixed
6.17000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-21167.24000000
-0.00169618133
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2348236.96000000
USD
307880400.00000000
JPY
2023-05-15
-21167.24000000
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
Long: BRYFMDHX7 IRS BRL R F 12.34000 2 NDFPREDISWAP / Short: BRYFMDHX7 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
5981518.00000000
OU
Notional Amount
9900.40000000
0.000793342624
N/A
DIR
US
N
2
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
5981518.00000000
BRL
9900.40000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
373910000.00000000
PA
801627.03000000
0.064236282557
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.50000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
650000.00000000
PA
USD
470544.75000000
0.037705871166
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
85000.00000000
PA
USD
256785.00000000
0.020576793445
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2.00000000
N
N
N
N
Y
MercadoLibre Inc
MercadoLibre Inc
USD
XXXX
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
1870000.00000000
PA
USD
1777659.40000000
0.142448080262
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
575000.00000000
PA
USD
573114.00000000
0.045924989383
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.63000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
565000.00000000
PA
USD
425988.70000000
0.034135488794
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
26627.46000000
0.002133721768
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
604699.57000000
USD
11490000.00000000
MXN
2023-05-15
26627.46000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-59025.10000000
-0.00472982179
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
60478887600.00000000
IDR
3971297.37000000
USD
2023-05-02
-59025.10000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
52311000000.00000000
PA
3566127.86000000
0.285762316239
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK & Europe Finance PLC
92890HAD4
350000.00000000
PA
USD
255558.72000000
0.020478528709
Long
DBT
US
N
2
2044-09-17
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6382.85000000
-0.00051147296
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
850000.00000000
EUR
918130.90000000
USD
2023-04-24
-6382.85000000
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc. 2020 Term Loan B
00169QAF6
325449.44000000
PA
USD
231882.73000000
0.018581315259
Long
LON
CORP
US
N
2
2025-10-02
Floating
9.24000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-17829.24000000
-0.00142869945
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1387836.47000000
USD
181257300.00000000
JPY
2023-05-15
-17829.24000000
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
440000.00000000
PA
USD
376966.04000000
0.030207186327
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.63000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
110875.47000000
0.008884715401
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2067936.73000000
USD
39450000.00000000
MXN
2023-04-18
110875.47000000
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
StoneX Group Inc
46116VAE5
1359000.00000000
PA
USD
1367155.28000000
0.109553407732
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.63000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
1065000.00000000
PA
USD
1044809.84000000
0.083723100132
Long
DBT
CORP
XX
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
420000.00000000
PA
USD
351667.55000000
0.028179958088
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2021-2 Ltd
13877FAA7
280000.00000000
PA
USD
246874.04000000
0.019782604623
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
11.20000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569FAC2
859532.43000000
PA
USD
754325.66000000
0.060445911157
Long
ABS-MBS
CORP
US
N
2
2061-09-25
Variable
4.09000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REC4
410000.00000000
PA
USD
383664.88000000
0.030743980326
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
LONZA GROUP AG
2221002FZ55AMAUX4G64
Lonza Group AG EUR Term Loan B
000000000
476000.00000000
PA
477556.11000000
0.038267708137
Long
LON
CORP
LU
N
2
2028-07-03
Floating
7.02000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
15000.00000000
PA
USD
14663.40000000
0.001175013155
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.13000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
245000.00000000
PA
USD
216771.35000000
0.017370404399
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies, Inc.
USD
XXXX
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-20395.30000000
-0.00163432394
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10890670200.00000000
IDR
707783.86000000
USD
2023-05-15
-20395.30000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
2140000.00000000
PA
USD
2257593.00000000
0.180906302334
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1205000000.00000000
PA
1463555.04000000
0.117278150025
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
865000.00000000
PA
USD
866314.80000000
0.069419867587
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1120000.00000000
PA
1027281.87000000
0.082318542162
Long
DBT
CORP
GB
N
2
2028-03-31
Fixed
4.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC24
000000000
75.00000000
NC
USD
47155.00000000
0.003778642424
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRZ4 Comdty
2025-03-18
18116907.50000000
USD
47155.00000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
12591.86000000
0.001009015722
N/A
DFE
RO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
665060.52000000
USD
3090000.00000000
RON
2023-05-15
12591.86000000
N
N
N
Crown Subsea Communications Holding,Inc.
5493003AYLUE132FIO27
Crown Subsea Communications Holding,Inc. 2023 Incremental Term Loan
22860EAG7
1513000.00000000
PA
USD
1499761.25000000
0.120179439838
Long
LON
CORP
US
N
2
2027-04-27
Variable
10.17000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
1855000.00000000
PA
USD
1736448.81000000
0.139145777565
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
944130.55000000
PA
USD
921642.31000000
0.073853392696
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.09000000
N
N
N
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5
04544PAF6
810000.00000000
PA
USD
612251.95000000
0.049061206502
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.12000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-83607.09000000
-0.00669963518
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
19194965.01000000
USD
17550000.00000000
EUR
2023-05-15
-83607.09000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
1450000.00000000
PA
USD
1486523.30000000
0.119118651385
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM6 Trust
67116VAA9
445180.98000000
PA
USD
431205.01000000
0.034553484134
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
4.70000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
530000.00000000
PA
USD
297375.05000000
0.023829370795
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CE6
2110000.00000000
PA
USD
2129606.06000000
0.170650404100
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-7492.38000000
-0.00060038224
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
112470000.00000000
JPY
839271.99000000
USD
2023-04-18
-7492.38000000
N
N
N
ABERCROMBIE & FITCH MANA
5493003QMCFDA98NPT74
Abercrombie & Fitch Management Co
003000AA4
950000.00000000
PA
USD
958197.21000000
0.076782623869
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAU7
1000000.00000000
PA
USD
977961.00000000
0.078366343418
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
6.47000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd
92290CAG4
500000.00000000
PA
USD
425362.00000000
0.034085269831
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.26000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
421629.00000000
PA
USD
359857.10000000
0.028836206229
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.88000000
N
Y
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
30000.00000000
PA
USD
22287.45000000
0.001785946434
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94951MAG8
350000.00000000
PA
USD
312891.60000000
0.025072748891
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
8.21000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
42983000.00000000
PA
170106.47000000
0.013631036458
Long
DBT
NUSS
RU
N
2
2028-05-17
Fixed
5.70000000
N
Y
N
N
N
N
US Renal Care Inc
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
490000.00000000
PA
USD
129446.58000000
0.010372862662
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.63000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
1590000.00000000
PA
USD
1516732.29000000
0.121539369680
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
1501.04000000
0.000120281909
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
133256.10000000
USD
2022161300.00000000
IDR
2023-05-02
1501.04000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAA7
200000.00000000
PA
USD
188300.00000000
0.015088927335
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.88000000
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY23P 3800
000000000
22.00000000
NC
USD
29425.00000000
0.002357895309
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
22.00000000
NC
N/A
29425.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
22.00000000
USD
50.00000000
3800.00000000
USD
2023-05-19
XXXX
-43496.20000000
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
1450000.00000000
PA
USD
963026.58000000
0.077169612785
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAS8
450000.00000000
PA
USD
208301.85000000
0.016691723199
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
1090000.00000000
PA
USD
990877.04000000
0.079401336456
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAE5
930000.00000000
PA
USD
870452.38000000
0.069751421724
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.11000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
450000.00000000
PA
USD
428746.50000000
0.034356477874
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JA4J4
127851.06000000
PA
USD
112148.33000000
0.008986712703
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.79000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-1.29000000
-0.00000010337
N/A
DFE
NZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11226.74000000
USD
17941.31000000
NZD
2023-04-18
-1.29000000
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
225000.00000000
PA
USD
166751.19000000
0.013362169883
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAB8
755000.00000000
PA
USD
497667.35000000
0.039879269682
Long
DBT
CORP
US
N
2
2041-07-12
Fixed
2.88000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
815000.00000000
PA
USD
766886.48000000
0.061452439570
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
24257000000.00000000
PA
1655095.98000000
0.132626781599
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1687.51000000
0.000135224194
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
130000.00000000
CAD
97766.12000000
USD
2023-04-18
1687.51000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
270000.00000000
PA
USD
238572.00000000
0.019117342391
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
115000000.00000000
PA
145513.38000000
0.011660333601
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
40676.56000000
0.003259509602
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
973505.64000000
USD
820000.00000000
GBP
2023-04-18
40676.56000000
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
57880.00000000
PA
USD
56013.79000000
0.004488518359
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256YAC7
270000.00000000
PA
USD
228254.16000000
0.018290549305
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.88000000
N
N
N
N
N
Polyconcept Holding B.V.
254900TSH6NNRZ0GUN05
Polyconcept Holding B.V. Term Loan B
12511PAB7
895500.00000000
PA
USD
880948.13000000
0.070592471161
Long
LON
CORP
US
N
2
2029-05-18
Variable
10.31000000
N
N
N
N
N
N
Lakeshore Intermediate LLC
N/A
Lakeshore Intermediate LLC Term Loan
51207KAB5
839018.81000000
PA
USD
826433.53000000
0.066224086466
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.36000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
31660000.00000000
PA
1131891.63000000
0.090701171303
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
1070000.00000000
PA
USD
981267.01000000
0.078631261871
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
13445.87000000
0.001077449577
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
552825.79000000
USD
2896000.00000000
BRL
2023-05-23
13445.87000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DQ6
835000.00000000
PA
USD
835885.83000000
0.066981521770
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
American Money Management Corporation
N/A
AMMC CLO 27 Ltd
00173UAN4
1000000.00000000
PA
USD
982537.00000000
0.078733029193
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Floating
10.61000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBC1
690000.00000000
PA
715088.15000000
0.057301716057
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8728.16000000
-0.00069940824
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1072000.00000000
EUR
1157246.83000000
USD
2023-04-24
-8728.16000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
21322000.00000000
PA
4906044.63000000
0.393133037311
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
835000.00000000
PA
USD
753194.43000000
0.060355263003
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
150000.00000000
PA
USD
60554.98000000
0.004852414726
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
55853295.00000000
PA
3351622.68000000
0.268573505436
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAR1
868000.00000000
PA
USD
921395.02000000
0.073833576759
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
12906.07000000
0.001034194117
N/A
DFE
PL
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
452482.47000000
USD
2010000.00000000
PLN
2023-05-15
12906.07000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-27957.63000000
-0.00224031145
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
183728100.00000000
HUF
489895.09000000
USD
2023-05-15
-27957.63000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
750000.00000000
PA
USD
574650.00000000
0.046048072720
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAL6
425000.00000000
PA
USD
416766.05000000
0.033396455890
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
6.47000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCU3
380000.00000000
PA
USD
372539.88000000
0.029852507587
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
34179000000.00000000
PA
2148368.24000000
0.172153862255
Long
DBT
NUSS
ID
N
2
2036-06-15
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS074807 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS074807 IRS USD P F 2.65000 2 CCPOIS
000000000
4982000.00000000
OU
Notional Amount
USD
358122.45000000
0.028697204594
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2047-08-15
59195.34000000
USD
0.00000000
USD
4982000.00000000
USD
298927.11000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2109000.00000000
PA
526030.69000000
0.042152091649
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBE5
355000.00000000
PA
USD
297341.43000000
0.023826676744
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.84000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
240000.00000000
PA
USD
216560.92000000
0.017353542143
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
73023000000.00000000
PA
5403249.09000000
0.432975214516
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
8134.72000000
0.000651854482
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1895008.23000000
USD
103562200.00000000
PHP
2023-05-10
8134.72000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PWQ8
500000.00000000
PA
USD
435573.20000000
0.034903517599
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Fixed
4.25000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DV8
1035000.00000000
PA
USD
1058028.75000000
0.084782362864
Long
DBT
NUSS
KR
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
439300.00000000
PA
USD
427054.07000000
0.034220859428
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SWS076828 IRS USD R F 3.40000 2 CCPOIS / Short: SWS076828 IRS USD P V 00MSOFR 1 CCPOIS
000000000
1823000.00000000
OU
Notional Amount
USD
22484.44000000
0.001801731711
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-12-31
0.00000000
USD
-384.47000000
USD
1823000.00000000
USD
22868.91000000
N
N
N
Camelot U.S. Acquisition LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B
000000000
419109.03000000
PA
USD
418715.91000000
0.033552702815
Long
LON
CORP
US
N
2
2026-10-30
Floating
7.84000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-70185.81000000
-0.00562415606
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
131766667.02000000
ZAR
7325262.04000000
USD
2023-05-22
-70185.81000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAE3
280000.00000000
PA
USD
207894.40000000
0.016659073260
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.69000000
N
N
N
N
N
N
Residential Asset Securities Corporation
N/A
RASC Series 2006-KS2 Trust
75406BAG2
1160000.00000000
PA
USD
1071526.45000000
0.085863965703
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.46000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-2404.31000000
-0.00019266308
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2715200.00000000
BRL
530556.02000000
USD
2023-05-03
-2404.31000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
3314000.00000000
PA
858771.44000000
0.068815400189
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
CDK GLOBAL, INC.
N/A
CDK Global, Inc. 2022 USD Term Loan B
15477BAB3
1000000.00000000
PA
USD
998839.00000000
0.080039347268
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.15000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
1020000.00000000
PA
USD
989644.80000000
0.079302594131
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
926.01000000
0.000074203386
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
310000.00000000
EUR
338158.85000000
USD
2023-04-27
926.01000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
25197.67000000
0.002019149291
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1838838.87000000
USD
101513100.00000000
PHP
2023-06-08
25197.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRY7RZ449 IRS CNY R V 00MCNRR 1 CCPNDF / Short: BRY7RZ449 IRS CNY P F 2.47700 2 CCPNDF
000000000
3094073.00000000
OU
Notional Amount
6754.88000000
0.000541284617
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
34.61000000
CNY
0.00000000
CNY
3094073.00000000
CNY
6749.95000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
59072000.00000000
PA
233779.15000000
0.018733279908
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
Y
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAC0
585000.00000000
PA
USD
536731.65000000
0.043009585052
Long
DBT
CORP
ID
N
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
1645000.00000000
PA
USD
1610043.75000000
0.129016639141
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot Inc
443573AD2
170000.00000000
PA
USD
270045.00000000
0.021639348817
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.38000000
N
N
N
N
Y
HubSpot Inc
HubSpot Inc
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1631.07000000
-0.00013070152
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
119330000.00000000
CLP
148603.38000000
USD
2023-05-15
-1631.07000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
914600.00000000
PA
USD
911422.12000000
0.073034424537
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
2110000.00000000
PA
USD
1827784.55000000
0.146464727878
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
MAJORDRIVE HOLDINGS IV LLC
25490044R1FR5N8FIT62
MajorDrive Holdings IV LLC Term Loan B
56085UAB9
2469867.85000000
PA
USD
2349461.79000000
0.188267967213
Long
LON
CORP
US
N
2
2028-06-01
Floating
9.00000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
700000.00000000
PA
USD
694995.00000000
0.055691604107
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.13000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
400000.00000000
PA
395313.49000000
0.031677411180
Long
DBT
CORP
NL
N
2
2025-12-29
Fixed
4.63000000
N
N
N
N
N
N
Chamberlain Group Inc
25490092IFNOZBRVE539
Chamberlain Group Inc Term Loan B
15963CAC0
880850.00000000
PA
USD
847818.13000000
0.067937685380
Long
LON
CORP
US
N
2
2028-11-03
Floating
8.09000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2021 Term Loan B1
74839XAG4
603900.00000000
PA
USD
598011.98000000
0.047920123801
Long
LON
CORP
US
N
2
2029-03-18
Floating
7.84000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AB28
1930000.00000000
PA
USD
1503470.00000000
0.120476630805
Long
DBT
CORP
FR
N
2
2027-01-12
Fixed
4.63000000
N
N
N
N
N
N
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
Array Technologies Inc
04271TAB6
210000.00000000
PA
USD
231896.36000000
0.018582407463
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.00000000
N
N
N
N
Y
Array Technologies, Inc.
Array Technologies, Inc.
USD
XXXX
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1022000.00000000
PA
218152.84000000
0.017481106482
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-22345.39000000
-0.00179058930
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
182284800.00000000
HUF
491439.27000000
USD
2023-05-15
-22345.39000000
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HVL3
2130000.00000000
PA
USD
2135873.79000000
0.171152652228
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
14260000.00000000
PA
2055919.49000000
0.164745723801
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2021-3 Ltd
77341NAE5
325000.00000000
PA
USD
309627.83000000
0.024811215230
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.56000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAN3
1210000.00000000
PA
USD
990514.47000000
0.079372282859
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
7.85000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
24930000.00000000
PA
1031100.07000000
0.082624503619
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
68000.00000000
PA
USD
67964.17000000
0.005446130762
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
8.30000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
92440000.00000000
PA
233556.48000000
0.018715436831
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
2145013.79000000
PA
USD
2119987.91000000
0.169879678840
Long
LON
CORP
US
N
2
2026-08-28
Floating
7.33000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
9090000.00000000
PA
1341845.42000000
0.107525268388
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAD9
450000.00000000
PA
USD
413824.50000000
0.033160742485
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
14726000.00000000
PA
3385290.17000000
0.271271361571
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1267.30000000
-0.00010155176
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
391302.82000000
USD
359000.00000000
EUR
2023-04-03
-1267.30000000
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-MZB
05549GAS0
1000000.00000000
PA
USD
866395.00000000
0.069426294204
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Floating
11.32000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3670000.00000000
PA
770019.35000000
0.061703483902
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8328000000.00000000
PA
622718.57000000
0.049899921683
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
60698000.00000000
PA
240214.09000000
0.019248926972
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
Y
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAN7
590000.00000000
PA
USD
548749.21000000
0.043972580748
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
6.63000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
935000.00000000
PA
USD
662675.89000000
0.053101796872
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
GANNETT HOLDINGS LLC
N/A
Gannett Holdings LLC
36474GAA3
250000.00000000
PA
USD
210317.50000000
0.016853242033
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
7290.43000000
0.000584199514
N/A
DFE
NZ
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
430685.50000000
USD
700000.00000000
NZD
2023-05-15
7290.43000000
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
240000.00000000
PA
USD
228029.16000000
0.018272519519
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.90000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-11352.02000000
-0.00090966439
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5687900.00000000
MXN
301174.09000000
USD
2023-05-15
-11352.02000000
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
870000.00000000
PA
USD
827674.50000000
0.066323528347
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
1498075.44000000
PA
USD
1480473.05000000
0.118633830447
Long
LON
CORP
US
N
2
2028-02-01
Floating
8.59000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
8929000.00000000
PA
2313811.16000000
0.185411197348
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
650000.00000000
PA
USD
624585.00000000
0.050049483163
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
19358.77000000
0.001551264332
N/A
DFE
MX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
457570.61000000
USD
8680000.00000000
MXN
2023-05-15
19358.77000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
1185000.00000000
PA
USD
1098163.07000000
0.087998421484
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.88000000
N
N
N
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AA7
300000.00000000
PA
USD
291487.23000000
0.023357565760
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-6930.91000000
-0.00055539032
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3603066900.00000000
IDR
233178.03000000
USD
2023-05-02
-6930.91000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4340000.00000000
PA
206366.36000000
0.016536627777
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
43265.35000000
0.003466955508
N/A
DFE
KZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1300799.17000000
USD
626660000.00000000
KZT
2023-06-20
43265.35000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-18144.70000000
-0.00145397801
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12057600.00000000
CZK
538657.48000000
USD
2023-05-15
-18144.70000000
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
225000.00000000
PA
USD
207202.50000000
0.016603629666
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
5465000.00000000
PA
1162301.18000000
0.093137960949
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBK3
870000.00000000
PA
USD
871186.16000000
0.069810221262
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Fixed
5.20000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
830000.00000000
PA
USD
601239.60000000
0.048178760677
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: BRYCCK0H2 IRS BRL R F 12.97000 2 NDFPREDISWAP / Short: BRYCCK0H2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
5879143.00000000
OU
Notional Amount
25016.39000000
0.002004622893
N/A
DIR
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
5879143.00000000
BRL
25016.39000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2650000.00000000
PA
427090.09000000
0.034223745797
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1397.41000000
0.000111977790
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
505000.00000000
EUR
550760.58000000
USD
2023-04-27
1397.41000000
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
87266GAA8
550000.00000000
PA
USD
574486.00000000
0.046034931009
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
265000.00000000
PA
USD
203395.67000000
0.016298579314
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BQ6
3540000.00000000
PA
USD
3592144.20000000
0.287847067507
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAP9
445292.82000000
PA
USD
464138.37000000
0.037192512684
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
9.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAE3
910000.00000000
PA
USD
884601.54000000
0.070885227603
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
5.02000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
300000.00000000
PA
USD
252939.00000000
0.020268604308
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Mill City Solar Loan Ltd.
N/A
Mill City Solar Loan 2019-1 Ltd
59982WAA5
442764.14000000
PA
USD
408607.68000000
0.032742706278
Long
ABS-O
CORP
KY
N
2
2043-03-20
Fixed
4.34000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5420000000.00000000
PA
362132.78000000
0.029018561886
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.38000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
3220000.00000000
PA
143035.78000000
0.011461797614
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
715000.00000000
PA
USD
617331.00000000
0.049468202872
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QAF6
800000.00000000
PA
USD
829840.88000000
0.066497125534
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
9.20000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
1733234.75000000
PA
USD
1587209.72000000
0.127186893950
Long
LON
CORP
US
N
2
2025-04-30
Floating
8.58000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAC9
255000.00000000
PA
USD
250547.19000000
0.020076942878
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
6.56000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN23P 3600
000000000
46.00000000
NC
USD
58075.00000000
0.004653688024
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
46.00000000
NC
N/A
58075.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
46.00000000
USD
50.00000000
3600.00000000
USD
2023-06-16
XXXX
-75421.60000000
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
81733LAB3
905000.00000000
PA
USD
712144.50000000
0.057065834374
Long
DBT
CORP
NG
N
2
2026-04-01
Fixed
7.75000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
1348787.00000000
PA
USD
1095870.80000000
0.087814736431
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
1230000.00000000
PA
USD
1146931.95000000
0.091906387955
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
COLOMBIA TELECOMUNICACIO
549300CK4YN0V1C3MN55
Colombia Telecomunicaciones SA ESP
19533PAC4
635000.00000000
PA
USD
484454.20000000
0.038820468513
Long
DBT
CORP
CO
N
2
2030-07-17
Fixed
4.95000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
510000.00000000
PA
USD
357481.95000000
0.028645879804
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
1500000.00000000
PA
USD
1228365.00000000
0.098431812141
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
790000.00000000
PA
878843.02000000
0.070423783685
Long
DBT
NUSS
RO
N
2
2029-09-27
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
5526.59000000
0.000442858815
N/A
DFE
ID
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
177461.13000000
USD
2736770000.00000000
IDR
2023-05-15
5526.59000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
975000.00000000
PA
USD
854773.73000000
0.068495054169
Long
DBT
NUSS
BH
N
2
2034-05-18
Fixed
5.63000000
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
14998000.00000000
PA
3314008.39000000
0.265559382821
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
230000.00000000
PA
USD
197508.77000000
0.015826848001
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
41621.32000000
0.003335215470
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
770334.58000000
USD
4125757.96000000
BRL
2023-04-18
41621.32000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
109335900.00000000
PA
5283892.32000000
0.423410872352
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2021 EUR Term Loan B
68163YAC9
623000.00000000
PA
644072.63000000
0.051611073354
Long
LON
CORP
US
N
2
2028-11-09
None
0.00000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
1235000.00000000
PA
1236074.75000000
0.099049612765
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
4755000.00000000
PA
828025.23000000
0.066351633177
Long
DBT
NUSS
RO
N
2
2034-10-11
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-LBA6
12433EAL5
830000.00000000
PA
USD
774410.34000000
0.062055344386
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.83000000
N
N
N
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH Parent LLC 2022 Term Loan B
91820UAS9
415800.00000000
PA
USD
403326.00000000
0.032319472684
Long
LON
CORP
US
N
2
2029-01-13
Floating
7.86000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2730.71000000
-0.00021881829
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
266000.00000000
EUR
286653.20000000
USD
2023-04-28
-2730.71000000
N
N
N
KKR Financial CLO Ltd
635400KULUKCVCJXZX78
KKR CLO 14 Ltd
48250WAJ4
400000.00000000
PA
USD
389658.80000000
0.031224287407
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.59000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDN9
890000.00000000
PA
USD
853771.57000000
0.068414748702
Long
DBT
CORP
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-440.80000000
-0.00003532235
N/A
DFE
IN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
834718.81000000
USD
68722400.00000000
INR
2023-05-15
-440.80000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
15149.88000000
0.001213995955
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1061277.24000000
USD
19490000.00000000
MXN
2023-04-18
15149.88000000
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAJ3
770000.00000000
PA
USD
724639.69000000
0.058067103699
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.20000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
7480.76000000
0.000599451110
N/A
DFE
IN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1433395.25000000
USD
118690000.00000000
INR
2023-05-15
7480.76000000
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-4 LTD
14317VAU4
1475000.00000000
PA
USD
1412399.53000000
0.113178937209
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.41000000
N
N
N
N
N
N
HOWDEN GROUP HOLDINGS LTD.
213800R6D9EVRN5D3117
HOWDEN GROUP HOLDINGS LTD.
000000000
180000.00000000
PA
USD
179325.00000000
0.014369739216
Long
LON
CORP
LU
N
2
2030-03-24
None
0.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
140000.00000000
PA
USD
135846.20000000
0.010885679450
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
29900000.00000000
PA
1074337.75000000
0.086089241865
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BP3
545000.00000000
PA
USD
506769.67000000
0.040608660256
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-20409.59000000
-0.00163546904
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7241977.80000000
USD
31189750.00000000
PLN
2023-05-15
-20409.59000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AS3
225000.00000000
PA
USD
236295.00000000
0.018934880959
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.50000000
N
N
N
N
N
Post Holdings Inc
Post Holdings Inc
USD
XXXX
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc. Term Loan
21870FBA6
175686.18000000
PA
USD
150321.49000000
0.012045618903
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.38000000
N
N
N
N
N
N
TOPGOLF CALLAWAY BRANDS CORP.
N/A
TOPGOLF CALLAWAY BRANDS CORP.
89071LAB6
670000.00000000
PA
USD
666929.39000000
0.053442639954
Long
LON
CORP
US
N
2
2030-03-15
None
0.00000000
N
N
N
N
N
N
CTC Holdings, LP
549300C1QWYMULTJ4V04
CTC Holdings, LP Term Loan B
12658UAB9
593403.02000000
PA
USD
578567.94000000
0.046362026580
Long
LON
CORP
US
N
2
2029-02-20
Floating
9.95000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1395000.00000000
PA
305204.52000000
0.024456764868
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PET1
430000.00000000
PA
USD
437675.50000000
0.035071979904
Long
DBT
NUSS
DO
N
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAA2
1510000.00000000
PA
USD
1520621.55000000
0.121851025344
Long
DBT
CORP
ES
N
2
2029-01-18
Fixed
6.21000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-143286.54000000
-0.01148189161
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
57724083.00000000
ZAR
3098442.01000000
USD
2023-05-15
-143286.54000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
1101812.79000000
PA
USD
1168994.28000000
0.093674294988
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
9.95000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1620000.00000000
PA
USD
1562344.20000000
0.125194360629
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
ONE CALL CORPORATION
549300WUCCV86ZQHG041
One Call Corporation 2021 Term Loan
68235XAB7
913725.00000000
PA
USD
688339.20000000
0.055158259005
Long
LON
CORP
US
N
2
2027-04-22
Floating
10.38000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
1000000.00000000
PA
USD
998515.00000000
0.080013384376
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
1150000.00000000
PA
USD
906923.27000000
0.072673920975
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.06000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8612.22000000
-0.00069011769
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2923100.00000000
EUR
3174545.06000000
USD
2023-05-15
-8612.22000000
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
980000.00000000
PA
USD
891731.30000000
0.071456552247
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
1600373.00000000
PA
USD
1599039.89000000
0.128134873640
Long
LON
CORP
US
N
2
2030-02-28
Variable
7.87000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
370.09000000
0.000029656192
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
50264.30000000
USD
346000.00000000
CNY
2023-06-05
370.09000000
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. 2022 Term Loan B4
82925BAG0
909670.00000000
PA
USD
830073.88000000
0.066515796379
Long
LON
CORP
US
N
2
2029-04-21
Variable
8.66000000
N
N
N
N
N
N
ICG US CLO Ltd
213800MAPH9PBACGJG35
Bavarian Sky UK 5 PLC
44928XBJ2
500000.00000000
PA
USD
444152.50000000
0.035590997335
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
8.44000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST
46652DAL9
800000.00000000
PA
USD
312000.00000000
0.025001302860
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.78000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
640000.00000000
PA
USD
614548.45000000
0.049245230515
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-4875.63000000
-0.00039069584
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
855700.00000000
BRL
162444.35000000
USD
2023-05-23
-4875.63000000
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
250000.00000000
PA
USD
207156.75000000
0.016599963609
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
9.74000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
450000.00000000
PA
USD
383467.50000000
0.030728163796
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
650000.00000000
PA
USD
614971.50000000
0.049279130519
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-5367.47000000
-0.00043010815
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2790304600.00000000
IDR
180578.86000000
USD
2023-05-02
-5367.47000000
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
353985.72000000
PA
USD
285400.60000000
0.022869829606
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Fixed
3.28000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
31944TAA8
420000.00000000
PA
USD
388025.40000000
0.031093399176
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
18131.43000000
0.001452914656
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
673773.32000000
USD
12592500.00000000
MXN
2023-05-15
18131.43000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
20910000.00000000
PA
899949.90000000
0.072115128234
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-13252.18000000
-0.00106192873
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1912680000.00000000
COP
393738.65000000
USD
2023-05-15
-13252.18000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
820000.00000000
PA
USD
684265.40000000
0.054831815712
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XY32
1210000.00000000
PA
USD
1276161.59000000
0.102261866699
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Floating
9.10000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
7138.02000000
0.000571986537
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
152488.94000000
USD
56633782.00000000
HUF
2023-05-15
7138.02000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT JUN23
000000000
-32.00000000
NC
USD
27232.80000000
0.002182229104
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Three-Month SOFR Futures
SFRM3 Comdty
2023-09-19
-7637232.80000000
USD
27232.80000000
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
880000.00000000
PA
USD
863286.54000000
0.069177205903
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-15149.79000000
-0.00121398874
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
11371600.00000000
MXN
609671.66000000
USD
2023-05-15
-15149.79000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
609961.10000000
PA
USD
562384.13000000
0.045065179352
Long
LON
CORP
US
N
2
2028-08-19
Variable
8.91000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAJ1
700000.00000000
PA
USD
665823.20000000
0.053353998316
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.46000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
9044000.00000000
PA
2135893.37000000
0.171154221220
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AR7
1985000.00000000
PA
USD
2038110.66000000
0.163318659851
Long
DBT
NUSS
HU
N
2
2028-05-22
Fixed
6.13000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-49888.03000000
-0.00399764662
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3250961.66000000
USD
425177021.00000000
JPY
2023-04-18
-49888.03000000
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2003-2
759950AW8
278688.57000000
PA
USD
252114.89000000
0.020202566411
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
4.45000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
11727000.00000000
PA
2729386.66000000
0.218712251633
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
8250.92000000
0.000661165864
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
867535.81000000
USD
115870000.00000000
JPY
2023-05-15
8250.92000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
580000.00000000
PA
USD
433912.50000000
0.034770441754
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-10269.51000000
-0.00082292028
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
185720000.00000000
JPY
1387979.61000000
USD
2023-04-18
-10269.51000000
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
810000.00000000
PA
USD
718806.62000000
0.057599685912
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN23
000000000
383.00000000
NC
USD
1850926.89000000
0.148319178683
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM3 Comdty
2023-06-21
52199948.11000000
USD
1850926.89000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-29671.61000000
-0.00237765675
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
930000.00000000
GBP
1120559.42000000
USD
2023-04-18
-29671.61000000
N
N
N
Paysafe Holdings (US) Corp
549300N8UN7DUDH51357
Paysafe Holdings (US) Corp EUR Term Loan B2
70451NAC0
843330.99000000
PA
850496.88000000
0.068152339995
Long
LON
CORP
US
N
2
2028-06-28
Floating
5.91000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
70766900.00000000
PA
3894012.32000000
0.312036478699
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
20000.00000000
PA
USD
18685.05000000
0.001497277544
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
CBAM CLO Management
254900FSYLEH1VUJJF28
CBAM 2018-6 Ltd
12481XAU4
1020000.00000000
PA
USD
1000395.60000000
0.080164081332
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.02000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3970000.00000000
PA
586327.26000000
0.046983799367
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAN3
891254.38000000
PA
USD
821236.28000000
0.065807618449
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
8.93000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
321000.00000000
PA
USD
307335.70000000
0.024627541395
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1571.31000000
-0.00012591281
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
115590000.00000000
JPY
872099.08000000
USD
2023-05-15
-1571.31000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PPH6
370000.00000000
PA
USD
315371.54000000
0.025271472388
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Variable
4.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
800000.00000000
PA
USD
775948.00000000
0.062178560743
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
7056900.00000000
PA
363056.62000000
0.029092591384
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2021-2
70018QAC9
575000.00000000
PA
USD
550218.08000000
0.044090284799
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.54000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2005-3
68389FHV9
850000.00000000
PA
USD
659819.64000000
0.052872918759
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.78000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-8827.19000000
-0.00070734375
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
9880800.00000000
ZAR
546068.96000000
USD
2023-05-15
-8827.19000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
94935.34000000
0.007607394831
N/A
DFE
CL
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2166767.65000000
USD
1788125000.00000000
CLP
2023-04-03
94935.34000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1215000.00000000
PA
USD
968066.32000000
0.077573459151
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
360000.00000000
PA
USD
371053.76000000
0.029733421253
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
680000.00000000
PA
USD
655159.60000000
0.052499498658
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
321930000.00000000
PA
819271.17000000
0.065650149506
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAF3
400000.00000000
PA
USD
372751.88000000
0.029869495652
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
3.20000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
18615.62000000
0.001491713953
N/A
DFE
CZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
378057.91000000
USD
8590000.00000000
CZK
2023-05-15
18615.62000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-17110.74000000
-0.00137112433
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
778122.05000000
USD
101080000.00000000
JPY
2023-04-18
-17110.74000000
N
N
N
Aegis Asset Backed Securities Trust
N/A
Aegis Asset Backed Securities Trust 2005-5
00764MHE0
675507.70000000
PA
USD
629282.78000000
0.050425927460
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.49000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3179.16000000
0.000254753660
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1708000.00000000
EUR
1863133.54000000
USD
2023-05-15
3179.16000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
9346.15000000
0.000748929252
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
689292.49000000
USD
944900.00000000
CAD
2023-05-15
9346.15000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
1890000.00000000
PA
USD
1586339.65000000
0.127117173170
Long
DBT
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915HAL7
250000.00000000
PA
USD
246992.25000000
0.019792077071
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
5.98000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAF8
680000.00000000
PA
USD
623534.30000000
0.049965288070
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAE6
680000.00000000
PA
USD
669658.02000000
0.053661291573
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
8.25000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
1083000.00000000
PA
USD
919180.01000000
0.073656082734
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.88000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRY7JX6Y5 IRS THB R F 2.83700 2 CCPNDFOIS / Short: SRY7JX6Y5 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
131410959.00000000
OU
Notional Amount
120638.84000000
0.009667077485
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-15
2379.11000000
THB
0.00000000
THB
131410959.00000000
THB
120573.39000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
382200.00000000
PA
USD
370977.28000000
0.029727292729
Long
DBT
CORP
AR
N
2
2026-02-12
Variable
9.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AV7
1250000.00000000
PA
USD
1258653.83000000
0.100858928205
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAJ2
890000.00000000
PA
USD
873436.21000000
0.069990523126
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
9.41000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
250000.00000000
PA
USD
203770.79000000
0.016328638573
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
450000.00000000
PA
USD
237375.00000000
0.019021423931
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
320000.00000000
PA
USD
261907.20000000
0.020987247527
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
000000000
545000.00000000
PA
534276.80000000
0.042812872077
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.38000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
255000.00000000
PA
USD
221081.39000000
0.017715778167
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23542000000.00000000
PA
1712035.69000000
0.137189496132
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1560000.00000000
PA
324911.64000000
0.026035943315
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
18659000.00000000
PA
4235932.22000000
0.339435334385
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73000000
N
N
N
N
N
N
VM Consolidated, Inc.
549300GCTGJLEBXJUK89
VM Consolidated, Inc. 2021 Term Loan B
00215NAK6
2179620.84000000
PA
USD
2180643.08000000
0.174740122030
Long
LON
CORP
US
N
2
2028-03-24
Floating
8.09000000
N
N
N
N
N
N
AKUMIN ESCROW INC
N/A
Akumin Escrow Inc
01021FAB5
570000.00000000
PA
USD
399549.83000000
0.032016879191
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
490000.00000000
PA
USD
481444.60000000
0.038579302099
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1074240000.00000000
PA
2330376.71000000
0.186738634312
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
18451.19000000
0.001478537786
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
510005.29000000
USD
9410000.00000000
ZAR
2023-05-15
18451.19000000
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AE1
650000.00000000
PA
USD
642629.00000000
0.051495391845
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.38000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
24639000.00000000
PA
98302.32000000
0.007877198955
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
Y
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRYCT15Y4 IRS CNY R V 00MCNRR 1 CCPNDF / Short: BRYCT15Y4 IRS CNY P F 2.91500 2 CCPNDF
000000000
13220554.00000000
OU
Notional Amount
-10118.17000000
-0.00081079305
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
147.94000000
CNY
0.00000000
CNY
13220554.00000000
CNY
-10139.99000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
1460000.00000000
PA
USD
1278281.10000000
0.102431708082
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMX4
560000.00000000
PA
USD
488406.86000000
0.039137204570
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Variable
4.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9662.49000000
-0.00077427832
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
7330000.00000000
MXN
393090.09000000
USD
2023-05-15
-9662.49000000
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAQ0
900000.00000000
PA
USD
200847.65000000
0.016094400405
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.19000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
76807000.00000000
PA
14032803.64000000
1.124481967255
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-4086.29000000
-0.00032744414
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
376975800.00000000
CLP
470519.85000000
USD
2023-05-15
-4086.29000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-51673.01000000
-0.00414068132
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1418652.11000000
USD
2040000.00000000
AUD
2023-04-18
-51673.01000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
910000.00000000
PA
USD
836305.06000000
0.067015115668
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
Olympus Water US Holding Corporation
549300YU2GGVCBN3MY89
Olympus Water US Holding Corporation 2021 USD Term Loan B
68163YAB1
995213.41000000
PA
USD
944208.72000000
0.075661692859
Long
LON
CORP
US
N
2
2028-11-09
Floating
8.94000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAK5
80000.00000000
PA
USD
72139.46000000
0.005780706691
Long
DBT
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB Inc
60937PAD8
215000.00000000
PA
USD
278586.25000000
0.022323779515
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
Y
MongoDB Inc
MongoDB Inc
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBZ7
505000.00000000
PA
USD
495043.31000000
0.039668999109
Long
DBT
CORP
GB
N
2
2026-08-09
Fixed
5.30000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd
27830RAE9
630000.00000000
PA
USD
584102.61000000
0.046805532865
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
11.29000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
2190000.00000000
PA
USD
2231811.24000000
0.178840348520
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGR4
415000.00000000
PA
USD
371500.49000000
0.029769218792
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
4.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7532.32000000
-0.00060358273
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
245000.00000000
EUR
258854.75000000
USD
2023-04-18
-7532.32000000
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2019 2nd Lien Incremental Term Loan
000000000
380000.00000000
PA
USD
313500.00000000
0.025121501431
Long
LON
CORP
US
N
2
2026-04-30
Floating
12.58000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
180000.00000000
PA
USD
198718.20000000
0.015923762506
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
195195.70000000
0.015641496194
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
8223204.76000000
USD
2986750200.00000000
HUF
2023-05-15
195195.70000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
2255000.00000000
PA
USD
2127472.87000000
0.170479466506
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
107477.17000000
0.008612401531
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3597594.42000000
USD
16002100.00000000
PLN
2023-05-15
107477.17000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
900000.00000000
PA
USD
775687.50000000
0.062157686258
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
2824.17000000
0.000226307466
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
242065.33000000
USD
87125000.00000000
HUF
2023-05-24
2824.17000000
N
N
N
ADTALEM GLOBAL EDUCATION INC.
549300Z467EZLMODV621
Adtalem Global Education Inc. 2021 Term Loan B
00737RAE0
639681.18000000
PA
USD
640024.05000000
0.051286650999
Long
LON
CORP
US
N
2
2028-08-12
Floating
8.84000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300UNU854VTZYQ112
Anchorage Capital Clo 17 Ltd
03332PAA5
3640000.00000000
PA
USD
3559552.36000000
0.285235405768
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
5.96000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
1360000.00000000
PA
USD
1233057.60000000
0.098807841352
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
8119.18000000
0.000650609224
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
117620000.00000000
JPY
897133.03000000
USD
2023-05-15
8119.18000000
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
226000.00000000
PA
USD
213058.31000000
0.017072869664
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-19570.75000000
-0.00156825079
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
778172.85000000
USD
100760000.00000000
JPY
2023-04-18
-19570.75000000
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
230000.00000000
PA
USD
85576.17000000
0.006857422255
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
7.44000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
30172600.00000000
PA
1596577.71000000
0.127937573294
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
254900EHNKMJ1OSEZL85
Autokiniton US Holdings, Inc. 2021 Term Loan B
05278HAB2
1480496.98000000
PA
USD
1440893.69000000
0.115462242093
Long
LON
CORP
US
N
2
2028-04-06
Variable
9.42000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-18129.63000000
-0.00145277041
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13430000.00000000
ZAR
736086.15000000
USD
2023-05-15
-18129.63000000
N
N
N
AB BSL CLO 4 Ltd
N/A
AB BSL CLO 4 Ltd
00037VAA6
220000.00000000
PA
USD
220145.64000000
0.017640794291
Long
ABS-CBDO
CORP
JE
N
2
2036-04-20
Floating
0.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
900000.00000000
PA
USD
747450.00000000
0.059894948150
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.09000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-DUNE
36258BAA6
570000.00000000
PA
USD
561043.59000000
0.044957758690
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.78000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-80294.34000000
-0.00643417664
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
19740561795.00000000
COP
4120213.68000000
USD
2023-05-15
-80294.34000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-15903.47000000
-0.00127438291
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1650000.00000000
EUR
1778131.91000000
USD
2023-04-18
-15903.47000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
39478.65000000
0.003163518221
N/A
DFE
CL
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2131989.98000000
USD
1724779893.00000000
CLP
2023-05-15
39478.65000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
365000.00000000
PA
USD
336121.51000000
0.026934216889
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.88000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAF9
470000.00000000
PA
USD
396036.10000000
0.031735315640
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
71938900.00000000
PA
3548536.84000000
0.284352705923
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBV0
1060000.00000000
PA
USD
960368.24000000
0.076956593672
Long
DBT
CORP
FR
N
2
2023-10-04
Fixed
7.38000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2020 Term Loan B
85769EAZ4
489499.72000000
PA
USD
486440.35000000
0.038979623441
Long
LON
CORP
US
N
2
2027-02-08
Floating
7.10000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
1464000.00000000
PA
USD
1434415.49000000
0.114943128503
Long
LON
CORP
US
N
2
2027-11-15
Floating
6.84000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2021 Term Loan B
92537EAC2
1343147.21000000
PA
USD
1318802.67000000
0.105678797967
Long
LON
CORP
US
N
2
2027-03-02
Floating
7.60000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAE1
465000.00000000
PA
USD
448554.81000000
0.035943764917
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.37000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAP6
2010000.00000000
PA
USD
1913608.66000000
0.153342018156
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.38000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
800000.00000000
PA
USD
746916.00000000
0.059852157459
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.88000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAG8
275000.00000000
PA
USD
250815.40000000
0.020098435184
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.96000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
260000.00000000
PA
USD
276500.90000000
0.022156675455
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7140.82000000
-0.00057221090
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
560000.00000000
GBP
685557.60000000
USD
2023-04-24
-7140.82000000
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
735000.00000000
PA
USD
758703.75000000
0.060796737932
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
700000.00000000
PA
USD
630686.00000000
0.050538370819
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KR1
910000.00000000
PA
USD
891659.09000000
0.071450765888
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-17780.56000000
-0.00142479860
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1000000.00000000
GBP
1219027.00000000
USD
2023-04-18
-17780.56000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
1850000.00000000
PA
USD
2082677.65000000
0.166889918872
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.88000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 2nd Lien Term Loan
31935HAF4
190000.00000000
PA
USD
169733.27000000
0.013601131053
Long
LON
CORP
US
N
2
2028-03-30
Floating
13.60000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
170000.00000000
PA
USD
155800.75000000
0.012484685053
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-6082.27000000
-0.00048738677
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1749590000.00000000
COP
366205.35000000
USD
2023-05-15
-6082.27000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2022-2 Ltd
05682GAL2
550000.00000000
PA
USD
498345.65000000
0.039933623476
Long
ABS-CBDO
CORP
JE
N
2
2035-04-22
Floating
8.30000000
N
N
N
N
N
N
Vertex Aerospace Services Corp.
549300YOTFEWSPUJ2D47
Vertex Aerospace Services Corp. 2021 First Lien Term Loan
92532MAE5
1746140.55000000
PA
USD
1739592.52000000
0.139397690532
Long
LON
CORP
US
N
2
2028-12-06
Floating
8.34000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
410000.00000000
PA
USD
407330.90000000
0.032640394856
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
300000.00000000
PA
USD
295793.60000000
0.023702645441
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
90000.00000000
PA
90208.96000000
0.007228658748
Long
DBT
NUSS
DE
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
1920000.00000000
PA
USD
1924416.00000000
0.154208036042
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
Resolute Investment Managers, Inc.
5493000DRVCSZDWGPC49
Resolute Investment Managers, Inc. 2020 Term Loan C
04635WAH7
286151.60000000
PA
USD
212467.56000000
0.017025531460
Long
LON
CORP
US
N
2
2024-04-30
Floating
9.41000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS4
52474KAA1
1156900.65000000
PA
USD
1148668.38000000
0.092045532225
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.25000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
2780000000.00000000
PA
3280154.56000000
0.262846594818
Long
DBT
NUSS
CL
N
2
2025-03-01
Fixed
2.50000000
N
N
N
N
N
N
GANNETT CO INC
549300JQ2PU0RI3ZBA32
Gannett Co Inc
36472TAA7
76000.00000000
PA
USD
56186.11000000
0.004502326771
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.00000000
N
N
N
N
N
Gannett Co Inc
Gannett Co Inc
USD
XXXX
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
640000.00000000
PA
USD
700832.00000000
0.056159336814
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
36255.43000000
0.002905233928
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
614467.46000000
USD
11843000.00000000
MXN
2023-05-15
36255.43000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
870000.00000000
PA
USD
853427.67000000
0.068387191176
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
KREF 2022-Fl3 Ltd
549300DG0FGL1EU1CT79
KREF 2022-FL3 Ltd
48275EAA4
870000.00000000
PA
USD
856987.10000000
0.068672416777
Long
ABS-CBDO
CORP
KY
N
2
2039-02-17
Floating
6.21000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
705000.00000000
PA
USD
626829.60000000
0.050229348305
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1423.98000000
-0.00011410690
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
200000.00000000
EUR
215866.00000000
USD
2023-04-03
-1423.98000000
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
905000.00000000
PA
USD
852862.95000000
0.068341938818
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
41565.62000000
0.003330752096
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2182410.42000000
USD
9581000.00000000
PLN
2023-04-03
41565.62000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAA5
1110067.19000000
PA
USD
1068632.71000000
0.085632083426
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.41000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC USD Term Loan N
000000000
1649297.00000000
PA
USD
1627796.76000000
0.130439230102
Long
LON
CORP
US
N
2
2028-01-31
Floating
7.18000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-100427.15000000
-0.00804746664
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
30085422.00000000
BRL
5804970.77000000
USD
2023-05-03
-100427.15000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-107194.65000000
-0.00858976253
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6979928.36000000
GBP
8525633.50000000
USD
2023-04-18
-107194.65000000
N
N
N
Barings CLO Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO Ltd 2016-II
06761DAC1
250000.00000000
PA
USD
224182.00000000
0.017964237428
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
11.31000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
657594.05000000
PA
USD
626769.33000000
0.050224518727
Long
LON
CORP
US
N
2
2027-10-01
Variable
9.00000000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
245000.00000000
PA
240600.31000000
0.019279875700
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAL6
922000.00000000
PA
USD
653019.96000000
0.052328044210
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.56000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
740000.00000000
PA
USD
633453.16000000
0.050760109939
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300S32UW0TE4JM250
Dryden 70 CLO Ltd
26252FAA4
900000.00000000
PA
USD
797806.80000000
0.063930158432
Long
ABS-CBDO
CORP
KY
N
2
2032-01-16
Floating
10.88000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
000000000
530000.00000000
PA
USD
559656.15000000
0.044846579819
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
HalseyPoint CLO I, Ltd.
549300POBLM5RW6LD816
Halsey Point CLO I Ltd
40638CAC3
290000.00000000
PA
USD
231540.35000000
0.018553879534
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
13.01000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556L2A1
570000.00000000
PA
USD
507039.90000000
0.040630314430
Long
DBT
CORP
BR
N
2
2031-04-15
Fixed
3.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-17103.00000000
-0.00137050411
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
170762700.00000000
HUF
464205.68000000
USD
2023-05-15
-17103.00000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1130000000.00000000
PA
1235394.82000000
0.098995128355
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
580000.00000000
PA
USD
480931.36000000
0.038538174956
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-16663.36000000
-0.00133527471
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3190716900.00000000
COP
662275.37000000
USD
2023-05-15
-16663.36000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
15220000.00000000
PA
623058.65000000
0.049927173103
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
1070000.00000000
PA
USD
1056857.73000000
0.084688526243
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Marathon CLO LTD
N/A
Marathon CLO 14 Ltd
56578HAJ5
250000.00000000
PA
USD
241432.25000000
0.019346541033
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
8.11000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
940000.00000000
PA
USD
769876.17000000
0.061692010548
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-264.60000000
-0.00002120302
N/A
DFE
TW
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
116212.66000000
USD
3525648.00000000
TWD
2023-05-15
-264.60000000
N
N
N
ClubCorp Holdings, Inc.
549300XWSO7KBICXNW37
ClubCorp Holdings, Inc. 2017 Term Loan B
18948TAB9
831404.68000000
PA
USD
796849.84000000
0.063853474948
Long
LON
CORP
US
N
2
2024-09-18
Floating
7.59000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
59905347.00000000
PA
3077228.87000000
0.246585676120
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1270000.00000000
PA
USD
1231143.08000000
0.098654426306
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
1125000.00000000
PA
USD
1022343.75000000
0.081922838849
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
1520000.00000000
PA
USD
1314381.80000000
0.105324543128
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AU3
245000.00000000
PA
USD
239610.00000000
0.019200519802
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
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-1
35563PAS8
101229.23000000
PA
USD
99849.41000000
0.008001170961
Long
ABS-MBS
USGSE
US
N
2
2056-01-25
Variable
4.00000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
000000000
1190000.00000000
PA
USD
1230519.50000000
0.098604457356
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2021 First Lien Term Loan B
00488PAP0
992462.32000000
PA
USD
975508.09000000
0.078169785900
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.09000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAD5
344582.89000000
PA
USD
290665.52000000
0.023291720181
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.40000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
1619089.49000000
PA
USD
1614873.39000000
0.129403649694
Long
LON
CORP
LU
N
2
2028-05-05
Floating
8.34000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
1477.41000000
0.000118388380
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
662082.82000000
USD
4542100.00000000
CNY
2023-05-15
1477.41000000
N
N
N
ALLEN MEDIA LLC/CO-ISSR
N/A
Allen Media LLC / Allen Media Co-Issuer Inc
01771YAA8
410000.00000000
PA
USD
224975.20000000
0.018027798433
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
49731.03000000
0.003985065841
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1112868.07000000
USD
940000.00000000
GBP
2023-04-18
49731.03000000
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
1717770.51000000
PA
USD
1718414.67000000
0.137700658988
Long
LON
CORP
US
N
2
2025-08-27
Floating
8.84000000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments, Inc. 2020 USD Term Loan
04317JAB4
934600.21000000
PA
USD
920581.21000000
0.073768364226
Long
LON
CORP
US
N
2
2027-11-24
Floating
8.59000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1826.30000000
-0.00014634576
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
530927.40000000
USD
487000.00000000
EUR
2023-04-03
-1826.30000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-8469.70000000
-0.00067869722
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
26824600.00000000
PHP
485082.91000000
USD
2023-05-15
-8469.70000000
N
N
N
PDD HOLDINGS INC
5493000573DS7005T657
PDD Holdings Inc
722304AC6
260000.00000000
PA
USD
246480.00000000
0.019751029259
Long
DBT
CORP
KY
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Pinduoduo Inc
Pinduoduo Inc
USD
XXXX
N
N
N
RVR Dealership Holdings, LLC
N/A
RVR Dealership Holdings, LLC Term Loan B
75001CAB0
945837.69000000
PA
USD
818149.60000000
0.065560275431
Long
LON
CORP
US
N
2
2028-02-08
Floating
8.55000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
970000.00000000
PA
USD
933742.21000000
0.074822986492
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
32547000.00000000
PA
128805.69000000
0.010321506621
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
Y
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 19 Ltd
05876AAA5
1000000.00000000
PA
USD
886239.00000000
0.071016441172
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
11.75000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707EAY0
275000.00000000
PA
USD
268224.83000000
0.021493494261
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
6.42000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7852000000.00000000
PA
516903.48000000
0.041420706580
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
220000.00000000
PA
USD
167230.41000000
0.013400570922
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1000000.00000000
PA
USD
1001925.00000000
0.080286635796
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co USD Term Loan
68621XAE3
943267.50000000
PA
USD
944446.58000000
0.075680753147
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.00000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
860000.00000000
PA
USD
756167.90000000
0.060593534234
Long
DBT
CORP
AR
N
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan
24440EAG2
288100.00000000
PA
USD
266672.56000000
0.021369107170
Long
LON
CORP
US
N
2
2028-04-07
Floating
11.91000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-147.72000000
-0.00001183715
N/A
DFE
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
730889.70000000
USD
591000.00000000
GBP
2023-04-03
-147.72000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAU7
1190000.00000000
PA
USD
720816.80000000
0.057760766421
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
2.80000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1110000.00000000
PA
USD
1068408.30000000
0.085614100919
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.38000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
18639000.00000000
PA
73764.38000000
0.005910915399
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.10000000
N
Y
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
1020000.00000000
PA
USD
841841.90000000
0.067458795841
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
Whitehorse Ltd
N/A
Whitehorse XII Ltd
96525YAJ8
410000.00000000
PA
USD
360425.67000000
0.028881767097
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
8.44000000
N
N
N
N
N
N
MRI SOFTWARE LLC
549300LNQ2G4DKR9QR85
MRI SOFTWARE LLC
000000000
182589.14000000
PA
USD
175290.14000000
0.014046416277
Long
LON
CORP
US
N
2
2026-02-10
None
0.00000000
N
N
N
N
N
N
FREEPORT MINERALS CORP
G4008SUSNH0WBKRVG414
Freeport Minerals Corp
717265AJ1
1000000.00000000
PA
USD
1057500.00000000
0.084739992868
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
7.13000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18748000.00000000
PA
1022615.35000000
0.081944602804
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
117093.56000000
0.009382985758
N/A
DFE
HU
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
3820487.64000000
USD
1397007838.00000000
HUF
2023-05-15
117093.56000000
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
1550000.00000000
PA
USD
1282787.75000000
0.102792836677
Long
DBT
US
N
2
2027-01-15
Fixed
4.38000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
7006000.00000000
PA
1564544.63000000
0.125370686324
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Worldwide Express Operations, LLC
N/A
Worldwide Express Operations, LLC 2021 1st Lien Term Loan
00435UAB4
730750.00000000
PA
USD
705859.19000000
0.056562177519
Long
LON
CORP
US
N
2
2028-07-26
Floating
9.16000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
1090000.00000000
PA
USD
1080936.65000000
0.086618027434
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
52609000.00000000
PA
208201.64000000
0.016683693133
Long
DBT
NUSS
RU
N
2
2035-07-18
Fixed
6.10000000
N
Y
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-214.49000000
-0.00001718759
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
780700.00000000
MYR
177431.82000000
USD
2023-05-15
-214.49000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
15053300.00000000
PA
814499.25000000
0.065267764194
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
245000.00000000
PA
USD
212537.50000000
0.017031135918
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15038.04000000
0.001205033950
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1855370.41000000
USD
1717600.00000000
EUR
2023-05-15
15038.04000000
N
N
N
Spencer Spirit IH LLC
N/A
Spencer Spirit IH LLC Term Loan B
84823UAB8
586511.91000000
PA
USD
581526.56000000
0.046599107845
Long
LON
CORP
US
N
2
2026-06-19
Floating
10.85000000
N
N
N
N
N
N
EP Purchaser, LLC
549300GGODRVQG1GH476
EP Purchaser, LLC 2021 Term Loan B
26881KAC8
338580.00000000
PA
USD
337310.33000000
0.027029479866
Long
LON
CORP
US
N
2
2028-11-06
Floating
8.66000000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2021 Term Loan B4
34416DAU2
481651.19000000
PA
USD
474942.27000000
0.038058254914
Long
LON
CORP
US
N
2
2028-06-30
Variable
7.31000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
100000.00000000
PA
USD
105716.00000000
0.008471274785
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
HAEMONETICS CORP
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024AB6
285000.00000000
PA
USD
243242.62000000
0.019491610292
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
Y
Haemonetics Corp
Haemonetics Corp
USD
XXXX
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO 2016-1 Ltd
87229WAW1
280000.00000000
PA
USD
256240.04000000
0.020533124503
Long
ABS-CBDO
CORP
KY
N
2
2032-10-13
Floating
7.92000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-847.58000000
-0.00006791860
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1818300.00000000
PEN
481209.97000000
USD
2023-05-15
-847.58000000
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAS5
250000.00000000
PA
USD
235517.75000000
0.018872598066
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.81000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13285.54000000
-0.00106460195
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
758000.00000000
GBP
924733.32000000
USD
2023-05-15
-13285.54000000
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
500000.00000000
PA
USD
420572.50000000
0.033701475792
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
180000.00000000
PA
USD
159451.85000000
0.012777256389
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAD8
150000.00000000
PA
USD
146304.00000000
0.011723687864
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
9.50000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
420000.00000000
PA
USD
366361.46000000
0.029357416082
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493000F00WO8WFFVM11
Greywolf CLO IV Ltd
39809TAQ0
250000.00000000
PA
USD
228401.25000000
0.018302335977
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
8.54000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAC6
370000.00000000
PA
USD
343088.61000000
0.027492507200
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
4.22000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
7320000.00000000
PA
1073410.36000000
0.086014927896
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-6712.73000000
-0.00053790703
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
25458000.08000000
MXN
1384602.84000000
USD
2023-06-12
-6712.73000000
N
N
N
Genesee & Wyoming Inc. (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc. (New) Term Loan
55316HAB1
992327.38000000
PA
USD
987534.44000000
0.079133485959
Long
LON
CORP
US
N
2
2026-12-30
Floating
7.00000000
N
N
N
N
N
N
NORTHERN STAR RESOU
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
66573RAA6
2215000.00000000
PA
USD
2199604.49000000
0.176259544959
Long
DBT
CORP
AU
N
2
2033-04-11
Fixed
6.13000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-1049.57000000
-0.00008410454
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
51756600.00000000
PHP
951233.23000000
USD
2023-05-15
-1049.57000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
145000.00000000
PA
USD
128098.08000000
0.010264804147
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAB9
760000.00000000
PA
USD
596287.18000000
0.047781911470
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1599.44000000
-0.00012816693
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
831477000.00000000
IDR
53810.32000000
USD
2023-05-02
-1599.44000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
47524.39000000
0.003808242524
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2239304.76000000
USD
2100000.00000000
EUR
2023-05-15
47524.39000000
N
N
N
Whitebox CLO IV Ltd
549300SN372GTCE2YI66
Whitebox Clo IV Ltd
96467KAA7
1120000.00000000
PA
USD
1118605.60000000
0.089636530086
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
6.93000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXIIR CLO Ltd
04017EAN2
250000.00000000
PA
USD
230673.75000000
0.018484436813
Long
ABS-CBDO
CORP
KY
N
2
2030-05-15
Floating
7.76000000
N
N
N
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO XXVI Ltd
81125HAA0
430000.00000000
PA
USD
381729.06000000
0.030588858460
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
12.06000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
1320000.00000000
PA
USD
1344307.80000000
0.107722584760
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
11875400.00000000
PA
600028.00000000
0.048081672284
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
2155000.00000000
PA
USD
1914884.51000000
0.153444255054
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
2520000.00000000
PA
USD
2506973.14000000
0.200889726717
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYEX7SF8 IRS CZK R F 4.94000 2 CCPVANILLA / Short: SRYEX7SF8 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
17311147.00000000
OU
Notional Amount
13723.23000000
0.001099675094
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
193.02000000
CZK
0.00000000
CZK
17311147.00000000
CZK
13714.59000000
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
470000.00000000
PA
USD
370719.55000000
0.029706640210
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
009066AB7
225000.00000000
PA
USD
197325.00000000
0.015812122073
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
86446000.00000000
PA
342112.55000000
0.027414293188
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
Y
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEV0
2145000.00000000
PA
USD
2133613.14000000
0.170971500961
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.50000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAE2
635000.00000000
PA
USD
582599.80000000
0.046685109122
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-1 Ltd
00140BAC0
255000.00000000
PA
USD
246077.04000000
0.019718739115
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Floating
6.48000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YCK6
1000000.00000000
PA
USD
991990.70000000
0.079490576683
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.66000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
000000000
1040000.00000000
PA
1127797.23000000
0.090373077283
Long
DBT
CORP
JE
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
210750.09000000
0.016887906499
N/A
DFE
JP
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
8844184.04000000
USD
1198003100.00000000
JPY
2023-05-15
210750.09000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-40003.02000000
-0.00320553723
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1920000.00000000
EUR
2052975.36000000
USD
2023-06-02
-40003.02000000
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
1140000.00000000
PA
USD
920493.00000000
0.073761295749
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
27992.44000000
0.002243100866
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2376244.73000000
USD
16457113.00000000
CNY
2023-05-15
27992.44000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-21944.95000000
-0.00175850109
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
28887751500.00000000
IDR
1903139.30000000
USD
2023-05-02
-21944.95000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
92613.70000000
0.007421356290
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3076936.68000000
USD
420990000.00000000
JPY
2023-04-18
92613.70000000
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
1030000.00000000
PA
USD
1039177.30000000
0.083271751291
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
350000.00000000
PA
USD
331950.38000000
0.026599974310
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BBA1
590000.00000000
PA
USD
431849.67000000
0.034605142275
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
9720000.00000000
PA
377848.81000000
0.030277924789
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-1207.52000000
-0.00009676145
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1732300.00000000
PEN
458050.19000000
USD
2023-05-15
-1207.52000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3395.46000000
-0.00027208629
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
379000.00000000
GBP
465613.97000000
USD
2023-05-15
-3395.46000000
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd
05875JAL3
415000.00000000
PA
USD
405621.00000000
0.032503376498
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.34000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
3280000.00000000
PA
USD
3109440.00000000
0.249166830660
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-242775.60000000
-0.01945418686
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5070909.16000000
USD
50532623.96000000
NOK
2023-04-18
-242775.60000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-32537.81000000
-0.00260733218
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
17060000.00000000
MXN
904837.22000000
USD
2023-05-15
-32537.81000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
5613.31000000
0.000449807895
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1202812.82000000
USD
21880000.00000000
MXN
2023-04-18
5613.31000000
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
750000.00000000
PA
USD
625247.25000000
0.050102550832
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
10.81000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
1590000.00000000
PA
USD
947142.65000000
0.075896795655
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
202000.00000000
PA
159100.36000000
0.012749090658
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
805000.00000000
PA
USD
1004105.89000000
0.080461395704
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.63000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
990000.00000000
PA
USD
816659.92000000
0.065440903826
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.46000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
18832.74000000
0.001509112296
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
750268.59000000
USD
3379960.00000000
MYR
2023-05-15
18832.74000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-9323.69000000
-0.00074712947
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7539200.00000000
ZAR
414070.47000000
USD
2023-05-15
-9323.69000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8127.75000000
0.000651295959
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1726100.00000000
EUR
1887792.42000000
USD
2023-05-15
8127.75000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
37330000.00000000
PA
1953126.44000000
0.156508671958
Long
DBT
NUSS
XX
N
2
2030-01-18
Fixed
7.75000000
N
N
N
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
235000.00000000
PA
USD
233500.98000000
0.018710989484
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBD6
1580000.00000000
PA
USD
1529681.74000000
0.122577039941
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
7.15000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBW4
560000.00000000
PA
USD
403129.21000000
0.032303703432
Long
DBT
CORP
GB
N
2
2042-11-24
Fixed
3.33000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
131.90000000
0.000010569461
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10741.04000000
USD
10000.00000000
EUR
2023-04-18
131.90000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1281.52000000
-0.00010269124
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
159000.00000000
EUR
171464.01000000
USD
2023-04-03
-1281.52000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
1495000.00000000
PA
USD
990039.20000000
0.079334198342
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-22650.29000000
-0.00181502166
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
66700060.00000000
PHP
1204581.02000000
USD
2023-05-15
-22650.29000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
2075000.00000000
PA
USD
2101225.45000000
0.168376198247
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
71354000.00000000
PA
282385.52000000
0.022628224066
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
Y
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
500000.00000000
PA
USD
483750.00000000
0.038764039290
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
1430000.00000000
PA
USD
1505075.00000000
0.120605243277
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
1659681.54000000
PA
USD
1657014.43000000
0.132780511565
Long
LON
CORP
US
N
2
2026-02-06
Floating
8.10000000
N
N
N
N
N
N
CIFC Funding Ltd
549300X1SKS4LNS5LQ62
CIFC Funding 2017-I Ltd
12551AAJ4
250000.00000000
PA
USD
243809.25000000
0.019537015703
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
8.32000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
835000.00000000
PA
USD
852536.49000000
0.068315778801
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: BRYCMJST8 IRS BRL R F 11.98500 2 NDFPREDISWAP / Short: BRYCMJST8 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
2070994.00000000
OU
Notional Amount
-647.15000000
-0.00005185767
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
2070994.00000000
BRL
-647.15000000
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2021 2nd Lien Term Loan
30233PAK6
440000.00000000
PA
USD
341733.48000000
0.027383917407
Long
LON
CORP
US
N
2
2029-11-15
Floating
11.59000000
N
N
N
N
N
N
PPM CLO LTD
549300NI5BL19ELU5U14
PPM CLO 2018-1 Ltd
69355DAL1
1005000.00000000
PA
USD
985657.77000000
0.078983103924
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.64000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
230000.00000000
PA
USD
206089.20000000
0.016514418286
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21937.83000000
-0.00175793055
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11750100.00000000
MXN
620221.69000000
USD
2023-06-12
-21937.83000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-354000.96000000
-0.02836693978
N/A
DFE
KR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11219610.21000000
USD
14104172000.00000000
KRW
2023-05-22
-354000.96000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BU5
200000.00000000
PA
USD
216900.00000000
0.017380713430
Long
DBT
CORP
PA
N
2
2027-12-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp
Carnival Corp
USD
XXXX
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-33294.87000000
-0.00266799720
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3930000.00000000
BRL
741814.84000000
USD
2023-04-04
-33294.87000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7491.71000000
0.000600328559
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
84990000.00000000
JPY
647364.60000000
USD
2023-04-18
7491.71000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
28992.08000000
0.002323204399
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
621525.99000000
USD
230796218.00000000
HUF
2023-05-15
28992.08000000
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
105000.00000000
PA
107403.72000000
0.008606515807
Long
DBT
CORP
LU
N
2
2026-01-05
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2727.56000000
0.000218565877
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
930794.35000000
USD
6390000.00000000
CNY
2023-05-15
2727.56000000
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
1620000.00000000
PA
USD
1230538.15000000
0.098605951824
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
170000.00000000
PA
USD
126331.25000000
0.010123223852
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
11702000.00000000
PA
707952.85000000
0.056729947479
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAA8
1280000.00000000
PA
USD
1231200.38000000
0.098659017891
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.34000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UB3
840000.00000000
PA
USD
846852.47000000
0.067860304745
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
8.00000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAU0
578282.01000000
PA
USD
544501.03000000
0.043632163970
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.84000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1150000.00000000
PA
USD
1010812.74000000
0.080998831563
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-5181.11000000
-0.00041517468
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
221510000.00000000
JPY
1669070.37000000
USD
2023-05-15
-5181.11000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
327438.00000000
PA
USD
88227.14000000
0.007069850793
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
1.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-8 LTD
143120AC7
510000.00000000
PA
USD
496463.58000000
0.039782808726
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.44000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
11600.09000000
0.000929542831
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
268465.00000000
USD
1420000.00000000
BRL
2023-04-04
11600.09000000
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
950000.00000000
PA
USD
506350.00000000
0.040575031100
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
1055.17000000
0.000084553284
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
54405.70000000
USD
832244000.00000000
IDR
2023-05-02
1055.17000000
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC 2022 Term Loan
13781HAE0
1773034.16000000
PA
USD
1338640.79000000
0.107268473756
Long
LON
CORP
US
N
2
2027-11-23
Variable
8.91000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
430000.00000000
PA
USD
389503.20000000
0.031211818808
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
85328308.00000000
PA
4127788.46000000
0.330769517410
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.88000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
000000000
5140000.00000000
PA
291636.44000000
0.023369522312
Long
DBT
NUSS
XX
N
2
2024-09-17
Fixed
8.50000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAC3
300000.00000000
PA
USD
258536.80000000
0.020717169350
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.88000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4503.12000000
-0.00036084572
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
266000.00000000
EUR
284508.28000000
USD
2023-04-05
-4503.12000000
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AC0
1005000.00000000
PA
USD
863510.01000000
0.069195113086
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.13000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
54099506.00000000
PA
2049484.73000000
0.164230091161
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
685000.00000000
PA
USD
599755.15000000
0.048059808164
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp/Sealed Air Corp US
812127AA6
280000.00000000
PA
USD
283416.00000000
0.022710798882
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.13000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
620000.00000000
PA
USD
579500.05000000
0.046436718774
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
-43030.26000000
-0.00344811718
N/A
DFE
EG
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1360107.30000000
USD
42338100.00000000
EGP
2023-04-27
-43030.26000000
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAG0
950000.00000000
PA
USD
920200.40000000
0.073737849014
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
5.70000000
N
N
N
N
N
N
ENDEAVOR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
29261HAA3
1690000.00000000
PA
USD
1421797.00000000
0.113931978855
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
RAND PARENT, LLC
N/A
RAND PARENT, LLC
75223LAB2
953000.00000000
PA
USD
899841.66000000
0.072106454705
Long
LON
CORP
US
N
2
2030-03-17
None
0.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
380000.00000000
PA
USD
330085.29000000
0.026450520208
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BJ8
1350000.00000000
PA
USD
1453389.75000000
0.116463581134
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
13.25000000
N
N
N
N
N
N
BROWN GROUP HOLDING, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC 2022 Incremental Term Loan B2
11565HAD8
995000.00000000
PA
USD
996865.63000000
0.079881216431
Long
LON
CORP
US
N
2
2029-07-02
Variable
8.56000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BT0
390000.00000000
PA
USD
407523.88000000
0.032655858803
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12750.58000000
-0.00102173433
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
487000.00000000
EUR
516350.52000000
USD
2023-04-03
-12750.58000000
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
2105000.00000000
PA
USD
1770640.20000000
0.141885615054
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
3930000.00000000
PA
USD
3878319.67000000
0.310778989291
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.13000000
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AP2
75000.00000000
PA
USD
160500.00000000
0.012861247144
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3M4
492500.00000000
PA
USD
511666.43000000
0.041001049294
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
8.60000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AD4
650000.00000000
PA
USD
609013.60000000
0.048801709806
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.91000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
1170000.00000000
PA
USD
1100028.15000000
0.088147874785
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
2320.73000000
0.000185965620
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3241600.00000000
PLN
752869.72000000
USD
2023-05-15
2320.73000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
19583.36000000
0.001569261264
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
458795.42000000
USD
2425500.00000000
BRL
2023-04-04
19583.36000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1180000000.00000000
PA
1499565.76000000
0.120163774758
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
16352500.00000000
PA
989300.89000000
0.079275035804
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN23
000000000
314.00000000
NC
USD
893505.00000000
0.071598683052
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM3 Comdty
2023-06-30
63932776.56000000
USD
893505.00000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
113571800.00000000
PA
5967865.98000000
0.478219310243
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
618000.00000000
PA
633786.79000000
0.050786844505
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
324000.00000000
PA
USD
299602.80000000
0.024007885707
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
11310.69000000
0.000906352520
N/A
DFE
XX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
869800.18000000
USD
811000.00000000
EUR
2023-04-03
11310.69000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
320000.00000000
PA
USD
262240.00000000
0.021013915583
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS075267 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075267 IRS USD P F 2.51000 2 CCPOIS
000000000
1747000.00000000
OU
Notional Amount
USD
166044.72000000
0.013305558759
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-02-15
31754.86000000
USD
0.00000000
USD
1747000.00000000
USD
134289.86000000
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2021 Term Loan B
000000000
2323926.18000000
PA
USD
2308432.56000000
0.184980197324
Long
LON
CORP
CA
N
2
2026-10-30
Variable
9.11000000
N
N
N
N
N
N
Republic of Kazakhstan
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
510000.00000000
PA
USD
526314.90000000
0.042174866073
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
35319.74000000
0.002830254861
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1768928.76000000
USD
27064610000.00000000
IDR
2023-04-18
35319.74000000
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAN0
478334.19000000
PA
USD
450448.55000000
0.036095514812
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
8.39000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9203.48000000
-0.00073749676
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1727200.82000000
USD
228190000.00000000
JPY
2023-04-18
-9203.48000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
5505.00000000
PA
USD
1554.00000000
0.000124525720
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BWS055426 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: BWS055426 CDS USD P F 5.00000 2 CCPCORPORATE
000000000
1380000.00000000
OU
Notional Amount
USD
-148347.57000000
-0.01188744399
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
GENERAL MOTORS CO
GENERAL MOTORS CO
Y
buy protection
2026-06-20
0.00000000
USD
-264656.48000000
USD
1380000.00000000
USD
116308.91000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
1410000.00000000
PA
USD
1498581.40000000
0.120084895648
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-9728.19000000
-0.00077954302
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1400000.00000000
PLN
314423.03000000
USD
2023-05-15
-9728.19000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-ACNT
05609QAA4
890000.00000000
PA
USD
856831.75000000
0.068659968211
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.54000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
500000.00000000
PA
USD
402595.00000000
0.032260895913
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY23P 3500
000000000
-22.00000000
NC
USD
-9075.00000000
-0.00072720135
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
22.00000000
NC
N/A
-9075.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
22.00000000
USD
50.00000000
3500.00000000
USD
2023-05-19
XXXX
19478.80000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
127617000.00000000
PA
3763138.93000000
0.301549282354
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.13000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT CORP
549300FA4CTCW903Y781
Caesars Entertainment Corp Term Loan B
12768EAG1
320000.00000000
PA
USD
318800.00000000
0.025546203050
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.16000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7300.21000000
0.000584983208
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
143200000.00000000
JPY
1085424.66000000
USD
2023-04-18
7300.21000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-5377.32000000
-0.00043089745
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1300000.00000000
BRL
250464.80000000
USD
2023-04-18
-5377.32000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50810000000.00000000
PA
3814180.93000000
0.305639399343
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
110.68000000
0.000008869051
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
460000.00000000
GBP
569219.18000000
USD
2023-05-03
110.68000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1600000.00000000
PA
USD
1415119.84000000
0.113396922126
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Thermostat Purchaser III, Inc.
254900K7OD47ERJZN242
Thermostat Purchaser III, Inc. Delayed Draw Term Loan
88366MAD6
49431.37000000
PA
USD
47454.12000000
0.003802611622
Long
LON
CORP
US
N
2
2028-08-31
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYW8
610000.00000000
PA
USD
629344.50000000
0.050430873230
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
8.40000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVII Ltd
83611VAS7
2600000.00000000
PA
USD
2513888.00000000
0.201443830913
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
6.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-71983.42000000
-0.00576820283
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1788125000.00000000
CLP
2189719.57000000
USD
2023-04-03
-71983.42000000
N
N
N
PAYSAFE FIN PLC/PAYSAFE
N/A
Paysafe Finance PLC / Paysafe Holdings US Corp
70452AAA1
525000.00000000
PA
USD
408825.38000000
0.032760151097
Long
DBT
CORP
XX
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN23P 3500
000000000
-20.00000000
NC
USD
-18500.00000000
-0.00148244904
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
20.00000000
NC
N/A
-18500.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
20.00000000
USD
50.00000000
3500.00000000
USD
2023-06-16
XXXX
13458.00000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1042.17000000
-0.00008351156
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1479800.00000000
EUR
1610410.11000000
USD
2023-05-15
-1042.17000000
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1060000.00000000
PA
USD
937267.57000000
0.075105481983
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2021 Term Loan
02376CBJ3
1710562.50000000
PA
USD
1738834.68000000
0.139336963008
Long
LON
CORP
KY
N
2
2028-04-20
Floating
9.56000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC23
000000000
-329.00000000
NC
USD
307874.75000000
0.024670736755
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRZ3 Comdty
2024-03-19
-79021124.75000000
USD
307874.75000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-8988.86000000
-0.00072029875
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2722600.00000000
BRL
527986.63000000
USD
2023-04-04
-8988.86000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
14872.35000000
0.001191756816
N/A
DFE
CA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
918962.56000000
USD
1263000.00000000
CAD
2023-05-15
14872.35000000
N
N
N
Golub Capital Partners CLO, LTD
254900DPK2EA9C8DGV68
Golub Capital Partners CLO 53B Ltd
38178CAA7
380000.00000000
PA
USD
343886.70000000
0.027556460052
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
11.51000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
7312.52000000
0.000585969638
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
774534.87000000
USD
631800.00000000
GBP
2023-05-15
7312.52000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DJ2
895000.00000000
PA
USD
822808.13000000
0.065933574532
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
780000.00000000
PA
USD
646885.20000000
0.051836451285
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
1860.66000000
0.000149099115
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
201846.23000000
USD
3629500.00000000
ZAR
2023-05-22
1860.66000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-738.43000000
-0.00005917215
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
33105100.00000000
PHP
608370.70000000
USD
2023-05-15
-738.43000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
8120000.00000000
PA
1207452.31000000
0.096756028499
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2710.34000000
-0.00021718599
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3416700.00000000
EUR
3717960.69000000
USD
2023-05-15
-2710.34000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
21831882.70000000
PA
1244305.78000000
0.099709184797
Long
DBT
NUSS
MX
N
2
2035-11-22
Fixed
4.50000000
N
N
N
N
N
N
ALLEN MEDIA, LLC
549300ERNJNM4RN5JP79
Allen Media, LLC 2021 Term Loan B
01771JAG8
777923.13000000
PA
USD
665124.28000000
0.053297992192
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.55000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
330000.00000000
PA
USD
288008.75000000
0.023078826875
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: BRYCV72U9 IRS BRL R F 12.63550 2 NDFPREDISWAP / Short: BRYCV72U9 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
5297719.00000000
OU
Notional Amount
14620.81000000
0.001171600316
N/A
DIR
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
5297719.00000000
BRL
14620.81000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
94918.15000000
0.007606017356
N/A
DFE
MX
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
2128996.34000000
USD
40155000.00000000
MXN
2023-04-03
94918.15000000
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
1690000.00000000
PA
USD
1536488.85000000
0.123122509873
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBR8
145000.00000000
PA
USD
129965.73000000
0.010414463388
Long
DBT
CORP
US
N
2
2046-05-13
Fixed
4.60000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
40762000.00000000
PA
7995328.36000000
0.640684698065
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYEU5511 IRS CZK R F 4.96000 2 CCPVANILLA / Short: SRYEU5511 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
20097274.00000000
OU
Notional Amount
16747.91000000
0.001342049904
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
224.09000000
CZK
0.00000000
CZK
20097274.00000000
CZK
16737.74000000
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
660000.00000000
PA
USD
638917.80000000
0.051198004553
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
SWIRE PACIFIC MTN FIN
549300B8O4ENACYK5559
Swire Pacific MTN Financing Ltd
000000000
360000.00000000
PA
USD
359004.93000000
0.028767919818
Long
DBT
CORP
KY
N
2
2023-10-09
Fixed
4.50000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
842437.78000000
PA
USD
817866.40000000
0.065537581941
Long
LON
CORP
US
N
2
2027-04-09
Variable
8.56000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-21488.98000000
-0.00172196313
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2203000.00000000
EUR
2375175.47000000
USD
2023-04-28
-21488.98000000
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2019 Term Loan B
24022KAB5
711858.19000000
PA
USD
699578.64000000
0.056058902093
Long
LON
CORP
US
N
2
2026-10-16
Variable
8.70000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
690000.00000000
PA
USD
487302.15000000
0.039048681527
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRYCUJQM6 IRS CNY R V 00MCNRR 1 CCPNDF / Short: BRYCUJQM6 IRS CNY P F 2.93800 2 CCPNDF
000000000
13189149.00000000
OU
Notional Amount
-12136.20000000
-0.00097250260
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
147.13000000
CNY
0.00000000
CNY
13189149.00000000
CNY
-12157.90000000
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAQ6
750000.00000000
PA
USD
698628.75000000
0.055982785146
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
7.69000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
18078000000.00000000
PA
1334281.67000000
0.106919167091
Long
DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
52119.89000000
0.004176490881
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
296111200.00000000
JPY
2290233.81000000
USD
2023-05-15
52119.89000000
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
724525.00000000
PA
USD
709704.84000000
0.056870338609
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.08000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
63643.03000000
0.005099867525
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2091246.04000000
USD
32324390000.00000000
IDR
2023-04-18
63643.03000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6939.11000000
-0.00055604740
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1423942.07000000
EUR
1541304.80000000
USD
2023-04-18
-6939.11000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-14297.04000000
-0.00114565585
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
811000.00000000
EUR
866813.83000000
USD
2023-04-03
-14297.04000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
45000.00000000
PA
USD
44364.15000000
0.003555004968
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.63000000
N
N
N
N
N
N
FORTRESS CREDIT BSL LIMITED
N/A
Fortress Credit BSL XII Ltd
34963GAE8
250000.00000000
PA
USD
220439.25000000
0.017664321960
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.92000000
N
N
N
N
N
N
Yamana Gold Inc
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
180000.00000000
PA
USD
172190.87000000
0.013798064393
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
55348.93000000
0.004435241544
N/A
DFE
RO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2734266.94000000
USD
12730200.00000000
RON
2023-06-06
55348.93000000
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA EUR Term Loan B
000000000
534061.11000000
PA
576362.24000000
0.046185278588
Long
LON
CORP
NO
N
2
2028-06-26
Floating
6.02000000
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
255000.00000000
PA
USD
245508.39000000
0.019673171837
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.49000000
N
N
N
N
N
N
Symphony CLO Ltd
54930094HTRXFLXUBV36
Symphony CLO 37 Ltd
87169VAA3
930000.00000000
PA
USD
933353.58000000
0.074791844645
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
6.55000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-14033.22000000
-0.00112451533
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
6832662936.00000000
IDR
442816.78000000
USD
2023-05-15
-14033.22000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
8437000.00000000
PA
1908958.37000000
0.152969379346
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
1165000.00000000
PA
USD
1105293.75000000
0.088569819850
Long
DBT
CORP
FR
N
2
2027-11-22
Fixed
9.38000000
N
N
N
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAC1
700000.00000000
PA
USD
594650.00000000
0.047650720339
Long
DBT
CORP
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVIII Ltd
83012HAG9
515000.00000000
PA
USD
491210.61000000
0.039361875733
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.71000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
88730.58000000
0.007110192639
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3239173.54000000
USD
180995300.00000000
PHP
2023-04-17
88730.58000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-42405.10000000
-0.00339802162
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3330000.00000000
EUR
3583852.56000000
USD
2023-05-15
-42405.10000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-LUAU
36256AAS1
510000.00000000
PA
USD
478181.56000000
0.038317826935
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
9.13000000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
Tutor Perini Corporation Term Loan B
90110FAM6
943224.72000000
PA
USD
874840.93000000
0.070103086684
Long
LON
CORP
US
N
2
2027-08-18
Floating
9.61000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AN4
700000.00000000
PA
USD
669522.00000000
0.053650391966
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-19566.40000000
-0.00156790221
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
9500000.00000000
ZAR
513944.39000000
USD
2023-05-15
-19566.40000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-60227.83000000
-0.00482619941
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
2074800.00000000
CHF
2220955.77000000
USD
2023-05-15
-60227.83000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SWS031609 IRS MXN R F 7.20000 2 CCPVANILLA / Short: SWS031609 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
116734200.00000000
OU
Notional Amount
-294023.49000000
-0.02356080231
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-07-17
0.00000000
MXN
0.00000000
MXN
116734200.00000000
MXN
-294023.49000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-6501.21000000
-0.00052095743
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1141000.00000000
BRL
216605.13000000
USD
2023-05-23
-6501.21000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-4 Ltd
05685AAL2
500000.00000000
PA
USD
441844.00000000
0.035406011734
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.91000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
1449.32000000
0.000116137462
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5594200.00000000
EGP
175476.79000000
USD
2023-04-27
1449.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYE8GXU7 IRS CZK R F 4.80000 2 CCPVANILLA / Short: SRYE8GXU7 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
26288963.00000000
OU
Notional Amount
13368.52000000
0.001071251337
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
293.12000000
CZK
0.00000000
CZK
26288963.00000000
CZK
13355.38000000
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
846031AT9
940000.00000000
PA
USD
874600.44000000
0.070083815648
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.76000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1200000.00000000
PA
USD
860850.00000000
0.068981960151
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
4.79000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRY7JXK03 IRS THB R F 2.84000 2 CCPNDFOIS / Short: SRY7JXK03 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
11427040.00000000
OU
Notional Amount
10580.58000000
0.000847847067
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-15
206.89000000
THB
0.00000000
THB
11427040.00000000
THB
10574.89000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DS5
320000.00000000
PA
USD
358707.22000000
0.028744063607
Long
DBT
CORP
GB
N
2
2033-11-03
Fixed
8.11000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
1655000.00000000
PA
USD
1317761.99000000
0.105595405800
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.88000000
N
N
N
N
N
N
TSTAT 2022-2, Ltd.
N/A
TSTAT 2022-2 Ltd
87300FAG5
650000.00000000
PA
USD
661472.50000000
0.053005366366
Long
ABS-CBDO
CORP
BM
N
2
2031-01-20
Floating
9.31000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
400000.00000000
PA
USD
331306.33000000
0.026548365050
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4270000.00000000
PA
185067.78000000
0.014829921850
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
988.45000000
0.000079206851
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
644444.69000000
USD
11810000.00000000
MXN
2023-06-12
988.45000000
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1125000.00000000
PA
USD
1138490.20000000
0.091229930428
Long
DBT
CORP
VG
N
2
2029-05-15
Fixed
6.13000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
540000.00000000
PA
USD
559962.20000000
0.044871104335
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.88000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
815000.00000000
PA
USD
569714.34000000
0.045652566532
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc. 2021 Term Loan B
75009XAB6
946900.49000000
PA
USD
511326.26000000
0.040973790662
Long
LON
CORP
US
N
2
2028-02-15
Floating
7.60000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAD4
380000.00000000
PA
USD
373350.00000000
0.029917424432
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 2021 Term Loan B
75025KAH1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2026-09-25
None
0.00000000
N
N
N
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470NAA1
390000.00000000
PA
USD
363827.10000000
0.029154331781
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
10.81000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS074849 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS074849 IRS USD P F 2.62000 2 CCPOIS
000000000
594000.00000000
OU
Notional Amount
USD
45233.63000000
0.003624678471
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-02-15
0.00000000
USD
-116.31000000
USD
594000.00000000
USD
45349.94000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-27239.69000000
-0.00218278121
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1199000.00000000
EUR
1276647.24000000
USD
2023-04-21
-27239.69000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYF11DH5 IRS CZK R F 4.77000 2 CCPVANILLA / Short: SRYF11DH5 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
46857498.00000000
OU
Notional Amount
20974.27000000
0.001680718194
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
522.46000000
CZK
0.00000000
CZK
46857498.00000000
CZK
20950.62000000
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
113573.00000000
PA
117561.14000000
0.009420454056
Long
LON
CORP
LU
N
2
2027-01-29
Floating
5.07000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2733000.00000000
PA
670428.18000000
0.053723006327
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-7124.22000000
-0.00057088071
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6815100.00000000
ZAR
375605.19000000
USD
2023-05-15
-7124.22000000
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAQ6
761475.59000000
PA
USD
711901.32000000
0.057046347782
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.96000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
2020000.00000000
PA
USD
1803456.00000000
0.144515223241
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-138476.80000000
-0.01109647569
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
22299500.00000000
PLN
5024673.28000000
USD
2023-05-15
-138476.80000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
820000.00000000
PA
USD
834350.00000000
0.066858452056
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2012-II-R Ltd
12551PAE2
275000.00000000
PA
USD
268824.88000000
0.021541577696
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
6.36000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AL8
537498.07000000
PA
USD
481011.54000000
0.038544599970
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
6.99000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
16480000.00000000
PA
2756710.89000000
0.220901807241
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-37732.47000000
-0.00302359266
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
32761531000.00000000
IDR
2147170.73000000
USD
2023-04-03
-37732.47000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
350000.00000000
PA
USD
330514.86000000
0.026484942675
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
AMG Advanced Metallurgical Group N.V.
5493006MN6OH67U2YI74
AMG Advanced Metallurgical Group N.V. 2018 Term Loan B
000000000
1285307.31000000
PA
USD
1275667.51000000
0.102222274893
Long
LON
CORP
NL
N
2
2028-11-30
Floating
8.34000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
650000.00000000
PA
USD
611864.30000000
0.049030143185
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2021 Term Loan
03765VAK6
161623.75000000
PA
USD
161310.68000000
0.012926208863
Long
LON
CORP
US
N
2
2026-09-23
Floating
7.61000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
710000.00000000
PA
USD
604628.90000000
0.048450353355
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
1155000.00000000
PA
USD
1128029.94000000
0.090391724889
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
200000.00000000
PA
USD
101518.00000000
0.008134879050
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Western Dental Services Inc.
549300S5KZ5QHE321375
Western Dental Services Inc. 2021 Term Loan B
74049LAP6
1066500.00000000
PA
USD
985845.94000000
0.078998182434
Long
LON
CORP
US
N
2
2028-08-18
Floating
9.34000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
330000.00000000
PA
USD
309050.18000000
0.024764926760
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Athenahealth Group, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth Group, Inc. 2022 Term Loan B
04686RAB9
106176.26000000
PA
USD
99009.36000000
0.007933855754
Long
LON
CORP
US
N
2
2029-02-15
Variable
8.26000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2658000000.00000000
PA
196244.76000000
0.015725559870
Long
DBT
NUSS
ID
N
2
2032-06-15
Fixed
8.25000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 2nd Lien Term Loan
75774EAK1
740000.00000000
PA
USD
388500.00000000
0.031131430004
Long
LON
CORP
US
N
2
2029-04-27
Floating
12.56000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
460000.00000000
PA
USD
423932.32000000
0.033970706168
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-22218.10000000
-0.00178038925
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
262760000.00000000
HUF
718392.52000000
USD
2023-05-15
-22218.10000000
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
965000.00000000
PA
USD
641855.28000000
0.051433391819
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
Stonepeak
N/A
Stonepeak 2021-1 ABS
78433XAB6
704091.98000000
PA
USD
633077.47000000
0.050730005004
Long
ABS-O
CORP
US
N
2
2033-02-28
Fixed
2.68000000
N
N
N
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544AA1
240000.00000000
PA
USD
312132.65000000
0.025011932420
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
2.63000000
N
N
N
N
Y
Lantheus Holdings, Inc.
Lantheus Holdings, Inc.
USD
XXXX
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-8002.46000000
-0.00064125617
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5260000.00000000
RON
1145541.73000000
USD
2023-05-15
-8002.46000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
747000.00000000
PA
USD
600644.03000000
0.048131036234
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
12486.78000000
0.001000595411
N/A
DFE
IN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1295943.72000000
USD
107780000.00000000
INR
2023-05-15
12486.78000000
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies, Inc. 2021 Term Loan B
59408UAB3
800598.55000000
PA
USD
737980.54000000
0.059136137774
Long
LON
CORP
US
N
2
2028-04-15
Floating
9.41000000
N
N
N
N
N
N
Thermostat Purchaser III, Inc.
254900K7OD47ERJZN242
Thermostat Purchaser III, Inc. Term Loan
88366MAC8
306715.67000000
PA
USD
294447.04000000
0.023594742382
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.45000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USEUP0215 USD P EUR C
000000000
4510000.00000000
OU
Notional Amount
USD
46507.12000000
0.003726726257
N/A
DFE
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
FX Contract
N/A
1.00000000
NC
USD
46507.12000000
0.00000000
DFE
US
4943862.00000000
EUR
4510000.00000000
USD
2023-05-31
1.00000000
1.09620000
USD
2023-05-31
XXXX
-14367.73000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
300000.00000000
PA
USD
237775.58000000
0.019053523360
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23261000000.00000000
PA
1542769.99000000
0.123625832576
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
580000.00000000
PA
USD
578500.70000000
0.046356638479
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
4421.83000000
0.000354331766
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
121476.81000000
USD
44791300.00000000
HUF
2023-05-24
4421.83000000
N
N
N
Geo Group, Inc. (The)
54930024XOXET7NQVZ63
Geo Group, Inc. (The) 2022 Tranche 1 Term Loan
37252KAR3
186846.23000000
PA
USD
189565.59000000
0.015190342075
Long
LON
CORP
US
N
2
2027-03-23
None
0.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
21394000.00000000
PA
1177224.09000000
0.094333769258
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
3101.96000000
0.000248567440
N/A
DFE
TH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
569171.00000000
USD
19485000.00000000
THB
2023-05-15
3101.96000000
N
N
N
Trinitas CLO Ltd
5493004FCKEPFTK2QI86
Trinitas CLO XVI Ltd
89642DAA6
2710000.00000000
PA
USD
2649385.43000000
0.212301562593
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.99000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
2980000.00000000
PA
USD
2489462.20000000
0.199486533402
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
26604.12000000
0.002131851479
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1715728.47000000
USD
1584700.00000000
CHF
2023-05-15
26604.12000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
545000.00000000
PA
USD
554712.09000000
0.044450400520
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
Octagon Investment Partners 35 LTD
549300EBYXJ9QVMC7X31
OCTAGON INVESTMENT PARTNERS 35 LTD
67591TAJ9
325000.00000000
PA
USD
295736.03000000
0.023698032220
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.41000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-8108.74000000
-0.00064977264
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4175600.00000000
CNY
601909.11000000
USD
2023-05-15
-8108.74000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-19252.73000000
-0.00154276709
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1324500.00000000
CHF
1436997.35000000
USD
2023-05-15
-19252.73000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
334000.00000000
PA
USD
407395.64000000
0.032645582627
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
1320000.00000000
PA
USD
1350587.04000000
0.108225755212
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1120.53000000
-0.00008979073
N/A
DFE
KR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
229553.62000000
USD
296519000.00000000
KRW
2023-05-22
-1120.53000000
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
239604.65000000
PA
USD
220090.84000000
0.017636403037
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.36000000
N
N
N
N
N
N
Z Capital Credit Partners CLO 2021-1, Ltd.
N/A
Z Capital Credit Partners CLO 2021-1 Ltd
98878FAS8
420000.00000000
PA
USD
380253.72000000
0.030470635953
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
8.99000000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC USD Term Loan
000000000
1545000.00000000
PA
USD
1535730.00000000
0.123061701415
Long
LON
CORP
US
N
2
2029-11-22
None
0.00000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2022 Incremental Term Loan
00488PAQ8
807975.00000000
PA
USD
803935.13000000
0.064421236106
Long
LON
CORP
US
N
2
2027-02-15
Variable
10.45000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
1995000.00000000
PA
USD
1877135.40000000
0.150419328991
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-538.15000000
-0.00004312324
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
76919700.00000000
INR
933253.66000000
USD
2023-05-15
-538.15000000
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWP0
1045000.00000000
PA
USD
1061518.17000000
0.085061978397
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
15575400000.00000000
PA
2119609.66000000
0.169849368767
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
1500000.00000000
PA
USD
1359561.53000000
0.108944902464
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC Term Loan B
11565HAB2
500000.00000000
PA
USD
496125.00000000
0.039755677505
Long
LON
CORP
US
N
2
2028-06-07
Variable
7.41000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-54475.46000000
-0.00436524831
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
37069000.00000000
ZAR
2034801.70000000
USD
2023-04-03
-54475.46000000
N
N
N
Ocean Trails CLO
254900TWRKR5CRS1OX19
Ocean Trails CLO XIV Ltd
67515JAA3
930000.00000000
PA
USD
927417.39000000
0.074316163606
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
6.78000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation EUR Term Loan B
000000000
860658.19000000
PA
923373.73000000
0.073992135503
Long
LON
CORP
PA
N
2
2025-06-30
Floating
6.66000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
266700000.00000000
PA
579931.33000000
0.046471278267
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
36848300.00000000
PA
2009901.71000000
0.161058209523
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
975000.00000000
PA
USD
905059.59000000
0.072524579859
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-18178.03000000
-0.00145664882
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1630000.00000000
EUR
1754111.46000000
USD
2023-04-18
-18178.03000000
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
1150000.00000000
PA
USD
840744.30000000
0.067370842539
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.13000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BL6
770000.00000000
PA
USD
654839.37000000
0.052473837866
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDX4
910000.00000000
PA
USD
868110.24000000
0.069563740469
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.96000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
630000.00000000
PA
USD
660016.35000000
0.052888681599
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
360000.00000000
PA
USD
347833.80000000
0.027872750573
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-16879.26000000
-0.00135257529
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13860000.00000000
ZAR
761484.91000000
USD
2023-05-15
-16879.26000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
450000.00000000
PA
USD
386282.25000000
0.030953716416
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-3740.97000000
-0.00029977283
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
622744200.00000000
CLP
780283.42000000
USD
2023-05-15
-3740.97000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
1075000.00000000
PA
USD
980052.84000000
0.078533967538
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
City Brewing Company, LLC
N/A
City Brewing Company, LLC Closing Date Term Loan
17776EAB1
998575.07000000
PA
USD
422729.78000000
0.033874343775
Long
LON
CORP
US
N
2
2028-04-05
Floating
8.33000000
N
N
N
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series RFC 2007-HE1
04544RAC9
180859.87000000
PA
USD
174265.83000000
0.013964335878
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.17000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAJ3
660000.00000000
PA
USD
646586.16000000
0.051812488498
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
6.44000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
780000.00000000
PA
USD
737192.98000000
0.059073028716
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
7.66000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-23026.50000000
-0.00184516827
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
508118700.00000000
CLP
616686.33000000
USD
2023-05-15
-23026.50000000
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAD1
629009.27000000
PA
USD
550690.57000000
0.044128146547
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
3.71000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
38063.00000000
0.003050078816
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
965635.04000000
USD
5089000.00000000
BRL
2023-04-04
38063.00000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1570000.00000000
PA
307661.39000000
0.024653639710
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts, Inc. 2021 Term Loan B
00488YAB2
745662.23000000
PA
USD
596063.75000000
0.047764007493
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.41000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5
46654PAQ9
810000.00000000
PA
USD
761337.40000000
0.061007778577
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.95000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AY8
3571000.00000000
PA
994694.52000000
0.079707240218
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
AMERICAN NEWS COMPANY
N/A
American News Co LLC
02862PAA5
453220.00000000
PA
USD
514971.23000000
0.041265870787
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.50000000
N
N
Y
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
686565.00000000
PA
USD
661828.61000000
0.053033902308
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
KNIGHT HEALTH HOLDINGS LLC
N/A
Knight Health Holdings LLC Term Loan B
49902TAB8
752400.00000000
PA
USD
397831.50000000
0.031879185316
Long
LON
CORP
US
N
2
2028-12-23
Floating
10.09000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-204263.99000000
-0.01636815986
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
76514472712.00000000
IDR
4896534.53000000
USD
2023-04-18
-204263.99000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-2219.09000000
-0.00017782096
N/A
DFE
TW
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
948587.55000000
USD
28776352.00000000
TWD
2023-05-15
-2219.09000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3743000.00000000
PA
756584.63000000
0.060626927801
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
7669000.00000000
PA
1926182.65000000
0.154349601913
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
601000.00000000
PA
USD
356219.31000000
0.028544701455
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
19649000000.00000000
PA
1366368.48000000
0.109490359574
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
420000.00000000
PA
USD
345789.34000000
0.027708923125
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
29018.19000000
0.002325296655
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
815121.65000000
USD
4280000.00000000
BRL
2023-04-04
29018.19000000
N
N
N
McGraw-Hill Global Education Holdings, LLC
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC 2021 Term Loan
58063DAC7
943650.78000000
PA
USD
884166.81000000
0.070850391653
Long
LON
CORP
US
N
2
2028-07-28
Floating
9.99000000
N
N
N
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAG2
600000.00000000
PA
USD
606750.00000000
0.048620322149
Long
DBT
NUSS
TR
N
2
2026-01-31
Fixed
9.38000000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AD3
320000.00000000
PA
USD
80451.20000000
0.006446746207
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-8123.15000000
-0.00065092735
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
366647000.00000000
CLP
453479.20000000
USD
2023-05-15
-8123.15000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18588.85000000
0.001489568809
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3466300.00000000
EUR
3793272.61000000
USD
2023-05-15
18588.85000000
N
N
N
NCL Corporation Limited
UNZWILHE4KMRP9K2L524
NCL Corporation Limited 2022 Term Loan A3
000000000
1526153.85000000
PA
USD
1491815.39000000
0.119542719157
Long
LON
CORP
BM
N
2
2025-01-02
Variable
7.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8307.10000000
-0.00066566770
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
860000.00000000
EUR
927295.00000000
USD
2023-04-28
-8307.10000000
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAB5
190000.00000000
PA
USD
169527.71000000
0.013584659041
Long
DBT
CORP
XX
N
2
2030-02-01
Fixed
6.38000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
290000.00000000
PA
USD
282976.20000000
0.022675556661
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.63000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
1901251.06000000
PA
USD
1834469.62000000
0.147000418454
Long
LON
CORP
US
N
2
2027-08-02
Floating
9.84000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
2735000.00000000
PA
USD
2416331.42000000
0.193626389879
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
257.68000000
0.000020648511
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
113934.61000000
USD
782000.00000000
CNY
2023-05-15
257.68000000
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2011-C2
12527DAF7
227716.93000000
PA
USD
209910.47000000
0.016820625750
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
5.08000000
N
N
N
N
N
N
Summer (BC) Holdco B S.a r.l
984500NRF59D5DB9B654
Summer (BC) Holdco B S.a r.l 2021 USD Term Loan B2
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2026-12-04
Floating
9.66000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2005-1
542514KC7
177045.08000000
PA
USD
170172.07000000
0.013636293142
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
6.12000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1240000.00000000
PA
195531.51000000
0.015668405449
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser Inc
14445LAA5
250000.00000000
PA
USD
185367.95000000
0.014853975187
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.88000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
2105398.00000000
PA
USD
2030831.12000000
0.162735332978
Long
LON
CORP
US
N
2
2026-04-06
Floating
8.09000000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance, Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc 2021 Incremental Term Loan B1
03768DAC1
146301.78000000
PA
USD
126551.04000000
0.010140836148
Long
LON
CORP
US
N
2
2028-03-11
Floating
8.34000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DG2
1220000.00000000
PA
USD
1244351.20000000
0.099712824409
Long
DBT
NUSS
TR
N
2
2033-01-19
Fixed
9.38000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: 0WP297799 CDS EUR R F 1.00000 2 CORPORATE / Short: 0WP297799 CDS EUR P V 03MEVENT 1 CORPORATE
000000000
730000.00000000
OU
Notional Amount
5370.95000000
0.000430387011
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
VOLKSWAGEN INTL FIN NV
VOLKSWAGEN INTL FIN NV
Y
sell protection
2024-12-20
8413.39000000
EUR
0.00000000
EUR
730000.00000000
EUR
-3883.33000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1075000.00000000
PA
USD
1060659.50000000
0.084993171125
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.38000000
N
N
N
N
N
N
OPG Trust 2021-PORT
N/A
OPG Trust 2021-PORT
67118AAL9
685374.13000000
PA
USD
637221.32000000
0.051062061571
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.82000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-3
35563PCE7
413380.13000000
PA
USD
406654.56000000
0.032586198122
Long
ABS-MBS
USGSE
US
N
2
2056-07-25
Variable
4.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
17109000.00000000
PA
3299441.09000000
0.264392070387
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1046.46000000
-0.00008385533
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
76850000.00000000
INR
931899.21000000
USD
2023-05-15
-1046.46000000
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AS6
620000.00000000
PA
USD
594554.08000000
0.047643034041
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
3.70000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BP6
160000.00000000
PA
USD
244720.00000000
0.019609996269
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.00000000
N
N
N
N
N
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
1090000.00000000
PA
USD
839261.85000000
0.067252050291
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
260000.00000000
PA
USD
135200.02000000
0.010833899508
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
520000.00000000
PA
USD
271065.60000000
0.021721131925
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-8783.01000000
-0.00070380350
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2420000.00000000
PLN
551535.53000000
USD
2023-05-15
-8783.01000000
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust
92922FJ25
470588.29000000
PA
USD
449176.38000000
0.035993572801
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
5.31000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
815000.00000000
PA
USD
785847.27000000
0.062971812818
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAN0
590000.00000000
PA
USD
560761.13000000
0.044935124498
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.83000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
150000.00000000
PA
USD
148473.00000000
0.011897494998
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAD5
545000.00000000
PA
USD
562818.48000000
0.045099984852
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
5.75000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco, LLC
254900YDIRBC66RGAG10
Fanatics Commerce Intermediate Holdco, LLC Term Loan B
30709UAB0
819625.00000000
PA
USD
817831.66000000
0.065534798142
Long
LON
CORP
US
N
2
2028-11-24
Floating
8.09000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
6300000.00000000
PA
944525.79000000
0.075687100433
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBB4
790000.00000000
PA
USD
789032.58000000
0.063227059292
Long
DBT
CORP
LU
N
2
2028-03-30
Fixed
4.25000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
1657834.10000000
PA
USD
1651272.39000000
0.132320388228
Long
LON
CORP
US
N
2
2028-04-21
Floating
8.57000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
57400391.00000000
PA
2037523.82000000
0.163271634964
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-24446.76000000
-0.00195897708
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
13570000.00000000
ZAR
737631.29000000
USD
2023-05-15
-24446.76000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAG0
320000.00000000
PA
USD
315200.00000000
0.025257726479
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
995000.00000000
PA
191726.09000000
0.015363468084
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
290000.00000000
PA
USD
230353.01000000
0.018458735153
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MZGBBYK103F794
Neuberger Berman Loan Advisers CLO 36 Ltd
64133KAU5
2805000.00000000
PA
USD
2763875.90000000
0.221475956552
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.06000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
57291.58000000
0.004590910714
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1550000.00000000
AUD
1095927.66000000
USD
2023-04-18
57291.58000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
6227000.00000000
PA
1062574.06000000
0.085146589377
Long
DBT
NUSS
BR
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
410000.00000000
PA
USD
393805.00000000
0.031556532285
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.13000000
N
N
N
N
Y
Block Inc
Block Inc
USD
XXXX
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
650000.00000000
PA
USD
457905.50000000
0.036693057970
Long
DBT
US
N
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
58175LAA8
2550000.00000000
PA
USD
2126062.50000000
0.170366450200
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
TCI-Symphony CLO
5493005WLG3H3B8NI222
TCI-Symphony CLO 2016-1 Ltd
87230XAD8
800000.00000000
PA
USD
667546.40000000
0.053492082435
Long
ABS-CBDO
CORP
KY
N
2
2032-10-13
Floating
11.57000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
640000.00000000
PA
USD
632331.88000000
0.050670259103
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
2018752.52000000
PA
USD
2005715.42000000
0.160722752138
Long
LON
CORP
US
N
2
2028-02-11
Variable
8.66000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2194.00000000
PA
456.73000000
0.000036598862
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd
691204AA9
250000.00000000
PA
USD
246716.25000000
0.019769960534
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.61000000
N
N
N
N
N
N
ROCC HOLDINGS LLC
6XOCUKRR0UU0LF5P1W14
ROCC Holdings LLC
70789PAA2
610000.00000000
PA
USD
643476.01000000
0.051563264773
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.25000000
N
N
N
N
N
N
Particle Investments S.a.r.l.
549300TH5VH623DTW562
Particle Investments S.a.r.l. Term Loan
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2027-02-18
Floating
10.41000000
N
N
N
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
30662.37000000
PA
USD
30305.92000000
0.002428485526
Long
LON
CORP
US
N
2
2024-07-01
Floating
8.34000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4602.25000000
0.000368789250
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1063000.00000000
EUR
1161377.25000000
USD
2023-05-03
4602.25000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
2300000.00000000
PA
USD
2232060.44000000
0.178860317509
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
848320000.00000000
PA
1970769.93000000
0.157922486820
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
380000.00000000
PA
USD
363781.30000000
0.029150661718
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
8.06000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
83582000.00000000
PA
4201365.70000000
0.336665436836
Long
DBT
NUSS
MX
N
2
2025-03-06
Fixed
5.00000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corporation
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corporation Term Loan B
69291LAB2
1076253.60000000
PA
USD
910779.61000000
0.072982938681
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.09000000
N
N
N
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AC2
500000.00000000
PA
USD
494509.15000000
0.039626195597
Long
ABS-MBS
CORP
BM
N
2
2030-01-25
Floating
6.60000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
300000.00000000
PA
USD
279716.25000000
0.022414329106
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
50000.00000000
PA
USD
49554.20000000
0.003970896032
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
148647.57000000
PA
USD
149192.87000000
0.011955179895
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
6.90000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
259.44000000
0.000020789544
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7366933.48000000
PHP
135805.52000000
USD
2023-05-15
259.44000000
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
195108.20000000
0.015634484611
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.63000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
26674.91000000
0.002137524050
N/A
DFE
ID
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
1812351.54000000
USD
27504537000.00000000
IDR
2023-05-15
26674.91000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
665000.00000000
PA
USD
600747.90000000
0.048139359585
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-4875.63000000
-0.00039069584
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
855700.00000000
BRL
162444.35000000
USD
2023-05-23
-4875.63000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
1935000.00000000
PA
USD
2080125.00000000
0.166685368950
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJQ3
280000.00000000
PA
USD
249399.53000000
0.019984978149
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Variable
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN23
000000000
-122.00000000
NC
USD
-29321.06000000
-0.00234956635
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVM3 Comdty
2023-06-30
-13330632.12000000
USD
-29321.06000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
1859.33000000
0.000148992539
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
83986.55000000
USD
1861000.00000000
CZK
2023-06-06
1859.33000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
200000.00000000
PA
USD
213438.00000000
0.017103295127
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
VT TOPCO, INC.
5493007T812R37X02Y38
VT Topco, Inc. 2021 Delayed Draw Term Loan
39355YAK0
10129.88000000
PA
USD
10019.08000000
0.000802852735
Long
LON
CORP
US
N
2
2025-08-01
Floating
8.59000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
340000.00000000
PA
USD
220394.80000000
0.017660760075
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
22149000000.00000000
PA
1549669.27000000
0.124178688309
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
21114.98000000
0.001691993621
N/A
DFE
TH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
667803.56000000
USD
23456600.00000000
THB
2023-05-15
21114.98000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-13710.53000000
-0.00109865741
N/A
DFE
AU
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
4315047.48000000
USD
6417000.00000000
AUD
2023-04-27
-13710.53000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5033000.00000000
PA
1180962.65000000
0.094633348972
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.50000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
690000.00000000
PA
USD
618557.40000000
0.049566477224
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8823.10000000
-0.00070701601
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
860000.00000000
EUR
926779.00000000
USD
2023-04-28
-8823.10000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-68183.95000000
-0.00546374225
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11216000.00000000
BRL
2143935.77000000
USD
2023-04-03
-68183.95000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
76739000000.00000000
PA
5340946.37000000
0.427982749222
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
13898.00000000
0.001113679830
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1448500.67000000
USD
79606700.00000000
PHP
2023-05-23
13898.00000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: BRYCFR9D4 IRS BRL R F 12.78000 2 NDFPREDISWAP / Short: BRYCFR9D4 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
7055245.00000000
OU
Notional Amount
23917.18000000
0.001916540579
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
7055245.00000000
BRL
23917.18000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAG0
1230000.00000000
PA
USD
1230433.80000000
0.098597590010
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
900000.00000000
PA
USD
864270.81000000
0.069256077801
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1205000.00000000
PA
278882.26000000
0.022347499502
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
20349.86000000
0.001630682734
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
8084694.55000000
USD
55384200.00000000
CNY
2023-06-05
20349.86000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-18336.02000000
-0.00146930893
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
900000.00000000
GBP
1094790.78000000
USD
2023-04-18
-18336.02000000
N
N
N
Apidos CLO
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03766AAE5
420000.00000000
PA
USD
388446.24000000
0.031127122087
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
11.56000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
1920.87000000
0.000153923886
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1768620000.00000000
COP
378257.80000000
USD
2023-05-15
1920.87000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1343.80000000
-0.00010768189
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
202480000.00000000
HUF
569362.69000000
USD
2023-05-15
-1343.80000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
169680.59000000
0.013596909679
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4947668.76000000
USD
110816648.00000000
CZK
2023-05-15
169680.59000000
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
122722.16000000
PA
USD
118887.09000000
0.009526705587
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.34000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
15470000000.00000000
PA
1014894.73000000
0.081325931141
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.63000000
N
N
N
N
N
N
Smyrna Ready Mix Concrete, LLC
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete, LLC Term Loan B
83283EAH6
847864.31000000
PA
USD
845744.65000000
0.067771532490
Long
LON
CORP
US
N
2
2029-04-02
Variable
9.16000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1760000.00000000
PA
USD
1306275.50000000
0.104674966008
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
270000.00000000
PA
USD
227745.00000000
0.018249749102
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
12707.84000000
0.001018309476
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
922365.14000000
USD
860000.00000000
EUR
2023-04-18
12707.84000000
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
340000.00000000
PA
USD
300694.70000000
0.024095382253
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-6045.98000000
-0.00048447877
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
550000.00000000
CAD
400612.14000000
USD
2023-05-15
-6045.98000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLU1
790000.00000000
PA
USD
707144.64000000
0.056665183688
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Variable
4.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
38912200.00000000
PA
2078723.52000000
0.166573065020
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
1330000.00000000
PA
USD
1308048.46000000
0.104817037514
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.89000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AS4
60000.00000000
PA
USD
60746.82000000
0.004867787322
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
570000.00000000
PA
USD
483844.50000000
0.038771611800
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Ingram Micro Inc.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2021 Term Loan B
45258FAB6
835125.00000000
PA
USD
829696.69000000
0.066485571246
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.66000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
460000.00000000
PA
USD
427911.27000000
0.034289548905
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
8.60000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
495000.00000000
PA
USD
448145.78000000
0.035910988369
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USEUP0216 USD P EUR C
000000000
-9020000.00000000
OU
Notional Amount
USD
-30271.12000000
-0.00242569692
N/A
DFE
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Put
Written
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
FX Contract
N/A
1.00000000
NC
USD
-30271.12000000
0.00000000
DFE
XX
-9020000.00000000
USD
-10114126.00000000
EUR
2023-05-31
1.00000000
1.12130000
USD
2023-05-31
XXXX
13098.30000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
54873000.00000000
PA
10432070.67000000
0.835946661158
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc. 2020 Term Loan B2
29446CAR5
177946.95000000
PA
USD
164156.06000000
0.013154215937
Long
LON
CORP
US
N
2
2024-03-08
Floating
14.16000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3722.65000000
0.000298304807
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1300000.00000000
EUR
1418004.90000000
USD
2023-04-28
3722.65000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
153833700.00000000
PA
7999250.16000000
0.640998961237
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
600000.00000000
PA
USD
604314.00000000
0.048425119669
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc. 2021 2nd Lien Term Loan
000000000
915200.00000000
PA
USD
852966.40000000
0.068350228513
Long
LON
CORP
US
N
2
2029-02-19
Floating
11.70000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAL1
1195000.00000000
PA
USD
986186.82000000
0.079025497960
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.13000000
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ
46650BAA9
1390000.00000000
PA
USD
13.90000000
0.000001113840
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
13.19000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
465562AA4
1059000.00000000
PA
USD
796950.45000000
0.063861537067
Long
DBT
CORP
BR
N
2
2025-02-27
Fixed
4.63000000
N
N
N
N
N
N
Western Dental Services Inc.
549300S5KZ5QHE321375
Western Dental Services Inc. 2021 Delayed Draw Term Loan
000000000
108751.50000000
PA
USD
100527.17000000
0.008055481483
Long
LON
CORP
US
N
2
2028-08-18
Floating
9.34000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AV7
1105000.00000000
PA
USD
797738.11000000
0.063924654138
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
104527966.00000000
PA
4879248.22000000
0.390985777176
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-14483.88000000
-0.00116062778
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2325300.00000000
BRL
444132.56000000
USD
2023-04-04
-14483.88000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: BRYF12G23 IRS BRL R F 12.51000 2 NDFPREDISWAP / Short: BRYF12G23 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
5745974.00000000
OU
Notional Amount
13565.02000000
0.001086997350
N/A
DIR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
5745974.00000000
BRL
13565.02000000
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128YAF5
250000.00000000
PA
USD
219686.25000000
0.017603982277
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
10.74000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
60000.00000000
PA
USD
72208.58000000
0.005786245441
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
1300000.00000000
PA
USD
1023576.58000000
0.082021628453
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM2
10568KAC2
310232.52000000
PA
USD
300311.81000000
0.024064700366
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
5.24000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBC1
305000.00000000
PA
USD
316171.87000000
0.025335604736
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-108794.88000000
-0.00871799277
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10401947000.00000000
COP
2123713.15000000
USD
2023-04-03
-108794.88000000
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
470000.00000000
PA
USD
325181.25000000
0.026057547806
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
229267891.00000000
PA
9948617.69000000
0.797206422787
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-3470.59000000
-0.00027810664
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
10005900.00000000
THB
290401.93000000
USD
2023-05-15
-3470.59000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
105.97000000
0.000008491628
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
35840000.00000000
TWD
1178776.76000000
USD
2023-05-15
105.97000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1460000.00000000
PA
USD
1124621.49000000
0.090118597675
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
280000.00000000
PA
USD
233443.00000000
0.018706343409
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1856.78000000
0.000148788202
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
487000.00000000
EUR
531818.61000000
USD
2023-05-03
1856.78000000
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11015DAE1
250000.00000000
PA
USD
219971.25000000
0.017626820005
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
11.79000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3805.37000000
0.000304933358
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1117383.83000000
USD
148920000.00000000
JPY
2023-04-18
3805.37000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
1535000.00000000
PA
USD
1150216.46000000
0.092169583562
Long
DBT
CORP
GB
N
2
2030-12-17
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
670000.00000000
PA
USD
652221.55000000
0.052264065716
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-2 LTD
14316FAG1
1300000.00000000
PA
USD
1189991.40000000
0.095356844207
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
11.29000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
235000.00000000
PA
USD
224685.85000000
0.018004612129
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
39888.04000000
0.003196323617
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
516697.35000000
USD
197470000.00000000
HUF
2023-05-15
39888.04000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
740000.00000000
PA
USD
642653.00000000
0.051497315022
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BZ8
1860000.00000000
PA
USD
1910180.92000000
0.153067345189
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.88000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU SEP23
000000000
93.00000000
NC
-20871.39000000
-0.00167247417
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIU3 Index
2023-12-19
22197380.09000000
GBP
-20871.39000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
1065000.00000000
PA
USD
941281.41000000
0.075427120539
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
214000.00000000
PA
171581.43000000
0.013749228514
Long
DBT
NUSS
BR
N
2
2045-05-15
Fixed
6.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
610000.00000000
PA
USD
577044.75000000
0.046239969739
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
1140000.00000000
PA
USD
1102902.92000000
0.088378236950
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.66000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAQ2
472624.68000000
PA
USD
431399.52000000
0.034569070683
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
8.57000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
460000.00000000
PA
USD
442750.00000000
0.035478611671
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
17062.45000000
0.001367254743
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1410000.00000000
CAD
1059145.88000000
USD
2023-04-18
17062.45000000
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
890000.00000000
PA
USD
753327.15000000
0.060365898173
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
18820.25000000
0.001508111442
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
549199.08000000
USD
2880000.00000000
BRL
2023-04-04
18820.25000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
8655.80000000
0.000693609863
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
917084.18000000
USD
31520000.00000000
THB
2023-05-15
8655.80000000
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
390000.00000000
PA
USD
360639.97000000
0.028898939466
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-68628.70000000
-0.00549938113
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15017700.00000000
RON
3224827.68000000
USD
2023-05-15
-68628.70000000
N
N
N
Hayfin Kingsland IX Ltd
5493007TDTFGTUF8ZZ81
Hayfin US XII Ltd
42086QAC5
200000.00000000
PA
USD
195868.00000000
0.015695369194
Long
ABS-CBDO
CORP
KY
N
2
2031-04-28
Floating
6.60000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
24477.99000000
0.001961479619
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
791815.00000000
USD
660000.00000000
GBP
2023-04-18
24477.99000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-2279.11000000
-0.00018263051
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1486300.00000000
PEN
391760.46000000
USD
2023-05-15
-2279.11000000
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AN9
1260000.00000000
PA
USD
1009759.33000000
0.080914419312
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
370000.00000000
PA
USD
377168.75000000
0.030223429962
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
137862395.00000000
PA
6258101.90000000
0.501476605554
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2022 Term Loan B
000000000
726350.00000000
PA
USD
706980.42000000
0.056652024348
Long
LON
CORP
CA
N
2
2029-02-01
Variable
9.01000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1284.72000000
0.000102947672
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
359000.00000000
EUR
391954.73000000
USD
2023-05-03
1284.72000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAS4
690000.00000000
PA
USD
633435.04000000
0.050758657940
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.53000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1495000.00000000
PA
USD
1235602.55000000
0.099011774255
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.38000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
20566400000.00000000
PA
3609384.73000000
0.289228592225
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments, Inc. 2020 EUR Term Loan
04317JAC2
1309280.00000000
PA
1376236.95000000
0.110281143572
Long
LON
CORP
US
N
2
2027-11-24
Floating
6.93000000
N
N
N
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607AB6
110000.00000000
PA
USD
212785.25000000
0.017050988716
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
Y
Sarepta Therapeutics Inc
Sarepta Therapeutics Inc
USD
XXXX
N
N
N
Planview Parent, Inc.
549300SEALM1D9FKMA32
Planview Parent, Inc. Term Loan
72751PAC8
992385.76000000
PA
USD
943593.13000000
0.075612364166
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.16000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYFHBBE5 IRS CZK R F 4.34000 2 CCPVANILLA / Short: SRYFHBBE5 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
13938490.00000000
OU
Notional Amount
-5928.54000000
-0.00047506802
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
155.42000000
CZK
0.00000000
CZK
13938490.00000000
CZK
-5935.58000000
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
1095000.00000000
PA
USD
1102379.97000000
0.088336331721
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
520000.00000000
PA
USD
564844.80000000
0.045262358698
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
4430000.00000000
PA
766551.19000000
0.061425571984
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
1120000.00000000
PA
USD
911579.20000000
0.073047011732
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
1035000.00000000
PA
USD
904056.98000000
0.072444238333
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
35556.70000000
0.002849243030
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
243980000.00000000
JPY
1872433.83000000
USD
2023-04-18
35556.70000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
205360000.00000000
PA
413429.86000000
0.033129119042
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAC2
250000.00000000
PA
USD
237638.25000000
0.019042518780
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
6.46000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL7 Issuer LLC
30329XAA6
1290000.00000000
PA
USD
1285345.68000000
0.102997809698
Long
ABS-CBDO
CORP
US
N
2
2039-10-19
Floating
7.59000000
N
N
N
N
N
N
KazTransGas JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
590000.00000000
PA
USD
530418.85000000
0.042503725357
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY23P 3700
000000000
16.00000000
NC
USD
14200.00000000
0.001137879809
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
16.00000000
NC
N/A
14200.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
16.00000000
USD
50.00000000
3700.00000000
USD
2023-05-19
XXXX
-20233.60000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
40820000.00000000
PA
1487143.95000000
0.119168385547
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Parexel International Corporation
254900PHGVI5379Z9791
Parexel International Corporation 2021 1st Lien Term Loan
71911KAC8
1019284.60000000
PA
USD
1008853.24000000
0.080841812163
Long
LON
CORP
US
N
2
2028-11-15
Floating
8.09000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
IMM EUR FUT OPT DEC23C 99
000000000
8.00000000
NC
USD
800.00000000
0.000064105904
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME 3 Month Eurodollar Future
N/A
8.00000000
NC
N/A
800.00000000
0.00000000
DIR
US
Long
CME 3 Month Eurodollar
EDZ3 Comdty
2023-12-18
8.00000000
USD
2500.00000000
99.00000000
USD
2023-12-18
XXXX
-1116.80000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
134000.00000000
PA
123559.33000000
0.009901103303
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-50.79000000
-0.00000406992
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
137278100.00000000
HUF
386878.80000000
USD
2023-05-15
-50.79000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
260000.00000000
PA
USD
262842.70000000
0.021062211369
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS075580 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075580 IRS USD P F 3.05000 2 CCPOIS
000000000
2223000.00000000
OU
Notional Amount
USD
5089.98000000
0.000407872216
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-02-15
68527.10000000
USD
0.00000000
USD
2223000.00000000
USD
-63437.12000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
127800215.00000000
PA
5585609.50000000
0.447588188362
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
18626000.00000000
PA
3847093.23000000
0.308276740305
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63000000
N
N
N
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust 2019-3R
69349MAA4
73679.43000000
PA
USD
71320.75000000
0.005715101509
Long
ABS-MBS
CORP
US
N
2
2031-11-27
Floating
8.55000000
N
N
N
N
N
N
VT TOPCO, INC.
5493007T812R37X02Y38
VT Topco, Inc. 2021 2nd Lien Term Loan
91838LAE0
320000.00000000
PA
USD
307200.00000000
0.024616667431
Long
LON
CORP
US
N
2
2026-07-31
Floating
11.59000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
974762.83000000
PA
USD
911251.18000000
0.073020726708
Long
LON
CORP
US
N
2
2026-08-21
Floating
8.33000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
293453.36000000
0.023515116438
N/A
DFE
TH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
17260797.49000000
USD
597694813.00000000
THB
2023-05-15
293453.36000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-33147.58000000
-0.00265619450
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
5840600.00000000
BRL
1118787.73000000
USD
2023-04-04
-33147.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYEVGRQ7 IRS CZK R F 4.88000 2 CCPVANILLA / Short: SRYEVGRQ7 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
18261885.00000000
OU
Notional Amount
12252.48000000
0.000981820395
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
203.62000000
CZK
0.00000000
CZK
18261885.00000000
CZK
12243.33000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6837.17000000
-0.00054787871
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
554000.00000000
GBP
678439.48000000
USD
2023-04-24
-6837.17000000
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
6650000.00000000
PA
345114.23000000
0.027654824954
Long
DBT
CORP
MX
N
2
2024-12-09
Fixed
7.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-54500.94000000
-0.00436729008
N/A
DFE
CA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4211802.07000000
USD
5625072.26000000
CAD
2023-04-18
-54500.94000000
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-9
41161PSM6
158409.07000000
PA
USD
139115.83000000
0.011147682687
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
5.66000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
12476000000.00000000
PA
2653402.32000000
0.212623445553
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
23574.78000000
0.001889103252
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
940440.80000000
USD
4887800.00000000
BRL
2023-04-04
23574.78000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
210000.00000000
PA
USD
214410.81000000
0.017181248709
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-13125.99000000
-0.00105181683
N/A
DFE
XX
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
4337321.25000000
USD
3975000.00000000
EUR
2023-04-27
-13125.99000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
39139.86000000
0.003136370172
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1135827.32000000
USD
950000.00000000
GBP
2023-04-18
39139.86000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1560000.00000000
PA
USD
1297011.30000000
0.103932603604
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
140000.00000000
PA
114215.18000000
0.009152334315
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
3050000.00000000
PA
USD
2091813.31000000
0.167621981059
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
23280.76000000
0.001865542729
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
167215400.00000000
JPY
1287154.31000000
USD
2023-05-15
23280.76000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
735000.00000000
PA
169956.44000000
0.013619014197
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
170584.61000000
PA
USD
170567.47000000
0.013667977485
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
930000.00000000
PA
USD
703700.31000000
0.056389181324
Long
LON
CORP
US
N
2
2029-07-27
Floating
13.08000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
60000.00000000
PA
USD
56446.44000000
0.004523187634
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRY84FUL9 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BRY84FUL9 IRS PLN P F 6.75500 2 CCPVANILLA
000000000
2684400.00000000
OU
Notional Amount
-32169.60000000
-0.00257782664
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
29.93000000
PLN
0.00000000
PLN
2684400.00000000
PLN
-32175.62000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
10600000.00000000
PA
2019217.51000000
0.161804706757
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
509310.00000000
PA
USD
508452.98000000
0.040743547894
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
830000.00000000
PA
USD
875738.15000000
0.070174983059
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
9.36000000
N
N
N
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2020 Term Loan
30233PAB6
71752.09000000
PA
USD
59330.01000000
0.004754254963
Long
LON
CORP
US
N
2
2027-02-18
Floating
8.59000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SWS076760 IRS MXN R F 8.97000 / Short: SWS076760 IRS MXN P V 01MTIIE
000000000
93573000.00000000
OU
Notional Amount
149848.28000000
0.012007699459
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-03-01
0.00000000
MXN
0.00000000
MXN
93573000.00000000
MXN
149848.28000000
N
N
N
Athenahealth Group, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth Group, Inc. 2022 Delayed Draw Term Loan
04686RAC7
13043.25000000
PA
USD
12162.83000000
0.000974636527
Long
LON
CORP
US
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2022 Incremental Term Loan
30233PAL4
997500.00000000
PA
USD
817950.00000000
0.065544281008
Long
LON
CORP
US
N
2
2028-11-15
Variable
9.41000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-2982.50000000
-0.00023899482
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1555900.00000000
NZD
970512.85000000
USD
2023-05-15
-2982.50000000
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
270000.00000000
PA
USD
248143.50000000
0.019884329475
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.13000000
N
N
N
N
N
N
Leslie's Poolmart, Inc.
549300MZRH1GJYUMRM83
Leslie's Poolmart, Inc. 2021 Term Loan B
52706YAJ2
302386.02000000
PA
USD
298768.27000000
0.023941012831
Long
LON
CORP
US
N
2
2028-03-09
Floating
7.34000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AN1
200000.00000000
PA
USD
163214.00000000
0.013078726426
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
7.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
22923.05000000
0.001836878575
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1868968.80000000
USD
1740000.00000000
EUR
2023-04-18
22923.05000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
1110000.00000000
PA
USD
964109.93000000
0.077256424200
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
640000.00000000
PA
USD
608000.00000000
0.048720487625
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAC1
390000.00000000
PA
USD
386078.03000000
0.030937351781
Long
DBT
CORP
SG
N
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAL2
265000.00000000
PA
USD
103149.32000000
0.008265600606
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.16000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KU4
1855000.00000000
PA
USD
1807690.64000000
0.144854555027
Long
DBT
CORP
US
N
2
2032-07-27
Fixed
4.40000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
5891.58000000
0.000472106333
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
196470.07000000
USD
3612000.00000000
ZAR
2023-06-12
5891.58000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2018-CBM
05549RAG2
390000.00000000
PA
USD
366236.72000000
0.029347420369
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
7.08000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1500000.00000000
PA
255109.53000000
0.020442534045
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
190000.00000000
PA
USD
157725.65000000
0.012638931873
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
910000.00000000
PA
USD
815542.00000000
0.065351322235
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAL0
1057369.40000000
PA
USD
1029314.53000000
0.082481424048
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.33000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
29295.17000000
0.002347491722
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1536408.43000000
USD
1440000.00000000
EUR
2023-04-18
29295.17000000
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAB7
540000.00000000
PA
USD
523889.10000000
0.041980480943
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
2350000.00000000
PA
USD
2267636.35000000
0.181711099883
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
THE MCCLATCHY CO LLC
N/A
McClatchy Co LLC/The
78433CAA4
596444.00000000
PA
USD
676218.39000000
0.054186989641
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
11.00000000
N
N
N
N
N
N
FREEPORT LNG INVESTMENTS, LLLP
549300LR5YVRZH4YPQ33
Freeport LNG Investments, LLLP Term Loan B
35670CAB4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-12-21
None
0.00000000
N
N
N
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2021 Term Loan B
90266UAJ2
1057048.88000000
PA
USD
1052057.50000000
0.084303872384
Long
LON
CORP
US
N
2
2026-04-29
Floating
7.57000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1900000.00000000
PA
USD
1915288.22000000
0.153476605298
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300OV3LSQ8RJ1DY13
Bain Capital Credit CLO 2023-1 Ltd
05685NAA8
1050000.00000000
PA
USD
1046491.95000000
0.083857891611
Long
ABS-CBDO
CORP
JE
N
2
2036-04-16
Floating
6.57000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
290000.00000000
PA
USD
280195.06000000
0.022452697291
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
1744816.41000000
PA
USD
1600019.68000000
0.128213386545
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.94000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
1020000.00000000
PA
USD
1022251.77000000
0.081915468273
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
265.73000000
0.000021293577
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2960000.00000000
CNY
431518.33000000
USD
2023-04-18
265.73000000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
800000.00000000
PA
USD
751762.88000000
0.060240549493
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.18000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
80677000.00000000
PA
14333479.27000000
1.148575821384
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRY896VA7 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BRY896VA7 IRS PLN P F 7.08000 2 CCPVANILLA
000000000
1036294.00000000
OU
Notional Amount
-15675.30000000
-0.00125609911
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
11.55000000
PLN
0.00000000
PLN
1036294.00000000
PLN
-15677.62000000
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance PLC / XO Management Holding Inc
92840JAD1
580000.00000000
PA
USD
561419.70000000
0.044987897280
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
7.88000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
115000.00000000
PA
USD
93987.16000000
0.007531414910
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
78397UAA8
460000.00000000
PA
USD
420732.97000000
0.033714334635
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.38000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809HAA1
750000.00000000
PA
USD
660491.25000000
0.052926736467
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
10.68000000
N
N
N
N
N
N
ACCELERATE360 HOLD LLC
N/A
Accelerate360 Holdings LLC
00456LAA0
427350.00000000
PA
USD
457206.81000000
0.036637070277
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.00000000
N
N
N
N
N
N
19th Holdings Golf, LLC
549300INS30LLUJP0S18
19th Holdings Golf, LLC 2022 Term Loan B
68250XAB7
1961132.53000000
PA
USD
1828756.08000000
0.146542578890
Long
LON
CORP
US
N
2
2029-02-07
Floating
7.91000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
557000.00000000
PA
USD
405105.24000000
0.032462047421
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
1000000.00000000
PA
USD
951466.90000000
0.076243308104
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.36000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
1920000.00000000
PA
2069250.06000000
0.165813934115
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
4130.12000000
0.000330956349
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
196730.11000000
USD
3014102000.00000000
IDR
2023-05-02
4130.12000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-3612.16000000
-0.00028945098
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
10485000.00000000
MXN
572494.36000000
USD
2023-05-15
-3612.16000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
1365000.00000000
PA
USD
1013512.50000000
0.081215169760
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
696012.32000000
PA
USD
679108.96000000
0.054418617897
Long
LON
CORP
US
N
2
2026-05-04
Floating
8.27000000
N
N
N
N
N
N
Belron Luxembourg S.a r.l.
XUF7S72S4FGMSKXZ0D16
Belron Luxembourg S.a r.l. 2021 EUR Term Loan B
000000000
1118000.00000000
PA
1197949.54000000
0.095994548913
Long
LON
CORP
GB
N
2
2028-04-13
Floating
5.05000000
N
N
N
N
N
N
Ocean Trails CLO IX
549300LD2JF1INLMST94
Ocean Trails CLO IX
67515XAS3
700000.00000000
PA
USD
667431.10000000
0.053482843171
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.34000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
70390.59000000
0.005640565574
N/A
DFE
CO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2162117.44000000
USD
10401947000.00000000
COP
2023-04-03
70390.59000000
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
Titan International Inc
88830MAM4
2160000.00000000
PA
USD
1948168.80000000
0.156111404461
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
7.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-23582.60000000
-0.00188972988
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2349000.00000000
EUR
2531916.63000000
USD
2023-04-28
-23582.60000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
230000.00000000
PA
USD
235961.93000000
0.018908191267
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
38524000000.00000000
PA
2840774.07000000
0.227637990006
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
NORTHWEST ACQ/DOMINION
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
400000.00000000
PA
USD
24.00000000
0.000001923177
Long
DBT
CORP
CA
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
2270000.00000000
PA
USD
2204748.85000000
0.176671774775
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAG2
932037.94000000
PA
USD
906355.82000000
0.072628449855
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
5.98000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
905000.00000000
PA
USD
866537.50000000
0.069437713068
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3398.80000000
0.000272353936
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
110990000.00000000
JPY
839020.54000000
USD
2023-04-18
3398.80000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
640000.00000000
PA
USD
595913.60000000
0.047751975616
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care, Inc. 2019 Term Loan B
90290PAN4
1886947.85000000
PA
USD
1283124.54000000
0.102819824461
Long
LON
CORP
US
N
2
2026-06-26
Floating
9.88000000
N
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
1491165.52000000
PA
USD
1475011.72000000
0.118196201071
Long
LON
CORP
US
N
2
2028-03-06
Floating
8.59000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
29262000.00000000
PA
115805.21000000
0.009279747205
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
Y
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAQ9
800000.00000000
PA
USD
646640.56000000
0.051816847699
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
8.33000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
2425000.00000000
PA
USD
2468068.00000000
0.197772165217
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-105936.39000000
-0.00848893516
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1017238000.00000000
HUF
2761232.36000000
USD
2023-05-15
-105936.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S40340055 IRS USD R F 3.34800 840340055_FIX CCPOIS / Short: S40340055 IRS USD P V 00MSOFR 840340055_FLO CCPOIS
000000000
22515000.00000000
OU
Notional Amount
USD
-54590.99000000
-0.00437450600
N/A
DIR
HK
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-01-19
0.00000000
USD
0.00000000
USD
22515000.00000000
USD
-54590.99000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1341000.00000000
PA
286226.57000000
0.022936016548
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.07000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
18782.78000000
0.001505108882
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
439542.70000000
USD
161156000.00000000
HUF
2023-04-17
18782.78000000
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
250000.00000000
PA
USD
232555.25000000
0.018635205887
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
7.74000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-4748.34000000
-0.00038049578
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2074900.00000000
PEN
546515.30000000
USD
2023-04-14
-4748.34000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1295000.00000000
PA
312751.24000000
0.025061501510
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.70000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-41483.22000000
-0.00332414918
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1450190.00000000
EUR
1537724.77000000
USD
2023-05-15
-41483.22000000
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
740000.00000000
PA
USD
733266.00000000
0.058758350458
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
Anticimex International AB
54930005SBU6WYFBEB41
Anticimex International AB 2021 USD Term Loan B1
000000000
344637.92000000
PA
USD
341191.54000000
0.027340490464
Long
LON
CORP
SE
N
2
2028-11-16
Floating
8.45000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
100000.00000000
PA
USD
94646.50000000
0.007584249394
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
230000.00000000
PA
USD
204848.47000000
0.016414995637
Long
DBT
CORP
US
N
2
2023-04-17
Variable
8.89000000
N
N
N
N
N
Prosperous Ray Ltd
N/A
Prosperous Ray Ltd
000000000
280000.00000000
PA
USD
279456.80000000
0.022393538760
Long
DBT
CORP
VG
N
2
2023-11-12
Fixed
4.63000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
1850000.00000000
PA
USD
1623375.00000000
0.130084903945
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2023 Term Loan B
81527CAP2
3363749.90000000
PA
USD
3328709.72000000
0.266737435397
Long
LON
CORP
US
N
2
2028-02-17
Variable
8.56000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAD21
237517.60000000
PA
USD
224470.39000000
0.017987346806
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USEUP0211 USD P EUR C
000000000
6010000.00000000
OU
Notional Amount
USD
90029.80000000
0.007214302231
N/A
DFE
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
FX Contract
N/A
1.00000000
NC
USD
90029.80000000
0.01000000
DFE
US
6528062.00000000
EUR
6010000.00000000
USD
2023-05-31
1.00000000
1.08620000
USD
2023-05-31
XXXX
38944.80000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
6448.46000000
0.000516730453
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
134750000.00000000
JPY
1024936.96000000
USD
2023-05-15
6448.46000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
75738.77000000
0.006069127971
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2136380.95000000
USD
11216000.00000000
BRL
2023-04-03
75738.77000000
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. 2nd Lien Term Loan B1
71360HAG2
563068.92000000
PA
USD
547584.52000000
0.043879251365
Long
LON
CORP
US
N
2
2029-02-01
Floating
12.65000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
620000.00000000
PA
USD
374188.60000000
0.029984623447
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
740000.00000000
PA
USD
657948.80000000
0.052723003895
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
6037500000.00000000
PA
1161838.40000000
0.093100877285
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
125000.00000000
PA
USD
118795.27000000
0.009519347832
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN23
000000000
597.00000000
NC
USD
1642605.55000000
0.131625893704
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM3 Comdty
2023-06-21
66965753.84000000
USD
1642605.55000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
624000.00000000
PA
143531.56000000
0.011501525646
Long
DBT
NUSS
MY
N
2
2032-04-15
Fixed
4.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY23P 3300
000000000
-16.00000000
NC
USD
-3600.00000000
-0.00028847657
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
16.00000000
NC
N/A
-3600.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
16.00000000
USD
50.00000000
3300.00000000
USD
2023-05-19
XXXX
16816.40000000
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
280000.00000000
PA
USD
221457.60000000
0.017745924770
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2005-AR2
86359LJB6
298198.43000000
PA
USD
216921.70000000
0.017382452303
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Floating
5.41000000
N
N
N
N
N
N
BIG Commercial Mortgage Trust 2022-BIG
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAF2
860000.00000000
PA
USD
800584.15000000
0.064152714100
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
10.26000000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
000000000
270000.00000000
PA
USD
242370.62000000
0.019421734856
Long
DBT
NUSS
AR
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 66B Ltd
38179MAA4
220000.00000000
PA
USD
219065.00000000
0.017554200035
Long
ABS-CBDO
CORP
JE
N
2
2036-04-25
Floating
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
24175.22000000
0.001937217938
N/A
DFE
ZA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
679497.44000000
USD
12530000.00000000
ZAR
2023-05-15
24175.22000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
24937000000.00000000
PA
1768349.20000000
0.141702031769
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38000000
N
N
N
N
N
N
AllSpring Buyer LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
1210850.00000000
PA
USD
1208327.80000000
0.096826183597
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.16000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE JUN23
000000000
33.00000000
NC
118123.59000000
0.009465524514
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G M3 Comdty
2023-06-28
3315015.54000000
GBP
118123.59000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-25322.06000000
-0.00202911695
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1879013.15000000
USD
12688600.00000000
CNY
2023-05-15
-25322.06000000
N
N
N
Anchorage Capital CLO LTD
549300V7DN3VJ8H1GE96
Anchorage Capital CLO 3-R Ltd
03330BAA8
300000.00000000
PA
USD
251115.30000000
0.020122466885
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
10.30000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAB5
885000.00000000
PA
USD
798494.61000000
0.063985274285
Long
DBT
CORP
KY
N
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
EYECARE PARTNERS, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2021 Incremental Term Loan
30233PAH3
475200.00000000
PA
USD
388179.00000000
0.031105707509
Long
LON
CORP
US
N
2
2028-11-15
Floating
8.59000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
1850000.00000000
PA
USD
1647499.00000000
0.132018017503
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-4153.43000000
-0.00033282423
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
881800.00000000
RON
189229.70000000
USD
2023-05-15
-4153.43000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
18528300000.00000000
PA
2857221.44000000
0.228955956924
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
400000.00000000
PA
USD
358972.40000000
0.028765313111
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
10.47000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAD2
1030000.00000000
PA
USD
1054528.28000000
0.084501861868
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
5.63000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAN6
530000.00000000
PA
USD
443555.25000000
0.035543138271
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
7.53000000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS
1912ERAA8
960000.00000000
PA
USD
861974.40000000
0.069072061000
Long
DBT
CORP
TR
N
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
300000.00000000
PA
272676.55000000
0.021850221184
Long
DBT
CORP
FR
N
2
2027-12-23
Fixed
4.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-17277.91000000
-0.00138452006
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
20261500.00000000
CZK
918368.27000000
USD
2023-05-15
-17277.91000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
22015.09000000
0.001764121578
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3076856.21000000
USD
2845700.00000000
EUR
2023-05-15
22015.09000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-18557.14000000
-0.00148702781
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1432000.00000000
NZD
877416.47000000
USD
2023-05-15
-18557.14000000
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
400000.00000000
PA
404747.79000000
0.032433404102
Long
DBT
CORP
ES
N
2
2026-01-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-146317.59000000
-0.01172477686
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
24463100.00000000
PLN
5517785.05000000
USD
2023-05-15
-146317.59000000
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
850000.00000000
PA
USD
861388.67000000
0.069025125061
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
10651.28000000
0.000853512426
N/A
DFE
CA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
554677.44000000
USD
764600.00000000
CAD
2023-05-15
10651.28000000
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
905000.00000000
PA
USD
770715.76000000
0.061759288894
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
1065000.00000000
PA
USD
1065489.03000000
0.085380172863
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
1235000.00000000
PA
USD
1142542.22000000
0.091554628439
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6959.32000000
-0.00055766688
N/A
DFE
US
N
2
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
660000.00000000
EUR
711060.90000000
USD
2023-04-28
-6959.32000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
290000.00000000
PA
USD
271150.00000000
0.021727895098
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
495488.00000000
PA
USD
455848.96000000
0.036528262524
Long
LON
CORP
US
N
2
2027-07-31
Floating
8.09000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
600000.00000000
PA
USD
545040.00000000
0.043675352919
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
21887400000.00000000
PA
4232327.05000000
0.339146443529
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: 0WP297815 CDS EUR R V 03MEVENT 1 CORPORATE / Short: 0WP297815 CDS EUR P F 1.00000 2 CORPORATE
000000000
730000.00000000
OU
Notional Amount
-8823.00000000
-0.00070700799
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
DAIMLER AG
DAIMLER AG
Y
buy protection
2024-12-20
0.00000000
EUR
-17450.68000000
EUR
730000.00000000
EUR
10371.88000000
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
265000.00000000
PA
254233.06000000
0.020372300417
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1160000.00000000
PA
USD
1141427.24000000
0.091465282436
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
533415.30000000
PA
USD
509900.22000000
0.040859518682
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.49000000
N
N
N
N
N
N
SPX FLOW, INC.
5493003YXEKRBINIEM78
SPX Flow, Inc. 2022 Term Loan
000000000
1019553.26000000
PA
USD
977496.69000000
0.078329137152
Long
LON
CORP
US
N
2
2029-04-05
Variable
9.41000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
1559736.54000000
PA
USD
1482724.55000000
0.118814248503
Long
LON
CORP
US
N
2
2028-05-12
Variable
8.66000000
N
N
N
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc. 2022 USD Term Loan B
55314NAS3
2005920.00000000
PA
USD
1997980.57000000
0.160102940191
Long
LON
CORP
US
N
2
2029-08-17
Variable
7.61000000
N
N
N
N
N
N
Elmwood CLO XI Ltd
N/A
Elmwood CLO XI Ltd
29002LAC4
350000.00000000
PA
USD
340965.80000000
0.027322401380
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.41000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
220000.00000000
PA
USD
233090.00000000
0.018678056678
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.13000000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
580000.00000000
PA
USD
493947.29000000
0.039581172417
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-3
35563PTU3
590000.00000000
PA
USD
519569.93000000
0.041634375567
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Variable
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-13541.41000000
-0.00108510542
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7058600.00000000
ZAR
381915.39000000
USD
2023-06-12
-13541.41000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
660000.00000000
PA
USD
634669.02000000
0.050857539695
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1733.23000000
-0.00013888784
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
210000.00000000
EUR
226949.69000000
USD
2023-05-15
-1733.23000000
N
N
N
At Home Group Inc.
549300LGPR0P05O30I24
At Home Group Inc. Term Loan B
04651BAB5
600098.92000000
PA
USD
471077.65000000
0.037748573712
Long
LON
CORP
US
N
2
2028-07-24
Floating
9.43000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
403000.00000000
PA
USD
357142.94000000
0.028618714126
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
580000.00000000
PA
USD
571498.24000000
0.045795514687
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
470000.00000000
PA
USD
475287.50000000
0.038085919016
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
420000.00000000
PA
USD
428778.00000000
0.034359002044
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
5200.06000000
0.000416693188
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
426052.54000000
USD
2960000.00000000
CNY
2023-04-18
5200.06000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
185052.95000000
PA
USD
173255.27000000
0.013883357299
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6292000.00000000
PA
1445099.98000000
0.115799302126
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.06000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
1110000.00000000
PA
USD
798172.61000000
0.063959471658
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
25641000.00000000
PA
4609515.33000000
0.369371438476
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
46998.59000000
0.003766108918
N/A
DFE
ID
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1697984.39000000
USD
26098020000.00000000
IDR
2023-05-15
46998.59000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR FUTR OPTN JUN23C 112
000000000
-61.00000000
NC
USD
-23351.59000000
-0.00187121850
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note Future
N/A
61.00000000
NC
N/A
-23351.59000000
0.00000000
DIR
US
Short
CBOT 2 Year US Treasury Note
FVM3 Comdty
2023-06-30
61.00000000
USD
1000.00000000
112.00000000
USD
2023-05-26
XXXX
51433.51000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
85000.00000000
PA
USD
81297.83000000
0.006514588685
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
50494600000.00000000
PA
8038039.55000000
0.644107247413
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
359.00000000
0.000028767524
N/A
DFE
TH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1862657.47000000
USD
63432800.00000000
THB
2023-05-15
359.00000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-24992.23000000
-0.00200268689
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
30519700.00000000
THB
871369.02000000
USD
2023-05-15
-24992.23000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
4129.90000000
0.000330938720
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13050000.00000000
CNY
1906542.88000000
USD
2023-04-18
4129.90000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2852000.00000000
PA
683668.99000000
0.054784023959
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAA2
890000.00000000
PA
USD
861836.66000000
0.069061023566
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
5.48000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
865000.00000000
PA
USD
708287.95000000
0.056756799840
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8178800.00000000
PA
401554.35000000
0.032177506151
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
1640000.00000000
PA
USD
1613397.23000000
0.129285361478
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
1060000.00000000
PA
USD
1011966.21000000
0.081091261861
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
7.56000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-25603.32000000
-0.00205165499
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1063000.00000000
EUR
1129292.93000000
USD
2023-04-03
-25603.32000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4546000000.00000000
PA
312253.46000000
0.025021613213
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.38000000
N
N
N
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
530000.00000000
PA
503835.39000000
0.040373529413
Long
DBT
CORP
LU
N
2
2027-03-15
Fixed
4.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6029000.00000000
PA
1335314.23000000
0.107001908583
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.83000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
1540000.00000000
PA
USD
1206520.70000000
0.096681376371
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-31460.81000000
-0.00252102961
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
42197100.00000000
CNY
6147327.48000000
USD
2023-06-12
-31460.81000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702DAC1
250000.00000000
PA
USD
244806.75000000
0.019616947753
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
6.17000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAC9
410000.00000000
PA
USD
401287.50000000
0.032156122825
Long
DBT
US
N
2
2023-10-15
Fixed
5.38000000
N
N
N
N
N
Apollo Commercial Real Estate Finance Inc
Apollo Commercial Real Estate Finance, Inc.
USD
XXXX
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIX Ltd
55821LAG9
1405000.00000000
PA
USD
1334397.35000000
0.106928436805
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
7.87000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B40340056 IRS USD R V 00MSOFR 840340056_FLO CCPOIS / Short: B40340056 IRS USD P F 2.94130 840340056_FIX CCPOIS
000000000
5240000.00000000
OU
Notional Amount
USD
26120.77000000
0.002093119492
N/A
DIR
HK
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-01-19
0.00000000
USD
0.00000000
USD
5240000.00000000
USD
26120.77000000
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
660000.00000000
PA
USD
492772.51000000
0.039487034499
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
2936.96000000
0.000235345597
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
132048.87000000
USD
583000.00000000
PLN
2023-05-15
2936.96000000
N
N
N
VERICAST CORP
549300J73P7FL8TVF308
Vericast Corp
92348BAA1
420000.00000000
PA
USD
443625.00000000
0.035548727504
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
11.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
1736.50000000
0.000139149879
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
180731.88000000
USD
9937000.00000000
PHP
2023-06-08
1736.50000000
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
570000.00000000
PA
USD
538068.60000000
0.043116718039
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2683000000.00000000
PA
183047.72000000
0.014668049633
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYFKQY03 IRS CZK R F 4.39100 2 CCPVANILLA / Short: SRYFKQY03 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
20234576.00000000
OU
Notional Amount
-6511.48000000
-0.00052178039
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
225.62000000
CZK
0.00000000
CZK
20234576.00000000
CZK
-6521.74000000
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
1100000.00000000
PA
USD
1014022.89000000
0.081256068526
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
260000.00000000
PA
USD
240401.69000000
0.019263959807
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
58961000000.00000000
PA
3946330.96000000
0.316228895891
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYFU1C50 IRS CZK R F 4.43400 2 CCPVANILLA / Short: SRYFU1C50 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
22351894.00000000
OU
Notional Amount
-5241.61000000
-0.00042002268
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-20
249.22000000
CZK
0.00000000
CZK
22351894.00000000
CZK
-5253.06000000
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
240000.00000000
PA
USD
209994.00000000
0.016827319207
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
1200000.00000000
PA
USD
1072721.40000000
0.085959719891
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1450.54000000
0.000116235223
N/A
DFE
CL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
88702.67000000
USD
71662000.00000000
CLP
2023-05-22
1450.54000000
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
155000.00000000
PA
USD
232872.20000000
0.018660603846
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
2238000.00000000
PA
USD
1686109.20000000
0.135111944759
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
549300PBCACU45IZ2V05
8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan
28253PAC3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-10-01
Floating
8.59000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
185000.00000000
PA
USD
210853.75000000
0.016896213022
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14663.27000000
-0.00117500273
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
720000.00000000
GBP
875838.17000000
USD
2023-04-18
-14663.27000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
1085000.00000000
PA
USD
1090806.96000000
0.087408958875
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
235000.00000000
PA
USD
246281.33000000
0.019735109359
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-9348.60000000
-0.00074912557
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
19280000.00000000
THB
556903.52000000
USD
2023-05-15
-9348.60000000
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
200000.00000000
PA
USD
166296.70000000
0.013325750517
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
3.35000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
103207.55000000
0.008270266714
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5830508.14000000
USD
30085422.00000000
BRL
2023-04-04
103207.55000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
2757.61000000
0.000220973855
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
600747.32000000
USD
20548400.00000000
THB
2023-05-15
2757.61000000
N
N
N
IIP OPERATING PARTNER
N/A
IIP Operating Partnership LP
44988FAD2
620000.00000000
PA
USD
533664.22000000
0.042763784583
Long
DBT
US
N
2
2026-05-25
Fixed
5.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6017000000.00000000
PA
473497.23000000
0.037942460419
Long
DBT
NUSS
ID
N
2
2031-07-15
Fixed
9.50000000
N
N
N
N
N
N
Embecta Corp
549300RPG8GXVDHNXZ62
Embecta Corp Term Loan B
29081LAC8
1101522.21000000
PA
USD
1086376.28000000
0.087053917937
Long
LON
CORP
US
N
2
2029-03-30
Variable
7.79000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
262400000.00000000
PA
582895.99000000
0.046708843532
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
Carval CLO LTD
254900KRTGHP264UWC15
CarVal CLO VII-C Ltd
14686BAA5
1060000.00000000
PA
USD
1056240.18000000
0.084639040491
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
6.88000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-93147.37000000
-0.00746412053
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
23370000.00000000
MXN
1197571.04000000
USD
2023-04-18
-93147.37000000
N
N
N
SOTERA HEALTH HOLDINGS, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2023 Incremental Term Loan B
83600VAF8
800000.00000000
PA
USD
791000.00000000
0.063384713341
Long
LON
CORP
US
N
2
2026-12-11
Variable
8.82000000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAB4
840000.00000000
PA
USD
747368.46000000
0.059888414156
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.85000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN23
000000000
81.00000000
NC
USD
325125.50000000
0.026053080426
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYM3 Comdty
2023-06-21
9487265.13000000
USD
325125.50000000
N
N
N
TruGreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2020 2nd Lien Term Loan
89787RAK8
182979.00000000
PA
USD
123510.83000000
0.009897216882
Long
LON
CORP
US
N
2
2028-11-02
Floating
13.33000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
490000.00000000
PA
USD
375560.50000000
0.030094557060
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
1585000.00000000
PA
USD
1579056.25000000
0.126533536986
Long
DBT
CORP
US
N
2
2023-05-15
Variable
9.09000000
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1380000.00000000
PA
USD
1359914.04000000
0.108973149929
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
30512.80000000
0.002445063313
N/A
DFE
CL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1495451.79000000
USD
1212975900.00000000
CLP
2023-05-22
30512.80000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN23
000000000
-16.00000000
NC
USD
28371.95000000
0.002273511906
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYM3 Comdty
2023-06-21
-1867121.95000000
USD
28371.95000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
860000.00000000
PA
USD
903817.73000000
0.072425066661
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.13000000
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
1065000.00000000
PA
933606.70000000
0.074812127753
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
13210000.00000000
PA
698607.43000000
0.055981076724
Long
DBT
NUSS
XX
N
2
2025-01-30
Fixed
7.75000000
N
N
N
N
N
N
XPO ESCROW SUB LLC
N/A
XPO Escrow Sub LLC
98379JAA3
190000.00000000
PA
USD
197809.95000000
0.015850982271
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
8032.18000000
0.000643637707
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
250876.77000000
USD
1324100.00000000
BRL
2023-05-23
8032.18000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-11323.27000000
-0.00090736058
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4993080.00000000
PEN
1312414.25000000
USD
2023-05-15
-11323.27000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN23
000000000
-23.00000000
NC
USD
-13175.03000000
-0.00105574652
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYM3 Comdty
2023-06-21
-2773059.35000000
USD
-13175.03000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
33011.61000000
0.002645298908
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2618017.71000000
USD
3952396.00000000
AUD
2023-05-15
33011.61000000
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAS5
250000.00000000
PA
USD
233266.00000000
0.018692159977
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
7.64000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-28177.47000000
-0.00225792776
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
17650000.00000000
MXN
941615.57000000
USD
2023-05-15
-28177.47000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
18352.70000000
0.001470645548
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
564534.29000000
USD
206801500.00000000
HUF
2023-05-15
18352.70000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-36490.01000000
-0.00292403138
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
10240000.00000000
MXN
529062.26000000
USD
2023-04-18
-36490.01000000
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
880000.00000000
PA
USD
876392.00000000
0.070227377616
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-6909.31000000
-0.00055365946
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
257158600.00000000
HUF
717913.30000000
USD
2023-05-15
-6909.31000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAE9
940000.00000000
PA
USD
904524.96000000
0.072481738684
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
4.21000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
556000.00000000
PA
USD
557904.30000000
0.044706199908
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
735000.00000000
PA
676790.38000000
0.054232824562
Long
DBT
CORP
NL
N
2
2027-03-31
Fixed
1.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
15983.79000000
0.001280819149
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1230000.00000000
CAD
925035.29000000
USD
2023-04-18
15983.79000000
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
1260000.00000000
PA
USD
1166739.05000000
0.093493578038
Long
DBT
CORP
XX
N
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
-860.10000000
-0.00006892186
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1088600.00000000
MYR
246848.07000000
USD
2023-05-15
-860.10000000
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust
939336X57
247092.75000000
PA
USD
222787.15000000
0.017852464777
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
5.63000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AW3
400000.00000000
PA
USD
149876.00000000
0.012009920729
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6238.20000000
0.000499881818
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
657011.24000000
USD
610000.00000000
EUR
2023-04-18
6238.20000000
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2021 USD Term Loan B
000000000
1000000.00000000
PA
USD
996875.00000000
0.079881967272
Long
LON
CORP
CA
N
2
2026-04-30
Floating
8.09000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
300000.00000000
PA
USD
291294.54000000
0.023342125051
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
435000.00000000
PA
USD
431346.00000000
0.034564781998
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
96218000.00000000
PA
4811939.66000000
0.385592182004
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
FAGE INTL / FAGE USA
N/A
FAGE International SA / FAGE USA Dairy Industry Inc
30257WAA4
1081000.00000000
PA
USD
1010544.61000000
0.080977345668
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.63000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2586000.00000000
PA
592692.05000000
0.047493825144
Long
DBT
NUSS
MY
N
2
2027-03-15
Fixed
3.89000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYFJ3409 IRS MXN R F 8.87500 2 CCPVANILLA / Short: SRYFJ3409 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
10708183.00000000
OU
Notional Amount
7583.83000000
0.000607710354
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-03-15
98.67000000
MXN
0.00000000
MXN
10708183.00000000
MXN
7578.53000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
1229.23000000
0.000098501126
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
730000.00000000
CHF
803843.47000000
USD
2023-05-15
1229.23000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC23
000000000
58.00000000
NC
-95382.90000000
-0.00764325888
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIZ3 Comdty
2024-03-19
13926817.54000000
GBP
-95382.90000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
10427000.00000000
PA
2088878.53000000
0.167386810150
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1200000.00000000
PA
USD
1147663.20000000
0.091964984759
Long
DBT
CORP
ES
N
2
2024-02-08
Fixed
7.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-17511.37000000
-0.00140322777
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
243663200.00000000
HUF
669273.35000000
USD
2023-05-15
-17511.37000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-93522.73000000
-0.00749419902
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3731149.27000000
USD
123855500.00000000
THB
2023-05-15
-93522.73000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-299.62000000
-0.00002400926
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
71690000.00000000
JPY
539440.20000000
USD
2023-04-18
-299.62000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-7378.20000000
-0.00059123273
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3302758881.00000000
IDR
213453.04000000
USD
2023-05-15
-7378.20000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1270000.00000000
PA
USD
1169971.24000000
0.093752581119
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
7.61000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
72599000.00000000
PA
287312.64000000
0.023023045923
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
Y
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
1090000.00000000
PA
USD
1083255.19000000
0.086803817564
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.46000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1780031.00000000
PA
USD
630691.67000000
0.050538825170
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-13984.75000000
-0.00112063131
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1050173.78000000
USD
137630000.00000000
JPY
2023-04-18
-13984.75000000
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAL8
425000.00000000
PA
USD
325282.63000000
0.026065671627
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Variable
3.46000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-16506.77000000
-0.00132272678
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4887800.00000000
BRL
947508.81000000
USD
2023-04-04
-16506.77000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-175553.97000000
-0.01406755760
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1006971600.00000000
HUF
2662678.09000000
USD
2023-05-15
-175553.97000000
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
960000.00000000
PA
USD
655200.00000000
0.052502736006
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1271.10000000
0.000101856269
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1809800.00000000
PEN
481075.18000000
USD
2023-05-15
1271.10000000
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
1909000.00000000
PA
USD
1699010.00000000
0.136145716579
Long
LON
CORP
US
N
2
2029-04-11
Variable
9.74000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7595.54000000
-0.00060864870
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
732000.00000000
EUR
788754.16000000
USD
2023-04-28
-7595.54000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1517200000.00000000
PA
250711.98000000
0.020090147893
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAK1
425000.00000000
PA
USD
405675.41000000
0.032507736501
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.38000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AH1
1090000.00000000
PA
USD
1130605.90000000
0.090598142697
Long
DBT
CORP
GB
N
2
2034-03-02
Fixed
6.02000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAK1
395000.00000000
PA
USD
391700.26000000
0.031387874457
Long
DBT
CORP
JP
N
2
2027-07-27
Fixed
4.37000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
490000.00000000
PA
USD
359299.75000000
0.028791544446
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
830000.00000000
PA
USD
824867.70000000
0.066098612780
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Incorporated 2022 Term Loan B
45173JAQ7
1269633.93000000
PA
USD
1260111.68000000
0.100975749197
Long
LON
CORP
US
N
2
2029-07-02
Floating
7.67000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
83253.50000000
0.006671301178
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3325210.90000000
USD
3130000.00000000
EUR
2023-05-15
83253.50000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
147537.54000000
0.011822534361
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3970495.36000000
USD
89272300.00000000
CZK
2023-06-06
147537.54000000
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
185000.00000000
PA
USD
140307.32000000
0.011243159618
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
MRI Software LLC
549300LNQ2G4DKR9QR85
MRI Software LLC 2020 Term Loan B
000000000
316679.04000000
PA
USD
305215.26000000
0.024457625489
Long
LON
CORP
US
N
2
2026-02-10
None
0.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAW2
280000.00000000
PA
USD
247789.42000000
0.019855956201
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.06000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
1515000.00000000
PA
USD
1327641.28000000
0.106387056830
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-55276.25000000
-0.00442941752
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1281536.92000000
USD
1830000.00000000
AUD
2023-04-18
-55276.25000000
N
N
N
Graham Packaging Company Inc.
549300YS0ZFT826HIK72
Graham Packaging Company Inc. 2021 Term Loan
38469EAD5
794597.32000000
PA
USD
788538.52000000
0.063187469088
Long
LON
CORP
US
N
2
2027-08-04
Floating
7.84000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702DAE7
250000.00000000
PA
USD
242584.50000000
0.019438873569
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
6.32000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1600000.00000000
PA
1497284.42000000
0.119980965552
Long
DBT
CORP
DE
N
2
2025-10-09
Fixed
6.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
560000.00000000
PA
USD
518638.40000000
0.041559729850
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
1045000.00000000
PA
USD
670069.39000000
0.053694255630
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
500000.00000000
PA
USD
474082.50000000
0.037989359497
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
210000.00000000
PA
USD
208447.51000000
0.016703395282
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN23
000000000
31.00000000
NC
82045.38000000
0.006574491646
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMM3 Comdty
2023-06-15
3686977.87000000
AUD
82045.38000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2J9
1230000.00000000
PA
USD
1193469.00000000
0.095635512575
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAD3
315000.00000000
PA
USD
219424.71000000
0.017583024454
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAJ3
500000.00000000
PA
USD
458772.50000000
0.036762532745
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.44000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
67738200.00000000
PA
3325740.78000000
0.266499527166
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1967.30000000
-0.00015764443
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
114000.00000000
EUR
121894.73000000
USD
2023-04-05
-1967.30000000
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
130000.00000000
PA
USD
113138.90000000
0.009066089436
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
1005000.00000000
PA
USD
984455.06000000
0.078886727908
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
National Collegiate Student Loan Trust
635400VQIBXGEB9ZUC59
National Collegiate Student Loan Trust 2007-2
63543LAD7
960813.43000000
PA
USD
881073.31000000
0.070602502132
Long
ABS-O
CORP
US
N
2
2033-01-25
Floating
5.14000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-142903.00000000
-0.01145115763
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
16308700.00000000
PLN
3633157.71000000
USD
2023-05-15
-142903.00000000
N
N
N
CARRIAGE PURCHASER, INC.
N/A
Carriage Purchaser, Inc. 2021 Term Loan B
14445BAB5
796250.86000000
PA
USD
764525.04000000
0.061263211760
Long
LON
CORP
US
N
2
2028-09-30
Floating
9.09000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
780000.00000000
PA
USD
761730.00000000
0.061039238550
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
Cloudera, Inc.
549300PGONC4JOI0RG62
Cloudera, Inc. 2021 Second Lien Term Loan
74339VAE8
160000.00000000
PA
USD
142400.00000000
0.011410851049
Long
LON
CORP
US
N
2
2029-10-08
Variable
10.91000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2020 Incremental Term Loan
45567YAL9
1088823.20000000
PA
USD
1073074.46000000
0.085988011430
Long
LON
CORP
US
N
2
2024-09-13
Floating
8.59000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAN3
766336.07000000
PA
USD
722371.75000000
0.057885368267
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.19000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
515000.00000000
PA
USD
533584.05000000
0.042757360370
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.13000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2021 Term Loan B
17288YAD4
1465794.04000000
PA
USD
1455533.48000000
0.116635363323
Long
LON
CORP
US
N
2
2028-02-02
Variable
7.42000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
48920000.00000000
PA
2588593.02000000
0.207430122036
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1838000.00000000
PA
476879.48000000
0.038213488164
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AN0
625479.45000000
PA
USD
583005.96000000
0.046717655690
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.24000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1815000.00000000
PA
USD
1195153.03000000
0.095770457908
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.03000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
1820000.00000000
PA
USD
1746654.00000000
0.139963543738
Long
DBT
CORP
FR
N
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
8519000.00000000
PA
1306012.46000000
0.104653887986
Long
DBT
NUSS
BR
N
2
2025-07-01
None
0.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
455000.00000000
PA
USD
430306.31000000
0.034481469163
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
25699.90000000
0.002059394177
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
595343.84000000
USD
493290000.00000000
CLP
2023-05-15
25699.90000000
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAY0
1285000.00000000
PA
USD
1228938.02000000
0.098477729598
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
6.38000000
N
N
N
N
N
N
ARDONAGH MIDCO 2 PLC
9845003AD1386OH58D80
Ardonagh Midco 2 PLC
03985RAA1
809875.00000000
PA
USD
741035.63000000
0.059380949410
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
11.50000000
N
N
Y
N
N
N
Falcon Aerospace Limited
N/A
Falcon Aerospace Limited 2017 Term Loan A
000000000
291299.44000000
PA
USD
274958.47000000
0.022033076866
Long
LON
CORP
GB
N
2
2042-02-15
Fixed
4.58000000
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
549300HMTDFWN3B2DI35
Neuberger Berman Loan Advisers Clo 44 Ltd
64134EAA2
480000.00000000
PA
USD
433478.40000000
0.034735656287
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
10.79000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
1220000.00000000
PA
USD
1021202.17000000
0.081831361326
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
98262PAA9
360000.00000000
PA
USD
193966.20000000
0.015542973432
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-9020.64000000
-0.00072284536
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
7678900.00000000
ZAR
422218.94000000
USD
2023-05-15
-9020.64000000
N
N
N
Virgin Pulse, Inc.
N/A
Virgin Pulse, Inc. 2021 Term Loan
92770HAD9
382965.97000000
PA
USD
316904.34000000
0.025394299301
Long
LON
CORP
US
N
2
2028-04-06
Floating
8.84000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
265000.00000000
PA
USD
215816.00000000
0.017293849929
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
1120000.00000000
PA
USD
1065355.20000000
0.085369448746
Long
DBT
CORP
CH
N
2
2024-01-31
Fixed
7.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAN2
630000.00000000
PA
USD
638442.00000000
0.051159877566
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.88000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
2325000.00000000
PA
USD
1509218.39000000
0.120937262983
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-2105.46000000
-0.00016871552
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
800000.00000000
PLN
183123.81000000
USD
2023-05-15
-2105.46000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-24059.37000000
-0.00192793460
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7920000.00000000
MXN
413359.96000000
USD
2023-04-18
-24059.37000000
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
600000.00000000
PA
USD
473250.00000000
0.037922649290
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.13000000
N
N
N
N
N
N
SWAP JP MORGAN BOC
N/A
SWAP JP MORGAN BOC
000000000
-736404.42000000
NS
USD
-736404.42000000
-0.05900983952
Short
STIV
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SWS055442 CDS USD R F 5.00000 2 CCPCORPORATE / Short: SWS055442 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1380000.00000000
OU
Notional Amount
USD
106842.00000000
0.008561503846
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
FORD MOTOR COMPANY
FORD MOTOR COMPANY
Y
sell protection
2026-06-20
196910.93000000
USD
0.00000000
USD
1380000.00000000
USD
-90068.93000000
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2021 Term Loan D
389376AZ7
867766.33000000
PA
USD
844806.97000000
0.067696393959
Long
LON
CORP
US
N
2
2028-12-01
Floating
7.92000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
725000.00000000
PA
USD
742023.00000000
0.059460069719
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-13786.54000000
-0.00110474827
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
605000.00000000
EUR
644138.06000000
USD
2023-04-21
-13786.54000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
1050000.00000000
PA
USD
944842.50000000
0.075712479159
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1225000.00000000
PA
USD
1213944.38000000
0.097276253525
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
350000.00000000
PA
USD
315875.00000000
0.025311815836
Long
DBT
CORP
GB
N
2
2024-06-15
Fixed
8.00000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AX2
2155000.00000000
PA
USD
2173936.37000000
0.174202697389
Long
DBT
CORP
CA
N
2
2026-03-21
Fixed
5.98000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
66096033.00000000
PA
3252181.87000000
0.260605076566
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
Saranac CLO LTD
5493000LWP4BVD5LGS13
Saranac CLO III Ltd
803169AW1
180000.00000000
PA
USD
144835.92000000
0.011606047118
Long
ABS-CBDO
CORP
JE
N
2
2030-06-22
Floating
8.20000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
4503.66000000
0.000360888998
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3879400.00000000
CNY
571249.34000000
USD
2023-05-15
4503.66000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
13097.59000000
0.001049541071
N/A
DFE
PH
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
1060682.84000000
USD
58360000.00000000
PHP
2023-05-15
13097.59000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4900000.00000000
PA
202588.24000000
0.016233878026
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
Long: BRYFKMSK5 IRS BRL R F 12.74000 2 NDFPREDISWAP / Short: BRYFKMSK5 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
3360353.00000000
OU
Notional Amount
7444.58000000
0.000596551920
N/A
DIR
US
N
2
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
3360353.00000000
BRL
7444.58000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYE927R3 IRS MXN R F 9.29000 2 CCPVANILLA / Short: SRYE927R3 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
23052759.00000000
OU
Notional Amount
36621.05000000
0.002934531929
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-02-17
212.43000000
MXN
0.00000000
MXN
23052759.00000000
MXN
36609.46000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
505000000.00000000
PA
722135.76000000
0.057866457827
Long
DBT
NUSS
CL
N
2
2043-01-01
Fixed
6.00000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
700000.00000000
PA
USD
588645.31000000
0.047169550232
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-39684.47000000
-0.00318001106
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
11660000.00000000
MXN
604293.99000000
USD
2023-04-18
-39684.47000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
1150000.00000000
PA
USD
1151846.98000000
0.092300241012
Long
DBT
CORP
DK
N
2
2026-01-09
Fixed
6.47000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
1540000.00000000
PA
USD
1536150.00000000
0.123095357015
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
110000.00000000
PA
USD
102953.40000000
0.008249901070
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
882000.00000000
PA
USD
901276.11000000
0.072221400599
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
17986.33000000
0.001441287447
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
342800.44000000
USD
286570000.00000000
CLP
2023-05-15
17986.33000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1597000.00000000
PA
380060.15000000
0.030455124728
Long
DBT
NUSS
MY
N
2
2046-03-15
Fixed
4.74000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1600000.00000000
PA
USD
1609000.00000000
0.128933000968
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
121750000.00000000
PA
269384.57000000
0.021586426988
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-5407.87000000
-0.00043334549
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
19752100.00000000
TWD
644179.84000000
USD
2023-05-15
-5407.87000000
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
545000.00000000
PA
700485.01000000
0.056131531679
Long
DBT
CORP
JE
N
2
2026-12-03
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
13014.57000000
0.001042888481
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
508674.93000000
USD
2668000.00000000
BRL
2023-05-23
13014.57000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
2385000.00000000
PA
USD
2029227.62000000
0.162606840705
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AA1
1050000.00000000
PA
USD
1040888.42000000
0.083408867411
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
8.18000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-230835.72000000
-0.01849741585
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5922796.67000000
USD
8494351.01000000
AUD
2023-04-18
-230835.72000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBQ1
760000.00000000
PA
USD
567025.13000000
0.045437073732
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
4.69000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
1025000.00000000
PA
USD
999197.69000000
0.080068089952
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN23P 3700
000000000
36.00000000
NC
USD
62100.00000000
0.004976220857
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
36.00000000
NC
N/A
62100.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
36.00000000
USD
50.00000000
3700.00000000
USD
2023-06-16
XXXX
-75575.60000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
170000.00000000
PA
141268.80000000
0.011320205299
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAF9
1065000.00000000
PA
USD
1070599.74000000
0.085789706224
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYDTG9A7 IRS THB R F 2.64250 2 CCPNDFOIS / Short: SRYDTG9A7 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
9169411.00000000
OU
Notional Amount
3722.62000000
0.000298302404
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-15
165.42000000
THB
0.00000000
THB
9169411.00000000
THB
3717.71000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-7421.60000000
-0.00059471047
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1220900.00000000
BRL
233375.20000000
USD
2023-04-04
-7421.60000000
N
N
N
ARCTIC CANADIAN DIAMONDS
N/A
ARCTIC CANADIAN DIAMONDS
000000000
1282.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co EUR Term Loan B
68621XAD5
794641.25000000
PA
849308.67000000
0.068057125899
Long
LON
CORP
US
N
2
2028-06-02
Floating
5.80000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5653.60000000
-0.00045303642
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
783600.00000000
GBP
964045.06000000
USD
2023-05-15
-5653.60000000
N
N
N
CARNIVAL PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
693070AD6
540000.00000000
PA
USD
530990.41000000
0.042549525821
Long
DBT
CORP
GB
N
2
2027-06-01
Fixed
7.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-20465.57000000
-0.00163995485
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3970000.00000000
BRL
762533.30000000
USD
2023-04-04
-20465.57000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-116722.65000000
-0.00935326385
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
77047400.00000000
ZAR
4199844.10000000
USD
2023-06-12
-116722.65000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
21490.70000000
0.001722100959
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
5771000.00000000
CNY
864582.24000000
USD
2023-05-15
21490.70000000
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit CLO 2019 LTD
03754AAJ8
1000000.00000000
PA
USD
944280.00000000
0.075667404695
Long
ABS-CBDO
CORP
KY
N
2
2032-04-18
Floating
7.19000000
N
N
N
N
N
N
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco, Inc. 2021 Incremental Term Loan
39355YAJ3
365847.10000000
PA
USD
361845.46000000
0.028995538250
Long
LON
CORP
US
N
2
2025-08-01
Floating
8.59000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
660000.00000000
PA
USD
586505.70000000
0.046998098189
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
76720.79000000
0.006147819572
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
865305.70000000
USD
334220000.00000000
HUF
2023-05-15
76720.79000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AT5
1110000.00000000
PA
USD
1059659.61000000
0.084913047559
Long
DBT
CORP
CH
N
2
2033-08-05
Fixed
4.99000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
50225.56000000
0.004024693707
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1809085.46000000
USD
661492100.00000000
HUF
2023-05-24
50225.56000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-2699.11000000
-0.00021628611
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
185306.61000000
USD
6217500.00000000
THB
2023-05-15
-2699.11000000
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
730000.00000000
PA
USD
451510.91000000
0.036180644248
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
355000.00000000
PA
USD
337210.95000000
0.027021516310
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
1730000.00000000
PA
USD
1487800.00000000
0.119220956396
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AL6
470000.00000000
PA
USD
506798.92000000
0.040611004128
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
Liberty Media Corp-Liberty Formula One
Liberty Media Corp-Liberty Formula One
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
3463.73000000
0.000277556931
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2404000.00000000
THB
74069.03000000
USD
2023-05-15
3463.73000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
500000.00000000
PA
USD
337050.00000000
0.027008619003
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
741000.00000000
PA
USD
729772.41000000
0.058478400774
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1000000.00000000
PA
USD
979887.99000000
0.078520757715
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-4598.84000000
-0.00036851599
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
895500.00000000
PLN
202742.17000000
USD
2023-05-15
-4598.84000000
N
N
N
Sycamore Tree CLO Ltd
N/A
Sycamore Tree CLO 2023-2 Ltd
87122CAA1
1050000.00000000
PA
USD
1051219.05000000
0.084236685389
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.01000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-13702.90000000
-0.00109804600
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3087642700.00000000
COP
643303.12000000
USD
2023-05-15
-13702.90000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS075820 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075820 IRS USD P F 3.85000 2 CCPOIS
000000000
5950000.00000000
OU
Notional Amount
USD
-186911.34000000
-0.01497765070
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-06-30
7457.62000000
USD
0.00000000
USD
5950000.00000000
USD
-194368.96000000
N
N
N
SOLIS IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
2225716.83000000
PA
USD
2012604.45000000
0.161274786514
Long
LON
CORP
US
N
2
2029-02-26
Variable
8.37000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
2205000.00000000
PA
USD
2227225.30000000
0.178472866229
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
MAGNOLIA FIN X DAC 2020 1
N/A
MAGNOLIA FIN X DAC 2020 1
55968FAA8
592010.84000000
PA
USD
578779.40000000
0.046378971374
Long
ABS-O
CORP
IE
N
2
2024-08-13
Variable
3.98000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-2372.67000000
-0.00019012769
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
15230500.00000000
THB
444945.95000000
USD
2023-05-15
-2372.67000000
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
6937000.00000000
PA
166075.90000000
0.013308057287
Long
DBT
NUSS
EG
N
2
2031-07-06
Fixed
14.82000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
1730000.00000000
PA
USD
1341499.45000000
0.107497544988
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
87387.01000000
0.007002529176
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2001890.15000000
USD
37069000.00000000
ZAR
2023-04-03
87387.01000000
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
210000.00000000
PA
USD
208404.00000000
0.016699908722
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2226000.00000000
PA
498099.81000000
0.039913923732
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
1370000.00000000
PA
USD
1381617.60000000
0.110712307867
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAE6
400000.00000000
PA
USD
384408.00000000
0.030803528301
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
685000.00000000
PA
USD
589757.60000000
0.047258680678
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIX Ltd
09630LAE2
850000.00000000
PA
USD
778638.25000000
0.062394136881
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
11.68000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
935000.00000000
PA
USD
804474.00000000
0.064464417042
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
75780000.00000000
PA
3288320.25000000
0.263500931000
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-15786.75000000
-0.00126502986
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4382700000.00000000
COP
916788.86000000
USD
2023-05-15
-15786.75000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: BRYFHFWF0 IRS BRL R F 12.40500 2 NDFPREDISWAP / Short: BRYFHFWF0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
6477775.00000000
OU
Notional Amount
12516.25000000
0.001002956913
N/A
DIR
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
6477775.00000000
BRL
12516.25000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
27802.07000000
0.002227846064
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
685910.27000000
USD
3618700.00000000
BRL
2023-04-04
27802.07000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-6393.81000000
-0.00051235121
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
50594600.00000000
HUF
137496.55000000
USD
2023-04-17
-6393.81000000
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAC0
719000.00000000
PA
USD
727331.93000000
0.058282839301
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
10.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
445000.00000000
PA
USD
372744.72000000
0.029868921904
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6295.53000000
0.000504475808
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2633300.00000000
EUR
2873870.39000000
USD
2023-05-15
6295.53000000
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
598950.00000000
PA
USD
587232.02000000
0.047056299940
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-2
35563PBH1
342819.37000000
PA
USD
334587.11000000
0.026811261763
Long
ABS-MBS
USGSE
US
N
2
2056-08-25
Variable
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336V308
103220.00000000
NS
USD
3667762.30000000
0.293906525904
Long
EP
CORP
US
N
2
N
N
N
Arctic Canadian Diamond Company Ltd
N/A
Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan
000000000
1426144.82000000
PA
USD
1235469.26000000
0.099001093410
Long
LON
CORP
US
N
3
2027-12-31
Floating
12.50000000
N
N
Y
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
6950000.00000000
PA
1116532.08000000
0.089470373991
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
940000.00000000
PA
USD
856372.90000000
0.068623199468
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC 2022 Term Loan
57776DAE3
1293500.00000000
PA
USD
1268438.44000000
0.101642992301
Long
LON
CORP
US
N
2
2029-02-15
Variable
9.03000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
500000.00000000
PA
USD
445500.00000000
0.035698975718
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5494000000.00000000
PA
449702.52000000
0.036035733652
Long
DBT
NUSS
ID
N
2
2030-08-15
Fixed
10.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
45000.00000000
PA
USD
44655.44000000
0.003578346730
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
-4314.35000000
-0.00034571913
N/A
DFE
IL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
889982.51000000
USD
3185000.00000000
ILS
2023-05-15
-4314.35000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
39270000.00000000
PA
1439061.62000000
0.115315433962
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRY8T1KN0 IRS THB R F 3.27250 2 CCPNDFOIS / Short: SRY8T1KN0 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
18689901.00000000
OU
Notional Amount
38585.90000000
0.003091980038
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-03-15
338.26000000
THB
0.00000000
THB
18689901.00000000
THB
38577.01000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
2777.66000000
0.000222580509
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
72078.63000000
USD
351792023.98000000
COP
2023-05-15
2777.66000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
510000.00000000
PA
USD
481607.37000000
0.038592345247
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
7061000.00000000
PA
168869.54000000
0.013531918312
Long
DBT
NUSS
EG
N
2
2030-10-06
Fixed
14.66000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
240000.00000000
PA
USD
203400.00000000
0.016298926287
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
6770000.00000000
PA
1021482.50000000
0.081853824836
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
450000.00000000
PA
USD
322137.58000000
0.025813651282
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
185000.00000000
PA
USD
179182.68000000
0.014358334775
Long
DBT
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1500000.00000000
PA
USD
1261661.25000000
0.101099919930
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
994512.10000000
PA
USD
976474.83000000
0.078247253078
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.21000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
390000.00000000
PA
USD
381712.50000000
0.030587531468
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
46782.87000000
0.003748822761
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1214760.84000000
USD
1020000.00000000
GBP
2023-04-18
46782.87000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-13548.59000000
-0.00108568077
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
37719900.00000000
THB
1094281.98000000
USD
2023-05-15
-13548.59000000
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAL4
255000.00000000
PA
USD
249467.78000000
0.019990447184
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
6.52000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
1068000.00000000
PA
USD
914360.41000000
0.073269876711
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
6789000.00000000
PA
1761444.40000000
0.141148733705
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIII Ltd
67112WAQ6
605000.00000000
PA
USD
580783.67000000
0.046539578301
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.64000000
N
N
N
N
N
N
Empire Today, LLC
N/A
Empire Today, LLC 2021 Term Loan B
29210RAB1
225966.94000000
PA
USD
178137.20000000
0.014274557974
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.71000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SWS076802 IRS USD R F 3.25000 2 CCPOIS / Short: SWS076802 IRS USD P V 00MSOFR 1 CCPOIS
000000000
6222000.00000000
OU
Notional Amount
USD
22973.68000000
0.001840935677
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-12-31
0.00000000
USD
-25244.97000000
USD
6222000.00000000
USD
48218.65000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
164820.00000000
PA
134434.19000000
0.010772531727
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
5.00000000
N
N
Y
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3930000.00000000
PA
565521.73000000
0.045316602711
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
332570000.00000000
PA
544096.98000000
0.043599786482
Long
DBT
NUSS
HU
N
2
2051-04-28
Fixed
4.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
22690000.00000000
PA
3738434.32000000
0.299569643134
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
277.76000000
0.000022257570
N/A
DFE
CO
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
265065.93000000
USD
1247000000.00000000
COP
2023-05-15
277.76000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
2850.87000000
0.000228447000
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
218345114.00000000
INR
2653522.68000000
USD
2023-05-15
2850.87000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
50323.39000000
0.004032533058
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2134579.81000000
USD
32761531000.00000000
IDR
2023-04-03
50323.39000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-86037.19000000
-0.00689436488
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43185935641.00000000
IDR
2792856.21000000
USD
2023-04-19
-86037.19000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
90358.94000000
0.007240677003
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
866171.26000000
USD
336334300.00000000
HUF
2023-04-17
90358.94000000
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
710000.00000000
PA
USD
393265.45000000
0.031513296858
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
1210000.00000000
PA
USD
1104536.40000000
0.088509131591
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
1350000.00000000
PA
USD
1095875.33000000
0.087815099431
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
100000.00000000
PA
USD
79096.00000000
0.006338150804
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Cardinal Parent, Inc.
5493009YXQNPN3HQQH84
Cardinal Parent, Inc. 2020 Term Loan B
14153EAC9
560682.50000000
PA
USD
499007.43000000
0.039986653483
Long
LON
CORP
US
N
2
2027-11-12
Floating
9.66000000
N
N
N
N
N
N
Telenet Financing USD LLC
N/A
Telenet Financing USD LLC 2020 USD Term Loan AR
000000000
470800.00000000
PA
USD
462678.70000000
0.037075545851
Long
LON
CORP
US
N
2
2028-04-30
Floating
6.68000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-25913.89000000
-0.00207654170
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7267445900.00000000
COP
1528926.41000000
USD
2023-04-20
-25913.89000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-19670.87000000
-0.00157627364
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
591000.00000000
GBP
711071.11000000
USD
2023-04-03
-19670.87000000
N
N
N
Rockford Tower CLO Ltd
549300KPFGDIQ0PMP224
Rockford Tower CLO 2018-1 Ltd
77342JAA1
1485000.00000000
PA
USD
1465178.22000000
0.117408219303
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
6.02000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
305000.00000000
PA
USD
266022.68000000
0.021317030738
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3630000.00000000
PA
547112.25000000
0.043841407246
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
80000.00000000
PA
USD
30502.40000000
0.002444229937
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-2365.26000000
-0.00018953391
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
783531.87000000
USD
3671143500.00000000
COP
2023-05-15
-2365.26000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
23364.54000000
0.001872256220
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
481541.53000000
USD
2560000.00000000
BRL
2023-04-04
23364.54000000
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
200000.00000000
PA
USD
175198.62000000
0.014039082561
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAR0
80000.00000000
PA
USD
73399.30000000
0.005881660669
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Oscar AcquisitionCo, LLC
254900RDCZK0Q19MEL65
Oscar AcquisitionCo, LLC Term Loan B
68778DAB4
465832.50000000
PA
USD
450255.99000000
0.036080084521
Long
LON
CORP
US
N
2
2029-04-29
Variable
9.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
930000.00000000
PA
USD
694483.87000000
0.055650646043
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
660000.00000000
PA
USD
670672.20000000
0.053742560231
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
653361.55000000
PA
USD
678189.29000000
0.054344922551
Long
LON
CORP
KY
N
2
2027-10-20
Floating
8.56000000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
280000.00000000
PA
USD
240660.00000000
0.019284658802
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.13000000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-5693.66000000
-0.00045624653
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1550000.00000000
PLN
353188.05000000
USD
2023-05-15
-5693.66000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1515000.00000000
PA
USD
1288153.81000000
0.103222831841
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
80545.77000000
0.006454324326
N/A
DFE
CL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2714338.53000000
USD
2220193200.00000000
CLP
2023-05-16
80545.77000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN23P 3800
000000000
20.00000000
NC
USD
47250.00000000
0.003786255000
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
20.00000000
NC
N/A
47250.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
20.00000000
USD
50.00000000
3800.00000000
USD
2023-06-16
XXXX
-36079.50000000
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569JAC4
250795.42000000
PA
USD
241162.82000000
0.019324950966
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.50000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
630370000.00000000
PA
1002584.56000000
0.080339487909
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4899.10000000
0.000392576547
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
180980000.00000000
JPY
1367461.70000000
USD
2023-04-18
4899.10000000
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
990910.85000000
PA
USD
931456.20000000
0.074639803068
Long
LON
CORP
US
N
2
2028-03-20
Floating
7.84000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TF6
605000.00000000
PA
USD
617015.54000000
0.049442924311
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
9.45000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
47258.53000000
0.003786938529
N/A
DFE
MX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
917589.39000000
USD
17560000.00000000
MXN
2023-05-15
47258.53000000
N
N
N
Generate CLO Ltd.
25490036G9JNQQPHIX69
Generate CLO 7 Ltd
98625DAC4
1060000.00000000
PA
USD
1038761.84000000
0.083238459492
Long
ABS-CBDO
CORP
KY
N
2
2033-01-22
Floating
6.67000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
7884000.00000000
PA
188987.17000000
0.015143991903
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
460000.00000000
PA
USD
342152.60000000
0.027417502490
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
980000.00000000
PA
USD
723994.60000000
0.058015411102
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN23P 3200
000000000
-21.00000000
NC
USD
-8925.00000000
-0.00071518150
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
21.00000000
NC
N/A
-8925.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
21.00000000
USD
50.00000000
3200.00000000
USD
2023-06-16
XXXX
20568.40000000
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
2120000.00000000
PA
USD
1623708.00000000
0.130111588028
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-MP
61691DAA5
320000.00000000
PA
USD
284056.06000000
0.022762088414
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.28000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
770000.00000000
PA
USD
763262.50000000
0.061162041424
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1065000.00000000
PA
USD
1121817.75000000
0.089893927313
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
260000.00000000
PA
USD
225158.70000000
0.018042502725
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
13514800000.00000000
PA
2293675.81000000
0.183797703811
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
1255000.00000000
PA
USD
1158730.26000000
0.092851814627
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Verde CLO Ltd
254900DT3DF8KM5RRZ79
VERDE CLO Ltd
92338BAU9
500000.00000000
PA
USD
465028.00000000
0.037263800854
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
8.04000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-156026.38000000
-0.01250276532
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
32349222.00000000
BRL
6224176.17000000
USD
2023-04-04
-156026.38000000
N
N
N
BEAUTY HEALTH CO/THE
5493001Z2JZQT4C63C50
Beauty Health Co/The
88331LAA6
770000.00000000
PA
USD
644875.00000000
0.051675369173
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
1.25000000
N
N
N
N
Y
Beauty Health Co/The
Beauty Health Co/The
USD
XXXX
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAF0
800000.00000000
PA
USD
736444.32000000
0.059013036808
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
7.31000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
1315000.00000000
PA
USD
1142656.10000000
0.091563753914
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAA4
320000.00000000
PA
USD
307547.30000000
0.024644497407
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.41000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
23758000.00000000
PA
4950661.94000000
0.396708328593
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
174653.47000000
0.013995398394
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1873623.47000000
USD
37086503.01000000
MXN
2023-04-18
174653.47000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6454000.00000000
PA
1485123.89000000
0.119006513330
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-12154.51000000
-0.00097396982
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
14920000.00000000
CZK
676829.08000000
USD
2023-05-15
-12154.51000000
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1457168.00000000
PA
USD
1316420.14000000
0.105487880165
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-9967.22000000
-0.00079869707
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2094000.00000000
NZD
1300206.48000000
USD
2023-05-15
-9967.22000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
560000.00000000
PA
USD
397562.59000000
0.031857636918
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.37000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1090000.00000000
PA
USD
943304.40000000
0.075589227544
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-12158.66000000
-0.00097430237
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
11549000.00000000
MXN
622410.17000000
USD
2023-05-15
-12158.66000000
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
240000.00000000
PA
USD
205498.80000000
0.016467108128
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1270000.00000000
PA
190727.41000000
0.015283441478
Long
DBT
NUSS
CN
N
2
2028-11-22
Fixed
3.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
1440000.00000000
PA
USD
1423971.45000000
0.114106222711
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
965000.00000000
PA
USD
799488.03000000
0.064064879395
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
380000.00000000
PA
USD
399805.60000000
0.032037374650
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
MAGNETITE CLO LTD
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955EAL2
2160000.00000000
PA
USD
2107146.96000000
0.168850702943
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
23.28000000
0.000001865481
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
768219.20000000
USD
5261000.00000000
CNY
2023-05-15
23.28000000
N
N
N
Magenta Buyer LLC
N/A
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
740625.00000000
PA
USD
611015.63000000
0.048962137237
Long
LON
CORP
US
N
2
2028-07-27
Floating
9.58000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
1030000.00000000
PA
USD
938227.00000000
0.075182363393
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10707.35000000
-0.00085800544
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1500000.00000000
EUR
1620787.50000000
USD
2023-04-24
-10707.35000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
370000.00000000
PA
USD
372645.50000000
0.029860971170
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
375000.00000000
PA
USD
312356.69000000
0.025029885279
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
295000.00000000
PA
USD
226995.28000000
0.018189672253
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRY7LEKH5 IRS THB R F 2.52070 2 CCPNDFOIS / Short: SRY7LEKH5 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
92838269.00000000
OU
Notional Amount
45895.34000000
0.003677702869
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-15
1030.92000000
THB
0.00000000
THB
92838269.00000000
THB
45866.94000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-28131.59000000
-0.00225425128
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
40155000.00000000
MXN
2195782.90000000
USD
2023-04-03
-28131.59000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-1517.20000000
-0.00012157684
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1726600.00000000
PEN
456229.36000000
USD
2023-05-15
-1517.20000000
N
N
N
Jump Financial, LLC
N/A
Jump Financial, LLC Term Loan B
000000000
1941338.71000000
PA
USD
1790884.96000000
0.143507875875
Long
LON
CORP
US
N
2
2028-08-07
Variable
9.66000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
5232.04000000
0.000419255822
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
73850000.00000000
JPY
563416.64000000
USD
2023-05-15
5232.04000000
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
590000.00000000
PA
574485.61000000
0.046034899758
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-11237.60000000
-0.00090049564
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6927600.00000000
ZAR
376879.95000000
USD
2023-06-12
-11237.60000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
170000.00000000
PA
USD
162137.50000000
0.012992463918
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.30000000
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
1090000.00000000
PA
USD
975799.82000000
0.078193162919
Long
DBT
CORP
US
N
2
2023-05-01
Variable
8.97000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2F7
250000.00000000
PA
USD
243125.00000000
0.019482185121
Long
DBT
CORP
CH
N
2
2023-08-09
Fixed
0.52000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-25126.30000000
-0.00201343024
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
104580700.00000000
THB
3054788.96000000
USD
2023-06-13
-25126.30000000
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
650000.00000000
PA
USD
582322.00000000
0.046662848346
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
23144.88000000
0.001854654341
N/A
DFE
MX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
451586.67000000
USD
8640000.00000000
MXN
2023-05-15
23144.88000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCC5
1235000.00000000
PA
USD
1252803.09000000
0.100390094479
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.05000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
17785.23000000
0.001425172825
N/A
DFE
ZA
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
454512.22000000
USD
8410000.00000000
ZAR
2023-05-15
17785.23000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
5049000.00000000
PA
1227891.27000000
0.098393851028
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
ICE 3MTH SONIA FU JUN23
000000000
34.00000000
NC
-33411.25000000
-0.00267732301
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
ICF Three Month SONIA Index Futures
SFIM3 Index
2023-09-19
8139846.92000000
GBP
-33411.25000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1235000.00000000
PA
222272.31000000
0.017811209422
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92916PAF1
260000.00000000
PA
USD
234333.58000000
0.018777707704
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
11.76000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
3296.68000000
0.000264170817
N/A
DFE
IN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
923491.41000000
USD
76198200.00000000
INR
2023-04-12
3296.68000000
N
N
N
Electron BidCo Inc.
N/A
Electron BidCo Inc. 2021 Term Loan
28542CAC3
352337.50000000
PA
USD
348021.37000000
0.027887781004
Long
LON
CORP
US
N
2
2028-11-01
Floating
7.84000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
50000.00000000
PA
USD
50074.34000000
0.004012576089
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
4.51000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
000000000
620000.00000000
PA
USD
629467.40000000
0.050440721500
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.13000000
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
195.38000000
0.000015656264
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1582422800.00000000
COP
336912.22000000
USD
2023-05-15
195.38000000
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
720000.00000000
PA
USD
708400.80000000
0.056765842779
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-9968.14000000
-0.00079877079
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1284800.00000000
CAD
939985.22000000
USD
2023-05-15
-9968.14000000
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
746701.16000000
PA
USD
674457.82000000
0.054045910975
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.66000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
1910000.00000000
PA
USD
1494126.15000000
0.119727885858
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
6060.42000000
0.000485635884
N/A
DFE
NZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
451874.69000000
USD
731900.00000000
NZD
2023-05-15
6060.42000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
26027000000.00000000
PA
1766579.70000000
0.141560237521
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4440000.00000000
PA
187697.66000000
0.015040660396
Long
DBT
NUSS
CZ
N
2
2024-12-12
None
0.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
450000.00000000
PA
USD
391815.00000000
0.031397068846
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2019-UVIL
12656DAA1
300000.00000000
PA
USD
249575.46000000
0.019999075839
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Fixed
3.16000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
589.73000000
0.000047256469
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
240837800.00000000
CLP
303800.44000000
USD
2023-05-15
589.73000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
76261000000.00000000
PA
4983602.56000000
0.399347938904
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.38000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
549300IVUME0ILZ1W208
Canyon CLO 2020-1 Ltd
13876LAL1
500000.00000000
PA
USD
482217.50000000
0.038641236416
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.49000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-27556.03000000
-0.00220813029
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
26098020000.00000000
IDR
1717426.95000000
USD
2023-05-15
-27556.03000000
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint, Inc. 1st Lien Term Loan
74345HAB7
665135.10000000
PA
USD
651520.45000000
0.052207884904
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.09000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BC3
395000.00000000
PA
USD
402691.97000000
0.032268666350
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
22996100000.00000000
PA
3800024.94000000
0.304505046159
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
112724.06000000
0.009032847319
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
290750000.00000000
JPY
2301723.26000000
USD
2023-04-18
112724.06000000
N
N
N
LIDS Holdings, Inc.
N/A
LIDS Holdings, Inc. Term Loan
000000000
1155000.00000000
PA
USD
1097250.00000000
0.087925255011
Long
LON
CORP
US
N
2
2026-12-14
Variable
10.39000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
620000.00000000
PA
USD
592661.10000000
0.047491345046
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.35000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
32403600000.00000000
PA
5579715.54000000
0.447115891314
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings Inc
26142RAB0
990000.00000000
PA
USD
694980.00000000
0.055690402121
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
BAIN CAPITAL SPECIALTY F
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684BAC1
2265000.00000000
PA
USD
1914625.88000000
0.153423530417
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
2.55000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
461805.13000000
PA
USD
424996.26000000
0.034055962214
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.10000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AG7
735000.00000000
PA
USD
744055.20000000
0.059622914743
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3147.65000000
0.000252228688
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
876216.43000000
USD
116800000.00000000
JPY
2023-04-18
3147.65000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
20110000.00000000
PA
4564395.48000000
0.365755877467
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAB1
440000.00000000
PA
USD
402175.40000000
0.032227272366
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-115.34000000
-0.00000924246
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
72204900.00000000
INR
876439.62000000
USD
2023-05-15
-115.34000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
35145074.00000000
PA
1612008.52000000
0.129174080839
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-10422.00000000
-0.00083513967
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1370375.11000000
USD
179927100.00000000
JPY
2023-05-15
-10422.00000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
76480000.00000000
PA
3939253.70000000
0.315661778197
Long
DBT
NUSS
XX
N
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
260000.00000000
PA
USD
238268.86000000
0.019093051061
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-4779.32000000
-0.00038297829
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
10894300.00000000
MXN
590609.52000000
USD
2023-06-12
-4779.32000000
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
280000.00000000
PA
USD
248370.49000000
0.019902518724
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
000000000
1145000.00000000
PA
USD
1184468.15000000
0.094914253033
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-2025.55000000
-0.00016231214
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
820000.00000000
RON
177804.53000000
USD
2023-05-15
-2025.55000000
N
N
N
Bain Capital Credit CLO, Limited
549300OV3LSQ8RJ1DY13
Bain Capital Credit CLO 2023-1 Ltd
05685NAJ9
500000.00000000
PA
USD
485348.50000000
0.038892130901
Long
ABS-CBDO
CORP
JE
N
2
2036-04-16
Floating
9.64000000
N
N
N
N
N
N
LRS Holdings, LLC
2549000MQSLNQZB32779
LRS Holdings, LLC Term Loan B
50205HAC4
691250.00000000
PA
USD
678289.06000000
0.054352917358
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.09000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY23P 3600
000000000
46.00000000
NC
USD
27600.00000000
0.002211653714
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index Future
N/A
46.00000000
NC
N/A
27600.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM3 Index
2023-06-16
46.00000000
USD
50.00000000
3600.00000000
USD
2023-05-19
XXXX
-109496.60000000
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
940000.00000000
PA
USD
705086.48000000
0.056500258427
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
26124600.00000000
PA
1274840.26000000
0.102155985380
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-46426.55000000
-0.00372026999
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9581000.00000000
PLN
2177549.49000000
USD
2023-04-03
-46426.55000000
N
N
N
2023-04-18
Mercer Funds
Jeff Coleman
Jeff Coleman
Assistant Treasurer