0001752724-23-268713.txt : 20231128
0001752724-23-268713.hdr.sgml : 20231128
20231128095312
ACCESSION NUMBER: 0001752724-23-268713
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231128
DATE AS OF CHANGE: 20231128
PERIOD START: 20240331
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: 231442297
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
C000128966
Class I
MOFTX
C000128968
Class Y-3
MOFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001320615
XXXXXXXX
S000041478
C000128968
C000128966
Mercer Funds
811-21732
0001320615
549300J7JB6PJ2JIIB11
99 HIGH STREET
BOSTON
02110
617-747-9570
Mercer Opportunistic Fixed Income Fund
S000041478
549300IP3KXY463OLM11
2024-03-31
2023-09-30
N
1476567244.69
114405200.04
1362162044.65
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
15723791.09000000
0.00000000
0.00000000
67574462.94000000
BRL
CNY
COP
CZK
EUR
GBP
HUF
IDR
MXN
MYR
PEN
PLN
THB
USD
ZAR
UST
Blended Benchmark Opp FI
35%LGCPTRUU,30%JGENVUUG,17.5%LG30TRUU,10.5%JBCDCOMP,7%SPBDALB
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
100000.00000000
PA
USD
92578.55000000
0.006796441756
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B51721092 CDS EUR R V 03MEVENT FLO CCPITRAXX / Short: B51721092 CDS EUR P F 5.00000 FIX CCPITRAXX
000000000
9130000.00000000
OU
Notional Amount
-290357.51000000
-0.02131593015
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
buy protection
2028-12-20
0.00000000
EUR
-284932.65000000
EUR
9130000.00000000
EUR
11030.01000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
40966000.00000000
PA
125920.08000000
0.009244133654
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
Y
N
N
N
N
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco Inc 2023 Term Loan B
91838LAG5
634000.00000000
PA
USD
634264.38000000
0.046563063659
Long
LON
CORP
US
N
2
2030-08-10
Variable
9.66000000
N
N
N
N
N
N
HSE FINANCE SARL
894500G58U7EW07EK366
HSE Finance Sarl
000000000
190000.00000000
PA
105107.41000000
0.007716219256
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
49075.34000000
0.003602753445
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1750000.00000000
AUD
1179158.75000000
USD
2023-10-20
49075.34000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CG0
209639.37000000
PA
USD
141853.82000000
0.010413872604
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
4.12000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
4280.74000000
0.000314260701
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
13312900.00000000
ZAR
708209.41000000
USD
2023-11-16
4280.74000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
-6037.38000000
-0.00044322039
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
14800000.00000000
EGP
426267.28000000
USD
2024-01-31
-6037.38000000
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAD2
63991.93000000
PA
USD
58656.92000000
0.004306163149
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.97000000
N
N
N
N
N
N
IXS Holdings, Inc.
254900I3GPHU9VH9Z454
IXS Holdings Inc 2020 Term Loan B
45074HAB4
520241.28000000
PA
USD
428873.91000000
0.031484793728
Long
LON
CORP
US
N
2
2027-03-05
Variable
9.85000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466CAL2
260000.00000000
PA
USD
258523.98000000
0.018978944613
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
6.83000000
N
N
N
N
N
N
Keycorp Student Loan Trust
N/A
KeyCorp Student Loan Trust 2005-A
493268CL8
190986.83000000
PA
USD
182639.66000000
0.013408071434
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
6.95000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
822.82000000
0.000060405441
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
96283.00000000
USD
1700000.00000000
MXN
2023-11-16
822.82000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAH0
250000.00000000
PA
USD
201957.80000000
0.014826268342
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
2.94000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
270000000.00000000
PA
331485.54000000
0.024335250075
Long
DBT
NUSS
CL
N
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-24767.50000000
-0.00181824916
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2098953.42000000
USD
39241500.00000000
ZAR
2023-11-20
-24767.50000000
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAK0
500000.00000000
PA
USD
479962.50000000
0.035235345301
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
8.21000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
1075000.00000000
PA
USD
1061322.88000000
0.077914583229
Long
DBT
CORP
GB
N
2
2028-03-07
Fixed
8.00000000
N
N
N
N
N
Buckhorn Park CLO, Ltd.
N/A
Buckhorn Park CLO Ltd
118382AW0
650000.00000000
PA
USD
618660.25000000
0.045417522271
Long
ABS-CBDO
CORP
KY
N
2
2034-07-18
Floating
8.67000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69701XAA2
2335000.00000000
PA
USD
2324912.80000000
0.170678136946
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.72000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
4110000.00000000
PA
USD
2334756.97000000
0.171400824092
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
73.50000000
0.000005395833
Long
EC
CORP
US
N
1
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
12283300000.00000000
PA
2528154.31000000
0.185598645912
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
25657000.00000000
PA
5473165.06000000
0.401799850575
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.48000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc Term Loan
29279UAB2
935486.79000000
PA
USD
911320.36000000
0.066902492517
Long
LON
CORP
US
N
2
2028-02-10
Floating
8.79000000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energian Israel Finance Ltd
000000000
980000.00000000
PA
USD
853114.50000000
0.062629442902
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
7452.67000000
0.000547120662
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2200822.00000000
BRL
447159.77000000
USD
2023-10-03
7452.67000000
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
300000.00000000
PA
USD
271816.50000000
0.019954784459
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
1608.44000000
0.000118079930
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
378672.38000000
USD
13795300.00000000
THB
2023-11-16
1608.44000000
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
2062000.00000000
PA
USD
1977262.11000000
0.145156159486
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
1183161.31000000
0.086859071917
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
16117000.00000000
PA
439743.01000000
0.032282723757
Long
DBT
NUSS
TH
N
2
2037-06-17
Fixed
3.39000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1215.53000000
0.000089235344
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5888300.00000000
MXN
337561.54000000
USD
2023-11-16
1215.53000000
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
35362000.00000000
PA
5622072.13000000
0.412731521340
Long
DBT
NUSS
BR
N
2
2026-01-01
None
0.00000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
000000000
37500000.00000000
PA
498137.07000000
0.036569589642
Long
DBT
NUSS
XX
N
2
2038-02-08
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
1485000.00000000
PA
USD
832715.52000000
0.061131898607
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
360491.27000000
PA
USD
346697.58000000
0.025452007076
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
5.49000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
2501.98000000
0.000183677119
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
314727.20000000
USD
11508000.00000000
THB
2023-11-16
2501.98000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAA5
1260000.00000000
PA
USD
1232358.25000000
0.090470752348
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
6.32000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-2528.37000000
-0.00018561448
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5215700.00000000
CNY
713842.24000000
USD
2023-11-16
-2528.37000000
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
1015000.00000000
PA
USD
992177.73000000
0.072838450747
Long
DBT
CORP
TR
N
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
2680000.00000000
PA
USD
2195193.82000000
0.161155115767
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14660000000.00000000
PA
929987.53000000
0.068272899957
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
412660.80000000
PA
USD
408706.27000000
0.030004232727
Long
LON
CORP
US
N
2
2028-11-10
Variable
10.15000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1944.59000000
0.000142757611
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8790000.00000000
MXN
501188.06000000
USD
2023-12-20
1944.59000000
N
N
N
Stratus CLO
N/A
Stratus CLO 2022-1 Ltd
86317WAG1
800000.00000000
PA
USD
802963.20000000
0.058947700323
Long
ABS-CBDO
CORP
JE
N
2
2030-07-20
Floating
9.58000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348398 IRS CZK R F 5.78700 IRS348398_FIX CCPVANILLA / Short: SRS348398 IRS CZK P V 06MPRIBO IRS348398_FLO CCPVANILLA
000000000
20245545.00000000
OU
Notional Amount
3696.39000000
0.000271361987
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
158351.60000000
CZK
0.00000000
CZK
20245545.00000000
CZK
-3490.06000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C6
05492TAG5
345000.00000000
PA
USD
278237.43000000
0.020426162297
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
473273.24000000
0.034744268632
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
9.43000000
N
N
N
N
N
N
Ocean Trails CLO
635400RMMLHBGDGXBC03
Ocean Trails Clo X
67516BAE1
650000.00000000
PA
USD
596061.05000000
0.043758453874
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
13.14000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
400000.00000000
PA
USD
362974.80000000
0.026646961822
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
RSC Acquisition, Inc.
N/A
RSC Acquisition Inc 2023 Delayed Draw Term Loan
000000000
610000.00000000
PA
USD
605425.00000000
0.044445886770
Long
LON
CORP
US
N
2
2026-10-30
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-829.77000000
-0.00006091566
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
6708400.00000000
ZAR
353881.46000000
USD
2023-11-16
-829.77000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
17156000.00000000
PA
3680070.65000000
0.270163940072
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5655.86000000
0.000415211980
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
372000.00000000
EUR
399833.78000000
USD
2023-10-23
5655.86000000
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
310000.00000000
PA
306477.62000000
0.022499351028
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
994357.44000000
PA
USD
994978.91000000
0.073044092948
Long
LON
CORP
US
N
2
2028-03-08
Variable
12.67000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-865.33000000
-0.00006352621
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2400000.00000000
ZAR
126036.31000000
USD
2023-11-16
-865.33000000
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
240000.00000000
PA
USD
221735.93000000
0.016278234360
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AZ6
550000.00000000
PA
USD
289531.69000000
0.021255304472
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
296386.80000000
0.021758556638
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.22000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
554.12000000
0.000040679447
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
954587.39000000
USD
14761739400.00000000
IDR
2023-10-05
554.12000000
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAL0
1055000.00000000
PA
USD
968198.65000000
0.071078081627
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
701364.96000000
0.051489098727
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.82000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
910000.00000000
PA
USD
863507.92000000
0.063392451976
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
650000.00000000
PA
USD
634290.35000000
0.046564970187
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
13369600.00000000
PA
656251.68000000
0.048177210822
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYPLJ128 IRS MXN R F 9.23100 2 CCPVANILLA / Short: SRYPLJ128 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
14744479.00000000
OU
Notional Amount
-12568.05000000
-0.00092265454
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-09-18
137.20000000
MXN
0.00000000
MXN
14744479.00000000
MXN
-12576.06000000
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBB3
255000.00000000
PA
USD
234827.01000000
0.017239285951
Long
DBT
CORP
CA
N
2
2053-03-27
Fixed
5.80000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
700000.00000000
PA
USD
706258.70000000
0.051848361417
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
490000.00000000
PA
USD
479067.12000000
0.035169613034
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1111.10000000
-0.00008156885
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6459700.00000000
ZAR
340449.95000000
USD
2023-11-16
-1111.10000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAC8
250000.00000000
PA
USD
247489.50000000
0.018168873591
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
7.03000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
595000.00000000
PA
USD
534345.09000000
0.039227718324
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.88000000
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-310.30000000
-0.00002277996
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4320378.00000000
BRL
862867.59000000
USD
2023-10-03
-310.30000000
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
990000.00000000
PA
USD
981585.00000000
0.072060809788
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
316.13000000
0.000023207958
N/A
DFE
BR
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
859067.24000000
USD
4320378.00000000
BRL
2023-11-03
316.13000000
N
N
N
Camelot U.S. Acquisition LLC
N/A
Camelot U.S. Acquisition LLC Term Loan B
000000000
660604.23000000
PA
USD
661135.36000000
0.048535734980
Long
LON
CORP
LU
N
2
2026-10-30
Variable
8.43000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348408 IRS CZK R F 5.78700 IRS348408_FIX CCPVANILLA / Short: SRS348408 IRS CZK P V 06MPRIBO IRS348408_FLO CCPVANILLA
000000000
18970576.00000000
OU
Notional Amount
3463.62000000
0.000254273712
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
172092.10000000
CZK
0.00000000
CZK
18970576.00000000
CZK
-4346.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348919 IRS CZK R F 5.25250 IRS348919_FIX CCPVANILLA / Short: SRS348919 IRS CZK P V 06MPRIBO IRS348919_FLO CCPVANILLA
000000000
88987356.00000000
OU
Notional Amount
-11848.58000000
-0.00086983630
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-04
0.00000000
CZK
0.00000000
CZK
88987356.00000000
CZK
-11848.58000000
N
N
N
Greystone Select Financial LLC
N/A
Greystone Select Financial LLC Term Loan B
39808KAB3
525046.15000000
PA
USD
519795.69000000
0.038159607518
Long
LON
CORP
US
N
2
2028-06-16
Variable
10.58000000
N
N
N
N
N
N
Hayward Industries, Inc.
549300NV8ZMMEDUHQ091
Hayward Industries Inc 2022 Term Loan
421300AM6
376200.05000000
PA
USD
373927.05000000
0.027450996118
Long
LON
CORP
US
N
2
2028-05-30
Variable
8.67000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
EFMT 2023-1
26844QAC1
1009512.15000000
PA
USD
993893.48000000
0.072964408596
Long
ABS-MBS
CORP
US
N
2
2068-02-25
Variable
6.54000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IT1PBTE7DAT80
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBE8
970000.00000000
PA
USD
957291.93000000
0.070277389812
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
10.06000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
7103700000.00000000
PA
1854519.90000000
0.136145321864
Long
DBT
NUSS
UG
N
2
2032-05-20
Fixed
15.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1010000000.00000000
PA
1037586.06000000
0.076171999071
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-5126.14000000
-0.00037632380
N/A
DFE
PE
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
352942.75000000
USD
1322300.00000000
PEN
2023-11-16
-5126.14000000
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
315000.00000000
PA
USD
273057.75000000
0.020045907979
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
1585000.00000000
PA
312218.40000000
0.022920797215
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
174385.76000000
0.012802130310
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
1399475.25000000
0.102739263327
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-13044.11000000
-0.00095760339
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
13691500.00000000
ZAR
710903.30000000
USD
2023-11-16
-13044.11000000
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
1630000.00000000
PA
USD
1501335.95000000
0.110217132821
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
818000.00000000
PA
USD
607247.25000000
0.044579663072
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
146935.19000000
0.010786909720
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PRE1
640000.00000000
PA
USD
553781.38000000
0.040654588943
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
676000.00000000
PA
558415.18000000
0.040994768734
Long
DBT
NUSS
RS
N
2
2028-09-23
Fixed
1.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
920000.00000000
PA
USD
677910.71000000
0.049767258797
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
AXON ENTERPRISE INC
549300QP2IEEGFE16681
Axon Enterprise Inc
05464CAA9
185000.00000000
PA
USD
197950.00000000
0.014532044904
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.50000000
N
N
N
N
Y
Axon Enterprise, Inc.
Axon Enterprise, Inc.
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-25557.71000000
-0.00187626061
N/A
DFE
AU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1181471.60000000
USD
1790000.00000000
AUD
2023-10-20
-25557.71000000
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
107773.70000000
PA
USD
108001.71000000
0.007928697648
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
7.28000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-46.59000000
-0.00000342029
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
33225100.00000000
INR
399191.41000000
USD
2023-11-16
-46.59000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
1655000.00000000
PA
USD
1482924.35000000
0.108865487467
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
1252118.15000000
PA
USD
1245466.90000000
0.091433093800
Long
LON
CORP
US
N
2
2028-02-19
Variable
7.68000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBK5
1220000.00000000
PA
USD
865102.00000000
0.063509477701
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAA6
1180000.00000000
PA
USD
1278342.38000000
0.093846571707
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
1414800.00000000
PA
USD
1407726.00000000
0.103344973201
Long
LON
CORP
US
N
2
2028-11-20
Variable
8.95000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AP8
530000.00000000
PA
USD
443758.45000000
0.032577508068
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348877 IRS CZK R F 5.30000 IRS348877_FIX CCPVANILLA / Short: SRS348877 IRS CZK P V 06MPRIBO IRS348877_FLO CCPVANILLA
000000000
9466740.00000000
OU
Notional Amount
-958.30000000
-0.00007035139
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-01
0.00000000
CZK
0.00000000
CZK
9466740.00000000
CZK
-958.30000000
N
N
N
International Textile Group, Inc
M4ZRS7E9USM0DKM0N876
International Textile Group, Inc 2023 Term Loan
000000000
60000.00000000
PA
USD
59925.00000000
0.004399256331
Long
LON
CORP
US
N
2
2027-09-30
None
0.00000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAC5
370000.00000000
PA
USD
284406.26000000
0.020879032793
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
5553.91000000
0.000407727555
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1104175.25000000
USD
1500000.00000000
CAD
2023-10-20
5553.91000000
N
N
N
STEM INC
549300GVWIYFILN5V546
Stem Inc
85859NAA0
3460000.00000000
PA
USD
2025830.00000000
0.148721659655
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
500000.00000000
PA
USD
421613.55000000
0.030951791063
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
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
291649.05000000
0.021410745597
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
440000.00000000
PA
USD
415662.50000000
0.030514908386
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
20500000000.00000000
PA
1487420.58000000
0.109195567872
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
36621000.00000000
PA
989696.37000000
0.072656287398
Long
DBT
NUSS
TH
N
2
2024-09-17
Fixed
0.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAN9
1435000.00000000
PA
USD
1400958.93000000
0.102848184289
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.06000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
2155000.00000000
PA
USD
2152688.37000000
0.158034675716
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1215000.00000000
PA
USD
541045.58000000
0.039719619418
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
Y
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
46656PAA2
210000.00000000
PA
USD
204501.10000000
0.015012978874
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-41875.66000000
-0.00307420546
N/A
DFE
CZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2432651.73000000
USD
55093845.00000000
CZK
2023-11-16
-41875.66000000
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
170000.00000000
PA
USD
167079.86000000
0.012265784431
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADA0
2455000.00000000
PA
USD
2360606.43000000
0.173298502866
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.80000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
125000.00000000
PA
USD
122798.29000000
0.009014954607
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
762929.46000000
0.056008715188
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
170985.76000000
0.012552527114
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
488364.88000000
PA
USD
485923.06000000
0.035672926133
Long
LON
CORP
US
N
2
2027-01-29
Variable
9.43000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
1955000.00000000
PA
USD
1933369.65000000
0.141933895280
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
523272.94000000
0.038414881845
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5494.84000000
-0.00040339106
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
800000.00000000
EUR
842480.00000000
USD
2023-10-31
-5494.84000000
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
520000.00000000
PA
USD
505862.29000000
0.037136718937
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
1240000.00000000
PA
USD
1274350.48000000
0.093553515531
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
9.06000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
483110.50000000
PA
USD
415475.03000000
0.030501145706
Long
LON
CORP
US
N
2
2028-04-27
Variable
10.18000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CD0
2135000.00000000
PA
USD
1555818.69000000
0.114216858127
Long
DBT
CORP
GB
N
2
2028-08-19
Fixed
4.30000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
345000.00000000
PA
USD
335353.43000000
0.024619202342
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-8926.04000000
-0.00065528473
N/A
DFE
KZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
497550.02000000
USD
237729400.00000000
KZT
2023-12-20
-8926.04000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
5090000000.00000000
PA
789783.10000000
0.057980113533
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
850.97000000
0.000062472009
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
204860.89000000
USD
960900.00000000
MYR
2023-11-16
850.97000000
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
400000.00000000
PA
USD
394762.88000000
0.028980610754
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.81000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5985.21000000
-0.00043939045
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
860000.00000000
EUR
905587.74000000
USD
2023-10-31
-5985.21000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1175000.00000000
PA
USD
1181494.23000000
0.086736687066
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
500000.00000000
PA
USD
368664.01000000
0.027064622116
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-22293.00000000
-0.00163658942
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1728972000.00000000
CLP
1909411.37000000
USD
2023-10-30
-22293.00000000
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAQ7
880000.00000000
PA
USD
827097.92000000
0.060719495396
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.38000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-4470.28000000
-0.00032817534
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
7280000.00000000
MXN
409010.09000000
USD
2023-12-20
-4470.28000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-41861.31000000
-0.00307315199
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2458060.63000000
USD
897610000.00000000
HUF
2023-12-20
-41861.31000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
47704951.68000000
PA
1240870.95000000
0.091095692680
Long
DBT
NUSS
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
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
3677727.00000000
OU
Notional Amount
21769.83000000
0.001598182102
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
3677727.00000000
BRL
21769.83000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
650000.00000000
PA
USD
525911.95000000
0.038608618707
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
575000.00000000
PA
USD
572130.75000000
0.042001665825
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
387716.25000000
0.028463298586
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23576.51000000
0.001730815367
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
860000.00000000
EUR
934175.00000000
USD
2023-10-05
23576.51000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
21514000000.00000000
PA
1413144.75000000
0.103742778295
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAZ8
530000.00000000
PA
USD
489948.27000000
0.035968427686
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.96000000
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
224449.44000000
0.016477440469
Long
DBT
US
N
2
2044-09-17
Fixed
4.75000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response Inc 2020 Term Loan B
00169QAF6
323784.74000000
PA
USD
226973.10000000
0.016662709175
Long
LON
CORP
US
N
2
2025-10-02
Variable
9.78000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
820000.00000000
PA
USD
699115.74000000
0.051323977403
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.63000000
N
N
N
N
N
N
U.S. Renal Care, Inc.
54930058SS5MF69JGN89
U.S. Renal Care Inc 2023 Superpriority Term Loan
90290PAS3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-06-20
Variable
10.61000000
N
N
N
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
StoneX Group Inc
46116VAE5
969000.00000000
PA
USD
978006.86000000
0.071798128852
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
980522.68000000
0.071982822003
Long
DBT
CORP
XX
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
66293.37000000
0.004866775598
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
41430000.00000000
CZK
1863429.46000000
USD
2023-12-20
66293.37000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
4627.15000000
0.000339691596
N/A
DFE
IN
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1810303.79000000
USD
151040886.00000000
INR
2023-11-16
4627.15000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
420000.00000000
PA
USD
329633.68000000
0.024199300024
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
259026.32000000
0.019015822751
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
11.98000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-8801.45000000
-0.00064613825
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2045723.50000000
USD
9514660.00000000
MYR
2023-11-16
-8801.45000000
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
790000.00000000
PA
USD
847653.41000000
0.062228529515
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92841HAA0
1000000.00000000
PA
USD
879301.50000000
0.064551901402
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569FAC2
808755.27000000
PA
USD
714702.94000000
0.052468275915
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
383892.31000000
0.028182572808
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
15000.00000000
PA
USD
14868.65000000
0.001091547812
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347275 IRS ZAR R F 8.94120 IRS347275_FIX CCPVANILLA / Short: SRS347275 IRS ZAR P V 03MJIBAR IRS347275_FLO CCPVANILLA
000000000
13200000.00000000
OU
Notional Amount
2446.99000000
0.000179640154
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-06-19
0.00000000
ZAR
0.00000000
ZAR
13200000.00000000
ZAR
2446.99000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
3060000.00000000
PA
USD
3139652.35000000
0.230490370975
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
1955000000.00000000
PA
2093744.05000000
0.153707413756
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
1395000.00000000
PA
USD
1304727.76000000
0.095783593818
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
865000.00000000
PA
USD
844270.28000000
0.061980164791
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1120000.00000000
PA
1035350.29000000
0.076007865148
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
-227532.50000000
-0.01670377624
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRZ4 Comdty
2025-03-18
18116907.50000000
USD
-227532.50000000
N
N
N
Crown Subsea Communications Holding,Inc.
5493003AYLUE132FIO27
Crown Subsea Communications Holding,Inc. 2023 Incremental Term Loan
22860EAG7
1494087.50000000
PA
USD
1501091.78000000
0.110199207641
Long
LON
CORP
US
N
2
2027-04-27
Variable
10.69000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
1855000.00000000
PA
USD
1686065.34000000
0.123778616987
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
1100000.00000000
PA
1149415.04000000
0.084381666962
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
940241.89000000
PA
USD
939066.58000000
0.068939417574
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.68000000
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
614404.44000000
0.045105091748
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
1450000.00000000
PA
USD
1394743.24000000
0.102391873674
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
35018.76000000
0.002570821888
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
765669000.00000000
CLP
889134.17000000
USD
2023-11-20
35018.76000000
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM6 Trust
67116VAA9
425093.65000000
PA
USD
406383.49000000
0.029833711164
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
4.70000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
20264.36000000
0.001487661477
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
24543210256.00000000
IDR
1608020.07000000
USD
2023-12-20
20264.36000000
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CE6
2110000.00000000
PA
USD
2102608.75000000
0.154358195359
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAU7
1000000.00000000
PA
USD
992192.00000000
0.072839498347
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
7.26000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd
92290CAG4
500000.00000000
PA
USD
447821.50000000
0.032875787558
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
9.04000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
351360.31000000
PA
USD
294053.18000000
0.021587239282
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.88000000
N
Y
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2023 Term Loan B
01957TAU1
560000.00000000
PA
USD
552300.00000000
0.040545836831
Long
LON
CORP
US
N
2
2028-05-12
Variable
10.07000000
N
N
N
N
N
N
LI AUTO INC
2549003R73Q70J5H4I65
Li Auto Inc
50202MAB8
130000.00000000
PA
USD
184210.00000000
0.013523354341
Long
DBT
CORP
KY
N
2
2028-05-01
Fixed
0.25000000
N
N
N
N
N
Li Auto Inc
Li Auto Inc
USD
XXXX
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94951MAG8
350000.00000000
PA
USD
327436.55000000
0.024038002768
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
8.99000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
42983000.00000000
PA
140927.87000000
0.010345896110
Long
DBT
NUSS
RU
N
2
2028-05-17
Fixed
5.70000000
N
Y
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348803 IRS CZK R F 5.25750 IRS348803_FIX CCPVANILLA / Short: SRS348803 IRS CZK P V 06MPRIBO IRS348803_FLO CCPVANILLA
000000000
59324904.00000000
OU
Notional Amount
-7589.51000000
-0.00055716645
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-05
0.00000000
CZK
0.00000000
CZK
59324904.00000000
CZK
-7589.51000000
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
1590000.00000000
PA
USD
1495542.87000000
0.109791847150
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
25203.90000000
0.001850286469
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
34922000.00000000
THB
984428.21000000
USD
2023-10-05
25203.90000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
80460000.00000000
PA
3554650.33000000
0.260956495151
Long
DBT
NUSS
CZ
N
2
2030-09-30
Fixed
5.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAA7
1200000.00000000
PA
USD
1134747.40000000
0.083304875837
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.88000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAY0
500000.00000000
PA
USD
443741.80000000
0.032576285746
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.51000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAC7
530000.00000000
PA
USD
513249.35000000
0.037679022992
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
1450000.00000000
PA
USD
900597.73000000
0.066115315247
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
183111.08000000
0.013442679651
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
1590000.00000000
PA
USD
1444559.68000000
0.106049033275
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
887192.66000000
0.065131212801
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.11000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-8169.99000000
-0.00059978106
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
50798867.02000000
ZAR
2676903.08000000
USD
2023-11-20
-8169.99000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: BRYPENLA7 IRS BRL R F 10.28500 2 NDFPREDISWAP / Short: BRYPENLA7 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
7089598.00000000
OU
Notional Amount
-15321.99000000
-0.00112482872
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
7089598.00000000
BRL
-15321.99000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
450000.00000000
PA
USD
438132.96000000
0.032164525631
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
127067.13000000
PA
USD
103206.47000000
0.007576666109
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.79000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
225000.00000000
PA
USD
174137.06000000
0.012783872571
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25000000
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2021 Term Loan B
55328HAK7
790000.00000000
PA
USD
743587.50000000
0.054588769590
Long
LON
CORP
US
N
2
2028-09-01
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
34081.10000000
0.002501985731
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1140000.00000000
EUR
1241895.94000000
USD
2023-10-20
34081.10000000
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAB8
755000.00000000
PA
USD
450878.48000000
0.033100208728
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
791244.21000000
0.058087377570
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-1466.58000000
-0.00010766560
N/A
DFE
CL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
428302.02000000
USD
382525100.00000000
CLP
2023-11-16
-1466.58000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6745.88000000
0.000495233296
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
738809.63000000
USD
13107000.00000000
MXN
2023-12-11
6745.88000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-8398.53000000
-0.00061655880
N/A
DFE
PE
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
378231.51000000
USD
1406000.00000000
PEN
2023-11-16
-8398.53000000
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
51720.00000000
PA
USD
50108.23000000
0.003678580694
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
240498.45000000
0.017655641701
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.88000000
N
N
N
N
N
N
Polyconcept Holding B.V.
254900TSH6NNRZ0GUN05
Polyconcept Holding B.V. Term Loan B
12511PAB7
891000.00000000
PA
USD
858329.70000000
0.063012304840
Long
LON
CORP
US
N
2
2029-05-18
Variable
10.82000000
N
N
N
N
N
N
Lakeshore Intermediate LLC
9845007F777G13ADC933
Lakeshore Intermediate LLC Term Loan
51207KAB5
832662.62000000
PA
USD
826157.86000000
0.060650483049
Long
LON
CORP
US
N
2
2028-09-29
Variable
8.93000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
29670000.00000000
PA
1009288.17000000
0.074094574427
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-4176.01000000
-0.00030657218
N/A
DFE
NO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
4755340.15000000
USD
50532623.96000000
NOK
2023-10-20
-4176.01000000
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
2190000.00000000
PA
USD
2038408.20000000
0.149645059338
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAF2
1020000.00000000
PA
USD
1032732.05000000
0.075815653068
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
9.21000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCB1
2420000.00000000
PA
USD
2184487.51000000
0.160369136592
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.78000000
N
N
N
N
N
N
American Money Management Corporation
N/A
AMMC CLO 27 Ltd
00173UAN4
1000000.00000000
PA
USD
997327.00000000
0.073216472586
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Floating
11.34000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBC1
690000.00000000
PA
669247.86000000
0.049131295548
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
2430000.00000000
PA
USD
2341910.73000000
0.171926000962
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1322000.00000000
PA
283740.71000000
0.020830172967
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
788075.21000000
0.057854732709
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
65279.70000000
0.004792359342
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
100863111.00000000
PA
5516595.51000000
0.404988197378
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
740000.00000000
PA
USD
758753.08000000
0.055702115837
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
9105.57000000
0.000668464521
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13350000.00000000
THB
378304.85000000
USD
2023-12-20
9105.57000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
88087000.00000000
PA
2446919.79000000
0.179635000080
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
750000.00000000
PA
USD
567030.68000000
0.041627255892
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-132.79000000
-0.00000974847
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
660000.00000000
CZK
28507.65000000
USD
2023-11-16
-132.79000000
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAL6
425000.00000000
PA
USD
423576.68000000
0.031095909746
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
7.26000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCU3
2505000.00000000
PA
USD
2308401.31000000
0.169465983806
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
23108000000.00000000
PA
1455400.29000000
0.106844871776
Long
DBT
NUSS
ID
N
2
2036-06-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS349184 IRS CZK R F 5.18970 IRS349184_FIX CCPVANILLA / Short: SRS349184 IRS CZK P V 06MPRIBO IRS349184_FLO CCPVANILLA
000000000
35000000.00000000
OU
Notional Amount
-5762.01000000
-0.00042300473
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2025-09-15
0.00000000
CZK
0.00000000
CZK
35000000.00000000
CZK
-5762.01000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1966000.00000000
PA
493812.53000000
0.036252113464
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
282329.37000000
0.020726562680
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.84000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-145790.32000000
-0.01070286171
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
4500280.67000000
USD
4110000.00000000
EUR
2023-10-20
-145790.32000000
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
240000.00000000
PA
USD
202744.47000000
0.014884019914
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2023 Term Loan
45567YAN5
1086277.50000000
PA
USD
1052563.79000000
0.077271554741
Long
LON
CORP
US
N
2
2028-05-03
Variable
9.57000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS347672 IRS CZK R V 06MPRIBO IRS347672_FLO CCPVANILLA / Short: BRS347672 IRS CZK P F 5.78700 IRS347672_FIX CCPVANILLA
000000000
149967000.00000000
OU
Notional Amount
-27380.71000000
-0.00201009197
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
0.00000000
CZK
0.00000000
CZK
149967000.00000000
CZK
-27380.71000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
70833000000.00000000
PA
5113725.52000000
0.375412421751
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PWQ8
500000.00000000
PA
USD
436171.75000000
0.032020547901
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
1023583.36000000
0.075144022990
Long
DBT
NUSS
KR
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
1624.77000000
0.000119278760
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11720000.00000000
MXN
674108.25000000
USD
2023-10-20
1624.77000000
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
437000.00000000
PA
USD
420106.45000000
0.030841150775
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
Camelot U.S. Acquisition LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B
000000000
414692.06000000
PA
USD
414840.11000000
0.030454534512
Long
LON
CORP
US
N
2
2026-10-30
Variable
8.43000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3787.33000000
0.000278038139
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
554000.00000000
GBP
680062.70000000
USD
2023-10-25
3787.33000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAE3
280000.00000000
PA
USD
116861.22000000
0.008579098240
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.84000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2799.92000000
0.000205549700
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
349715.35000000
USD
1772200.00000000
BRL
2023-11-03
2799.92000000
N
N
N
Residential Asset Securities Corporation
N/A
RASC Series 2006-KS2 Trust
75406BAG2
1160000.00000000
PA
USD
1077708.21000000
0.079117474622
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.05000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-355.36000000
-0.00002608793
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
65353.15000000
USD
23899000.00000000
HUF
2023-10-16
-355.36000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-38815.00000000
-0.00284951413
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1744588.59000000
USD
1610000.00000000
EUR
2023-10-20
-38815.00000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
35039000.00000000
PA
935290.41000000
0.068662198721
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1718000.00000000
PA
448713.69000000
0.032941285639
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
1987487.46000000
PA
USD
1990178.52000000
0.146104388080
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.64000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAE8
750000.00000000
PA
USD
727896.75000000
0.053436869193
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.32000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-941.10000000
-0.00006908869
N/A
DFE
MX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
259366.33000000
USD
4550000.00000000
MXN
2023-12-20
-941.10000000
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
1925000.00000000
PA
USD
1787260.48000000
0.131207625922
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
59072000.00000000
PA
181573.77000000
0.013329821566
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
490818.03000000
0.036032279120
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
1622517.72000000
0.119113414323
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot Inc
443573AD2
105000.00000000
PA
USD
187372.50000000
0.013755522020
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
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
6212.04000000
0.000456042658
N/A
DFE
HU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
322757.52000000
USD
121634600.00000000
HUF
2023-11-16
6212.04000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347450 IRS ZAR R F 8.41000 IRS347450_FIX CCPVANILLA / Short: SRS347450 IRS ZAR P V 03MJIBAR IRS347450_FLO CCPVANILLA
000000000
130000000.00000000
OU
Notional Amount
-10428.62000000
-0.00076559320
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-29
0.00000000
ZAR
0.00000000
ZAR
130000000.00000000
ZAR
-10428.62000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
21096.22000000
0.001548730570
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
460000.00000000
GBP
582555.50000000
USD
2023-10-05
21096.22000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
2830000.00000000
PA
USD
2496325.17000000
0.183261982655
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
2457298.55000000
PA
USD
2438868.81000000
0.179043955862
Long
LON
CORP
US
N
2
2028-06-01
Variable
9.65000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AG4
700000.00000000
PA
USD
699853.00000000
0.051378101654
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
388683.23000000
0.028534287203
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
876390.00000000
PA
USD
864978.53000000
0.063500413434
Long
LON
CORP
US
N
2
2028-11-03
Variable
8.66000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
5143.43000000
0.000377593107
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1490000.00000000
BRL
302833.83000000
USD
2023-10-03
5143.43000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AB28
1930000.00000000
PA
USD
1557977.25000000
0.114375323855
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
170000.00000000
PA
USD
194055.00000000
0.014246102419
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
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
9851.77000000
0.000723245082
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
647200.50000000
USD
11502800.00000000
MXN
2023-11-16
9851.77000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3943000.00000000
PA
788451.88000000
0.057882385072
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1127.33000000
-0.00008276034
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
81991.18000000
USD
405757.96000000
BRL
2023-10-20
-1127.33000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-1893.29000000
-0.00013899153
N/A
DFE
IN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
613732.64000000
USD
50823200.00000000
INR
2023-10-11
-1893.29000000
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HVL3
2130000.00000000
PA
USD
2118002.43000000
0.155488287044
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2021-3 Ltd
77341NAE5
325000.00000000
PA
USD
318795.75000000
0.023403658269
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.34000000
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
917913.38000000
0.067386503948
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
8.72000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
24930000.00000000
PA
976384.90000000
0.071679056382
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
63000.00000000
PA
USD
65403.50000000
0.004801447834
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
8.94000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
92440000.00000000
PA
240442.31000000
0.017651520312
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
6811.71000000
0.000500066055
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
48599900.00000000
THB
1350860.27000000
USD
2023-12-20
6811.71000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
140582.01000000
0.010320505592
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11615600.00000000
PLN
2798670.01000000
USD
2023-11-13
140582.01000000
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
2136901.06000000
PA
USD
2138503.74000000
0.156993343662
Long
LON
CORP
US
N
2
2026-08-28
Variable
7.93000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
820000.00000000
PA
USD
821213.60000000
0.060287511550
Long
DBT
CORP
BM
N
2
2031-07-15
Fixed
9.13000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
4330000.00000000
PA
601590.12000000
0.044164357857
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
425592.00000000
0.031243859838
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2667.01000000
0.000195792417
N/A
DFE
CN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6976264.19000000
USD
50700000.00000000
CNY
2023-12-20
2667.01000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13449000.00000000
PA
2887286.98000000
0.211963546579
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-MZB
05549GAS0
1000000.00000000
PA
USD
896119.00000000
0.065786519564
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Floating
12.27000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 Term Loan
31935HAD9
1104000.00000000
PA
USD
1092499.63000000
0.080203352772
Long
LON
CORP
US
N
2
2027-03-30
None
0.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3330000.00000000
PA
698711.69000000
0.051294315000
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-13687.00000000
-0.00100479968
N/A
DFE
CN
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1190228.18000000
USD
8570000.00000000
CNY
2023-10-20
-13687.00000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8328000000.00000000
PA
598576.01000000
0.043943083890
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
1275000.00000000
PA
USD
831525.68000000
0.061044549234
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
60698000.00000000
PA
186571.72000000
0.013696734594
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
472000.00000000
PA
USD
458642.26000000
0.033670168817
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.40000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
935000.00000000
PA
USD
588519.38000000
0.043204799481
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
215852.50000000
0.015846315851
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
PERTAMINA GEOTHERMAL ENE
2549009CVV6Y7H26NV14
Pertamina Geothermal Energy PT
69379VAA7
530000.00000000
PA
USD
516496.17000000
0.037917380830
Long
DBT
CORP
ID
N
2
2028-04-27
Fixed
5.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348402 IRS CZK R F 5.75000 IRS348402_FIX CCPVANILLA / Short: SRS348402 IRS CZK P V 06MPRIBO IRS348402_FLO CCPVANILLA
000000000
18970576.00000000
OU
Notional Amount
2948.94000000
0.000216489661
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
149209.63000000
CZK
0.00000000
CZK
18970576.00000000
CZK
-3822.61000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS348015 IRS MXN R F 8.40000 IRS348015_FIX CCPVANILLA / Short: SRS348015 IRS MXN P V 01MTIIE IRS348015_FLO CCPVANILLA
000000000
23400000.00000000
OU
Notional Amount
-62823.77000000
-0.00461206287
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-07-14
0.00000000
MXN
0.00000000
MXN
23400000.00000000
MXN
-62823.77000000
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
240000.00000000
PA
USD
226071.79000000
0.016596541570
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.65000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-5889.90000000
-0.00043239348
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5267175.88000000
USD
438439720.52000000
INR
2023-12-20
-5889.90000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-4947.26000000
-0.00036319173
N/A
DFE
CL
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
562028.48000000
USD
499249900.00000000
CLP
2023-11-16
-4947.26000000
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
870000.00000000
PA
USD
840267.75000000
0.061686328238
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
2477907.54000000
PA
USD
2474552.45000000
0.181663588390
Long
LON
CORP
US
N
2
2028-02-01
Variable
9.17000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
7445000.00000000
PA
1944513.03000000
0.142751960945
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
640000.00000000
PA
USD
659673.40000000
0.048428408542
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
1591.08000000
0.000116805486
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4800000000.00000000
IDR
312113.92000000
USD
2023-12-20
1591.08000000
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AA7
300000.00000000
PA
USD
294687.63000000
0.021633815973
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
2140000.00000000
PA
USD
2096275.33000000
0.153893241867
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
130485.76000000
0.009579312572
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
114897100.00000000
THB
3305345.07000000
USD
2023-12-12
130485.76000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4340000.00000000
PA
194613.27000000
0.014287086530
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
225000.00000000
PA
USD
196352.75000000
0.014414786461
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
6174000.00000000
PA
1352062.22000000
0.099258544554
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
BRYNYH735 BLACKROCK
000000000
5200000.00000000
OU
Notional Amount
USD
9635.60000000
0.000707375457
N/A
DFE
US
N
2
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
Put
Purchased
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
9635.60000000
0.00000000
DFE
US
140400000.00000000
TRY
5200000.00000000
USD
2023-10-31
1.00000000
27.00000000
USD
2023-10-31
XXXX
-47564.40000000
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBK3
870000.00000000
PA
USD
823543.83000000
0.060458580037
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Fixed
5.20000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1840000.00000000
PA
302046.44000000
0.022174046119
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
87266GAA8
550000.00000000
PA
USD
552035.00000000
0.040526382464
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
213127.83000000
0.015646290456
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
3450831.29000000
0.253334858620
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
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
877804.84000000
0.064442027543
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
257526.07000000
0.018905685341
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
35243.90000000
0.002587350024
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1240000.00000000
EUR
1349007.41000000
USD
2023-10-20
35243.90000000
N
N
N
Mill City Solar Loan Ltd.
N/A
Mill City Solar Loan 2019-1 Ltd
59982WAA5
420409.97000000
PA
USD
366969.51000000
0.026940224288
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
7396000000.00000000
PA
475956.89000000
0.034941282637
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
19321.68000000
0.001418456789
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3840000.00000000
NOK
380365.08000000
USD
2023-10-20
19321.68000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6962.99000000
0.000511171929
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1072000.00000000
EUR
1142967.47000000
USD
2023-10-25
6962.99000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
5440000.00000000
PA
223599.51000000
0.016415044808
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
1150000.00000000
PA
USD
908601.91000000
0.066702923750
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753QAF6
800000.00000000
PA
USD
849455.76000000
0.062360844903
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
9.78000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2018 Term Loan
92937JAM5
1724570.21000000
PA
USD
1628178.81000000
0.119529010252
Long
LON
CORP
US
N
2
2025-04-30
Variable
9.27000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-138.22000000
-0.00001014710
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
601600.00000000
PLN
137530.58000000
USD
2023-11-13
-138.22000000
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAC9
255000.00000000
PA
USD
254082.77000000
0.018652903375
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
7.24000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-300109.41000000
-0.02203184350
N/A
DFE
AU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
9279010.25000000
USD
13904351.01000000
AUD
2023-10-20
-300109.41000000
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
81733LAB3
905000.00000000
PA
USD
774182.25000000
0.056834812938
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
1042697.57000000
0.076547248845
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIO
549300CK4YN0V1C3MN55
Colombia Telecomunicaciones SA ESP
19533PAC4
635000.00000000
PA
USD
466175.22000000
0.034223183785
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
333658.25000000
0.024494754593
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
98370000.00000000
PA
276877.55000000
0.020326329828
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
790000.00000000
PA
861495.71000000
0.063244730198
Long
DBT
NUSS
RO
N
2
2029-09-27
Fixed
6.63000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
975000.00000000
PA
USD
836901.00000000
0.061439166014
Long
DBT
NUSS
BH
N
2
2034-05-18
Fixed
5.63000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
19109000.00000000
PA
3937975.96000000
0.289097466448
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
199685.91000000
0.014659482752
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.55000000
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
78156200.00000000
PA
3624817.86000000
0.266107683313
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
655169.41000000
0.048097758454
Long
LON
CORP
US
N
2
2028-11-09
Floating
7.97000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-9424.06000000
-0.00069184573
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
946167.35000000
USD
346355438.00000000
HUF
2023-11-16
-9424.06000000
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
1235000.00000000
PA
1218008.31000000
0.089417284440
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
2920000.00000000
PA
516687.10000000
0.037931397518
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
810872.48000000
0.059528341960
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.33000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
20753.98000000
0.001523605806
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4850000.00000000
NOK
476759.31000000
USD
2023-10-20
20753.98000000
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
980000.00000000
PA
USD
992872.69000000
0.072889469641
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.71000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-2405.42000000
-0.00017658838
N/A
DFE
ID
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
280687.42000000
USD
4310264100.00000000
IDR
2023-11-16
-2405.42000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-34276.81000000
-0.00251635333
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2735652.86000000
USD
2546800.00000000
EUR
2023-11-16
-34276.81000000
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH Parent LLC 2022 Term Loan B
91820UAS9
415800.00000000
PA
USD
413721.00000000
0.030372377620
Long
LON
CORP
US
N
2
2029-01-13
Floating
8.42000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
33952415.00000000
NS
USD
33952415.00000000
2.492538617806
Long
STIV
RF
US
N
1
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDN9
890000.00000000
PA
USD
793106.59000000
0.058224099923
Long
DBT
CORP
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS349531 IRS MXN R V 01MTIIE IRS349531_FLO CCPVANILLA / Short: BRS349531 IRS MXN P F 8.40000 IRS349531_FIX CCPVANILLA
000000000
23400000.00000000
OU
Notional Amount
62823.77000000
0.004612062878
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-07-14
1127607.19000000
MXN
0.00000000
MXN
23400000.00000000
MXN
-1170.28000000
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAJ3
770000.00000000
PA
USD
752717.89000000
0.055259056215
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.97000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-4 LTD
14317VAU4
1475000.00000000
PA
USD
1433636.58000000
0.105247138960
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.06000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-6695.59000000
-0.00049154137
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
168828.27000000
USD
59988400.00000000
HUF
2023-11-20
-6695.59000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-3493.94000000
-0.00025649958
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
453700.73000000
USD
1967500.00000000
PLN
2023-11-16
-3493.94000000
N
N
N
Howden Group Holdings Ltd
213800R6D9EVRN5D3117
Howden Group Holdings Ltd 2023 USD Term Loan B
000000000
179100.00000000
PA
USD
179174.68000000
0.013153697880
Long
LON
CORP
LU
N
2
2030-04-18
Variable
9.32000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
140000.00000000
PA
USD
136846.75000000
0.010046290053
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
22210000.00000000
PA
761247.65000000
0.055885248967
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BP3
545000.00000000
PA
USD
491481.95000000
0.036081019283
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1110000.00000000
PA
249310.21000000
0.018302536836
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-9724.12000000
-0.00071387395
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
952143.70000000
USD
1265975022.00000000
KRW
2023-12-20
-9724.12000000
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic Inc Term Loan
21870FBA6
175520.73000000
PA
USD
162612.58000000
0.011937829323
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.93000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
475000.00000000
PA
USD
389230.06000000
0.028574431473
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.63000000
N
N
N
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp. Term Loan B
89071LAB6
666650.00000000
PA
USD
663900.07000000
0.048738699819
Long
LON
CORP
US
N
2
2030-03-15
Variable
8.92000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3230.42000000
0.000237153869
N/A
DFE
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
558228.86000000
USD
460000.00000000
GBP
2023-10-05
3230.42000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-5969.31000000
-0.00043822319
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2615621000.00000000
COP
632862.57000000
USD
2023-11-16
-5969.31000000
N
N
N
CTC Holdings, LP
549300C1QWYMULTJ4V04
CTC Holdings, LP Term Loan B
12658UAB9
590406.04000000
PA
USD
581549.95000000
0.042693154774
Long
LON
CORP
US
N
2
2029-02-20
Floating
10.34000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1395000.00000000
PA
310369.40000000
0.022785057124
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
5277.94000000
0.000387467850
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1396755.46000000
USD
79327050.00000000
PHP
2023-12-20
5277.94000000
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-349.81000000
-0.00002568049
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
520000.00000000
MXN
29353.15000000
USD
2023-11-16
-349.81000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 4300
000000000
27.00000000
NC
USD
149175.00000000
0.010951340230
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
27.00000000
NC
N/A
149175.00000000
0.01000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
27.00000000
USD
50.00000000
4300.00000000
USD
2023-12-15
XXXX
40105.80000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348373 IRS CZK R F 5.78700 IRS348373_FIX CCPVANILLA / Short: SRS348373 IRS CZK P V 06MPRIBO IRS348373_FLO CCPVANILLA
000000000
14996700.00000000
OU
Notional Amount
2738.07000000
0.000201009124
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
100807.31000000
CZK
0.00000000
CZK
14996700.00000000
CZK
-1844.57000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-19090.99000000
-0.00140152121
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1452619.23000000
USD
1351500.00000000
EUR
2023-11-16
-19090.99000000
N
N
N
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
BRYLM0KT7 BLACKROCK
000000000
13400000.00000000
OU
Notional Amount
USD
19550.60000000
0.001435262425
N/A
DFE
IE
N
2
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
Call
Purchased
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
JPMorgan International Bank Ltd.
PGBWEZU4QUV2UVGWJC76
FX Contract
N/A
1.00000000
NC
USD
19550.60000000
0.00000000
DFE
US
73030000.00000000
BRL
13400000.00000000
USD
2023-10-31
1.00000000
5.45000000
USD
2023-10-31
XXXX
-46712.40000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PET1
430000.00000000
PA
USD
416145.49000000
0.030550365988
Long
DBT
NUSS
DO
N
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
81059.03000000
0.005950762636
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
109420000.00000000
THB
3107110.40000000
USD
2023-12-20
81059.03000000
N
N
N
Freddie Mac - STACR
5493000ITGOA1OPGRQ72
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
1006283.39000000
PA
USD
1090264.78000000
0.080039286389
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
10.53000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
5306.73000000
0.000389581402
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1318170000.00000000
COP
324796.41000000
USD
2023-12-20
5306.73000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1000000.00000000
PA
USD
934990.10000000
0.068640152151
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
579916.84000000
PA
USD
475531.81000000
0.034910076364
Long
LON
CORP
US
N
2
2027-04-22
Variable
11.11000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
1350000.00000000
PA
USD
1002970.18000000
0.073630753693
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.06000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
980000.00000000
PA
USD
841956.51000000
0.061810304677
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
1588370.21000000
PA
USD
1589958.58000000
0.116723159791
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.16000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc 2022 Term Loan B4
82925BAG0
905899.74000000
PA
USD
635687.06000000
0.046667506446
Long
LON
CORP
US
N
2
2029-04-21
Variable
9.17000000
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
109455.12000000
0.008035396407
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.55000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
640000.00000000
PA
USD
604971.72000000
0.044412610259
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
250000.00000000
PA
USD
217720.50000000
0.015983450783
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.52000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1830000.00000000
PA
USD
1691657.67000000
0.124189165058
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
634897.75000000
0.046609561064
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
340524.53000000
PA
USD
283912.33000000
0.020842772056
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
1220000.00000000
PA
USD
1099154.24000000
0.080691885691
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAC7
810000.00000000
PA
USD
881637.83000000
0.064723417706
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-384.91000000
-0.00002825728
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
560000.00000000
MXN
31602.89000000
USD
2023-11-16
-384.91000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
7840000.00000000
PA
320998.99000000
0.023565404076
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
2912.00000000
0.000213777796
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
278434.22000000
USD
5320900.00000000
ZAR
2023-11-16
2912.00000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
550000.00000000
PA
USD
439881.75000000
0.032292909035
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
USI, INC.
2549006D7UF7072T7I27
USI, INC.
90351NAL9
235200.00000000
PA
USD
235101.92000000
0.017259467838
Long
LON
CORP
US
N
2
2030-09-27
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-50.97000000
-0.00000374184
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6192.72000000
USD
30740.70000000
BRL
2023-10-03
-50.97000000
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
880000.00000000
PA
USD
846194.80000000
0.062121449009
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
606895.96000000
PA
USD
589447.70000000
0.043272949963
Long
LON
CORP
US
N
2
2028-08-19
Variable
9.42000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAJ1
700000.00000000
PA
USD
684667.20000000
0.050263271002
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.24000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
6237.73000000
0.000457928630
N/A
DFE
AU
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
689392.68000000
USD
1076231.00000000
AUD
2023-11-16
6237.73000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3541000.00000000
PA
780836.62000000
0.057323328238
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
1981790.26000000
0.145488583225
Long
DBT
NUSS
HU
N
2
2028-05-22
Fixed
6.13000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2003-2
759950AW8
275719.34000000
PA
USD
246491.13000000
0.018095580549
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
3.93000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
11727000.00000000
PA
2544323.51000000
0.186785670617
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
580000.00000000
PA
USD
446962.50000000
0.032812726045
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV Inc
45232TAA9
810000.00000000
PA
USD
765995.60000000
0.056233808819
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-195574.53000000
-0.01435765522
N/A
DFE
KR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7487289.55000000
USD
9815013000.00000000
KRW
2023-11-20
-195574.53000000
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAA0
730000.00000000
PA
USD
707680.18000000
0.051952716108
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
Paysafe Holdings (US) Corp
549300N8UN7DUDH51357
Paysafe Holdings (US) Corp EUR Term Loan B2
70451NAC0
843330.99000000
PA
875242.40000000
0.064253911892
Long
LON
CORP
US
N
2
2028-06-28
Floating
6.86000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
70748500.00000000
PA
4024182.54000000
0.295426124652
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
540000.00000000
PA
USD
491756.62000000
0.036101183550
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
1020655.86000000
0.074929107297
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.67000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1990000.00000000
PA
278632.07000000
0.020455133887
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-2828.38000000
-0.00020763902
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5634926.40000000
CNY
772827.71000000
USD
2023-12-20
-2828.38000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAN3
777666.68000000
PA
USD
743380.13000000
0.054573545997
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
9.44000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
321000.00000000
PA
USD
303513.49000000
0.022281746227
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
4997.14000000
0.000366853563
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1450000.00000000
PLN
336788.67000000
USD
2023-11-16
4997.14000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS348236 IRS PLN R F 5.26200 IRS348236_FIX CCPVANILLA / Short: SRS348236 IRS PLN P V 06MWIBOR IRS348236_FLO CCPVANILLA
000000000
28620000.00000000
OU
Notional Amount
59835.63000000
0.004392695438
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2025-08-01
3029.00000000
PLN
0.00000000
PLN
28620000.00000000
PLN
59078.10000000
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
1295000.00000000
PA
USD
1133864.22000000
0.083240039204
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
Match Group Inc
Match Group Inc
USD
XXXX
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
2048232.00000000
PA
97919.81000000
0.007188558100
Long
DBT
NUSS
GH
N
2
2028-02-15
Fixed
8.50000000
N
N
Y
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AN7
874000.00000000
PA
USD
768058.53000000
0.056385254090
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6949000000.00000000
PA
456471.29000000
0.033510792037
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
25460.03000000
0.001869089665
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8570000.00000000
CNY
1202001.21000000
USD
2023-10-20
25460.03000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
19770.19000000
0.001451383121
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1373342.21000000
USD
26405800.00000000
ZAR
2023-12-11
19770.19000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PPH6
370000.00000000
PA
USD
317354.92000000
0.023297883041
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
804281.60000000
0.059044487633
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
381430.35000000
0.028001833665
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
566422.15000000
0.041582582059
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.32000000
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
658655.06000000
0.048353649449
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
6.36000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1215000.00000000
PA
USD
903018.25000000
0.066293012167
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
350140.15000000
0.025704735451
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
1380000.00000000
PA
USD
1278194.64000000
0.093835725714
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
808840000.00000000
PA
2135953.27000000
0.156806106761
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Mavis Tire Express Services Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Corp. 2021 Term Loan B
57777YAB2
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-05-04
Variable
9.43000000
N
N
N
N
N
N
Aegis Asset Backed Securities Trust
N/A
Aegis Asset Backed Securities Trust 2005-5
00764MHE0
639553.21000000
PA
USD
584639.83000000
0.042919991222
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.08000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
756834.00000000
PA
23943.65000000
0.001757768107
Long
DBT
NUSS
GH
N
2
2035-02-06
Fixed
9.55000000
N
N
Y
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAF8
501709.58000000
PA
USD
450193.29000000
0.033049907077
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
TRANSMEDICS GROUP INC
549300060GVOSMWARH50
TransMedics Group Inc
89377MAA7
200000.00000000
PA
USD
181620.00000000
0.013333215435
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.50000000
N
N
N
N
Y
TransMedics Group, Inc.
TransMedics Group, Inc.
USD
XXXX
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-168.45000000
-0.00001236637
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
212826.12000000
USD
7714500.00000000
THB
2023-11-16
-168.45000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AK4
2415000.00000000
PA
USD
2344432.25000000
0.172111112566
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
5.81000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
680000.00000000
PA
USD
686766.41000000
0.050417379686
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
8.83000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
1583000.00000000
PA
USD
1359084.65000000
0.099774080135
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.88000000
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1550000.00000000
PA
USD
1358812.62000000
0.099754109677
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK46
06541DCD4
6039574.07000000
PA
USD
245029.75000000
0.017988296690
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
203.53000000
0.000014941687
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
454783.28000000
USD
2277300.00000000
BRL
2023-10-03
203.53000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
6494.07000000
0.000476747243
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
84200600.00000000
HUF
234065.88000000
USD
2023-11-20
6494.07000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-11698.61000000
-0.00085882660
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2349000.00000000
EUR
2478167.52000000
USD
2023-10-31
-11698.61000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
318500.00000000
PA
USD
308054.73000000
0.022615130939
Long
DBT
CORP
AR
N
2
2026-02-12
Fixed
9.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AV7
1250000.00000000
PA
USD
1214714.13000000
0.089175449776
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
895026.72000000
0.065706332335
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.71000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
250000.00000000
PA
USD
192477.14000000
0.014130267449
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
320000.00000000
PA
USD
254094.94000000
0.018653796807
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
1020000.00000000
PA
USD
962597.35000000
0.070666875044
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
16249.03000000
0.001192885241
N/A
DFE
MX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
970098.32000000
USD
17190000.00000000
MXN
2023-10-20
16249.03000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348383 IRS CZK R F 5.75000 IRS348383_FIX CCPVANILLA / Short: SRS348383 IRS CZK P V 06MPRIBO IRS348383_FLO CCPVANILLA
000000000
40780500.00000000
OU
Notional Amount
6339.24000000
0.000465380754
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
306261.22000000
CZK
0.00000000
CZK
40780500.00000000
CZK
-7583.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 4200
000000000
84.00000000
NC
USD
331800.00000000
0.024358335434
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
84.00000000
NC
N/A
331800.00000000
0.02000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
84.00000000
USD
50.00000000
4200.00000000
USD
2023-12-15
XXXX
84298.60000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13336.36000000
0.000979058259
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1096000.00000000
EUR
1174102.06000000
USD
2023-10-11
13336.36000000
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
255000.00000000
PA
USD
220158.71000000
0.016162446374
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
RR DONNELLEY & SONS CO
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867BG5
400000.00000000
PA
USD
400586.00000000
0.029408101743
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
9.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14309000000.00000000
PA
997000.75000000
0.073192521691
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
323309.80000000
0.023735046888
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
19990000.00000000
PA
4248437.90000000
0.311889317184
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
1875747.13000000
PA
USD
1878091.81000000
0.137875799533
Long
LON
CORP
US
N
2
2028-03-24
Variable
8.68000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
12791.57000000
0.000939063751
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
753604.43000000
USD
14494300.00000000
ZAR
2023-11-16
12791.57000000
N
N
N
AKUMIN ESCROW INC
N/A
Akumin Escrow Inc
01021FAB5
570000.00000000
PA
USD
379164.00000000
0.027835454782
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MAB4
500000.00000000
PA
USD
481995.85000000
0.035384619024
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.62000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
0.00000000
PA
USD
0.00000000
0.000000
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
1388420000.00000000
PA
3143227.49000000
0.230752831672
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2023 Term Loan B
17288YAK8
2455783.51000000
PA
USD
2453865.54000000
0.180144906374
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.82000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS348012 IRS MXN R F 9.69000 IRS348012_FIX CCPVANILLA / Short: SRS348012 IRS MXN P V 01MTIIE IRS348012_FLO CCPVANILLA
000000000
54100000.00000000
OU
Notional Amount
-54623.65000000
-0.00401006988
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2025-07-18
0.00000000
MXN
0.00000000
MXN
54100000.00000000
MXN
-54623.65000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
24639000.00000000
PA
61849.95000000
0.004540572117
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
Y
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8384.89000000
0.000615557453
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
705000.00000000
EUR
755076.15000000
USD
2023-10-12
8384.89000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
1960000.00000000
PA
USD
1662540.40000000
0.122051587513
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
472501.06000000
0.034687580809
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Variable
4.50000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAQ0
900000.00000000
PA
USD
192690.00000000
0.014145894077
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
54535000.00000000
PA
10627395.46000000
0.780185845123
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-464.91000000
-0.00003413030
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
69193.43000000
USD
344000.00000000
BRL
2023-10-03
-464.91000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
910000.00000000
PA
USD
805814.05000000
0.059156988932
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
990174.35000000
PA
USD
979163.61000000
0.071883048998
Long
LON
CORP
US
N
2
2028-11-09
Variable
9.40000000
N
N
N
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB Inc
60937PAD8
110000.00000000
PA
USD
188402.50000000
0.013831137105
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
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
449583.93000000
0.033005172311
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7044928.36000000
GBP
9049154.12000000
USD
2023-10-20
449583.93000000
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd
27830RAE9
630000.00000000
PA
USD
614389.86000000
0.045104021391
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
12.07000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
2190000.00000000
PA
USD
2121552.19000000
0.155748884527
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGR4
415000.00000000
PA
USD
363344.62000000
0.026674111309
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
4.75000000
N
N
N
N
N
N
WP CPP Holdings, LLC
549300HT8KGOLU7VM426
WP CPP Holdings, LLC 2019 2nd Lien Incremental Term Loan
000000000
380000.00000000
PA
USD
322050.00000000
0.023642561563
Long
LON
CORP
US
N
2
2026-04-30
Variable
13.27000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
2255000.00000000
PA
USD
2007753.01000000
0.147394578925
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
500000.00000000
PA
USD
433948.25000000
0.031857314752
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAR8
257825.69000000
PA
USD
238213.12000000
0.017487869445
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.42000000
N
N
N
N
N
N
Adtalem Global Education Inc.
549300Z467EZLMODV621
Adtalem Global Education Inc 2021 Term Loan B
00737RAE0
169681.18000000
PA
USD
169866.81000000
0.012470381968
Long
LON
CORP
US
N
2
2028-08-12
Variable
9.43000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300UNU854VTZYQ112
Anchorage Capital Clo 17 Ltd
03332PAA5
3640000.00000000
PA
USD
3604874.00000000
0.264643550608
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.74000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
1390000.00000000
PA
USD
1230775.32000000
0.090354545175
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
226000.00000000
PA
USD
215436.34000000
0.015815764419
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
230000.00000000
PA
USD
80247.00000000
0.005891149317
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
55430600.00000000
PA
2813457.39000000
0.206543516687
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-12765.63000000
-0.00093715942
N/A
DFE
CH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
477219.46000000
USD
422900.00000000
CHF
2023-11-16
-12765.63000000
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
000000000
1115000.00000000
PA
USD
892718.45000000
0.065536875991
Long
DBT
CORP
VG
N
2
2031-04-23
Fixed
2.25000000
N
N
N
N
N
N
Autokiniton US Holdings, Inc.
254900EHNKMJ1OSEZL85
Autokiniton US Holdings Inc 2021 Term Loan B
05278HAB2
1476729.81000000
PA
USD
1449041.13000000
0.106378028641
Long
LON
CORP
US
N
2
2028-04-06
Variable
9.93000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-13898.41000000
-0.00102031986
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
24132000.00000000
MXN
1358783.78000000
USD
2023-12-11
-13898.41000000
N
N
N
AB BSL CLO 4 Ltd
N/A
AB BSL CLO 4 Ltd
00037VAA6
220000.00000000
PA
USD
220506.44000000
0.016187974174
Long
ABS-CBDO
CORP
JE
N
2
2036-04-20
Floating
6.96000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
900000.00000000
PA
USD
797344.20000000
0.058535194335
Long
LON
CORP
US
N
2
2029-01-20
Variable
10.68000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-DUNE
36258BAA6
570000.00000000
PA
USD
561799.52000000
0.041243222288
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.55000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
365000.00000000
PA
USD
327335.80000000
0.024030606438
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.88000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
2034000.00000000
PA
469881.14000000
0.034495245396
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAF9
470000.00000000
PA
USD
398952.45000000
0.029288178419
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1608.52000000
0.000118085803
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1034138.69000000
USD
1400000.00000000
CAD
2023-10-20
1608.52000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
121896200.00000000
PA
5775138.04000000
0.423968503797
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2020 Term Loan B
85769EAZ4
486946.08000000
PA
USD
486669.49000000
0.035727723578
Long
LON
CORP
US
N
2
2027-02-08
Variable
7.67000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA Inc USD 2019 Term Loan B
39843PAG8
500000.00000000
PA
USD
492143.00000000
0.036129548751
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.42000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2021 Term Loan B
92537EAC2
1336294.41000000
PA
USD
1336652.54000000
0.098127278266
Long
LON
CORP
US
N
2
2027-03-02
Variable
8.19000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
340000.00000000
PA
USD
321220.24000000
0.023581646637
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAE1
3715000.00000000
PA
USD
3657744.42000000
0.268524911141
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
7.09000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
8050348.00000000
PA
436077.17000000
0.032013604527
Long
DBT
NUSS
GH
N
2
2027-02-16
Fixed
8.35000000
N
N
Y
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
1139.20000000
0.000083631753
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
355000000.00000000
CLP
396231.89000000
USD
2023-12-20
1139.20000000
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAP6
2010000.00000000
PA
USD
1866341.38000000
0.137013168685
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.38000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAG8
275000.00000000
PA
USD
270714.40000000
0.019873876317
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.74000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
460000.00000000
PA
USD
486303.72000000
0.035700871413
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO 2023-2 Ltd
29247BAJ6
500000.00000000
PA
USD
501152.50000000
0.036790960515
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.74000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
1415000.00000000
PA
USD
1391812.96000000
0.102176753894
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
611066.61000000
0.044860052620
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
803785.79000000
0.059008088880
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.13000000
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
179391.73000000
0.013169632108
Long
LON
CORP
US
N
2
2028-03-30
Variable
14.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
5103.40000000
0.000374654397
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
62353100.00000000
HUF
173627.23000000
USD
2023-11-20
5103.40000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-7122.50000000
-0.00052288198
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1414450.70000000
USD
79606700.00000000
PHP
2023-11-20
-7122.50000000
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
170000.00000000
PA
USD
156118.65000000
0.011461092357
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2022-2 Ltd
05682GAL2
550000.00000000
PA
USD
542768.60000000
0.039846110977
Long
ABS-CBDO
CORP
JE
N
2
2035-04-22
Floating
9.00000000
N
N
N
N
N
N
Vertex Aerospace Services Corp.
549300YOTFEWSPUJ2D47
Vertex Aerospace Services Corp. 2021 First Lien Term Loan
92532MAE5
1319442.87000000
PA
USD
1321825.78000000
0.097038805712
Long
LON
CORP
US
N
2
2028-12-06
Variable
8.92000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
1250000.00000000
PA
USD
1207448.30000000
0.088642045543
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
274815.05000000
0.020174916125
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
1790000.00000000
PA
USD
1772200.60000000
0.130102039398
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
Ingram Micro Inc.
549300KJMEWPKRQZHX63
Ingram Micro Inc. 2023 Term Loan
000000000
620277.13000000
PA
USD
618726.44000000
0.045422381458
Long
LON
CORP
US
N
2
2028-06-30
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC23
000000000
-8.00000000
NC
USD
42236.16000000
0.003100670743
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USZ3 Comdty
2023-12-19
-952486.16000000
USD
42236.16000000
N
N
N
Resolute Investment Managers, Inc.
5493000DRVCSZDWGPC49
Resolute Investment Managers Inc 2020 Term Loan C
04635WAH7
283973.30000000
PA
USD
179849.66000000
0.013203249988
Long
LON
CORP
US
N
2
2024-04-30
Floating
9.79000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS4
52474KAA1
1055197.03000000
PA
USD
1049257.96000000
0.077028864819
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
6.25000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1810000000.00000000
PA
1917382.32000000
0.140760222143
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
146000.00000000
PA
USD
124319.00000000
0.009126594041
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
KREF 2022-Fl3 Ltd
549300DG0FGL1EU1CT79
KREF 2022-FL3 Ltd
48275EAA4
870000.00000000
PA
USD
860798.01000000
0.063193510154
Long
ABS-CBDO
CORP
KY
N
2
2039-02-17
Floating
6.78000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
705000.00000000
PA
USD
593285.70000000
0.043554707924
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
720.70000000
0.000052908536
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
506970700.00000000
HUF
1371859.56000000
USD
2023-11-16
720.70000000
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
1685000.00000000
PA
USD
1604378.11000000
0.117781736490
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
BAUSCH & LOMB ESCROW COR
N/A
Bausch & Lomb Escrow Corp
071705AA5
2025000.00000000
PA
USD
2033545.50000000
0.149288075378
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS347277 IRS MXN R V 01MTIIE IRS347277_FLO CCPVANILLA / Short: BRS347277 IRS MXN P F 8.28780 IRS347277_FIX CCPVANILLA
000000000
18500000.00000000
OU
Notional Amount
79391.50000000
0.005828344748
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-03
0.00000000
MXN
0.00000000
MXN
18500000.00000000
MXN
79391.50000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAA5
1110067.19000000
PA
USD
1089184.16000000
0.079959955152
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.18000000
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
1606647.83000000
0.117948362774
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.95000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
4365.19000000
0.000320460404
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
9408798900.00000000
IDR
613150.79000000
USD
2023-10-05
4365.19000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
757216.00000000
PA
23554.95000000
0.001729232589
Long
DBT
NUSS
GH
N
2
2037-02-03
Fixed
9.85000000
N
N
Y
N
N
N
Barings CLO Ltd. 2016-II
549300Z33CTC4YAKLT16
Barings CLO Ltd 2016-II
06761DAC1
250000.00000000
PA
USD
240704.25000000
0.017670750036
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
12.09000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
650427.45000000
PA
USD
635792.83000000
0.046675271308
Long
LON
CORP
US
N
2
2027-10-01
Variable
9.49000000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
245000.00000000
PA
253918.22000000
0.018640823314
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYPRQVQ0 IRS MXN R F 9.71000 2 CCPVANILLA / Short: SRYPRQVQ0 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
7626707.00000000
OU
Notional Amount
1772.40000000
0.000130116677
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-09-21
70.96000000
MXN
0.00000000
MXN
7626707.00000000
MXN
1768.40000000
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAL6
922000.00000000
PA
USD
648954.77000000
0.047641524923
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.71000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLTR9
194311.66000000
PA
USD
170625.90000000
0.012526108818
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300S32UW0TE4JM250
Dryden 70 CLO Ltd
26252FAA4
900000.00000000
PA
USD
836185.50000000
0.061386639224
Long
ABS-CBDO
CORP
KY
N
2
2032-01-16
Floating
11.62000000
N
N
N
N
N
N
HalseyPoint CLO I, Ltd.
549300POBLM5RW6LD816
Halsey Point CLO I Ltd
40638CAC3
290000.00000000
PA
USD
254952.34000000
0.018716740860
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
13.79000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
870000000.00000000
PA
821988.58000000
0.060344404928
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
461288.39000000
0.033864428377
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
15220000.00000000
PA
596920.54000000
0.043821551359
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
6000000.00000000
PA
216866.81000000
0.015920779091
Long
DBT
CORP
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
Marathon CLO LTD
N/A
Marathon CLO 14 Ltd
56578HAJ5
250000.00000000
PA
USD
246477.25000000
0.018094561580
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
8.89000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1250000.00000000
PA
USD
961189.25000000
0.070563502615
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS349181 IRS PLN R F 4.64100 IRS349181_FIX CCPVANILLA / Short: SRS349181 IRS PLN P V 06MWIBOR IRS349181_FLO CCPVANILLA
000000000
1700000.00000000
OU
Notional Amount
1042.64000000
0.000076543022
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-08-01
19645.66000000
PLN
0.00000000
PLN
1700000.00000000
PLN
-3529.11000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13047.43000000
0.000957847126
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1199000.00000000
EUR
1283529.50000000
USD
2023-10-23
13047.43000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
163670172.00000000
PA
7586927.47000000
0.556976866283
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 4000
000000000
-50.00000000
NC
USD
-101875.00000000
-0.00747891929
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
50.00000000
NC
N/A
-101875.00000000
-0.01000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
50.00000000
USD
50.00000000
4000.00000000
USD
2023-12-15
XXXX
-6217.50000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1960000.00000000
PA
USD
1951660.20000000
0.143276654026
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
1125000.00000000
PA
USD
976961.25000000
0.071721367794
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
1203267.17000000
0.088335097481
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: 1001228 CDS USD R V 03MEVENT 1001228_PRO CDX / Short: 1001228 CDS USD P F 1.00000 1001228_FEE CDX
000000000
10070000.00000000
OU
Notional Amount
USD
549558.57000000
0.040344581040
N/A
DCR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
CDX.EM.S40
2I65BZFE7
Y
buy protection
2028-12-20
559388.54000000
USD
0.00000000
USD
10070000.00000000
USD
-9829.97000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-1
35563PAS8
61489.93000000
PA
USD
60920.61000000
0.004472346754
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
990000.00000000
PA
USD
952090.82000000
0.069895562259
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2021 First Lien Term Loan B
00488PAP0
987437.20000000
PA
USD
986820.05000000
0.072445128968
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.68000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAD5
324957.04000000
PA
USD
278992.35000000
0.020481583016
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.44000000
N
N
N
N
N
N
Agiliti Health, Inc
25490002CCQ55NKGNB14
Agiliti Health, Inc 2023 Term Loan
00847YAE2
750000.00000000
PA
USD
748125.00000000
0.054921879738
Long
LON
CORP
US
N
2
2030-05-01
Variable
8.25000000
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
1609949.59000000
PA
USD
1611179.60000000
0.118281052267
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.93000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-94373.21000000
-0.00692819260
N/A
DFE
GB
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1559146.80000000
USD
1200000.00000000
GBP
2023-10-16
-94373.21000000
N
N
N
ALLEN MEDIA LLC/CO-ISSR
N/A
Allen Media LLC / Allen Media Co-Issuer Inc
01771YAA8
410000.00000000
PA
USD
235128.85000000
0.017261444842
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
7051.00000000
0.000517632981
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
81044000.00000000
HUF
227465.30000000
USD
2023-10-16
7051.00000000
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
1680000.00000000
PA
USD
913752.00000000
0.067081005787
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1973.69000000
-0.00014489392
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5935000.00000000
CNY
814987.98000000
USD
2023-12-20
-1973.69000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
6232400000.00000000
PA
391203.57000000
0.028719312179
Long
DBT
NUSS
XX
N
2
2025-12-09
Fixed
4.60000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2021 Term Loan B
92531HAD9
1708224.21000000
PA
USD
1711027.41000000
0.125611150062
Long
LON
CORP
US
N
2
2025-08-27
Variable
9.43000000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments Inc 2020 USD Term Loan
04317JAB4
644343.89000000
PA
USD
633873.30000000
0.046534353419
Long
LON
CORP
US
N
2
2027-11-24
Variable
9.42000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
33201.45000000
0.002437408245
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
5382080.00000000
PEN
1448898.94000000
USD
2023-11-16
33201.45000000
N
N
N
RVR Dealership Holdings, LLC
N/A
RVR Dealership Holdings, LLC Term Loan B
75001CAB0
941048.63000000
PA
USD
847531.92000000
0.062219610605
Long
LON
CORP
US
N
2
2028-02-08
Floating
9.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
27918000000.00000000
PA
1825643.91000000
0.134025457336
Long
DBT
NUSS
ID
N
2
2043-06-15
Fixed
7.13000000
N
N
N
N
N
N
Ocean Trails CLO IX
549300LD2JF1INLMST94
Ocean Trails CLO IX
67515XAU8
750000.00000000
PA
USD
724542.75000000
0.053190642981
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
9.32000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: IRS347595 IRS CNY R F 2.09000 IRS347595_FIX NDF / Short: IRS347595 IRS CNY P V 00MCNRR IRS347595_FLO NDF
000000000
68899891.00000000
OU
Notional Amount
3330.07000000
0.000244469445
N/A
DIR
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
N/A
N/A
Y
2025-07-04
0.00000000
CNY
0.00000000
CNY
68899891.00000000
CNY
3330.07000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
32547000.00000000
PA
100042.01000000
0.007344354542
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
948955.00000000
0.069665353232
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
12.44000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707EAY0
275000.00000000
PA
USD
273843.63000000
0.020103601555
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
7.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348361 IRS CZK R F 5.71000 IRS348361_FIX CCPVANILLA / Short: SRS348361 IRS CZK P V 06MPRIBO IRS348361_FLO CCPVANILLA
000000000
31572000.00000000
OU
Notional Amount
4142.45000000
0.000304108458
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-12
190528.64000000
CZK
0.00000000
CZK
31572000.00000000
CZK
-4518.85000000
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAB5
200000.00000000
PA
USD
197800.00000000
0.014521032998
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7852000000.00000000
PA
501359.47000000
0.036806154742
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347809 IRS PLN R F 4.54000 IRS347809_FIX CCPVANILLA / Short: SRS347809 IRS PLN P V 06MWIBOR IRS347809_FLO CCPVANILLA
000000000
4131000.00000000
OU
Notional Amount
-9328.42000000
-0.00068482454
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-18
0.00000000
PLN
0.00000000
PLN
4131000.00000000
PLN
-9328.42000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1120000.00000000
PA
USD
1101470.34000000
0.080861916856
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
1500000.00000000
PA
USD
1415014.05000000
0.103880008663
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.20000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
860000.00000000
PA
USD
769389.65000000
0.056482975210
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
273214.74000000
0.020057433039
Long
LON
CORP
US
N
2
2028-04-07
Variable
12.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAU7
1190000.00000000
PA
USD
694484.12000000
0.050983957652
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
2.80000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-1821.67000000
-0.00013373372
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
27959508.00000000
TWD
872764.77000000
USD
2023-12-20
-1821.67000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1110000.00000000
PA
USD
1039520.55000000
0.076314015214
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.38000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
2835000.00000000
PA
USD
2316961.16000000
0.170094385546
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
18639000.00000000
PA
93576.95000000
0.006869737001
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
825279.45000000
0.060585996595
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
385217.14000000
0.028279832161
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
9.22000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B49047652 CDS USD R V 03MEVENT FLO CCPCDX / Short: B49047652 CDS USD P F 5.00000 FIX CCPCDX
000000000
14600000.00000000
OU
Notional Amount
USD
-252623.80000000
-0.01854579644
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
buy protection
2028-06-20
0.00000000
USD
-294555.00000000
USD
14600000.00000000
USD
41931.20000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
34450157.08000000
PA
947172.90000000
0.069534524451
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.88000000
N
N
N
N
N
N
MRI Software LLC
549300LNQ2G4DKR9QR85
MRI Software LLC 2020 Term Loan
000000000
181656.86000000
PA
USD
177910.19000000
0.013060868249
Long
LON
CORP
US
N
2
2026-02-10
Variable
10.99000000
N
N
N
N
N
N
FREEPORT MINERALS CORP
G4008SUSNH0WBKRVG414
Freeport Minerals Corp
717265AJ1
300000.00000000
PA
USD
310398.00000000
0.022787156727
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
22162400.00000000
PA
1193378.64000000
0.087609153748
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
1550000.00000000
PA
USD
1353795.48000000
0.099385787859
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
8719000.00000000
PA
1964649.34000000
0.144230221926
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Worldwide Express Operations LLC
254900XFGYPZZSG8I385
Worldwide Express Operations, LLC 2021 1st Lien Term Loan
00435UAB4
727050.00000000
PA
USD
716749.88000000
0.052618547317
Long
LON
CORP
US
N
2
2028-07-26
Variable
9.65000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
1090000.00000000
PA
USD
1069845.90000000
0.078540281180
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
132061.53000000
0.009694994110
Long
DBT
NUSS
RU
N
2
2035-07-18
Fixed
6.10000000
N
Y
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CA1
100000.00000000
PA
USD
79052.16000000
0.005803432881
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-278.52000000
-0.00002044690
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1224984.00000000
CNY
168342.37000000
USD
2023-12-20
-278.52000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
25000000.00000000
PA
1429323.59000000
0.104930510699
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
205970.59000000
0.015120858110
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Spencer Spirit IH LLC
N/A
Spencer Spirit IH LLC Term Loan B
84823UAB8
583583.02000000
PA
USD
581394.58000000
0.042681748642
Long
LON
CORP
US
N
2
2026-06-19
Variable
11.42000000
N
N
N
N
N
N
EP Purchaser, LLC
549300GGODRVQG1GH476
EP Purchaser, LLC 2021 Term Loan B
26881KAC8
337725.00000000
PA
USD
333925.59000000
0.024514380745
Long
LON
CORP
US
N
2
2028-11-06
Variable
9.15000000
N
N
N
N
N
N
Focus Financial Partners, LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2021 Term Loan B4
34416DAU2
479200.03000000
PA
USD
478429.96000000
0.035122837395
Long
LON
CORP
US
N
2
2028-06-30
Variable
7.82000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
1380000.00000000
PA
USD
1501345.25000000
0.110217815559
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1129.05000000
-0.00008288661
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
266000.00000000
EUR
280822.58000000
USD
2023-10-31
-1129.05000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-3710.70000000
-0.00027241252
N/A
DFE
KR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
253413.91000000
USD
336113000.00000000
KRW
2023-11-20
-3710.70000000
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAS5
250000.00000000
PA
USD
246222.75000000
0.018075878047
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.59000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
500000.00000000
PA
USD
388755.05000000
0.028539559704
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
147830.71000000
0.010852652265
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-4037.91000000
-0.00029643389
N/A
DFE
KZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
244703.45000000
USD
117090600.00000000
KZT
2023-12-20
-4037.91000000
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
900000.00000000
PA
USD
739112.13000000
0.054260220573
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
236041.50000000
0.017328444947
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
9.22000000
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
343564.02000000
0.025221963961
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
4.22000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-3939.18000000
-0.00028918585
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
65485.10000000
USD
268950.00000000
PLN
2023-11-13
-3939.18000000
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
590000.00000000
PA
USD
602926.90000000
0.044262494493
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
7320000.00000000
PA
1014563.20000000
0.074481828647
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
Genesee & Wyoming Inc. (New)
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc (New) Term Loan
55316HAB1
987212.30000000
PA
USD
987544.99000000
0.072498348774
Long
LON
CORP
US
N
2
2026-12-30
Variable
7.49000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
1515000.00000000
PA
USD
1200276.49000000
0.088115543573
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
NORTHERN STAR RESOU
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
66573RAA6
2215000.00000000
PA
USD
2070968.41000000
0.152035392421
Long
DBT
CORP
AU
N
2
2033-04-11
Fixed
6.13000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
145000.00000000
PA
USD
125174.08000000
0.009189367776
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
7386.28000000
0.000542246792
N/A
DFE
ZA
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
322029.22000000
USD
6230000.00000000
ZAR
2023-11-16
7386.28000000
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2023-18 Ltd
442911AE3
1765000.00000000
PA
USD
1773498.48000000
0.130197320279
Long
ABS-CBDO
CORP
KY
N
2
2036-07-20
Floating
8.21000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1405000.00000000
PA
324260.75000000
0.023804858700
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-28164.78000000
-0.00206765267
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3166701.24000000
USD
13740000.00000000
PLN
2023-12-20
-28164.78000000
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO XXVI Ltd
81125HAA0
430000.00000000
PA
USD
411560.74000000
0.030213787090
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
12.84000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
2370000.00000000
PA
USD
2308668.43000000
0.169485593807
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
84496400.00000000
PA
4132901.57000000
0.303407482702
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
270000.00000000
PA
USD
252469.73000000
0.018534485745
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W MERGER SUB LLC
92943EAC0
372000.00000000
PA
395456.04000000
0.029031497504
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
2155000.00000000
PA
USD
1729910.52000000
0.126997410241
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1911751.00000000
PA
63278.03000000
0.004645411333
Long
DBT
NUSS
GH
N
2
2033-02-08
Fixed
9.25000000
N
N
Y
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
2520000.00000000
PA
USD
2319583.72000000
0.170286914769
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021FAA7
470000.00000000
PA
USD
353179.92000000
0.025927893189
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
86446000.00000000
PA
283429.51000000
0.020807326933
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
Y
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
8381.08000000
0.000615277751
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
5020575.00000000
PLN
1155197.51000000
USD
2023-12-20
8381.08000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
28297.91000000
0.002077426111
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
19303800.08000000
MXN
1126341.28000000
USD
2023-12-11
28297.91000000
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
70000.00000000
PA
USD
65934.98000000
0.004840465219
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
31105.60000000
0.002283546228
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
5090000.00000000
NOK
509676.15000000
USD
2023-10-20
31105.60000000
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAE2
635000.00000000
PA
USD
604996.25000000
0.044414411073
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Clover CLO
N/A
Clover CLO 2019-1 Ltd
00140BAC0
255000.00000000
PA
USD
249285.45000000
0.018300719138
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Floating
7.16000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCK6
1000000.00000000
PA
USD
1016472.80000000
0.074622017548
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.41000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
1140000.00000000
PA
USD
708264.90000000
0.051995641985
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
600000.00000000
PA
USD
609252.00000000
0.044726837191
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
350000.00000000
PA
USD
334300.23000000
0.024541884081
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
396851.82000000
0.029133965489
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd
05875JAL3
415000.00000000
PA
USD
411736.86000000
0.030226716536
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
7.12000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
1700000.00000000
PA
USD
1601365.97000000
0.117560607145
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2148.64000000
0.000157737473
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1030000.00000000
BRL
207934.62000000
USD
2023-10-03
2148.64000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-327.28000000
-0.00002402651
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
291228.37000000
USD
1271300.00000000
PLN
2023-11-16
-327.28000000
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan A
64069JAF9
1346625.00000000
PA
USD
1208595.94000000
0.088726296900
Long
LON
CORP
US
N
2
2029-04-11
Variable
10.15000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
750000.00000000
PA
USD
661026.75000000
0.048527761626
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
11.59000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
1590000.00000000
PA
USD
942692.08000000
0.069205575335
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
302000.00000000
PA
256965.09000000
0.018864502282
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
948528.10000000
0.069634013348
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
830603.01000000
0.060976813534
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.46000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
930000.00000000
PA
USD
763352.18000000
0.056039748207
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAG1
670000.00000000
PA
USD
575177.98000000
0.042225371222
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.45000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-760.75000000
-0.00005584871
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
45689.93000000
USD
2541000.00000000
PHP
2023-11-06
-760.75000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
40470000.00000000
PA
2048708.61000000
0.150401240296
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
233229.53000000
0.017122010623
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
880000.00000000
PA
USD
890342.41000000
0.065362444468
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBD6
1580000.00000000
PA
USD
1590318.03000000
0.116749547988
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
7.73000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-10359.03000000
-0.00076048441
N/A
DFE
TH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
795807.22000000
USD
28493400.00000000
THB
2023-11-16
-10359.03000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348396 IRS CZK R F 5.75000 IRS348396_FIX CCPVANILLA / Short: SRS348396 IRS CZK P V 06MPRIBO IRS348396_FLO CCPVANILLA
000000000
6117075.00000000
OU
Notional Amount
950.88000000
0.000069806672
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
43775.21000000
CZK
0.00000000
CZK
6117075.00000000
CZK
-1035.76000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
2311.27000000
0.000169676582
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1990000.00000000
MYR
428519.13000000
USD
2023-12-20
2311.27000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1400000.00000000
PA
USD
778225.00000000
0.057131602150
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
86265.72000000
0.006332999832
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1100000.00000000
GBP
1429008.57000000
USD
2023-10-20
86265.72000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
1495000.00000000
PA
USD
894867.41000000
0.065694636957
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
1015000.00000000
PA
USD
915347.30000000
0.067198121074
Long
DBT
CORP
VG
N
2
2025-11-19
Fixed
5.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
380000.00000000
PA
USD
310166.56000000
0.022770166091
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
2075000.00000000
PA
USD
1915896.43000000
0.140651138939
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-7141.86000000
-0.00052430325
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
642206.66000000
USD
18300000.00000000
TRY
2023-11-16
-7141.86000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
71354000.00000000
PA
233947.54000000
0.017174721680
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
Y
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USCAP0069 USD P CAD C
000000000
3880000.00000000
OU
Notional Amount
USD
7216.80000000
0.000529804807
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
7216.80000000
0.00000000
DFE
US
5201140.00000000
CAD
3880000.00000000
USD
2023-10-17
1.00000000
1.34050000
USD
2023-10-17
XXXX
-15791.60000000
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
1200000.00000000
PA
USD
1145059.08000000
0.084061884156
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-15367.62000000
-0.00112817854
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1102174.42000000
USD
890200.00000000
GBP
2023-11-16
-15367.62000000
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAY2
905000.00000000
PA
USD
828811.13000000
0.060845266776
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
230000.00000000
PA
USD
226090.00000000
0.016597878416
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
CIFC Funding Ltd
549300X1SKS4LNS5LQ62
CIFC Funding 2017-I Ltd
12551AAJ4
250000.00000000
PA
USD
250931.25000000
0.018421541767
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
9.10000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
835000.00000000
PA
USD
791427.99000000
0.058100869357
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-14415.08000000
-0.00105825001
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
654370.74000000
USD
582700.00000000
CHF
2023-11-16
-14415.08000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
8077.97000000
0.000593025626
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
587517.46000000
USD
10380000.00000000
MXN
2023-10-20
8077.97000000
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2021 2nd Lien Term Loan
30233PAK6
440000.00000000
PA
USD
239433.48000000
0.017577459373
Long
LON
CORP
US
N
2
2029-11-15
Variable
12.18000000
N
N
N
N
N
N
PPM CLO LTD
549300NI5BL19ELU5U14
PPM CLO 2018-1 Ltd
69355DAL1
1005000.00000000
PA
USD
1000000.13000000
0.073412714289
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.42000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
800000.00000000
PA
USD
684711.44000000
0.050266518780
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-376.97000000
-0.00002767438
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
16551.93000000
USD
66226430.64000000
COP
2023-11-16
-376.97000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
51889.09000000
0.003809318443
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1270000.00000000
AUD
872006.77000000
USD
2023-10-20
51889.09000000
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AU7
880000.00000000
PA
USD
771009.98000000
0.056601928017
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.45000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-11879.57000000
-0.00087211136
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1163195.82000000
USD
1546590978.00000000
KRW
2023-12-20
-11879.57000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
730000.00000000
PA
USD
703466.21000000
0.051643357173
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.13000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1863.18000000
0.000136781083
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
953800.00000000
CAD
707763.66000000
USD
2023-11-16
1863.18000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
USGBC0035 USD C GBP P
000000000
6800000.00000000
OU
Notional Amount
USD
233124.40000000
0.017114292746
N/A
DFE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
FX Contract
N/A
1.00000000
NC
USD
233124.40000000
0.02000000
DFE
US
8595200.00000000
GBP
6800000.00000000
USD
2023-10-12
1.00000000
1.26400000
USD
2023-10-12
XXXX
186068.40000000
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
105000.00000000
PA
107903.18000000
0.007921464294
Long
DBT
CORP
LU
N
2
2026-01-05
Fixed
4.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-8534.03000000
-0.00062650622
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
329410.77000000
USD
1402300.00000000
PLN
2023-11-16
-8534.03000000
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
1620000.00000000
PA
USD
1187341.48000000
0.087165949503
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 3900
000000000
-44.00000000
NC
USD
-64900.00000000
-0.00476448453
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
44.00000000
NC
N/A
-64900.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
44.00000000
USD
50.00000000
3900.00000000
USD
2023-12-15
XXXX
-10542.40000000
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub LLC
000000000
705000.00000000
PA
745306.61000000
0.054714974105
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.38000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1280000.00000000
PA
273597.00000000
0.020085495780
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
4.46000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
872.58000000
0.000064058457
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
153800.00000000
PEN
41407.53000000
USD
2023-10-13
872.58000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAA8
967460.36000000
PA
USD
950110.89000000
0.069750210243
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
6.10000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAU0
577229.74000000
PA
USD
551650.09000000
0.040498125180
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.60000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1150000.00000000
PA
USD
988297.01000000
0.072553556596
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1520000.00000000
PA
USD
1377255.58000000
0.101108057254
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
270000.00000000
PA
USD
202922.55000000
0.014897093249
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: OIS347720 IRS BRL R F 10.75500 OIS347720_FIX NDFPREDISWAP / Short: OIS347720 IRS BRL P V 00MBRCDI OIS347720_FLO NDFPREDISWAP
000000000
8260392.00000000
OU
Notional Amount
-10089.27000000
-0.00074068059
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
8260392.00000000
BRL
-10089.27000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HW3
327438.00000000
PA
USD
83154.85000000
0.006104622451
Long
DBT
NUSS
AR
N
2
2046-07-09
Variable
3.63000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2021-8 LTD
143120AC7
510000.00000000
PA
USD
502499.43000000
0.036889842289
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.22000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
240000.00000000
PA
259834.54000000
0.019075156367
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
1450000.00000000
PA
USD
975125.00000000
0.071586563715
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
Oak Hill Credit Partners
N/A
OHA Credit Funding 7 Ltd
67098WAN1
500000.00000000
PA
USD
496988.00000000
0.036485233306
Long
ABS-CBDO
CORP
KY
N
2
2037-02-24
Floating
6.62000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1130000.00000000
PA
USD
972450.38000000
0.071390212627
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1724.09000000
0.000126570110
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
56091400.00000000
ZAR
2960983.98000000
USD
2023-12-11
1724.09000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
69466234.00000000
PA
2911848.83000000
0.213766698421
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
11240000.00000000
PA
595070.75000000
0.043685753272
Long
DBT
NUSS
XX
N
2
2024-09-17
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
53056.23000000
0.003895001347
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
500742600.00000000
HUF
1406430.21000000
USD
2023-11-20
53056.23000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
5611.24000000
0.000411936305
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
29934058000.00000000
IDR
1942382.58000000
USD
2023-10-27
5611.24000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYP44NT7 IRS CZK R F 3.93000 2 CCPVANILLA / Short: SRYP44NT7 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
104107238.00000000
OU
Notional Amount
-87297.57000000
-0.00640875073
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
1160.80000000
CZK
0.00000000
CZK
104107238.00000000
CZK
-87348.59000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
360790000.00000000
PA
575451.04000000
0.042245417295
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AC0
1005000.00000000
PA
USD
947217.53000000
0.069537800860
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
14732506.00000000
PA
479095.40000000
0.035171689145
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
552022.08000000
0.040525433972
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-3221.94000000
-0.00023653132
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
86012.79000000
USD
338977250.00000000
COP
2023-11-16
-3221.94000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6443.21000000
0.000473013473
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
605000.00000000
EUR
647512.14000000
USD
2023-10-23
6443.21000000
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAG0
950000.00000000
PA
USD
938782.88000000
0.068918590389
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
6.65000000
N
N
N
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
29261HAA3
1345000.00000000
PA
USD
1203775.00000000
0.088372378655
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
Rand Parent, LLC
N/A
Rand Parent, LLC 2023 Term Loan B
75223LAB2
948235.00000000
PA
USD
922835.58000000
0.067747855963
Long
LON
CORP
US
N
2
2030-03-17
Variable
9.64000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
380000.00000000
PA
USD
342252.40000000
0.025125674389
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
1436352.75000000
0.105446540346
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
1139246.23000000
PA
USD
1139780.54000000
0.083674372258
Long
LON
CORP
US
N
2
2029-07-02
Variable
9.17000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BT0
390000.00000000
PA
USD
378897.32000000
0.027815877082
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-17335.24000000
-0.00127262685
N/A
DFE
KZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
675899.17000000
USD
320410000.00000000
KZT
2023-12-20
-17335.24000000
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
2105000.00000000
PA
USD
1813019.79000000
0.133098686541
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3M4
492500.00000000
PA
USD
528825.72000000
0.038822526444
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
9.18000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AD4
650000.00000000
PA
USD
635648.65000000
0.046664686664
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.69000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
1170000.00000000
PA
USD
1081490.67000000
0.079395155242
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348362 IRS CZK R F 5.75000 IRS348362_FIX CCPVANILLA / Short: SRS348362 IRS CZK P V 06MPRIBO IRS348362_FLO CCPVANILLA
000000000
15692849.00000000
OU
Notional Amount
2439.42000000
0.000179084420
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
134523.20000000
CZK
0.00000000
CZK
15692849.00000000
CZK
-3627.36000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
510000000.00000000
PA
552056.41000000
0.040527954230
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
7390300.00000000
PA
427275.31000000
0.031367436178
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK44
06540KBQ1
500000.00000000
PA
USD
280916.45000000
0.020622836402
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
4.00000000
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AC4
1210000.00000000
PA
USD
1164873.80000000
0.085516536345
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
Advisor Group, Inc.
549300XL60BDV6UW5C86
Advisor Group, Inc. 2023 Term Loan B
00775KAG3
710000.00000000
PA
USD
711183.57000000
0.052209909444
Long
LON
CORP
US
N
2
2028-08-17
Variable
9.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
722000.00000000
PA
USD
702936.12000000
0.051604441832
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
13882.56000000
0.001019156278
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
691947.64000000
USD
1174700.00000000
NZD
2023-11-16
13882.56000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
75325400.00000000
PA
3960342.84000000
0.290739479605
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
348000.00000000
PA
350984.40000000
0.025766714127
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-869.72000000
-0.00006384849
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
456629.92000000
USD
2128900.00000000
MYR
2023-11-16
-869.72000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
504000.00000000
PA
USD
428394.91000000
0.031449629042
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-18942.42000000
-0.00139061428
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1574042.88000000
USD
2102000.00000000
CAD
2023-10-20
-18942.42000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-8121.83000000
-0.00059624550
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
708823563.00000000
CLP
782809.32000000
USD
2023-11-16
-8121.83000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348849 IRS CZK R F 5.33750 IRS348849_FIX CCPVANILLA / Short: SRS348849 IRS CZK P V 06MPRIBO IRS348849_FLO CCPVANILLA
000000000
177921000.00000000
OU
Notional Amount
-13359.00000000
-0.00098072032
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-31
0.00000000
CZK
0.00000000
CZK
177921000.00000000
CZK
-13359.00000000
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAD1
320000.00000000
PA
USD
263929.22000000
0.019375757901
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
AGL CLO Ltd.
54930001FXLJVDHJU506
AGL CLO 22 Ltd
00118XAE6
650000.00000000
PA
USD
656156.80000000
0.048170245425
Long
ABS-CBDO
CORP
JE
N
2
2035-10-20
Floating
10.33000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2021 Term Loan B
000000000
2323926.18000000
PA
USD
2327702.56000000
0.170882940773
Long
LON
CORP
CA
N
2
2026-10-30
Variable
9.75000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAN0
465738.93000000
PA
USD
454223.44000000
0.033345771289
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
9.15000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
5505.00000000
PA
USD
1541.41000000
0.000113159077
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
8905.35000000
0.000653765830
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
16000000.00000000
EGP
463096.96000000
USD
2024-02-14
8905.35000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: IRS347243 IRS CNY R F 2.43500 IRS347243_FIX NDF / Short: IRS347243 IRS CNY P V 00MCNRR IRS347243_FLO NDF
000000000
141700000.00000000
OU
Notional Amount
46029.29000000
0.003379134676
N/A
DIR
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
N/A
N/A
Y
2028-06-16
0.00000000
CNY
0.00000000
CNY
141700000.00000000
CNY
46029.29000000
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
-134343.70000000
-0.00986253438
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
130312.78000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
2305000.00000000
PA
USD
2343470.10000000
0.172040478532
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-ACNT
05609QAA4
890000.00000000
PA
USD
874040.70000000
0.064165691845
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.30000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
59986.08000000
0.004403740379
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
41430000.00000000
CZK
1857122.17000000
USD
2023-12-20
59986.08000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
35007.73000000
0.002570012146
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2377132.74000000
CAD
1793656.74000000
USD
2023-10-20
35007.73000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
500000.00000000
PA
USD
416988.05000000
0.030612220597
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.38000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
7506.00000000
0.000551035761
N/A
DFE
PH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2157975.62000000
USD
122522950.00000000
PHP
2023-12-20
7506.00000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
96455000.00000000
PA
2605560.97000000
0.191281278188
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
318400.00000000
PA
USD
318620.97000000
0.023390827196
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.67000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
36242000000.00000000
PA
2668822.89000000
0.195925506842
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-4042.51000000
-0.00029677159
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1354550000.00000000
COP
326788.95000000
USD
2023-11-16
-4042.51000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1880000.00000000
PA
USD
1615612.40000000
0.118606476105
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYW8
610000.00000000
PA
USD
647914.55000000
0.047565159559
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
8.98000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVII Ltd
83611VAS7
2600000.00000000
PA
USD
2564595.80000000
0.188273914258
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
6.79000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347801 IRS PLN R F 5.35030 IRS347801_FIX CCPVANILLA / Short: SRS347801 IRS PLN P V 06MWIBOR IRS347801_FLO CCPVANILLA
000000000
6970000.00000000
OU
Notional Amount
44255.34000000
0.003248904208
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-06-19
157440.00000000
PLN
0.00000000
PLN
6970000.00000000
PLN
4539.87000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
583.68000000
0.000042849527
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
753521.87000000
USD
3522500.00000000
MYR
2023-11-16
583.68000000
N
N
N
PAYSAFE FIN PLC/PAYSAFE
N/A
Paysafe Finance PLC / Paysafe Holdings US Corp
70452AAA1
525000.00000000
PA
USD
441150.54000000
0.032386054341
Long
DBT
CORP
XX
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-RPL4 Trust
12663TAA7
909044.52000000
PA
USD
836058.24000000
0.061377296723
Long
ABS-MBS
CORP
US
N
2
2062-04-25
Variable
3.90000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1390000.00000000
PA
USD
1202245.75000000
0.088260112276
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
1625034.37000000
PA
USD
1676731.59000000
0.123093401154
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.34000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC23
000000000
-153.00000000
NC
USD
234866.20000000
0.017242162995
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRZ3 Comdty
2024-03-19
-36400241.20000000
USD
234866.20000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
15105264.77000000
PA
412293.42000000
0.030267575111
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
254900DPK2EA9C8DGV68
Golub Capital Partners CLO 53B Ltd
38178CAA7
380000.00000000
PA
USD
368428.62000000
0.027047341500
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
12.29000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348429 IRS CZK R F 5.78700 IRS348429_FIX CCPVANILLA / Short: SRS348429 IRS CZK P V 06MPRIBO IRS348429_FLO CCPVANILLA
000000000
64025694.00000000
OU
Notional Amount
11689.70000000
0.000858172494
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
541988.36000000
CZK
0.00000000
CZK
64025694.00000000
CZK
-12753.09000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
230000.00000000
PA
USD
191475.00000000
0.014056697641
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.13000000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
780000.00000000
PA
USD
611759.15000000
0.044910893854
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
47364.60000000
0.003477163395
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
528000.00000000
GBP
691881.17000000
USD
2023-10-20
47364.60000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
8120000.00000000
PA
1144781.31000000
0.084041492309
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-16203.50000000
-0.00118954276
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1047244.84000000
USD
381221600.00000000
HUF
2023-11-16
-16203.50000000
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
15877144.27000000
PA
891530.05000000
0.065449632332
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
773912.60000000
PA
USD
692974.50000000
0.050873132364
Long
LON
CORP
US
N
2
2027-02-10
Variable
11.04000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-7865.46000000
-0.00057742469
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
527624.91000000
USD
2601500.00000000
BRL
2023-10-03
-7865.46000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
330000.00000000
PA
USD
270119.87000000
0.019830230262
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
1810000.00000000
PA
USD
1607365.07000000
0.118001017302
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-47259.51000000
-0.00346944845
N/A
DFE
PE
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1987812.15000000
USD
7389313.97000000
PEN
2023-12-20
-47259.51000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-41748.54000000
-0.00306487324
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3205932.82000000
USD
1169342100.00000000
HUF
2023-11-13
-41748.54000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
52083.68000000
0.003823603821
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
10330000.00000000
NOK
1023328.03000000
USD
2023-10-20
52083.68000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
45868000.00000000
PA
9301924.64000000
0.682879447165
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC EUR Term Loan
000000000
938647.50000000
PA
992240.77000000
0.072843078684
Long
LON
CORP
US
N
2
2029-11-22
Floating
8.97000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
2425000.00000000
PA
USD
2422665.94000000
0.177854459351
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
60000.00000000
PA
USD
58085.14000000
0.004264187232
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800ZRKYXK2SHQOW75
Virgin Media Bristol LLC 2023 USD Term Loan Y
000000000
590000.00000000
PA
USD
577216.47000000
0.042375022286
Long
LON
CORP
US
N
2
2031-03-31
Variable
8.31000000
N
N
N
N
N
N
SWIRE PACIFIC MTN FIN
549300B8O4ENACYK5559
Swire Pacific MTN Financing Ltd
000000000
360000.00000000
PA
USD
359876.71000000
0.026419522656
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
838106.48000000
PA
USD
820646.21000000
0.060245857915
Long
LON
CORP
US
N
2
2027-04-09
Variable
9.14000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer Inc 2019 Term Loan B
24022KAB5
1701213.64000000
PA
USD
1693141.38000000
0.124298088223
Long
LON
CORP
US
N
2
2026-10-16
Variable
9.32000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
1680000.00000000
PA
USD
1538506.67000000
0.112945935914
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
COMERICA BANK
70WY0ID1N53Q4254VH70
Comerica Bank
20034DJA8
2170000.00000000
PA
USD
2077878.83000000
0.152542705044
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
2.50000000
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-10736.26000000
-0.00078817788
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
478169.65000000
USD
16956900.00000000
THB
2023-11-16
-10736.26000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: 0WP302235 IRS BRL R F 10.23000 2 NDFPREDISWAP / Short: 0WP302235 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
40970000.00000000
OU
Notional Amount
-244526.04000000
-0.01795131797
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
40970000.00000000
BRL
-244526.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6425.05000000
0.000471680298
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
357756.06000000
USD
6375600.00000000
MXN
2023-11-16
6425.05000000
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
000000000
825000.00000000
PA
881899.50000000
0.064742627609
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAQ6
750000.00000000
PA
USD
717493.50000000
0.052673138472
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
8.47000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
1120000.00000000
PA
USD
1028032.88000000
0.075470674288
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14502000000.00000000
PA
1018602.46000000
0.074778361649
Long
DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc Term Loan B
18972FAC6
720875.00000000
PA
USD
711967.87000000
0.052267487028
Long
LON
CORP
US
N
2
2029-04-13
Variable
9.59000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1170.91000000
-0.00008595967
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
569400.00000000
GBP
693985.00000000
USD
2023-11-16
-1170.91000000
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
1195000.00000000
PA
1275402.60000000
0.093630754505
Long
DBT
CORP
LU
N
2
2028-07-31
Fixed
7.88000000
N
N
N
N
N
N
FORTRESS CREDIT BSL LIMITED
N/A
Fortress Credit BSL XII Ltd
34963GAE8
250000.00000000
PA
USD
225347.50000000
0.016543369482
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.70000000
N
N
N
N
N
N
Yamana Gold Inc
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
180000.00000000
PA
USD
169116.27000000
0.012415282797
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA EUR Term Loan B
000000000
550766.67000000
PA
584218.76000000
0.042889079334
Long
LON
CORP
NO
N
2
2028-06-26
Floating
6.47000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
752.56000000
0.000055247465
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
199190.00000000
USD
11312000.00000000
PHP
2023-12-05
752.56000000
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
255000.00000000
PA
USD
251828.06000000
0.018487379015
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.27000000
N
N
N
N
N
N
Symphony CLO Ltd
54930094HTRXFLXUBV36
Symphony CLO 37 Ltd
87169VAA3
930000.00000000
PA
USD
931454.52000000
0.068380595661
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
7.63000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1921000.00000000
PA
406040.29000000
0.029808515924
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50000000
N
N
N
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAC1
700000.00000000
PA
USD
598500.00000000
0.043937503790
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
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
101.09000000
0.000007421290
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
900000.00000000
CNY
123775.32000000
USD
2023-11-16
101.09000000
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group Inc 2023 Incremental Term Loan B
03234TAZ1
990012.54000000
PA
USD
991072.84000000
0.072757337784
Long
LON
CORP
US
N
2
2028-02-19
Variable
8.18000000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVIII Ltd
83012HAG9
515000.00000000
PA
USD
501160.92000000
0.036791578650
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.49000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
3000000000.00000000
PA
191895.18000000
0.014087544191
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-LUAU
36256AAS1
510000.00000000
PA
USD
500892.11000000
0.036771844580
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
9.83000000
N
N
N
N
N
N
GATWICK AIRPORT FINANCE
213800BDRHDHRGTQ1D63
Gatwick Airport Finance PLC
000000000
1150000.00000000
PA
1305891.59000000
0.095869033726
Long
DBT
CORP
GB
N
2
2026-04-07
Fixed
4.38000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AN4
700000.00000000
PA
USD
648629.94000000
0.047617678274
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
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
-219845.12000000
-0.01613942488
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
-219845.12000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1270000.00000000
PA
USD
900073.26000000
0.066076812486
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
1516.62000000
0.000111339176
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
115553700.00000000
CLP
130455.65000000
USD
2023-11-16
1516.62000000
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-4 Ltd
05685AAL2
500000.00000000
PA
USD
468527.50000000
0.034395871022
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
8.69000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
2741.92000000
0.000201291763
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
525226.67000000
USD
10007400.00000000
ZAR
2023-12-11
2741.92000000
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
846031AT9
940000.00000000
PA
USD
895568.08000000
0.065746075036
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.54000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1280000.00000000
PA
1380775.39000000
0.101366456026
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.38000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
926000.00000000
PA
USD
873750.45000000
0.064144383807
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.88000000
N
N
N
N
N
TSTAT 2022-2, Ltd.
N/A
TSTAT 2022-2 Ltd
87300FAG5
650000.00000000
PA
USD
654342.65000000
0.048037063767
Long
ABS-CBDO
CORP
BM
N
2
2031-01-20
Floating
10.13000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
400000.00000000
PA
USD
331394.36000000
0.024328556305
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
176253.51000000
0.012939246890
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1125000.00000000
PA
USD
1093481.02000000
0.080275399266
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
541015.74000000
0.039717428783
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
511451.62000000
0.037547046770
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
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-02-15
Variable
8.19000000
N
N
N
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470NAA1
390000.00000000
PA
USD
368426.37000000
0.027047176321
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
11.59000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-19118.81000000
-0.00140356355
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
680968.52000000
USD
542119.00000000
GBP
2023-11-16
-19118.81000000
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
113573.00000000
PA
118484.66000000
0.008698279361
Long
LON
CORP
LU
N
2
2027-01-29
Floating
6.10000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
5100000000.00000000
PA
331854.74000000
0.024362354046
Long
DBT
NUSS
KR
N
2
2024-05-15
Fixed
8.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2243000.00000000
PA
516423.86000000
0.037912072357
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAQ6
761475.59000000
PA
USD
734515.32000000
0.053922756318
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
9.69000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
2020000.00000000
PA
USD
1883414.27000000
0.138266535717
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
820000.00000000
PA
USD
819487.50000000
0.060160793880
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
798.36000000
0.000058609766
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6424100.00000000
RON
1366947.29000000
USD
2023-11-16
798.36000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AL8
527190.97000000
PA
USD
472696.08000000
0.034701897755
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-6743.54000000
-0.00049506151
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
336496.98000000
USD
270100.00000000
GBP
2023-11-16
-6743.54000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
7409000.00000000
PA
1282876.15000000
0.094179408025
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
350000.00000000
PA
USD
321183.10000000
0.023578920089
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
1281123.67000000
PA
USD
1280053.93000000
0.093972221221
Long
LON
CORP
NL
N
2
2028-11-30
Variable
8.93000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
650000.00000000
PA
USD
611206.05000000
0.044870289287
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
161211.44000000
PA
USD
161193.06000000
0.011833618520
Long
LON
CORP
US
N
2
2026-09-23
Variable
8.19000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
235000.00000000
PA
USD
203140.67000000
0.014913106028
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-3549.83000000
-0.00026060262
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
111467.00000000
USD
39680000.00000000
HUF
2023-10-16
-3549.83000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
7334.20000000
0.000538423459
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
74750100.00000000
THB
2074576.41000000
USD
2023-12-20
7334.20000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-56117.86000000
-0.00411976388
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1887272.66000000
USD
103562200.00000000
PHP
2023-11-06
-56117.86000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
1155000.00000000
PA
USD
1096149.86000000
0.080471326029
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32000000
N
N
N
N
N
N
Western Dental Services Inc.
549300S5KZ5QHE321375
Western Dental Services Inc 2021 Term Loan B
74049LAP6
1061100.00000000
PA
USD
874744.31000000
0.064217345758
Long
LON
CORP
US
N
2
2028-08-18
Variable
10.18000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1050000.00000000
PA
USD
896595.21000000
0.065821479428
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
18405.79000000
0.001351218826
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16760000.00000000
MXN
980080.11000000
USD
2023-10-20
18405.79000000
N
N
N
Athenahealth Group, Inc.
254900AA3KZN4Q7A5Z33
Athenahealth Group Inc 2022 Term Loan B
04686RAB9
105908.81000000
PA
USD
104143.63000000
0.007645465560
Long
LON
CORP
US
N
2
2029-02-15
Variable
8.57000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1553974.00000000
PA
59849.50000000
0.004393713672
Long
DBT
NUSS
GH
N
2
2030-02-12
Fixed
8.80000000
N
N
Y
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
2658000000.00000000
PA
188051.57000000
0.013805374385
Long
DBT
NUSS
ID
N
2
2032-06-15
Fixed
8.25000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAN5
460000.00000000
PA
USD
431635.02000000
0.031687494281
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
5872.07000000
0.000431084541
N/A
DFE
IL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
960147.17000000
USD
3670200.00000000
ILS
2023-11-16
5872.07000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYP4YN61 IRS THB R F 2.79000 2 CCPNDFOIS / Short: SRYP4YN61 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
110382693.00000000
OU
Notional Amount
-14396.42000000
-0.00105688013
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
1229.06000000
THB
0.00000000
THB
110382693.00000000
THB
-14430.78000000
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO X 2023-1 Ltd
36362MAG2
500000.00000000
PA
USD
501198.00000000
0.036794300793
Long
ABS-CBDO
CORP
BM
N
2
2035-10-14
Floating
9.18000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
1015000.00000000
PA
USD
895720.85000000
0.065757290295
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4059.71000000
0.000298034291
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1881400.00000000
BRL
379948.79000000
USD
2023-10-03
4059.71000000
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
965000.00000000
PA
USD
632776.75000000
0.046453852717
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
564897.86000000
PA
USD
503705.53000000
0.036978385352
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
175000.00000000
PA
USD
203770.00000000
0.014959306846
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
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
762140.00000000
PA
23679.43000000
0.001738371003
Long
DBT
NUSS
GH
N
2
2038-02-02
Fixed
10.00000000
N
N
Y
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-9587.88000000
-0.00070387220
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
416731.25000000
USD
1667000000.00000000
COP
2023-11-16
-9587.88000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4926.84000000
-0.00036169265
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
800000.00000000
EUR
843048.00000000
USD
2023-10-31
-4926.84000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
747000.00000000
PA
USD
534139.81000000
0.039212648164
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies Inc 2021 Term Loan B
59408UAB3
796524.25000000
PA
USD
729616.21000000
0.053563099402
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.90000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-8242.82000000
-0.00060512771
N/A
DFE
CZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
700057.09000000
USD
15942400.00000000
CZK
2023-11-16
-8242.82000000
N
N
N
Thermostat Purchaser III, Inc.
254900K7OD47ERJZN242
Thermostat Purchaser III Inc Term Loan
88366MAC8
338682.68000000
PA
USD
337412.62000000
0.024770373049
Long
LON
CORP
US
N
2
2028-08-31
Variable
10.07000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
560000.00000000
PA
USD
408694.69000000
0.030003382608
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-17321.52000000
-0.00127161963
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
285870.09000000
USD
220000.00000000
GBP
2023-10-20
-17321.52000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BWS102947 CDS USD R V 03MEVENT 1 CCPCDX / Short: BWS102947 CDS USD P F 5.00000 2 CCPCDX
000000000
3058400.00000000
OU
Notional Amount
USD
-29780.71000000
-0.00218628247
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
buy protection
2028-12-20
0.00000000
USD
-21892.44000000
USD
3058400.00000000
USD
-7888.27000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
75394000000.00000000
PA
4790238.65000000
0.351664375674
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-4322.06000000
-0.00031729411
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8452389.60000000
CNY
1159162.07000000
USD
2023-12-20
-4322.06000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-1549.30000000
-0.00011373830
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15645600.00000000
TWD
486099.55000000
USD
2023-11-16
-1549.30000000
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
580000.00000000
PA
USD
556724.60000000
0.040870658684
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
8274.52000000
0.000607454893
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
999748400.00000000
COP
252450.24000000
USD
2023-11-16
8274.52000000
N
N
N
Geo Group, Inc. (The)
54930024XOXET7NQVZ63
Geo Group Inc (The) 2022 Tranche 1 Term Loan
37252KAR3
717165.12000000
PA
USD
732404.88000000
0.053767823209
Long
LON
CORP
US
N
2
2027-03-23
Variable
12.44000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
4008300.00000000
PA
227992.55000000
0.016737549757
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Trinitas CLO Ltd
5493004FCKEPFTK2QI86
Trinitas CLO XVI Ltd
89642DAA6
2710000.00000000
PA
USD
2678566.71000000
0.196640827023
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.77000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
1430000.00000000
PA
USD
1032896.15000000
0.075827700093
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1868.03000000
-0.00013713713
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
349288.76000000
USD
5381142564.00000000
IDR
2023-11-16
-1868.03000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYP7KUL7 IRS THB R F 3.15000 2 CCPNDFOIS / Short: SRYP7KUL7 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
184437315.00000000
OU
Notional Amount
-38701.97000000
-0.00284121629
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-20
3341.43000000
THB
0.00000000
THB
184437315.00000000
THB
-38795.28000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-51722.66000000
-0.00379710036
N/A
DFE
PE
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1972869.77000000
USD
7315420.83000000
PEN
2023-12-20
-51722.66000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
545000.00000000
PA
USD
546019.27000000
0.040084751454
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
300827.15000000
0.022084534742
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.19000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
334000.00000000
PA
USD
390784.94000000
0.028688579419
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS348239 IRS PLN R V 06MWIBOR IRS348239_FLO CCPVANILLA / Short: BRS348239 IRS PLN P F 4.64100 IRS348239_FIX CCPVANILLA
000000000
5580000.00000000
OU
Notional Amount
-3422.34000000
-0.00025124323
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-08-01
1357.00000000
PLN
0.00000000
PLN
5580000.00000000
PLN
-3761.72000000
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
1520000.00000000
PA
USD
1509550.00000000
0.110820148449
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
6662.42000000
0.000489106272
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1359970000.00000000
COP
338817.65000000
USD
2023-11-16
6662.42000000
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
226388.33000000
PA
USD
209846.29000000
0.015405383729
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.68000000
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
386265.60000000
0.028356802446
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
9.77000000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC USD Term Loan
000000000
1537275.00000000
PA
USD
1542354.16000000
0.113228390561
Long
LON
CORP
US
N
2
2029-11-22
Variable
9.89000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2022 Incremental Term Loan
00488PAQ8
805950.00000000
PA
USD
816024.38000000
0.059906556874
Long
LON
CORP
US
N
2
2027-02-15
Variable
11.12000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-22008.02000000
-0.00161566827
N/A
DFE
CZ
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
618016.95000000
USD
13740000.00000000
CZK
2023-12-20
-22008.02000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS075341 IRS USD R V 00MSOFR 1 CCPOIS / Short: BWS075341 IRS USD P F 2.60000 2 CCPOIS
000000000
595000.00000000
OU
Notional Amount
USD
138587.85000000
0.010174108913
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-02-15
67555.03000000
USD
0.00000000
USD
595000.00000000
USD
71032.82000000
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
1995000.00000000
PA
USD
1957224.68000000
0.143685157554
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AR4
340000.00000000
PA
USD
323137.87000000
0.023722425042
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
3874.17000000
0.000284413298
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5340000.00000000
MXN
308900.70000000
USD
2023-11-16
3874.17000000
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWP0
1045000.00000000
PA
USD
1033147.15000000
0.075846126682
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
761.49000000
0.000055903040
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2127357700.00000000
IDR
138409.74000000
USD
2023-10-05
761.49000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBV2
7000000.00000000
PA
USD
6812325.94000000
0.500111272866
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.38000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7262300000.00000000
PA
1153896.53000000
0.084710665264
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
46143688.51000000
PA
2570430.90000000
0.188702284731
Long
DBT
NUSS
MX
N
2
2025-12-04
Fixed
4.50000000
N
N
N
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC Term Loan B
11565HAB2
495932.23000000
PA
USD
492478.56000000
0.036154183118
Long
LON
CORP
US
N
2
2028-06-07
Variable
8.07000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
453.40000000
0.000033285320
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1266650000.00000000
IDR
82410.54000000
USD
2023-10-05
453.40000000
N
N
N
Ocean Trails CLO
254900TWRKR5CRS1OX19
Ocean Trails CLO XIV Ltd
67515JAA3
930000.00000000
PA
USD
932167.83000000
0.068432961677
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
7.33000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation EUR Term Loan B
000000000
856233.21000000
PA
910260.09000000
0.066824655229
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.61000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
266700000.00000000
PA
613038.52000000
0.045004815866
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
29302900.00000000
PA
1577873.11000000
0.115835932750
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
881892.97000000
0.064742148224
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
1150000.00000000
PA
USD
765388.25000000
0.056189221613
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
595048.53000000
0.043684122042
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
935286.53000000
0.068661913879
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
8.71000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
70000.00000000
PA
USD
72094.11000000
0.005292623611
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2455000.00000000
PA
USD
611676.75000000
0.044904844647
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.63000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
360000.00000000
PA
USD
336455.68000000
0.024700121495
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 MXN
000000000
1.00000000
NC
-3468.43000000
-0.00025462682
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
12080300.00000000
MXN
686571.26000000
USD
2023-11-16
-3468.43000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
187.00000000
NC
USD
-161442.69000000
-0.01185194453
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
19863645.82000000
USD
-161442.69000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
450000.00000000
PA
USD
364080.69000000
0.026728148198
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
1075000.00000000
PA
USD
933532.19000000
0.068533123035
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
630906.17000000
PA
USD
418921.70000000
0.030754175073
Long
LON
CORP
US
N
2
2028-04-05
Variable
9.07000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
49988.35000000
0.003669779979
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
9730000.00000000
NOK
964819.67000000
USD
2023-10-20
49988.35000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-70311.07000000
-0.00516172582
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4754135.23000000
USD
4415810.00000000
EUR
2023-11-16
-70311.07000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
26150.90000000
0.001919808300
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
740000.00000000
AUD
504014.74000000
USD
2023-10-20
26150.90000000
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAJ3
660000.00000000
PA
USD
654506.82000000
0.048049115930
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
7.22000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
2280000.00000000
PA
USD
2287264.08000000
0.167914242581
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.41000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAD1
569517.50000000
PA
USD
479325.58000000
0.035188587281
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
3.71000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU JUN24
000000000
61.00000000
NC
67637.76000000
0.004965470904
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIM4 Index
2024-09-17
14392434.18000000
GBP
67637.76000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
540000.00000000
PA
USD
514033.49000000
0.037736588830
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-25851.44000000
-0.00189782413
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
84310000.00000000
ZAR
4418516.47000000
USD
2023-12-20
-25851.44000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1570000.00000000
PA
309919.63000000
0.022752038292
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK NOV23P 4000
000000000
-30.00000000
NC
USD
-35250.00000000
-0.00258779784
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
30.00000000
NC
N/A
-35250.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
30.00000000
USD
50.00000000
4000.00000000
USD
2023-11-17
XXXX
-5675.50000000
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts Inc 2021 Term Loan B
00488YAB2
1153.79000000
PA
USD
957.07000000
0.000070261097
Long
LON
CORP
US
N
2
2028-05-17
Variable
9.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
1310000.00000000
PA
USD
1260838.48000000
0.092561563064
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16000000
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
770461.95000000
0.056561695653
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.71000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AY8
1859000.00000000
PA
515265.09000000
0.037827003918
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
475880.00000000
PA
USD
537149.55000000
0.039433601318
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.50000000
N
N
Y
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-2345.05000000
-0.00017215646
N/A
DFE
KZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
347067.00000000
USD
175095300.00000000
KZT
2024-02-29
-2345.05000000
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
620500.00000000
PA
USD
601570.41000000
0.044162910893
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
Knight Health Holdings LLC
2549008OACTDEJGJC870
Knight Health Holdings LLC Term Loan B
49902TAB8
746700.00000000
PA
USD
189475.13000000
0.013909881775
Long
LON
CORP
US
N
2
2028-12-23
Variable
10.68000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1665000.00000000
PA
USD
854812.18000000
0.062754074183
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3743000.00000000
PA
781297.93000000
0.057357194253
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
10204000.00000000
PA
2614049.33000000
0.191904431654
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
943000.00000000
PA
USD
513887.85000000
0.037725897004
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
21952000000.00000000
PA
1491031.54000000
0.109460658212
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
372624.00000000
0.027355335693
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Cimpress Public Limited Company
549300IW5HMWD8APDH34
Cimpress Public Limited Company USD Term Loan B
000000000
1551033.16000000
PA
USD
1540563.69000000
0.113096947316
Long
LON
CORP
US
N
2
2028-05-17
Variable
8.93000000
N
N
N
N
N
N
McGraw-Hill Global Education Holdings, LLC
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC 2021 Term Loan
58063DAC7
936483.81000000
PA
USD
918534.22000000
0.067432081491
Long
LON
CORP
US
N
2
2028-07-28
Floating
10.18000000
N
N
N
N
N
N
USI INC
2549006D7UF7072T7I27
USI INC
90351NAK1
156800.00000000
PA
USD
156996.00000000
0.011525500994
Long
LON
CORP
US
N
2
2030-09-27
None
0.00000000
N
N
N
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAG2
600000.00000000
PA
USD
611165.40000000
0.044867305061
Long
DBT
NUSS
TR
N
2
2026-01-31
Fixed
9.38000000
N
N
N
N
N
N
NCL Corporation Limited
UNZWILHE4KMRP9K2L524
NCL Corporation Limited 2022 Term Loan A3
000000000
1502307.68000000
PA
USD
1498551.91000000
0.110012748915
Long
LON
CORP
BM
N
2
2025-01-02
Variable
7.67000000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
2683960.54000000
PA
USD
2626317.12000000
0.192805043299
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.43000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAD0
2445000.00000000
PA
USD
2396146.99000000
0.175907631504
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.50000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
2825000.00000000
PA
USD
2485748.18000000
0.182485497211
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.13000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USCAP0068 USD P CAD C
000000000
5580000.00000000
OU
Notional Amount
USD
10869.84000000
0.000797984354
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
10869.84000000
0.00000000
DFE
US
7418610.00000000
CAD
5580000.00000000
USD
2023-11-08
1.00000000
1.32950000
USD
2023-11-08
XXXX
-30980.16000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-449.88000000
-0.00003302690
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
77000.00000000
EUR
81167.70000000
USD
2023-10-31
-449.88000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7366600000.00000000
PA
1968125.86000000
0.144485442663
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2011-C2
12527DAF7
227716.93000000
PA
USD
210524.30000000
0.015455158277
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
Variable
10.15000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-314759.12000000
-0.02310731834
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4944196.85000000
USD
688957021.00000000
JPY
2023-10-20
-314759.12000000
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2005-1
542514KC7
163607.37000000
PA
USD
158213.37000000
0.011614871418
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
6.71000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1240000.00000000
PA
190076.41000000
0.013954023366
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
190001.25000000
0.013948505667
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
2094489.20000000
PA
USD
1918202.33000000
0.140820421295
Long
LON
CORP
US
N
2
2026-04-06
Variable
8.57000000
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
145555.34000000
PA
USD
140642.85000000
0.010324972021
Long
LON
CORP
US
N
2
2028-03-11
Variable
8.93000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DG2
1220000.00000000
PA
USD
1245212.52000000
0.091414419076
Long
DBT
NUSS
TR
N
2
2033-01-19
Fixed
9.38000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
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
3603.79000000
0.000264563971
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VOLKSWAGEN INTL FIN NV
VOLKSWAGEN INTL FIN NV
Y
sell protection
2024-12-20
8413.39000000
EUR
0.00000000
EUR
730000.00000000
EUR
-5650.49000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1075000.00000000
PA
USD
1045786.88000000
0.076774043448
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.38000000
N
N
N
N
N
OPG Trust
N/A
OPG Trust 2021-PORT
67118AAL9
665842.66000000
PA
USD
641896.43000000
0.047123353093
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.58000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-3
35563PCE7
274087.45000000
PA
USD
270978.50000000
0.019893264612
Long
ABS-MBS
USGSE
US
N
2
2056-07-25
Variable
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1452.23000000
-0.00010661213
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
41377400.00000000
INR
495745.09000000
USD
2023-11-16
-1452.23000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
13798000.00000000
PA
2744458.72000000
0.201478137698
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 BRL
000000000
1.00000000
NC
1573.91000000
0.000115544990
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
551300.00000000
BRL
111018.48000000
USD
2023-11-20
1573.91000000
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
900000.00000000
PA
USD
742545.00000000
0.054512236845
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
270000.00000000
PA
USD
163620.00000000
0.012011786750
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
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
1020000.00000000
PA
USD
834631.32000000
0.061272542666
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-4254.30000000
-0.00031231966
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1079800.00000000
AUD
693682.96000000
USD
2023-11-16
-4254.30000000
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
520000.00000000
PA
USD
243571.90000000
0.017881271979
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
11241.60000000
0.000825276261
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1184895.59000000
USD
1616199.00000000
CAD
2023-11-16
11241.60000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
16337.47000000
0.001199377861
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4779007.00000000
BRL
963528.90000000
USD
2023-12-04
16337.47000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-5072.04000000
-0.00037235217
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
320159.58000000
USD
1377000.00000000
PLN
2023-11-16
-5072.04000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
1298.00000000
NC
USD
-2309711.36000000
-0.16956215811
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
142574836.36000000
USD
-2309711.36000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-727.42000000
-0.00005340186
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
85855.07000000
USD
372000.00000000
PLN
2023-11-13
-727.42000000
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
815000.00000000
PA
USD
769315.05000000
0.056477498622
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
578341.07000000
0.042457582214
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
7.60000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
1727.46000000
0.000126817510
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4600000.00000000
CZK
201342.68000000
USD
2023-11-16
1727.46000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
150000.00000000
PA
USD
147809.82000000
0.010851118674
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
1374.22000000
0.000100885207
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
285628000.00000000
COP
71135.20000000
USD
2023-11-16
1374.22000000
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAD5
545000.00000000
PA
USD
541944.04000000
0.039785577797
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
5.75000000
N
N
N
N
N
Fanatics Commerce Intermediate Holdco, LLC
254900YDIRBC66RGAG10
Fanatics Commerce Intermediate Holdco, LLC Term Loan B
30709UAB0
817550.00000000
PA
USD
818060.97000000
0.060056068454
Long
LON
CORP
US
N
2
2028-11-24
Variable
8.83000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
3480.42000000
0.000255507045
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1219100.00000000
BRL
245497.24000000
USD
2023-11-20
3480.42000000
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
960000.00000000
PA
USD
947752.79000000
0.069577095744
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2250000.00000000
PA
318964.18000000
0.023416023170
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-961.00000000
-0.00007054960
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
12275400.00000000
MXN
697291.24000000
USD
2023-12-11
-961.00000000
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBB4
790000.00000000
PA
USD
756494.90000000
0.055536336735
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
755129.22000000
PA
USD
760020.19000000
0.055795137809
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.18000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
69308608.00000000
PA
2079324.46000000
0.152648832652
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-13078.53000000
-0.00096013026
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
24173100.00000000
MXN
1361941.52000000
USD
2023-12-11
-13078.53000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-9650.47000000
-0.00070846710
N/A
DFE
RO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
715915.50000000
USD
3321100.00000000
RON
2023-11-16
-9650.47000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAG0
320000.00000000
PA
USD
319248.24000000
0.023436876783
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
194304.57000000
0.014264424028
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
214412.00000000
0.015740564849
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
2797103.93000000
0.205342964956
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.84000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
6227000.00000000
PA
1148803.88000000
0.084336800053
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
382530.00000000
0.028082561946
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
MCLAREN FINANCE PLC
213800BKPDWMWX3GSG36
Mclaren Finance PLC
58175LAA8
2065000.00000000
PA
USD
1801803.36000000
0.132275258077
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
BRYLA3NC8 BLACKROCK
000000000
12700000.00000000
OU
Notional Amount
409058.03000000
0.030030056380
N/A
DFE
IE
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Bank of America N.A.
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
409058.03000000
0.03000000
DFE
XX
13843000.00000000
USD
12700000.00000000
EUR
2023-09-29
1.00000000
1.09000000
EUR
2023-09-29
XXXX
353340.17000000
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
640000.00000000
PA
USD
629459.55000000
0.046210328093
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
2008505.04000000
PA
USD
2005785.52000000
0.147250140163
Long
LON
CORP
US
N
2
2028-02-11
Variable
9.17000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1645000.00000000
PA
348015.26000000
0.025548741529
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-21693.21000000
-0.00159255722
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1237109.54000000
USD
446895700.00000000
HUF
2023-10-16
-21693.21000000
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd
691204AA9
250000.00000000
PA
USD
248859.50000000
0.018269448996
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.39000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
18907.49000000
0.001388049980
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
47539745541.00000000
IDR
3094834.03000000
USD
2023-10-20
18907.49000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-2692.79000000
-0.00019768499
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3508800.00000000
BRL
698338.14000000
USD
2023-10-03
-2692.79000000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAV1
1660000.00000000
PA
USD
1609170.80000000
0.118133580826
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
9.88000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
916800.00000000
PA
USD
867051.31000000
0.063652581820
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
1430000.00000000
PA
USD
1348408.06000000
0.098990282785
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
890780000.00000000
PA
2151195.54000000
0.157925083028
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
380000.00000000
PA
USD
393507.97000000
0.028888484416
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
8.81000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
58259000.00000000
PA
3105258.17000000
0.227965401194
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
659950.00000000
PA
USD
531706.54000000
0.039034015232
Long
LON
CORP
US
N
2
2028-12-15
Variable
9.88000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
300000.00000000
PA
USD
267539.76000000
0.019640817408
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE DEC23
000000000
35.00000000
NC
13122.98000000
0.000963393456
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G Z3 Comdty
2023-12-27
3284848.30000000
GBP
13122.98000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
26381.87000000
0.001936764432
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
17125472712.00000000
IDR
1134437.78000000
USD
2023-10-20
26381.87000000
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
50000.00000000
PA
USD
50000.00000000
0.003670635237
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754CAB5
129227.45000000
PA
USD
129757.31000000
0.009525835087
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
7.48000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 3700
000000000
-22.00000000
NC
USD
-17600.00000000
-0.00129206360
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
-17600.00000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
22.00000000
USD
50.00000000
3700.00000000
USD
2023-12-15
XXXX
24153.80000000
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
750000.00000000
PA
USD
736540.50000000
0.054071430259
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
8.44000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
193871.24000000
0.014232612100
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
665000.00000000
PA
USD
592914.60000000
0.043527464469
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-1106.80000000
-0.00008125318
N/A
DFE
MX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
342455.29000000
USD
6010000.00000000
MXN
2023-12-20
-1106.80000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-8401.70000000
-0.00061679152
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
607778.35000000
USD
3000000.00000000
BRL
2023-10-03
-8401.70000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BL5
1305000.00000000
PA
USD
1416607.52000000
0.103996989606
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.63000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-5291.98000000
-0.00038849856
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1174700.00000000
NZD
700538.22000000
USD
2023-11-16
-5291.98000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJQ3
280000.00000000
PA
USD
255333.85000000
0.018744748541
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Variable
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-10250.63000000
-0.00075252647
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1233867.49000000
USD
1153600.00000000
EUR
2023-11-16
-10250.63000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-860.77000000
-0.00006319145
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
137679.56000000
USD
2119163750.00000000
IDR
2023-11-16
-860.77000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1529.65000000
-0.00011229574
N/A
DFE
ID
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
314845.90000000
USD
4843180000.00000000
IDR
2023-12-20
-1529.65000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
72000.00000000
PA
USD
76066.42000000
0.005584241632
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
340000.00000000
PA
USD
212005.88000000
0.015563925072
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23326000000.00000000
PA
1574501.23000000
0.115588393920
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BW1
310000.00000000
PA
USD
305975.08000000
0.022462458207
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
690000.00000000
PA
USD
593786.12000000
0.043591445109
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
54314000000.00000000
PA
3675815.48000000
0.269851556533
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYCFR9D4 IRS BRL R F 12.78000 2 NDFPREDISWAP / Short: BRYCFR9D4 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
5558848.00000000
OU
Notional Amount
43233.25000000
0.003173869817
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
5558848.00000000
BRL
43233.25000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAG0
920000.00000000
PA
USD
882661.17000000
0.064798543863
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
837787.69000000
0.061504260325
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
260989.76000000
0.019159964192
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3246.13000000
-0.00023830718
N/A
DFE
US
N
2
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
520000.00000000
EUR
547937.52000000
USD
2023-10-31
-3246.13000000
N
N
N
Apidos CLO Ltd
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03766AAE5
420000.00000000
PA
USD
408109.38000000
0.029960413417
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
12.34000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
121775.72000000
PA
USD
120310.64000000
0.008832329492
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.93000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBK4
1050000.00000000
PA
USD
1003277.94000000
0.073653347187
Long
DBT
CORP
NL
N
2
2033-07-03
Fixed
6.50000000
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AS2
590000.00000000
PA
USD
567742.37000000
0.041679502980
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8165.56000000
0.000599455845
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
641700.00000000
EUR
688813.04000000
USD
2023-11-16
8165.56000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-13418.05000000
-0.00098505534
N/A
DFE
CZ
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
419866.64000000
USD
9370000.00000000
CZK
2023-12-20
-13418.05000000
N
N
N
Smyrna Ready Mix Concrete, LLC
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete, LLC Term Loan B
83283EAH6
843592.94000000
PA
USD
846756.41000000
0.062162678319
Long
LON
CORP
US
N
2
2029-04-02
Variable
9.67000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
13.80000000
0.000001013095
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
52541.34000000
USD
382000.00000000
CNY
2023-12-11
13.80000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1960000.00000000
PA
USD
1360815.26000000
0.099901128896
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
233461.16000000
0.017139015208
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
340000.00000000
PA
USD
293610.81000000
0.021554763704
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLU1
790000.00000000
PA
USD
716504.96000000
0.052600567077
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
3144000.00000000
PA
175620.65000000
0.012892786925
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
1209173.58000000
0.088768703015
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
53765.04000000
0.003947037007
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1307.81000000
0.000096009869
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1211996.07000000
USD
1640000.00000000
CAD
2023-10-20
1307.81000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
940.66000000
0.000069056394
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
165800.00000000
PEN
44638.29000000
USD
2023-10-13
940.66000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
1110000.00000000
PA
USD
867756.04000000
0.063704317956
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
458993.43000000
PA
USD
448873.54000000
0.032953020660
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.18000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-7738.18000000
-0.00056808072
N/A
DFE
ID
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
816255.68000000
USD
12522994575.00000000
IDR
2023-11-16
-7738.18000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
905000.00000000
PA
USD
675356.25000000
0.049579728979
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
495000.00000000
PA
USD
422515.76000000
0.031018024739
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3788.10000000
0.000278094666
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
266000.00000000
EUR
285495.14000000
USD
2023-10-10
3788.10000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
50674000.00000000
PA
10148698.10000000
0.745043377170
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
177489.50000000
PA
USD
172608.54000000
0.012671659783
Long
LON
CORP
US
N
2
2024-03-08
Floating
14.73000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAE9
630000.00000000
PA
USD
639908.53000000
0.046977415977
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
85338800.00000000
PA
4327954.16000000
0.317726820901
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC23C 99.25
000000000
8.00000000
NC
USD
50.00000000
0.000003670635
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
8.00000000
NC
N/A
50.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRH4 Comdty
2024-03-19
8.00000000
USD
2500.00000000
99.25000000
USD
2023-12-15
XXXX
-350.00000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-4070.10000000
-0.00029879704
N/A
DFE
ID
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
641082.81000000
USD
9866585000.00000000
IDR
2023-11-16
-4070.10000000
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
600000.00000000
PA
USD
600273.72000000
0.044067717373
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAL1
1195000.00000000
PA
USD
917222.30000000
0.067335769896
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-24275.51000000
-0.00178213084
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
756680.70000000
USD
600000.00000000
GBP
2023-10-20
-24275.51000000
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
0.000001020436
Long
ABS-MBS
CORP
US
N
3
2035-06-15
Floating
13.96000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
465562AA4
1059000.00000000
PA
USD
870851.39000000
0.063931555971
Long
DBT
CORP
BR
N
2
2025-02-27
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
906.79000000
0.000066569906
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2533300000.00000000
IDR
164821.08000000
USD
2023-10-05
906.79000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS347273 IRS PLN R V 06MWIBOR IRS347273_FLO CCPVANILLA / Short: BRS347273 IRS PLN P F 5.35030 IRS347273_FIX CCPVANILLA
000000000
20500000.00000000
OU
Notional Amount
-130162.75000000
-0.00955559953
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-06-19
0.00000000
PLN
0.00000000
PLN
20500000.00000000
PLN
-130162.75000000
N
N
N
Emrld Borrower LP
98450099EE3A0ZD5F786
Emrld Borrower LP Term Loan B
26872NAC3
1101807.34000000
PA
USD
1101635.46000000
0.080874038762
Long
LON
CORP
US
N
2
2030-05-31
Variable
8.32000000
N
N
N
N
N
N
Western Dental Services Inc.
549300S5KZ5QHE321375
Western Dental Services Inc 2021 Delayed Draw Term Loan
74049LAQ4
108201.50000000
PA
USD
89198.61000000
0.006548311219
Long
LON
CORP
US
N
2
2028-08-18
Variable
10.18000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
53684.57000000
0.003941129486
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1950000.00000000
EUR
2118413.70000000
USD
2023-10-05
53684.57000000
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AV7
1105000.00000000
PA
USD
719513.63000000
0.052821441679
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
113271197.00000000
PA
4722489.13000000
0.346690700166
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-3043.03000000
-0.00022339706
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
346593.84000000
USD
7916900.00000000
CZK
2023-11-16
-3043.03000000
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
3466600.00000000
OU
Notional Amount
23139.89000000
0.001698761912
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
3466600.00000000
BRL
23139.89000000
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128YAF5
250000.00000000
PA
USD
232131.00000000
0.017041364565
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
11.52000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
60000.00000000
PA
USD
68275.56000000
0.005012293527
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-25637.10000000
-0.00188208885
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
904523.33000000
USD
720000.00000000
GBP
2023-10-20
-25637.10000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
2770000.00000000
PA
USD
2137452.22000000
0.156916148735
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
293338.80000000
PA
USD
282640.59000000
0.020749410182
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
285950.77000000
0.020992419449
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
470000.00000000
PA
USD
327201.77000000
0.024020766933
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.50000000
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
176986145.00000000
PA
6531973.77000000
0.479529861785
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1460000.00000000
PA
USD
1115982.83000000
0.081927318000
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
234085.60000000
0.017184857038
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BWS076240 IRS USD R V 00MSOFR 0WS076240_FLO CCPOIS / Short: BWS076240 IRS USD P F 3.15000 0WS076240_FIX CCPOIS
000000000
4624000.00000000
OU
Notional Amount
USD
692602.97000000
0.050845857342
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-05-15
0.00000000
USD
-4471.78000000
USD
4624000.00000000
USD
697074.75000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
179712.65000000
0.013193191713
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
55881584.23000000
BRL
11255351.93000000
USD
2023-12-04
179712.65000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
762.00000000
NC
USD
-418786.84000000
-0.03074427463
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
154884521.59000000
USD
-418786.84000000
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11015DAE1
250000.00000000
PA
USD
237384.75000000
0.017427056562
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
12.57000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
1535000.00000000
PA
USD
1163822.26000000
0.085439339950
Long
DBT
CORP
GB
N
2
2030-12-17
Fixed
4.60000000
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
670000.00000000
PA
USD
641254.72000000
0.047076243426
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-2 LTD
14316FAG1
1300000.00000000
PA
USD
1291524.00000000
0.094814270084
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
12.07000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-2601.51000000
-0.00019098388
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
349888.05000000
USD
128407200.00000000
HUF
2023-11-16
-2601.51000000
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
235000.00000000
PA
USD
210423.65000000
0.015447769289
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-2782.35000000
-0.00020425983
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
44742900.00000000
PHP
788060.10000000
USD
2023-12-05
-2782.35000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
740000.00000000
PA
USD
615939.00000000
0.045217747948
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
1793578.30000000
0.131671434176
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
194.00000000
NC
-319823.03000000
-0.02347907367
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
46206081.97000000
GBP
-319823.03000000
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
610000.00000000
PA
USD
565097.11000000
0.041485307289
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
2120000.00000000
PA
USD
2114725.02000000
0.155247683512
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
40623.26000000
0.002982263392
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2050786.34000000
USD
39641700.00000000
ZAR
2023-12-11
40623.26000000
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
1140000.00000000
PA
USD
1143541.75000000
0.083950492857
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
7.41000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
390000.00000000
PA
USD
173668.95000000
0.012749507349
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
Y
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
7155.09000000
0.000525274509
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
787682.00000000
PLN
187393.86000000
USD
2023-11-16
7155.09000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
44797.08000000
0.003288674807
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6696097700.00000000
COP
1688588.50000000
USD
2023-10-27
44797.08000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAQ2
398784.38000000
PA
USD
377423.18000000
0.027707656477
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
9.34000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
460000.00000000
PA
USD
437575.00000000
0.032123564279
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4095.10000000
0.000300632367
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1692000.00000000
EUR
1797487.74000000
USD
2023-10-30
4095.10000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753MAE8
920000.00000000
PA
USD
962865.01000000
0.070686524689
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
9.53000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
890000.00000000
PA
USD
736247.39000000
0.054049912262
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
755.66000000
0.000055475044
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2111083300.00000000
IDR
137350.90000000
USD
2023-10-05
755.66000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10256.00000000
0.000752920699
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1500000.00000000
EUR
1599814.50000000
USD
2023-10-25
10256.00000000
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
7221.31000000
0.000530135898
N/A
DFE
MX
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
352104.51000000
USD
6290600.00000000
MXN
2023-11-16
7221.31000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
30204.45000000
0.002217390369
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
712569400.00000000
CLP
825086.44000000
USD
2023-11-20
30204.45000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-39632.20000000
-0.00290950699
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1989887.60000000
USD
7426260.53000000
PEN
2023-12-20
-39632.20000000
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
520000.00000000
PA
USD
527276.36000000
0.038708783736
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-8583.79000000
-0.00063015924
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
520771.12000000
USD
2563600.00000000
BRL
2023-10-03
-8583.79000000
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
390000.00000000
PA
USD
362229.98000000
0.026592282571
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-15038.22000000
-0.00110399640
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1339315.01000000
USD
1790000.00000000
CAD
2023-10-20
-15038.22000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
549.30000000
0.000040325598
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
953817.77000000
USD
1290000.00000000
CAD
2023-10-20
549.30000000
N
N
N
Hayfin Kingsland IX Ltd
549300ROX4COSD406L14
Hayfin US XII Ltd
42086QAC5
200000.00000000
PA
USD
198906.20000000
0.014602242132
Long
ABS-CBDO
CORP
KY
N
2
2031-04-28
Floating
7.43000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS348363 IRS CZK R F 5.78700 IRS348363_FIX CCPVANILLA / Short: SRS348363 IRS CZK P V 06MPRIBO IRS348363_FLO CCPVANILLA
000000000
31728485.00000000
OU
Notional Amount
5792.93000000
0.000425274659
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
293080.57000000
CZK
0.00000000
CZK
31728485.00000000
CZK
-7424.53000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
77.00000000
NC
USD
-237414.46000000
-0.01742923765
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
8827726.96000000
USD
-237414.46000000
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AN9
1260000.00000000
PA
USD
959160.20000000
0.070414544566
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
100055370.00000000
PA
3890280.93000000
0.285596045292
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
722700.00000000
PA
USD
723409.69000000
0.053107461982
Long
LON
CORP
CA
N
2
2029-02-01
Variable
9.65000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
17850000000.00000000
PA
1110245.75000000
0.081506143440
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAS4
690000.00000000
PA
USD
648972.53000000
0.047642828733
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
8.30000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1495000.00000000
PA
USD
1283861.15000000
0.094251719539
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
14298600000.00000000
PA
2953438.28000000
0.216819892434
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-45936.36000000
-0.00337231243
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1007778.54000000
USD
10230000.00000000
NOK
2023-10-20
-45936.36000000
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments Inc 2020 EUR Term Loan
04317JAC2
1302600.00000000
PA
1320514.87000000
0.096942568263
Long
LON
CORP
US
N
2
2027-11-24
Floating
7.86000000
N
N
N
N
N
N
Planview Parent, Inc.
549300SEALM1D9FKMA32
Planview Parent Inc Term Loan
72751PAC8
1256617.29000000
PA
USD
1243602.50000000
0.091296223153
Long
LON
CORP
US
N
2
2027-12-17
Variable
9.65000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
2070000.00000000
PA
USD
2050633.37000000
0.150542542133
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
15881.64000000
0.001165914148
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10051000.00000000
BRL
2017058.00000000
USD
2023-10-27
15881.64000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
520000.00000000
PA
USD
528799.44000000
0.038820597158
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
17264000.00000000
PA
3236674.08000000
0.237612998593
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company 2023 Term Loan B5
000000000
720000.00000000
PA
USD
718724.88000000
0.052763537408
Long
LON
CORP
CA
N
2
2030-09-23
Variable
7.57000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
1035000.00000000
PA
USD
835514.93000000
0.061337410866
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
325920000.00000000
PA
687898.63000000
0.050500499019
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1080000.00000000
PA
USD
827691.85000000
0.060763097404
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAC2
250000.00000000
PA
USD
244380.75000000
0.017940651845
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.24000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL7 Issuer LLC
30329XAA6
1290000.00000000
PA
USD
1293941.81000000
0.094991768055
Long
ABS-CBDO
CORP
US
N
2
2039-10-19
Floating
8.23000000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
48668NAA9
590000.00000000
PA
USD
544906.30000000
0.040003045316
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-2280.19000000
-0.00016739491
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
45352000.00000000
TWD
1416351.50000000
USD
2023-12-20
-2280.19000000
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc 2021 Term Loan B
41151PAP0
1536051.28000000
PA
USD
1526344.97000000
0.112053112623
Long
LON
CORP
US
N
2
2027-10-19
Variable
8.18000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-8296.88000000
-0.00060909640
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
703604.42000000
USD
16022900.00000000
CZK
2023-11-16
-8296.88000000
N
N
N
Magnetite CLO Ltd
5493000081NBXWGGSW23
Magnetite XXII Ltd
55954HAS1
500000.00000000
PA
USD
495926.00000000
0.036407269013
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.67000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
29590000.00000000
PA
1011971.83000000
0.074291589166
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
1014136.70000000
PA
USD
1008150.25000000
0.074011036642
Long
LON
CORP
US
N
2
2028-11-15
Variable
8.68000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
346000.00000000
PA
315975.80000000
0.023196638112
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62000000
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAF4
1855000.00000000
PA
USD
1803563.74000000
0.132404492335
Long
DBT
CORP
DK
N
2
2033-09-14
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-120741.07000000
-0.00886392852
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25757939245.00000000
COP
6170305.24000000
USD
2023-11-16
-120741.07000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
300950000.00000000
PA
553075.58000000
0.040602774256
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
260000.00000000
PA
USD
239875.56000000
0.017609913662
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
3862000.00000000
OU
Notional Amount
USD
636595.71000000
0.046734212900
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-02-15
135294.91000000
USD
0.00000000
USD
3862000.00000000
USD
501300.80000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
88777304.00000000
PA
3294854.98000000
0.241884215827
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2023-B
78449HAC1
1500000.00000000
PA
USD
1436705.10000000
0.105472407313
Long
ABS-O
CORP
US
N
2
2056-10-16
Fixed
5.77000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13843000.00000000
PA
2690915.66000000
0.197547396843
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
1030000.00000000
PA
USD
938686.69000000
0.068911528821
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
224860000.00000000
PA
468804.39000000
0.034416198266
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ET3
2450000.00000000
PA
USD
2353779.83000000
0.172797343696
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
928.87000000
0.000068190859
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
32511000.00000000
MXN
1864216.29000000
USD
2023-10-27
928.87000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHL8
1429900.00000000
PA
USD
1417779.37000000
0.104083018284
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.63000000
N
N
N
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust 2019-3R
69349MAA4
68302.68000000
PA
USD
68026.01000000
0.004993973387
Long
ABS-MBS
CORP
US
N
2
2031-11-27
Floating
9.13000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC24
000000000
2.00000000
NC
2254.65000000
0.000165519954
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIZ4 INDEX
2025-03-18
473802.76000000
GBP
2254.65000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-28671.41000000
-0.00210484575
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1518732.36000000
USD
1335375798.00000000
CLP
2023-11-16
-28671.41000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-3555.83000000
-0.00026104309
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1253850.68000000
USD
1690000.00000000
CAD
2023-10-20
-3555.83000000
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings Inc Term Loan B
18452RAD7
535341.50000000
PA
USD
521214.37000000
0.038263756654
Long
LON
CORP
US
N
2
2026-08-21
Variable
9.13000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AB2
300000.00000000
PA
USD
297967.50000000
0.021874600101
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.13000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-47570.59000000
-0.00349228567
N/A
DFE
RO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1921787.47000000
USD
8816200.00000000
RON
2023-12-04
-47570.59000000
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
6650000.00000000
PA
363045.57000000
0.026652157239
Long
DBT
CORP
MX
N
2
2024-12-09
Fixed
7.13000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-9
41161PSM6
147241.82000000
PA
USD
132370.78000000
0.009717696989
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
6.34000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8317400000.00000000
PA
2075555.33000000
0.152372130625
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
210000.00000000
PA
USD
213083.01000000
0.015643000099
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3292.25000000
-0.00024169297
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
38326000.00000000
ZAR
2026811.92000000
USD
2023-10-27
-3292.25000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
630000.00000000
PA
USD
522642.36000000
0.038368589262
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
121778.45000000
0.008940085394
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-5424.89000000
-0.00039825584
N/A
DFE
KZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
362531.65000000
USD
179000000.00000000
KZT
2024-01-22
-5424.89000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAA3
790000.00000000
PA
USD
869708.63000000
0.063847662869
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-12445.25000000
-0.00091363946
N/A
DFE
BR
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
636770.14000000
USD
3150000.00000000
BRL
2023-12-04
-12445.25000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4617.26000000
0.000338965545
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2508000.00000000
BRL
505696.14000000
USD
2023-10-03
4617.26000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2405000.00000000
PA
552721.81000000
0.040576803044
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS347677 IRS CZK R V 06MPRIBO IRS347677_FLO CCPVANILLA / Short: BRS347677 IRS CZK P F 5.71000 IRS347677_FIX CCPVANILLA
000000000
31572000.00000000
OU
Notional Amount
-4142.45000000
-0.00030410845
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-12
0.00000000
CZK
0.00000000
CZK
31572000.00000000
CZK
-4142.45000000
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
160451.27000000
PA
USD
158858.52000000
0.011662233625
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
6.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS348224 IRS PLN R V 06MWIBOR IRS348224_FLO CCPVANILLA / Short: BRS348224 IRS PLN P F 4.54000 IRS348224_FIX CCPVANILLA
000000000
4131000.00000000
OU
Notional Amount
9328.42000000
0.000684824543
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-07-18
22893.13000000
PLN
0.00000000
PLN
4131000.00000000
PLN
3602.92000000
N
N
N
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 2nd Lien Term Loan
55910RAE3
930000.00000000
PA
USD
432450.00000000
0.031747324167
Long
LON
CORP
US
N
2
2029-07-27
Floating
13.88000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
60000.00000000
PA
USD
54093.91000000
0.003971180243
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
5958000.00000000
PA
1182968.16000000
0.086844892253
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
1240000.00000000
PA
USD
1239105.96000000
0.090966119990
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
460912.50000000
PA
USD
457520.09000000
0.033587787282
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
830000.00000000
PA
USD
904615.34000000
0.066410258864
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
10.11000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-136859.32000000
-0.01004721285
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2449791.31000000
USD
10107300.00000000
PLN
2023-11-13
-136859.32000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
956.54000000
0.000070222188
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
168600.00000000
PEN
45392.13000000
USD
2023-10-13
956.54000000
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2020 Term Loan
30233PAB6
71385.07000000
PA
USD
51308.02000000
0.003766660523
Long
LON
CORP
US
N
2
2027-02-18
Variable
9.18000000
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
-138724.95000000
-0.01018417379
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
-138724.95000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
57832.85000000
0.004245665941
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1240000.00000000
EUR
1371596.36000000
USD
2023-10-20
57832.85000000
N
N
N
EyeCare Partners, LLC
254900ZAACWK09RJ8W93
EyeCare Partners, LLC 2022 Incremental Term Loan
30233PAL4
992500.00000000
PA
USD
741893.75000000
0.054464426821
Long
LON
CORP
US
N
2
2028-11-15
Variable
9.92000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAA9
270000.00000000
PA
USD
233379.86000000
0.017133046755
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
300077.73000000
PA
USD
295764.11000000
0.021712843281
Long
LON
CORP
US
N
2
2028-03-09
Variable
8.18000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AN1
200000.00000000
PA
USD
175571.14000000
0.012889152262
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
7.50000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAB1
175000.00000000
PA
USD
202562.50000000
0.014870661005
Long
DBT
CORP
IL
N
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
5281000.00000000
PA
119659.54000000
0.008784530480
Long
DBT
NUSS
TH
N
2
2052-06-17
Fixed
2.75000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
757025.00000000
PA
23681.99000000
0.001738558939
Long
DBT
NUSS
GH
N
2
2036-02-05
Fixed
9.70000000
N
N
Y
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
38446000.00000000
PA
6757392.77000000
0.496078480276
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
1610000.00000000
PA
USD
1393464.98000000
0.102298033150
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAC1
390000.00000000
PA
USD
385040.14000000
0.028266838113
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
82205.44000000
0.006034923695
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.30000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KU4
1855000.00000000
PA
USD
1706782.57000000
0.125299524876
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 USD / SOLD BRL
000000000
1.00000000
NC
4131.63000000
0.000303314133
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1447200.00000000
BRL
291431.06000000
USD
2023-11-20
4131.63000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2018-CBM
05549RAG2
390000.00000000
PA
USD
363006.85000000
0.026649314699
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
8.02000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS349424 IRS HUF R F 7.03000 IRS349424_FIX CCPVANILLA / Short: SRS349424 IRS HUF P V 06MBUBOR IRS349424_FLO CCPVANILLA
000000000
580000000.00000000
OU
Notional Amount
-35159.29000000
-0.00258113857
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-09-26
0.00000000
HUF
0.00000000
HUF
580000000.00000000
HUF
-35159.29000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1500000.00000000
PA
260176.12000000
0.019100232679
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
910000.00000000
PA
USD
852736.07000000
0.062601661333
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
1042330.96000000
0.076520335014
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.03000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH77
880000.00000000
PA
USD
964471.20000000
0.070804439441
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
11.06000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
7311.71000000
0.000536772407
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
16400077056.00000000
IDR
1068269.74000000
USD
2023-12-20
7311.71000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
9633.36000000
0.000707211013
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1380213.70000000
USD
1265500.00000000
CHF
2023-11-16
9633.36000000
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAB7
740000.00000000
PA
USD
658082.00000000
0.048311579564
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
2257661.92000000
0.165741067949
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
557945.00000000
PA
USD
612344.64000000
0.044953876259
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
11.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN NOV23C 110.5
000000000
110.00000000
NC
USD
17187.50000000
0.001261780862
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
110.00000000
NC
N/A
17187.50000000
0.00000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYZ3 Comdty
2023-12-19
110.00000000
USD
1000.00000000
110.50000000
USD
2023-10-27
XXXX
-10502.80000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-5258.48000000
-0.00038603923
N/A
DFE
PL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
677216.42000000
USD
2936600.00000000
PLN
2023-11-16
-5258.48000000
N
N
N
UFC Holdings, LLC
549300JEOTH7UMZ3C491
UFC Holdings, LLC 2021 Term Loan B
90266UAJ2
802503.32000000
PA
USD
802653.39000000
0.058924956333
Long
LON
CORP
US
N
2
2026-04-29
Variable
8.37000000
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
1902823.48000000
0.139691418320
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
25912.87000000
0.001902333874
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1380426.94000000
USD
26597100.00000000
ZAR
2023-11-16
25912.87000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK NOV23P 4300
000000000
30.00000000
NC
USD
131625.00000000
0.009662947262
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
30.00000000
NC
N/A
131625.00000000
0.01000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
30.00000000
USD
50.00000000
4300.00000000
USD
2023-11-17
XXXX
51287.00000000
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
290000.00000000
PA
USD
281150.99000000
0.020640054617
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
1741641.45000000
PA
USD
1653658.25000000
0.121399524857
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.70000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
1020000.00000000
PA
USD
1015630.69000000
0.074560195975
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
800000.00000000
PA
USD
739049.61000000
0.054255630811
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
53600000.00000000
PA
10239258.80000000
0.751691683101
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
62509000.00000000
PA
1703868.08000000
0.125085564283
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
3070000.00000000
PA
801834.12000000
0.058864811506
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
5598.68000000
0.000411014241
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
34793496.99000000
MXN
2002019.48000000
USD
2023-10-20
5598.68000000
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAD1
1070000.00000000
PA
USD
923019.45000000
0.067761354357
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
7.88000000
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
115000.00000000
PA
USD
99218.92000000
0.007283929279
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
420821.24000000
0.030893625442
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
3916.40000000
0.000287513516
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
323919.65000000
USD
121790000.00000000
HUF
2023-12-20
3916.40000000
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
57300000.00000000
PA
1379952.03000000
0.101306010941
Long
DBT
NUSS
UY
N
2
2024-08-09
None
0.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
550000.00000000
PA
USD
494431.58000000
0.036297559599
Long
DBT
CORP
GB
N
2
2029-09-27
Fixed
8.00000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809HAA1
750000.00000000
PA
USD
671752.50000000
0.049315167944
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
11.36000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1912042.00000000
PA
65701.42000000
0.004823318947
Long
DBT
NUSS
GH
N
2
2032-02-10
Fixed
9.10000000
N
N
Y
N
N
N
ACCELERATE360 HOLD LLC
N/A
Accelerate360 Holdings LLC
00456LAA0
427350.00000000
PA
USD
443292.29000000
0.032543286001
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
1951277.60000000
PA
USD
1887861.08000000
0.138592988067
Long
LON
CORP
US
N
2
2029-02-07
Floating
8.68000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-163818.56000000
-0.01202636357
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
119912183.00000000
ZAR
6176619.94000000
USD
2023-11-16
-163818.56000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
557000.00000000
PA
USD
344447.61000000
0.025286830693
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
1000000.00000000
PA
USD
978192.40000000
0.071811749845
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.11000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
1920000.00000000
PA
2011240.20000000
0.147650582975
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 CNH / SOLD USD
000000000
1.00000000
NC
-8277.62000000
-0.00060768247
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
425714.97000000
USD
3038200.00000000
CNY
2023-11-13
-8277.62000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
1365000.00000000
PA
USD
970107.68000000
0.071218228683
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
694250.26000000
PA
USD
693540.04000000
0.050914650185
Long
LON
CORP
US
N
2
2026-05-04
Variable
8.62000000
N
N
N
N
N
N
Belron Luxembourg S.a r.l.
XUF7S72S4FGMSKXZ0D16
Belron Luxembourg S.a r.l. 2021 EUR Term Loan B
08078UAG8
1118000.00000000
PA
1184545.45000000
0.086960685378
Long
LON
CORP
GB
N
2
2028-04-13
Floating
6.15000000
N
N
N
N
N
N
Ocean Trails CLO IX
549300LD2JF1INLMST94
Ocean Trails CLO IX
67515XAS3
700000.00000000
PA
USD
686156.80000000
0.050372626567
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
8.12000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1670.53000000
-0.00012263812
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
245533645.00000000
CLP
271592.99000000
USD
2023-12-20
-1670.53000000
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
Titan International Inc
88830MAM4
2540000.00000000
PA
USD
2376381.07000000
0.174456561855
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
7.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
17896000000.00000000
PA
1289832.05000000
0.094690059458
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
520.00000000
0.000038174606
Long
DBT
CORP
CA
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
Valley Stream Park CLO, Ltd
213800DEME82SWN32S20
Valley Stream Park CLO LTD
92013AAQ2
620000.00000000
PA
USD
622433.50000000
0.045694526759
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
0.00000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
2270000.00000000
PA
USD
2214643.10000000
0.162582940017
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
914226.88000000
0.067115868012
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
6.93000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1081.16000000
-0.00007937087
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
14761739400.00000000
IDR
954001.32000000
USD
2023-11-06
-1081.16000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
6623.84000000
0.000486274010
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1184485.45000000
USD
1610000.00000000
CAD
2023-10-20
6623.84000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-409445.49000000
-0.03005850086
N/A
DFE
TH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
15669472.70000000
USD
553582100.00000000
THB
2023-11-16
-409445.49000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347773 IRS PLN R F 5.35030 IRS347773_FIX CCPVANILLA / Short: SRS347773 IRS PLN P V 06MWIBOR IRS347773_FLO CCPVANILLA
000000000
13530000.00000000
OU
Notional Amount
85907.42000000
0.006306696059
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-06-19
311000.00000000
PLN
0.00000000
PLN
13530000.00000000
PLN
7357.19000000
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
2478520.01000000
PA
USD
2476970.93000000
0.181841135548
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.40000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
29262000.00000000
PA
89944.67000000
0.006603081502
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
493822.80000000
0.036252867413
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
9.35000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2023 Incremental Term Loan B
83601MAB6
760000.00000000
PA
USD
762850.00000000
0.056002881815
Long
LON
CORP
US
N
2
2026-12-11
Variable
9.07000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-35470.08000000
-0.00260395451
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2273959.17000000
USD
2110400.00000000
EUR
2023-11-16
-35470.08000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
2675000.00000000
PA
USD
2723313.10000000
0.199925780541
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
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
-948699.70000000
-0.06964661096
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
-948699.70000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2011000.00000000
PA
400671.35000000
0.029414367517
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.07000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-1325.58000000
-0.00009731441
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
16568600.00000000
CZK
717662.40000000
USD
2023-11-16
-1325.58000000
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
198000000.00000000
PA
2372006.20000000
0.174135390816
Long
DBT
NUSS
XX
N
2
2030-10-06
Fixed
7.35000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
250000.00000000
PA
USD
246351.00000000
0.018085293226
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.52000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3159000.00000000
PA
707189.58000000
0.051916699835
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.70000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2618.17000000
0.000192206941
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
245000.00000000
EUR
262224.60000000
USD
2023-10-23
2618.17000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-222.73000000
-0.00001635121
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4750000.00000000
CZK
206263.10000000
USD
2023-10-02
-222.73000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-16996.33000000
-0.00124774655
N/A
DFE
PE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
690777.92000000
USD
2556500.00000000
PEN
2023-10-13
-16996.33000000
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
740000.00000000
PA
USD
743452.26000000
0.054578841256
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
342892.92000000
PA
USD
340606.85000000
0.025004870113
Long
LON
CORP
SE
N
2
2028-11-16
Variable
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
90896.38000000
0.006672949107
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4689.98000000
0.000344304117
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
345178.02000000
USD
6160000.00000000
MXN
2023-12-20
4689.98000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
230000.00000000
PA
USD
215286.76000000
0.015804783347
Long
DBT
CORP
US
N
2
2023-10-16
Variable
9.65000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
490000.00000000
PA
USD
490956.97000000
0.036042479081
Long
LON
CORP
CA
N
2
2030-08-01
Variable
9.64000000
N
N
N
N
N
N
Prosperous Ray Ltd
N/A
Prosperous Ray Ltd
000000000
280000.00000000
PA
USD
279440.00000000
0.020514446214
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
790000.00000000
PA
USD
675461.14000000
0.049587429238
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
3790701.16000000
PA
USD
3786554.13000000
0.277981180350
Long
LON
CORP
US
N
2
2028-02-24
Variable
9.07000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. 2nd Lien Term Loan B1
71360HAG2
560449.40000000
PA
USD
549940.97000000
0.040372654058
Long
LON
CORP
US
N
2
2029-02-01
Variable
13.23000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
620000.00000000
PA
USD
316364.30000000
0.023225158948
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
622739.60000000
0.045716998388
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
12503000000.00000000
PA
2847562.98000000
0.209047300296
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
895000.00000000
PA
USD
736696.88000000
0.054082910538
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
CCI Buyer, Inc.
254900TMV7DAFRQALU04
CCI Buyer Inc Term Loan
12510EAC1
1793401.51000000
PA
USD
1773225.74000000
0.130177297698
Long
LON
CORP
US
N
2
2027-12-17
Variable
9.39000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
420000.00000000
PA
USD
412049.82000000
0.030249691776
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.13000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
624000.00000000
PA
134060.05000000
0.009841710868
Long
DBT
NUSS
MY
N
2
2032-04-15
Fixed
4.13000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
383.73000000
0.000028170657
N/A
DFE
CL
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
340057.96000000
USD
305100000.00000000
CLP
2023-11-16
383.73000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
14629.50000000
0.001073991164
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8065250000.00000000
UGX
2136490.06000000
USD
2023-12-20
14629.50000000
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAB9
165000.00000000
PA
USD
194452.50000000
0.014275283969
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.13000000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
1936.52000000
0.000142165170
N/A
DFE
ZA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
506543.33000000
USD
9638000.00000000
ZAR
2023-12-11
1936.52000000
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
525000.00000000
PA
USD
531689.55000000
0.039032767950
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
2165.51000000
0.000158975946
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
983079.30000000
USD
1340000.00000000
SGD
2023-12-20
2165.51000000
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2005-AR2
86359LJB6
294404.26000000
PA
USD
216699.32000000
0.015908483197
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Floating
5.99000000
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
819080.51000000
0.060130915643
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
10.77000000
N
N
N
N
N
N
CITY OF BUENOS AIRES
5299007MC8RF52X0ON96
Ciudad Autonoma De Buenos Aires/Government Bonds
000000000
270000.00000000
PA
USD
248273.06000000
0.018226396850
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
220429.44000000
0.016182321396
Long
ABS-CBDO
CORP
JE
N
2
2036-04-25
Floating
6.93000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
11780000000.00000000
PA
803158.95000000
0.058962070860
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
496547.72000000
PA
USD
491582.24000000
0.036088381843
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.65000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300V7DN3VJ8H1GE96
Anchorage Capital CLO 3-R Ltd
03330BAA8
300000.00000000
PA
USD
272305.80000000
0.019990705296
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
11.13000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAB5
885000.00000000
PA
USD
821903.93000000
0.060338190542
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
472800.00000000
PA
USD
333324.00000000
0.024470216396
Long
LON
CORP
US
N
2
2028-11-15
Variable
9.18000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
1850000.00000000
PA
USD
1533491.46000000
0.112577755783
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA Inc 2023 Term Loan B
172442AT2
1482550.00000000
PA
USD
1483784.96000000
0.108928667174
Long
LON
CORP
US
N
2
2030-05-24
Variable
9.15000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
16063200000.00000000
PA
2891300.17000000
0.212258165712
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
373274.40000000
0.027403083316
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.25000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAD2
1030000.00000000
PA
USD
1019829.11000000
0.074868413343
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
343535.88000000
0.025219898128
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
8.55000000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS
1912ERAA8
960000.00000000
PA
USD
857116.80000000
0.062923262571
Long
DBT
CORP
TR
N
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
300000.00000000
PA
271736.14000000
0.019948885014
Long
DBT
CORP
FR
N
2
2027-12-23
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-26521.57000000
-0.00194702018
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7691273.69000000
USD
55730200.00000000
CNY
2023-12-04
-26521.57000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
30383000000.00000000
PA
1987810.96000000
0.145930579097
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.13000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
850000.00000000
PA
USD
840910.27000000
0.061733497369
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-768.95000000
-0.00005645069
N/A
DFE
CZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
208981.68000000
USD
4800000.00000000
CZK
2023-12-20
-768.95000000
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
1845000.00000000
PA
USD
1601547.64000000
0.117573944031
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
1029311.19000000
0.075564518483
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
1235000.00000000
PA
USD
1100595.69000000
0.080797706434
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347794 IRS PLN R F 4.56500 IRS347794_FIX CCPVANILLA / Short: SRS347794 IRS PLN P V 06MWIBOR IRS347794_FLO CCPVANILLA
000000000
8019000.00000000
OU
Notional Amount
-738.70000000
-0.00005422996
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-19
0.00000000
PLN
0.00000000
PLN
8019000.00000000
PLN
-738.70000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
2280000.00000000
PA
USD
2029606.52000000
0.148998904203
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
492960.00000000
PA
USD
480058.25000000
0.035242374568
Long
LON
CORP
US
N
2
2027-07-31
Variable
8.68000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
1860000.00000000
PA
USD
1763589.60000000
0.129469882597
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
12635300000.00000000
PA
2874181.75000000
0.211001456198
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
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
-6872.28000000
-0.00050451266
N/A
DCR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DAIMLER AG
DAIMLER AG
Y
buy protection
2024-12-20
0.00000000
EUR
-17450.68000000
EUR
730000.00000000
EUR
12322.60000000
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
265000.00000000
PA
249265.99000000
0.018299290527
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-1109.95000000
-0.00008148443
N/A
DFE
RO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
64886.30000000
USD
300000.00000000
RON
2023-12-04
-1109.95000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7978.82000000
-0.00058574675
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1300000.00000000
EUR
1369980.30000000
USD
2023-10-31
-7978.82000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1160000.00000000
PA
USD
1154026.00000000
0.084720170007
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
532444.67000000
PA
USD
518008.44000000
0.038028400661
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.25000000
N
N
N
N
N
N
SPX Flow, Inc.
5493003YXEKRBINIEM78
SPX Flow Inc 2022 Term Loan
000000000
1019553.26000000
PA
USD
1019154.61000000
0.074818896474
Long
LON
CORP
US
N
2
2029-04-05
Variable
9.92000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
1551819.10000000
PA
USD
1502177.96000000
0.110278947053
Long
LON
CORP
US
N
2
2028-05-12
Variable
9.17000000
N
N
N
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments Inc 2022 USD Term Loan B
55314NAS3
1995840.00000000
PA
USD
1999270.85000000
0.146771880618
Long
LON
CORP
US
N
2
2029-08-17
Variable
8.17000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
1240000.00000000
PA
USD
1181519.37000000
0.086738532661
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
Elmwood CLO XI Ltd
N/A
Elmwood CLO XI Ltd
29002LAC4
350000.00000000
PA
USD
345384.20000000
0.025355588298
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.19000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
170000.00000000
PA
USD
205020.00000000
0.015051072727
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
472603.95000000
0.034695134243
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
507010.78000000
0.037221032695
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Variable
4.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-36773.62000000
-0.00269965090
N/A
DFE
SG
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10337728.65000000
USD
14010000.00000000
SGD
2023-12-20
-36773.62000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5705000.00000000
PA
1225743.17000000
0.089985121433
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.91000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
1912334.00000000
PA
69070.86000000
0.005070678651
Long
DBT
NUSS
GH
N
2
2031-02-11
Fixed
8.95000000
N
N
Y
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
403000.00000000
PA
USD
327459.48000000
0.024039686121
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
751666.67000000
PA
USD
734793.78000000
0.053943198820
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
26974000000.00000000
PA
1731537.07000000
0.127116819676
Long
DBT
NUSS
XX
N
2
2024-05-28
Fixed
5.20000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
250000.00000000
PA
USD
246434.65000000
0.018091434199
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
1200000.00000000
PA
USD
1197513.65000000
0.087912716016
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.34000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
285000.00000000
PA
USD
291666.15000000
0.021412000954
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
175752.95000000
PA
USD
157234.74000000
0.011543027543
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer Inc 2021 2nd Lien Term Loan
24022KAJ8
915200.00000000
PA
USD
853233.64000000
0.062638189292
Long
LON
CORP
US
N
2
2029-02-19
Variable
12.32000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-946.59000000
-0.00006949173
N/A
DFE
PL
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
204243.35000000
USD
890000.00000000
PLN
2023-12-20
-946.59000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
26460000.00000000
PA
721711.09000000
0.052982763162
Long
DBT
NUSS
TH
N
2
2026-06-17
Fixed
2.35000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
35887000.00000000
PA
6970406.25000000
0.511716375990
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
85000.00000000
PA
USD
76457.50000000
0.005612951873
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-10008.29000000
-0.00073473563
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2654554.83000000
USD
220378487.35000000
INR
2023-12-20
-10008.29000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
24266100000.00000000
PA
4526495.79000000
0.332302298964
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1950000000.00000000
PA
2225312.85000000
0.163366235224
Long
DBT
NUSS
CL
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5176000.00000000
PA
1168268.14000000
0.085765724025
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-6251.89000000
-0.00045896815
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
17660000.00000000
ZAR
924687.94000000
USD
2023-12-20
-6251.89000000
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAA2
821016.95000000
PA
USD
810550.54000000
0.059504707474
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.25000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
560000.00000000
PA
USD
565418.00000000
0.041508864692
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.88000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
143770000.00000000
PA
335298.64000000
0.024615180060
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
32910000.00000000
PA
8250195.43000000
0.605669161198
Long
DBT
NUSS
PL
N
2
2028-07-25
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
4325000.00000000
PA
USD
3447083.39000000
0.253059715144
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
1160.58000000
0.000085201316
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
699870.35000000
USD
3508800.00000000
BRL
2023-10-03
1160.58000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
55827.92000000
0.004098478607
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
16089700.00000000
RON
3477463.07000000
USD
2023-11-16
55827.92000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8178800.00000000
PA
384328.53000000
0.028214596898
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAC9
210000.00000000
PA
USD
182301.00000000
0.013383209487
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.38000000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USGBC0036 USD C GBP P
000000000
-6800000.00000000
OU
Notional Amount
USD
-79995.20000000
-0.00587266399
N/A
DFE
US
N
2
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
Call
Written
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
FX Contract
N/A
1.00000000
NC
USD
-79995.20000000
-0.01000000
DFE
GB
-6800000.00000000
USD
-8381000.00000000
GBP
2023-10-12
1.00000000
1.23250000
USD
2023-10-12
XXXX
-51299.20000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-35657.52000000
-0.00261771498
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1598672.05000000
USD
7873300.00000000
BRL
2023-11-20
-35657.52000000
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
1000000.00000000
PA
USD
970412.40000000
0.071240599002
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBQFEOXM0S98
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CBD6
1060000.00000000
PA
USD
1045339.99000000
0.076741236044
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
8.31000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
75757.55000000
0.005561566650
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
14318400.00000000
PEN
3846653.95000000
USD
2023-10-25
75757.55000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4546000000.00000000
PA
308925.04000000
0.022679022750
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
518710.47000000
0.038079938582
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
15253000.00000000
PA
3176009.66000000
0.233159459439
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.83000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
1876.05000000
0.000137725904
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
930000.00000000
RON
199649.82000000
USD
2023-11-16
1876.05000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1793.51000000
-0.00013166642
N/A
DFE
BR
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
198009.90000000
USD
990000.00000000
BRL
2023-12-04
-1793.51000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
756643.00000000
PA
24378.93000000
0.001789723190
Long
DBT
NUSS
GH
N
2
2034-02-07
Fixed
9.40000000
N
N
Y
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
1540000.00000000
PA
USD
1207246.19000000
0.088627208102
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-2 Ltd
69702DAC1
250000.00000000
PA
USD
248275.25000000
0.018226557623
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
6.89000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIX Ltd
55821LAG9
1405000.00000000
PA
USD
1351534.13000000
0.099219776039
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
8.66000000
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
963394.02000000
0.070725360744
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
963394.02000000
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
660000.00000000
PA
USD
491662.51000000
0.036094274681
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
7306.53000000
0.000536392129
N/A
DFE
MX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
665176.95000000
USD
11720000.00000000
MXN
2023-10-20
7306.53000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-14719.43000000
-0.00108059316
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
19788100.00000000
ZAR
1031589.86000000
USD
2023-11-16
-14719.43000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-7561.31000000
-0.00055509621
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
344405.72000000
USD
1379169269.36000000
COP
2023-11-16
-7561.31000000
N
N
N
VERICAST CORP
549300J73P7FL8TVF308
Vericast Corp
92348BAA1
420000.00000000
PA
USD
440475.00000000
0.032336461122
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
11.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1045000.00000000
PA
USD
674704.25000000
0.049531863896
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DY3
1550000.00000000
PA
USD
1469100.42000000
0.107850635375
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
570000.00000000
PA
USD
542052.90000000
0.039793569504
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
1100000.00000000
PA
USD
1037030.50000000
0.076131213909
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
243611.26000000
0.017884161503
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
710000.00000000
PA
USD
728454.02000000
0.053477779891
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2023-VLT2
123918AJ3
970000.00000000
PA
USD
971199.41000000
0.071298375535
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Floating
11.20000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
37025000000.00000000
PA
2403714.27000000
0.176463165997
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
240000.00000000
PA
USD
200634.00000000
0.014729084603
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
3444.37000000
0.000252860517
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
80115400.00000000
HUF
219974.97000000
USD
2023-11-20
3444.37000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS348222 IRS PLN R V 06MWIBOR IRS348222_FLO CCPVANILLA / Short: BRS348222 IRS PLN P F 4.56500 IRS348222_FIX CCPVANILLA
000000000
8019000.00000000
OU
Notional Amount
738.70000000
0.000054229964
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2028-07-19
35334.25000000
PLN
0.00000000
PLN
8019000.00000000
PLN
-8098.29000000
N
N
N
BOYNE USA INC
N/A
Boyne USA Inc
103557AC8
690000.00000000
PA
USD
604326.29000000
0.044365227497
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2688.50000000
0.000197370056
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
695260.70000000
USD
3508800.00000000
BRL
2023-11-03
2688.50000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-917.56000000
-0.00006736056
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11239100.00000000
TWD
349387.59000000
USD
2023-11-16
-917.56000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IRS347251 IRS CLP R V 06MCLICP IRS347251_FLO NDFCAMARAPROMEDI / Short: IRS347251 IRS CLP P F 4.98500 IRS347251_FIX NDFCAMARAPROMEDI
000000000
2430000000.00000000
OU
Notional Amount
188474.22000000
0.013836402265
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
2033-06-20
0.00000000
CLP
0.00000000
CLP
2430000000.00000000
CLP
188474.22000000
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
115000.00000000
PA
USD
192625.00000000
0.014141122251
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
1705813.67000000
0.125228395307
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
1085000.00000000
PA
USD
1085270.79000000
0.079672664075
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-2453.26000000
-0.00018010045
N/A
DFE
PE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
103131.75000000
USD
382000.00000000
PEN
2023-10-13
-2453.26000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
41840.04000000
0.003071590503
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
47574100.00000000
CNY
6587031.88000000
USD
2023-12-11
41840.04000000
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
200000.00000000
PA
USD
165627.12000000
0.012159134858
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
3.10000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6017000000.00000000
PA
452139.37000000
0.033192774073
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
1093856.29000000
PA
USD
1073893.41000000
0.078837419836
Long
LON
CORP
US
N
2
2029-03-30
Variable
8.34000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
100500000.00000000
PA
4534243.35000000
0.332871068299
Long
DBT
NUSS
CZ
N
2
2028-12-12
Fixed
5.50000000
N
N
N
N
N
N
Carval CLO LTD
254900KRTGHP264UWC15
CarVal CLO VII-C Ltd
14686BAA5
1060000.00000000
PA
USD
1064931.12000000
0.078179473887
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
7.53000000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAB4
840000.00000000
PA
USD
757516.10000000
0.055611305789
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.85000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1380000.00000000
PA
USD
1346284.67000000
0.098834398982
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.63000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
1070000.00000000
PA
USD
1108308.14000000
0.081363898249
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
905882.33000000
0.066503272026
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
723214.91000000
0.053093162655
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
192417.75000000
0.014125907468
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAS5
750000.00000000
PA
USD
719273.25000000
0.052803794733
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
8.42000000
N
N
N
N
N
N
ASPEN INSURANCE HLDG LTD
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
04530DAD4
80000.00000000
PA
USD
79777.58000000
0.005856687925
Long
DBT
CORP
BM
N
2
2023-11-15
Fixed
4.65000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
880000.00000000
PA
USD
868034.38000000
0.063724751648
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAE9
940000.00000000
PA
USD
925530.86000000
0.067945723758
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
5.28000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-41062.12000000
-0.00301448129
N/A
DFE
TH
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1000286.43000000
USD
34922000.00000000
THB
2023-10-05
-41062.12000000
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
1056000.00000000
PA
USD
1056407.83000000
0.077553756115
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
3955.43000000
0.000290378814
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
435629.38000000
USD
24900140.00000000
PHP
2023-11-16
3955.43000000
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
735000.00000000
PA
666647.67000000
0.048940408567
Long
DBT
CORP
NL
N
2
2027-03-31
Fixed
1.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V3 Mortgage Trust
08163VAL1
630000.00000000
PA
USD
443489.89000000
0.032557792352
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Fixed
4.00000000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
1260000.00000000
PA
USD
1232777.85000000
0.090501556319
Long
DBT
CORP
XX
N
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
21511.02000000
0.001579182160
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
3440000.00000000
NOK
344945.73000000
USD
2023-10-20
21511.02000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Long: IRS347951 IRS CNY R F 2.40250 IRS347951_FIX NDF / Short: IRS347951 IRS CNY P V 00MCNRR IRS347951_FLO NDF
000000000
6210000.00000000
OU
Notional Amount
515.38000000
0.000037835439
N/A
DIR
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
N/A
N/A
Y
2028-07-21
0.00000000
CNY
0.00000000
CNY
6210000.00000000
CNY
515.38000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1057.84000000
0.000077658895
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
9750000.00000000
ZAR
516595.74000000
USD
2023-11-16
1057.84000000
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust
939336X57
232482.66000000
PA
USD
213535.65000000
0.015676229626
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
6.21000000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2021 Term Loan B
15134NAF3
997908.62000000
PA
USD
994790.16000000
0.073030236300
Long
LON
CORP
US
N
2
2026-07-14
Floating
10.32000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
435000.00000000
PA
USD
436008.33000000
0.032008550797
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
96035400.00000000
PA
4960047.34000000
0.364130490897
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
961000.00000000
PA
USD
930646.82000000
0.068321300219
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.63000000
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2586000.00000000
PA
554306.88000000
0.040693167320
Long
DBT
NUSS
MY
N
2
2027-03-15
Fixed
3.89000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-7821.28000000
-0.00057418131
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
482235.70000000
USD
175412000.00000000
HUF
2023-11-16
-7821.28000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC23
000000000
59.00000000
NC
133779.66000000
0.009821126680
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
13845368.92000000
GBP
133779.66000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-3557.91000000
-0.00026119579
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3750000.00000000
ZAR
194725.90000000
USD
2023-11-16
-3557.91000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-2586.04000000
-0.00018984819
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
347541.51000000
USD
127545300.00000000
HUF
2023-11-16
-2586.04000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3002000.00000000
PA
621668.22000000
0.045638345484
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
1170870.00000000
0.085956733605
Long
DBT
CORP
ES
N
2
2024-02-08
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-45025.58000000
-0.00330544961
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2793162.29000000
USD
407217700.00000000
JPY
2023-11-16
-45025.58000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-85864.17000000
-0.00630352096
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2773229.21000000
USD
994313600.00000000
HUF
2023-11-20
-85864.17000000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAV7
1400000.00000000
PA
USD
1339614.01000000
0.098344687789
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.92000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1270000.00000000
PA
USD
1275884.42000000
0.093666126215
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
8.36000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5882.28000000
0.000431834084
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
850000.00000000
EUR
906632.10000000
USD
2023-10-25
5882.28000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
72599000.00000000
PA
238029.51000000
0.017474390138
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
Y
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
1090000.00000000
PA
USD
1115756.70000000
0.081910717185
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
8.21000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1780031.00000000
PA
USD
585888.05000000
0.043011626428
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.38000000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAL8
425000.00000000
PA
USD
308484.17000000
0.022646657291
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Variable
3.57000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
78996.92000000
0.005799377563
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
5235500.00000000
PLN
1277077.06000000
USD
2023-11-13
78996.92000000
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1616.44000000
-0.00011866723
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
3520000.00000000
ZAR
184505.96000000
USD
2023-11-16
-1616.44000000
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
960000.00000000
PA
USD
618321.60000000
0.045392661058
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
1904227.50000000
PA
USD
1718224.46000000
0.126139504969
Long
LON
CORP
US
N
2
2029-04-11
Variable
10.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCL3
2248000.00000000
PA
USD
2160445.66000000
0.158604159357
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.38000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1517200000.00000000
PA
294141.62000000
0.021593731902
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
-15322.28000000
-0.00112485001
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
15100000.00000000
EGP
419444.44000000
USD
2024-02-07
-15322.28000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
145658804.00000000
PA
3821172.13000000
0.280522581363
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAK1
425000.00000000
PA
USD
391675.82000000
0.028753981329
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.38000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAK1
395000.00000000
PA
USD
380645.02000000
0.027944180466
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
317112.87000000
0.023280113496
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: SRS348233 IRS PLN R F 4.70500 IRS348233_FIX CCPVANILLA / Short: SRS348233 IRS PLN P V 06MWIBOR IRS348233_FLO CCPVANILLA
000000000
4840000.00000000
OU
Notional Amount
-25288.24000000
-0.00185647809
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2033-08-01
2152.00000000
PLN
0.00000000
PLN
4840000.00000000
PLN
-25826.45000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK NOV23P 4150
000000000
28.00000000
NC
USD
63700.00000000
0.004676389292
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
28.00000000
NC
N/A
63700.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
28.00000000
USD
50.00000000
4150.00000000
USD
2023-11-17
XXXX
-11621.30000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1486.76000000
0.000109147072
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1402900.00000000
EUR
1489534.69000000
USD
2023-11-16
1486.76000000
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
325000.00000000
PA
USD
323242.88000000
0.023730134110
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Inc 2022 Term Loan B
45173JAQ7
1211251.12000000
PA
USD
1212008.15000000
0.088976796465
Long
LON
CORP
US
N
2
2029-07-02
Variable
8.18000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
90355YAA5
171500.00000000
PA
USD
114905.00000000
0.008435486838
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
10.63000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
14670.91000000
0.001077031184
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14160000.00000000
MXN
827159.48000000
USD
2023-10-20
14670.91000000
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
185000.00000000
PA
USD
124294.39000000
0.009124787354
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
3897.84000000
0.000286150977
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
8531565000.00000000
IDR
554718.14000000
USD
2023-11-16
3897.84000000
N
N
N
MRI Software LLC
549300LNQ2G4DKR9QR85
MRI Software LLC 2020 Term Loan B
000000000
743936.77000000
PA
USD
728593.07000000
0.053487987927
Long
LON
CORP
US
N
2
2026-02-10
Variable
10.99000000
N
N
N
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL Holdings Inc
090043AB6
195000.00000000
PA
USD
196950.00000000
0.014458632199
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAW2
280000.00000000
PA
USD
239700.22000000
0.017597041478
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.06000000
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
249895.00000000
0.018345467852
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
7.04000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1600000.00000000
PA
1530242.77000000
0.112339260663
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
498523.14000000
0.036597932085
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
608758.11000000
0.044690579391
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
461736.05000000
0.033897292309
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
210000.00000000
PA
USD
193008.19000000
0.014169253266
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
147.17000000
0.000010804147
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5446100.00000000
ZAR
288113.42000000
USD
2023-11-16
147.17000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Long: IRS348544 IRS CNY R F 2.27500 IRS348544_FIX NDF / Short: IRS348544 IRS CNY P V 00MCNRR IRS348544_FLO NDF
000000000
9330000.00000000
OU
Notional Amount
-7219.75000000
-0.00053002137
N/A
DIR
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
N/A
N/A
Y
2028-08-16
0.00000000
CNY
0.00000000
CNY
9330000.00000000
CNY
-7219.75000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS347271 IRS CZK R F 4.66470 IRS347271_FIX CCPVANILLA / Short: SRS347271 IRS CZK P V 06MPRIBO IRS347271_FLO CCPVANILLA
000000000
106000000.00000000
OU
Notional Amount
-22612.23000000
-0.00166002496
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-06-19
0.00000000
CZK
0.00000000
CZK
106000000.00000000
CZK
-22612.23000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
6289.47000000
0.000461727004
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1650000.00000000
RON
357178.42000000
USD
2023-11-16
6289.47000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2J9
260000.00000000
PA
USD
256364.99000000
0.018820447318
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-18036.27000000
-0.00132409136
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2770164.58000000
USD
3720000.00000000
CAD
2023-10-20
-18036.27000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
129134.75000000
0.009480131274
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2891942.07000000
EUR
3193108.92000000
USD
2023-10-20
129134.75000000
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAD3
315000.00000000
PA
USD
191599.03000000
0.014065803018
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN DEC23P 4100
000000000
22.00000000
NC
USD
62150.00000000
0.004562599599
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
62150.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESZ3 Index
2023-12-15
22.00000000
USD
50.00000000
4100.00000000
USD
2023-12-15
XXXX
-27821.20000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
310000.00000000
PA
USD
238582.29000000
0.017514971213
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-278.91000000
-0.00002047553
N/A
DFE
CZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
264035.71000000
USD
6078100.00000000
CZK
2023-11-16
-278.91000000
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 64 CLO Ltd
26251LAJ3
500000.00000000
PA
USD
472808.50000000
0.034710150811
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
8.22000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
256.79000000
0.000018851648
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
14800.00000000
PLN
3643.59000000
USD
2023-11-13
256.79000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
38807300.00000000
PA
1823586.93000000
0.133874448870
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
130000.00000000
PA
USD
108951.69000000
0.007998438249
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
958175.93000000
0.070342286643
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DR3
240000.00000000
PA
USD
246982.67000000
0.018131665830
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.15000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
41194.83000000
0.003024223891
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
716000.00000000
GBP
915198.36000000
USD
2023-10-20
41194.83000000
N
N
N
National Collegiate Student Loan Trust
635400VQIBXGEB9ZUC59
National Collegiate Student Loan Trust 2007-2
63543LAD7
831256.27000000
PA
USD
773401.17000000
0.056777471743
Long
ABS-O
CORP
US
N
2
2033-01-25
Floating
5.72000000
N
N
N
N
N
N
Carriage Purchaser, Inc.
N/A
Carriage Purchaser Inc 2021 Term Loan B
14445BAB5
792208.98000000
PA
USD
777652.14000000
0.057089546948
Long
LON
CORP
US
N
2
2028-09-30
Variable
9.68000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
780000.00000000
PA
USD
718142.20000000
0.052720761294
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
152533.28000000
0.011197880648
Long
LON
CORP
US
N
2
2029-10-08
Variable
11.42000000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Trust
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAN3
766336.07000000
PA
USD
742124.75000000
0.054481385156
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.92000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-859.40000000
-0.00006309087
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2492700.00000000
CNY
342264.50000000
USD
2023-12-20
-859.40000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
515000.00000000
PA
USD
505268.44000000
0.037093122803
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.13000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
51504300.00000000
PA
2614172.56000000
0.191913478302
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
KNDR Trust 2021-KIND
N/A
KIND Trust 2021-KIND
482606AN0
625479.45000000
PA
USD
587271.22000000
0.043113168679
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1045000.00000000
PA
USD
599049.44000000
0.043977839666
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
1732211.21000000
0.127166310117
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
4354000.00000000
PA
730531.21000000
0.053630272027
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
410529.21000000
0.030138059683
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAY0
1285000.00000000
PA
USD
1249997.89000000
0.091765726031
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.06000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-94765.23000000
-0.00695697185
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
102252703.00000000
MXN
5746018.80000000
USD
2023-11-16
-94765.23000000
N
N
N
ARDONAGH MIDCO 2 PLC
9845003AD1386OH58D80
Ardonagh Midco 2 PLC
03985RAA1
809875.00000000
PA
USD
795702.19000000
0.058414649940
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
11.50000000
N
N
Y
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3777.95000000
0.000277349527
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
560000.00000000
GBP
687377.60000000
USD
2023-10-25
3777.95000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC23
000000000
210.00000000
NC
-193738.23000000
-0.01422284747
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-Bobl Futures
OEZ3 Comdty
2023-12-07
24490487.70000000
EUR
-193738.23000000
N
N
N
Falcon Aerospace Limited
N/A
Falcon Aerospace Limited 2017 Term Loan A
000000000
179946.88000000
PA
USD
168290.12000000
0.012354632891
Long
LON
CORP
GB
N
2
2042-02-15
Fixed
4.58000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
646.19000000
0.000047438555
N/A
DFE
ID
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
243140.22000000
USD
3775967640.00000000
IDR
2023-11-16
646.19000000
N
N
N
NEUBERGER BERMAN CLO LTD
549300HMTDFWN3B2DI35
Neuberger Berman Loan Advisers Clo 44 Ltd
64134EAA2
480000.00000000
PA
USD
459420.48000000
0.033727300052
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
11.57000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1544.92000000
0.000113416755
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
114000.00000000
EUR
122276.51000000
USD
2023-10-10
1544.92000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
6283.80000000
0.000461310754
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
720949.51000000
USD
3419700.00000000
RON
2023-11-16
6283.80000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
830000.00000000
PA
USD
728118.50000000
0.053453148460
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2022 Incremental Term Loan
31935HAG2
1519292.58000000
PA
USD
1502834.09000000
0.110327115331
Long
LON
CORP
US
N
2
2027-03-30
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-31.78000000
-0.00000233305
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
70807.45000000
USD
330600.00000000
MYR
2023-11-16
-31.78000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
1220000.00000000
PA
USD
965671.10000000
0.070892527345
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International Inc
98262PAA9
360000.00000000
PA
USD
253443.60000000
0.018605980176
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AE5
1150000.00000000
PA
USD
897989.00000000
0.065923801322
Long
DBT
CORP
LU
N
2
2032-01-18
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSJ9
970000.00000000
PA
USD
984656.89000000
0.072286325541
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
10.06000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
265000.00000000
PA
USD
206692.05000000
0.015173822439
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
1106424.48000000
0.081225613673
Long
DBT
CORP
CH
N
2
2024-01-31
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-47450.46000000
-0.00348346661
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1414606.82000000
USD
1120000.00000000
GBP
2023-10-20
-47450.46000000
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
2325000.00000000
PA
USD
1372624.83000000
0.100768101371
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
1836.46000000
0.000134819495
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
634200.00000000
CHF
698352.47000000
USD
2023-11-16
1836.46000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
1768.02000000
0.000129795130
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
489941.01000000
USD
3580000.00000000
CNY
2023-11-16
1768.02000000
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
600000.00000000
PA
USD
472653.90000000
0.034698801207
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.13000000
N
N
N
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
117728.86000000
0.008642794039
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
-79182.07000000
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television Inc 2021 Term Loan D
389376AZ7
866231.76000000
PA
USD
845658.76000000
0.062082096863
Long
LON
CORP
US
N
2
2028-12-01
Variable
8.44000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
1055000.00000000
PA
USD
1070103.38000000
0.078559183483
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2023 Term Loan
08078UAH6
1236900.00000000
PA
USD
1239606.34000000
0.091002854239
Long
LON
CORP
LU
N
2
2029-04-18
Variable
8.16000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-4056.57000000
-0.00029780377
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1476890000.00000000
COP
356654.87000000
USD
2023-11-16
-4056.57000000
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
1225000.00000000
PA
USD
1205314.25000000
0.088485379161
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
394640000.00000000
PA
1110775.22000000
0.081545013264
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
350000.00000000
PA
USD
345005.71000000
0.025327802323
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
2156917.89000000
0.158345176219
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
60731873.00000000
PA
2631798.31000000
0.193207432282
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
147115.26000000
0.010800129146
Long
ABS-CBDO
CORP
JE
N
2
2030-06-22
Floating
8.91000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-3680.36000000
-0.00027018518
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
16568800.00000000
CZK
715316.30000000
USD
2023-11-16
-3680.36000000
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
3140000000.00000000
PA
852078.25000000
0.062553368987
Long
DBT
NUSS
UG
N
2
2037-05-14
Fixed
16.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
45126.41000000
0.003312851813
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10284973366.09000000
COP
2537932.97000000
USD
2023-12-20
45126.41000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4900000.00000000
PA
192574.43000000
0.014137409771
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
2290799.00000000
OU
Notional Amount
18583.04000000
0.001364231228
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
2290799.00000000
BRL
18583.04000000
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
-20040.92000000
-0.00147125814
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
-20052.51000000
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
240000.00000000
PA
USD
213267.60000000
0.015656551350
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
445.68000000
0.000032718574
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1245090500.00000000
IDR
81007.84000000
USD
2023-10-05
445.68000000
N
N
N
ASSUREDPARTNERS CAPITAL INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS CAPITAL INC
000000000
640000.00000000
PA
USD
641203.20000000
0.047072461203
Long
LON
CORP
US
N
2
2027-02-12
None
0.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2007.94000000
-0.00014740830
N/A
DFE
XX
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
352779.52000000
USD
330700.00000000
EUR
2023-11-16
-2007.94000000
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
1540000.00000000
PA
USD
1459700.81000000
0.107160584581
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
102005.04000000
0.007488465884
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
7372.48000000
0.000541233697
N/A
DFE
MX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
622141.72000000
USD
11020700.00000000
MXN
2023-11-16
7372.48000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
672000.00000000
PA
USD
656513.76000000
0.048196450824
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2023 Incremental Term Loan
000000000
900000.00000000
PA
USD
900112.50000000
0.066079693200
Long
LON
CORP
CA
N
2
2030-05-06
Variable
9.07000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1597000.00000000
PA
355624.28000000
0.026107340268
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
885000.00000000
PA
USD
884120.66000000
0.064905688972
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
32494.74000000
0.002385526753
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
11290000.00000000
BRL
2270154.41000000
USD
2023-12-04
32494.74000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
121750000.00000000
PA
284278.26000000
0.020869635967
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B51806461 CDS USD R V 03MEVENT FLO CCPCDX / Short: B51806461 CDS USD P F 1.00000 FIX CCPCDX
000000000
47485000.00000000
OU
Notional Amount
USD
-579896.79000000
-0.04257179182
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S41
2I65BYED3
Y
buy protection
2028-12-20
0.00000000
USD
-548714.94000000
USD
47485000.00000000
USD
-31181.85000000
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
545000.00000000
PA
680221.77000000
0.049936919962
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 USD / SOLD ZAR
000000000
1.00000000
NC
-2595.82000000
-0.00019056616
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
10315500.00000000
ZAR
541627.45000000
USD
2023-12-11
-2595.82000000
N
N
N
Balboa Bay Loan Funding Ltd
N/A
Balboa Bay Loan Funding 2022-1 Ltd
05766EAG7
550000.00000000
PA
USD
534537.85000000
0.039241869357
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
9.33000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
1685000.00000000
PA
USD
1344302.25000000
0.098688864168
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
1049255.13000000
0.077028657061
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
8.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAD9
270000.00000000
PA
USD
244390.80000000
0.017941389643
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
39699.39000000
0.002914439596
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
817828.00000000
GBP
1038001.85000000
USD
2023-10-20
39699.39000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6160.15000000
0.000452233273
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
904000.00000000
EUR
964134.08000000
USD
2023-10-25
6160.15000000
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
542632.55000000
0.039836123178
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
4.84000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
1025000.00000000
PA
USD
954734.54000000
0.070089644895
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.88000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
170000.00000000
PA
137465.46000000
0.010091711227
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-189831.30000000
-0.01393602917
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3708235.91000000
USD
127669000.00000000
THB
2023-11-13
-189831.30000000
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAF9
1065000.00000000
PA
USD
999359.64000000
0.073365694186
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
5.00000000
N
N
N
N
N
N
ARCTIC CANADIAN DIAMONDS
N/A
ARCTIC CANADIAN DIAMONDS
000000000
1282.00000000
NS
USD
192466.58000000
0.014129492210
Long
STIV
CORP
US
N
3
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-1
55376CAD5
490000.00000000
PA
USD
474053.44000000
0.034801545224
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Fixed
5.47000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co EUR Term Loan B
68621XAD5
794086.59000000
PA
841345.39000000
0.061765440705
Long
LON
CORP
US
N
2
2028-06-02
Floating
6.80000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-7576.95000000
-0.00055624439
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1079329.88000000
USD
878000.00000000
GBP
2023-10-20
-7576.95000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-7738.99000000
-0.00056814018
N/A
DFE
TW
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1053252.95000000
USD
33544000.00000000
TWD
2023-11-16
-7738.99000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
16079.23000000
0.001180419764
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
21239301469.00000000
IDR
1390097.62000000
USD
2023-12-20
16079.23000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
470000.00000000
PA
USD
428906.48000000
0.031487184779
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit CLO 2019 LTD
03754AAJ8
1000000.00000000
PA
USD
973841.00000000
0.071492301802
Long
ABS-CBDO
CORP
KY
N
2
2032-04-18
Floating
7.97000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
660000.00000000
PA
USD
600961.61000000
0.044118217238
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAM7
720000.00000000
PA
USD
610084.51000000
0.044787954002
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.35000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
42257.04000000
0.003102203600
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
38700000.00000000
MYR
8330821.89000000
USD
2023-12-20
42257.04000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AT5
1110000.00000000
PA
USD
993364.77000000
0.072925594565
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 USD / SOLD HUF
000000000
1.00000000
NC
25543.71000000
0.001875232840
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
222994800.00000000
HUF
628239.31000000
USD
2023-11-20
25543.71000000
N
N
N
VTR COMUNICACIONES SPA
213800XDZJKMC1AEUV94
VTR Comunicaciones SpA
918367AA1
370000.00000000
PA
USD
208655.10000000
0.015317935250
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1310000.00000000
PA
USD
1279355.04000000
0.093920913816
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
355000.00000000
PA
USD
325554.46000000
0.023899833450
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
2760000.00000000
PA
USD
2284701.23000000
0.167726096830
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: IRS347592 IRS CNY R F 2.40500 IRS347592_FIX NDF / Short: IRS347592 IRS CNY P V 00MCNRR IRS347592_FLO NDF
000000000
32233277.00000000
OU
Notional Amount
3603.67000000
0.000264555161
N/A
DIR
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
N/A
N/A
Y
2028-07-04
0.00000000
CNY
0.00000000
CNY
32233277.00000000
CNY
3603.67000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
500000.00000000
PA
USD
312844.90000000
0.022966790274
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
7336.57000000
0.000538597447
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
126300000.00000000
HUF
348924.04000000
USD
2023-11-16
7336.57000000
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2023 Term Loan B
000000000
390000.00000000
PA
USD
389837.37000000
0.028619015742
Long
LON
CORP
PA
N
2
2027-08-08
Variable
8.33000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
263000.00000000
PA
USD
249118.93000000
0.018288494454
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
962949.03000000
0.070692692824
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
800000.00000000
PA
USD
740612.00000000
0.054370330087
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Sycamore Tree CLO Ltd
N/A
Sycamore Tree CLO 2023-2 Ltd
87122CAA1
1050000.00000000
PA
USD
1053377.85000000
0.077331317087
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
7.66000000
N
N
N
N
N
N
Solis IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
2214532.33000000
PA
USD
2161937.19000000
0.158713656608
Long
LON
CORP
US
N
2
2029-02-26
Variable
8.89000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
2205000.00000000
PA
USD
2140867.02000000
0.157166838439
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
1100000000.00000000
PA
295671.38000000
0.021706035721
Long
DBT
NUSS
UG
N
2
2025-05-29
Fixed
14.00000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
600000.00000000
PA
USD
552678.66000000
0.040573635285
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
MAGNOLIA FIN X DAC 2020 1
N/A
MAGNOLIA FIN X DAC 2020 1
55968FAA8
585679.18000000
PA
USD
568782.34000000
0.041755849991
Long
ABS-O
CORP
IE
N
2
2024-08-13
Variable
3.98000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
6937000.00000000
PA
147024.86000000
0.010793492637
Long
DBT
NUSS
EG
N
2
2031-07-06
Fixed
14.82000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
3463.60000000
0.000254272244
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
698860600.00000000
COP
174151.34000000
USD
2023-11-16
3463.60000000
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
1000000.00000000
PA
USD
869005.00000000
0.063796007487
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
8831.54000000
0.000648347238
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2627175.60000000
CAD
1953000.00000000
USD
2023-11-09
8831.54000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-271.07000000
-0.00001989998
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
360082.22000000
USD
133038100.00000000
HUF
2023-11-16
-271.07000000
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
210000.00000000
PA
USD
202012.10000000
0.014830254652
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
6928.31000000
0.000508625976
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
112470000.00000000
TWD
3525042.31000000
USD
2023-12-20
6928.31000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
191110000.00000000
PA
397250.38000000
0.029163224857
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2226000.00000000
PA
467289.23000000
0.034304966272
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
820000.00000000
PA
USD
533799.51000000
0.039187665821
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
13081000.00000000
PA
320871.72000000
0.023556060841
Long
DBT
NUSS
UY
N
2
2024-05-17
None
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
1370000.00000000
PA
USD
1308191.77000000
0.096037896162
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
384609.68000000
0.028235236880
Long
SN
CORP
US
N
2
2026-10-15
Fixed
9.00000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
678867.49000000
PA
USD
577479.84000000
0.042394356990
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
802645.65000000
0.058924388119
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
12.47000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1454.67000000
0.000106791259
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
256400.00000000
PEN
69030.50000000
USD
2023-10-13
1454.67000000
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAF9
190000.00000000
PA
USD
203680.00000000
0.014952699702
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.50000000
N
N
N
N
Y
American Airlines Group Inc
American Airlines Group Inc
USD
XXXX
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
935000.00000000
PA
USD
771864.01000000
0.056664624670
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
54505000.00000000
PA
2011599.44000000
0.147676955755
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-10583.62000000
-0.00077697217
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7872628000.00000000
COP
1922028.32000000
USD
2023-10-27
-10583.62000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
6388.97000000
0.000469031568
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
8403000.00000000
PLN
1930171.13000000
USD
2023-10-27
6388.97000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYFHFWF0 IRS BRL R F 12.40500 2 NDFPREDISWAP / Short: BRYFHFWF0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
4597489.00000000
OU
Notional Amount
28578.27000000
0.002098008097
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
4597489.00000000
BRL
28578.27000000
N
N
N
QUIKRETE HOLDINGS, INC.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2023 Term Loan B
74839XAH2
600850.00000000
PA
USD
601476.09000000
0.044155986606
Long
LON
CORP
US
N
2
2029-03-19
Variable
8.18000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-54007.32000000
-0.00396482343
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3427809.51000000
USD
190819300.00000000
PHP
2023-10-16
-54007.32000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-5252.34000000
-0.00038558848
N/A
DFE
PE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
268291.44000000
USD
1000000.00000000
PEN
2023-11-16
-5252.34000000
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAC0
719000.00000000
PA
USD
721606.38000000
0.052975076117
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
10.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B51901755 CDS USD R V 03MEVENT FLO CCPCDX / Short: B51901755 CDS USD P F 5.00000 FIX CCPCDX
000000000
9465000.00000000
OU
Notional Amount
USD
-92164.02000000
-0.00676600998
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
buy protection
2028-12-20
0.00000000
USD
-60576.00000000
USD
9465000.00000000
USD
-31588.02000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
445000.00000000
PA
USD
354116.50000000
0.025996650060
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
37 Capital CLO Ltd
549300GZ8MP9ZGVMJ424
37 Capital CLO I
88430TAE1
500000.00000000
PA
USD
479068.00000000
0.035169677637
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.82000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-2
35563PBH1
278942.41000000
PA
USD
273514.89000000
0.020079467863
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
68.00000000
NS
USD
2298.91000000
0.000168769201
Long
EP
CORP
US
N
2
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W MERGER SUB LLC
92943EAB2
1689000.00000000
PA
USD
1689662.09000000
0.124042664133
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
Arctic Canadian Diamond Company Ltd
N/A
Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan
000000000
1308359.32000000
PA
USD
1147823.63000000
0.084264837249
Long
LON
CORP
US
N
2
2027-12-31
Floating
15.65000000
N
N
Y
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN JAN24C 118.5
000000000
5.00000000
NC
USD
312.50000000
0.000022941470
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note Future
N/A
5.00000000
NC
N/A
312.50000000
0.00000000
DIR
US
Long
CBOT 10 Year US Treasury Note
TYH4 Comdty
2024-03-28
5.00000000
USD
1000.00000000
118.50000000
USD
2023-12-22
XXXX
-1961.78000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3450000.00000000
PA
535450.81000000
0.039308892220
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
801914.00000000
0.058870675713
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
1287000.00000000
PA
USD
1272521.25000000
0.093419226809
Long
LON
CORP
US
N
2
2029-02-15
Variable
9.33000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
500000.00000000
PA
USD
424265.15000000
0.031146452190
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
45000.00000000
PA
USD
44122.01000000
0.003239116092
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
9639.33000000
0.000707649287
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
5929425.00000000
PLN
1364058.29000000
USD
2023-12-20
9639.33000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
24440000.00000000
PA
842921.83000000
0.061881171429
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
59362000.00000000
PA
1502261.47000000
0.110285077748
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
510000.00000000
PA
USD
468009.66000000
0.034357854987
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
150602.22000000
0.011056116310
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
193556.16000000
0.014209481225
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
966795.82000000
0.070975096083
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
274088.82000000
0.020121601616
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
17127.27000000
0.001257359215
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1069504.02000000
USD
19023300.00000000
MXN
2023-11-16
17127.27000000
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
851769.33000000
PA
USD
851449.06000000
0.062507178447
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.96000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1248.46000000
0.000091652825
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
570000.00000000
EUR
605405.55000000
USD
2023-10-30
1248.46000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
390000.00000000
PA
USD
371903.45000000
0.027302438168
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
435.67000000
0.000031983713
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
63477000.00000000
CLP
71265.62000000
USD
2023-11-16
435.67000000
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAL4
255000.00000000
PA
USD
252405.12000000
0.018529742550
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
7.31000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
748000.00000000
PA
USD
605867.09000000
0.044478341793
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
9430000.00000000
PA
2488202.56000000
0.182665679885
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
597070.27000000
0.043832543444
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.42000000
N
N
N
N
N
N
Empire Today, LLC
254900NVZEWAL7SJT856
Empire Today, LLC 2021 Term Loan B
29210RAB1
224265.23000000
PA
USD
183803.97000000
0.013493546580
Long
LON
CORP
US
N
2
2028-04-03
Variable
10.44000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
164820.00000000
PA
130426.30000000
0.009574947453
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
5.00000000
N
N
Y
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
77500.00000000
PA
USD
76341.60000000
0.005604443340
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.13000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3930000.00000000
PA
536923.69000000
0.039417020325
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAG8
630000.00000000
PA
USD
607397.47000000
0.044590691128
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
11.75000000
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
259610000.00000000
PA
433076.29000000
0.031793301810
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
10539000.00000000
PA
1763529.94000000
0.129465502795
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
640000.00000000
PA
USD
253756.80000000
0.018628973035
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
40000.00000000
PA
USD
35549.00000000
0.002609748241
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
375.98000000
0.000027601708
N/A
DFE
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
205667.86000000
USD
4750000.00000000
CZK
2023-12-20
375.98000000
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
1350000.00000000
PA
USD
1130816.97000000
0.083016332340
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
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
87559.40000000
0.006427972379
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
1256031.60000000
PA
USD
1142988.76000000
0.083909896365
Long
LON
CORP
US
N
2
2027-11-12
Variable
10.04000000
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
459422.18000000
0.033727424854
Long
LON
CORP
US
N
2
2028-04-30
Variable
7.45000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-4221.75000000
-0.00030993008
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
39580100.00000000
PHP
694521.75000000
USD
2023-11-16
-4221.75000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13469.29000000
0.000988817009
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
825000.00000000
EUR
887401.35000000
USD
2023-10-16
13469.29000000
N
N
N
Rockford Tower CLO Ltd
549300KPFGDIQ0PMP224
Rockford Tower CLO 2018-1 Ltd
77342JAA1
1436969.53000000
PA
USD
1433415.90000000
0.105230938244
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
6.74000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
305000.00000000
PA
USD
246760.25000000
0.018115337376
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
516689.13000000
0.037931546546
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754CAF6
260000.00000000
PA
USD
257901.05000000
0.018933213637
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
8.68000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
80000.00000000
PA
USD
32701.20000000
0.002400683540
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
254900HJTH4LRJB6QF88
GTCR W-2 Merger Sub LLC
36268NAA8
1985000.00000000
PA
USD
1990309.88000000
0.146114031573
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1720000.00000000
PA
USD
1136754.88000000
0.083452250373
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
200000.00000000
PA
USD
159482.13000000
0.011708014521
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
70639.46000000
0.005185833820
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2017000.00000000
PA
425992.92000000
0.031273292459
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
3.52000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1314.18000000
-0.00009647750
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
662400.00000000
CAD
488923.27000000
USD
2023-11-16
-1314.18000000
N
N
N
Oscar AcquisitionCo, LLC
254900RDCZK0Q19MEL65
Oscar AcquisitionCo, LLC Term Loan B
68778DAB4
462330.03000000
PA
USD
457822.31000000
0.033609974070
Long
LON
CORP
US
N
2
2029-04-29
Variable
9.99000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
930000.00000000
PA
USD
614884.14000000
0.045140307822
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
659525.26000000
0.048417533184
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS347652 IRS CZK R V 06MPRIBO IRS347652_FLO CCPVANILLA / Short: BRS347652 IRS CZK P F 5.75000 IRS347652_FIX CCPVANILLA
000000000
81561000.00000000
OU
Notional Amount
-12678.48000000
-0.00093076150
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
0.00000000
CZK
0.00000000
CZK
81561000.00000000
CZK
-12678.48000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
989997.00000000
PA
42223.63000000
0.003099750882
Long
DBT
NUSS
GH
N
2
2029-02-13
Fixed
8.65000000
N
N
Y
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
584586.65000000
PA
USD
607239.38000000
0.044579085314
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.08000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings Inc 2018 Term Loan B
75915TAD4
1796790.17000000
PA
USD
1795185.64000000
0.131789433353
Long
LON
CORP
US
N
2
2025-11-16
Floating
9.38000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-60027.48000000
-0.00440677966
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1793386.44000000
USD
1420000.00000000
GBP
2023-10-20
-60027.48000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1515000.00000000
PA
USD
1373647.47000000
0.100843176140
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.13000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2314.12000000
0.000169885808
N/A
DFE
CN
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
7752982.65000000
USD
56436713.00000000
CNY
2023-11-16
2314.12000000
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569JAC4
235280.88000000
PA
USD
228249.46000000
0.016756410215
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
443170000.00000000
PA
742875.46000000
0.054536496807
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3216.35000000
-0.00023612095
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2648882.55000000
USD
220471792.13000000
INR
2023-12-20
-3216.35000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
5717.28000000
0.000419720988
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1070000.00000000
BRL
217789.54000000
USD
2023-12-04
5717.28000000
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
985855.18000000
PA
USD
981337.01000000
0.072042604171
Long
LON
CORP
US
N
2
2028-03-20
Floating
8.63000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
790000.00000000
PA
837447.17000000
0.061479261831
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.63000000
N
N
N
N
N
N
Generate CLO Ltd.
25490036G9JNQQPHIX69
Generate CLO 7 Ltd
98625DAC4
1060000.00000000
PA
USD
1057048.96000000
0.077600823202
Long
ABS-CBDO
CORP
KY
N
2
2033-01-22
Floating
7.46000000
N
N
N
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
Long: BRYHTNAW3 IRS BRL R F 11.36750 2 NDFPREDISWAP / Short: BRYHTNAW3 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
782173.00000000
OU
Notional Amount
209.55000000
0.000015383632
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
782173.00000000
BRL
209.55000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
7884000.00000000
PA
199594.08000000
0.014652741264
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
36338.25000000
0.002667689218
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
98546266400.00000000
IDR
6412432.74000000
USD
2023-10-25
36338.25000000
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1223.55000000
-0.00008982411
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
2724700.00000000
CNY
373193.31000000
USD
2023-11-16
-1223.55000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
460000.00000000
PA
USD
369747.36000000
0.027144153770
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1383.60000000
0.000101573818
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
891044.09000000
USD
3900100.00000000
PLN
2023-11-16
1383.60000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
910000.00000000
PA
USD
546000.00000000
0.040083336791
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYPQ3YF3 IRS BRL R F 10.71500 2 NDFPREDISWAP / Short: BRYPQ3YF3 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
4898969.00000000
OU
Notional Amount
-1063.71000000
-0.00007808982
N/A
DIR
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
4898969.00000000
BRL
-1063.71000000
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
2120000.00000000
PA
USD
1325140.34000000
0.097282136527
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
258911.71000000
0.019007408921
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.42000000
N
N
N
N
N
N
A-L Parent LLC
549300177GK4LMS8T214
A-L Parent LLC 2023 Take Back Term Loan
000000000
780000.00000000
PA
USD
758062.50000000
0.055651418491
Long
LON
CORP
US
N
2
2028-06-30
None
0.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1065000.00000000
PA
USD
1073691.47000000
0.078822594875
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
230462.99000000
0.016918911439
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-152.65000000
-0.00001120644
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
12839937.00000000
CLP
14174.62000000
USD
2023-11-16
-152.65000000
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AH7
780000.00000000
PA
USD
772892.02000000
0.056740093664
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
9.63000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
770000.00000000
PA
USD
374559.56000000
0.027497430388
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.13000000
N
Y
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT DEC23
000000000
31.00000000
NC
-66337.70000000
-0.00487002998
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMZ3 Comdty
2023-12-15
3573941.61000000
AUD
-66337.70000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
14474.40000000
0.001062604853
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2810000.00000000
NOK
278675.43000000
USD
2023-10-20
14474.40000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
46593EAG0
1030000.00000000
PA
USD
981537.88000000
0.072057350581
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
8.21000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
22229.75000000
0.001631946073
N/A
DFE
HU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1025651.34000000
USD
387448000.00000000
HUF
2023-11-16
22229.75000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8445000000.00000000
PA
1661099.45000000
0.121945803476
Long
DBT
NUSS
CO
N
2
2042-05-28
Fixed
9.25000000
N
N
N
N
N
N
Verde CLO Ltd
254900DT3DF8KM5RRZ79
VERDE CLO Ltd
92338BAU9
500000.00000000
PA
USD
482502.00000000
0.035421776865
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
8.82000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1488.55000000
-0.00010927848
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1837645.60000000
CAD
1358000.00000000
USD
2023-10-18
-1488.55000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-3720.83000000
-0.00027315619
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
11746200.00000000
MXN
667234.71000000
USD
2023-11-16
-3720.83000000
N
N
N
Neuberger Berman CLO Ltd
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34 Ltd
64132YAU6
500000.00000000
PA
USD
479454.50000000
0.035198051647
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.43000000
N
N
N
N
N
N
BEAUTY HEALTH CO/THE
5493001Z2JZQT4C63C50
Beauty Health Co/The
88331LAA6
1380000.00000000
PA
USD
1079850.00000000
0.079274709219
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
Fannie Mae Connecticut Avenue Securities
20754AAF0
800000.00000000
PA
USD
797150.16000000
0.058520949334
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
8.06000000
N
N
N
N
N
N
BARNES GROUP INC
G1MSYD2DQZX30V5DMX12
Barnes Group Inc Term Loan B
067809AL7
1894000.00000000
PA
USD
1899074.03000000
0.139416161055
Long
LON
CORP
US
N
2
2030-09-03
Variable
8.42000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
1315000.00000000
PA
USD
1087005.30000000
0.079799999146
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.88000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAA4
271634.33000000
PA
USD
248511.81000000
0.018243924133
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.91000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
10714000.00000000
PA
2295310.15000000
0.168504926342
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
STAR PARENT, INC. 2023 TERM LOAN B
254900GRGCJYRMDRWT73
STAR PARENT, INC. 2023 TERM LOAN B
000000000
1323000.00000000
PA
USD
1295268.60000000
0.095089171298
Long
LON
CORP
US
N
2
2030-09-19
None
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
700000.00000000
PA
USD
688829.47000000
0.050568834501
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6866000.00000000
PA
1474019.54000000
0.108211761279
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-16080.72000000
-0.00118052914
N/A
DFE
CL
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
452447.03000000
USD
390982100.00000000
CLP
2023-11-13
-16080.72000000
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1457168.00000000
PA
USD
1390218.42000000
0.102059694399
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-2610.62000000
-0.00019165267
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
40068492.00000000
TWD
1250750.48000000
USD
2023-12-20
-2610.62000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
560000.00000000
PA
USD
369349.97000000
0.027114980295
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.37000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
1615000.00000000
PA
USD
1500726.48000000
0.110172389980
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1290000.00000000
PA
USD
1149873.75000000
0.084415342103
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
240000.00000000
PA
USD
188695.42000000
0.013852641155
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
HSBC Securities USA, Inc.
CYYGQCGNHMHPSMRL3R97
Long: BRYPL5TS1 IRS BRL R F 10.40500 2 NDFPREDISWAP / Short: BRYPL5TS1 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
4903343.00000000
OU
Notional Amount
-7850.58000000
-0.00057633231
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
4903343.00000000
BRL
-7850.58000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-13680.82000000
-0.00100434599
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6916000.00000000
CAD
5102910.41000000
USD
2023-10-20
-13680.82000000
N
N
N
LIBERTY TRIPADVISOR HOLD
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings Inc
531465AA0
620000.00000000
PA
USD
510570.00000000
0.037482324662
Long
DBT
CORP
US
N
2
2051-06-30
Fixed
0.50000000
N
N
N
N
N
TripAdvisor Inc
TripAdvisor Inc
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
1440000.00000000
PA
USD
1382831.65000000
0.101517411634
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AQ5
395000.00000000
PA
USD
386310.00000000
0.028360061970
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
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AA8
965000.00000000
PA
USD
787700.55000000
0.057827227905
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
7200000.00000000
PA
998276.07000000
0.073286146381
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
2.88000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
3906.66000000
0.000286798477
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
7060000.00000000
MXN
404891.74000000
USD
2023-12-20
3906.66000000
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
380000.00000000
PA
USD
385105.30000000
0.028271621684
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
MAGNETITE CLO LTD
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955EAL2
2160000.00000000
PA
USD
2149949.52000000
0.157833609330
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.73000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BQ4
90000.00000000
PA
USD
177885.00000000
0.013059018983
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
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-15681.68000000
-0.00115123454
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1411505.57000000
USD
1875044000.00000000
KRW
2023-12-20
-15681.68000000
N
N
N
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
663875.00000000
PA
USD
498380.26000000
0.036587442878
Long
LON
CORP
US
N
2
2028-07-27
Variable
10.63000000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS349537 IRS MXN R V 01MTIIE IRS349537_FLO CCPVANILLA / Short: BRS349537 IRS MXN P F 9.49000 IRS349537_FIX CCPVANILLA
000000000
65623453.00000000
OU
Notional Amount
-2773.80000000
-0.00020363216
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2033-09-16
0.00000000
MXN
0.00000000
MXN
65623453.00000000
MXN
-2773.80000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-363.80000000
-0.00002670754
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
80000.00000000
EUR
84433.68000000
USD
2023-10-31
-363.80000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: OIS347733 IRS BRL R F 10.70350 OIS347733_FIX NDFPREDISWAP / Short: OIS347733 IRS BRL P V 00MBRCDI OIS347733_FLO NDFPREDISWAP
000000000
74373489.36000000
OU
Notional Amount
-99763.18000000
-0.00732388487
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
74373489.36000000
BRL
-99763.18000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-41922.25000000
-0.00307762576
N/A
DFE
PE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1992177.65000000
USD
7426260.54000000
PEN
2023-12-20
-41922.25000000
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) 2023 Term Loan B
26483NAT7
1650953.90000000
PA
USD
1650541.16000000
0.121170690850
Long
LON
CORP
US
N
2
2026-02-06
Variable
8.17000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
1130000.00000000
PA
USD
990230.30000000
0.072695484644
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
225000.00000000
PA
USD
175163.63000000
0.012859235851
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-28488.20000000
-0.00209139581
N/A
DFE
CZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
782825.55000000
USD
17390000.00000000
CZK
2023-12-20
-28488.20000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
677.24000000
0.000049718020
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
757237.50000000
USD
14333900.00000000
ZAR
2023-11-16
677.24000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
295000.00000000
PA
USD
201025.17000000
0.014757801451
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KZT / SOLD USD
000000000
1.00000000
NC
-15447.61000000
-0.00113405083
N/A
DFE
KZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
350049.60000000
USD
162335500.00000000
KZT
2023-10-31
-15447.61000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-346.74000000
-0.00002545512
N/A
DFE
NZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
11126.84000000
USD
17941.31000000
NZD
2023-10-20
-346.74000000
N
N
N
Jump Financial, LLC
N/A
Jump Financial, LLC Term Loan B
000000000
1931484.19000000
PA
USD
1839738.69000000
0.135060193258
Long
LON
CORP
US
N
2
2028-08-07
Variable
10.15000000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
590000.00000000
PA
574601.58000000
0.042183056139
Long
DBT
CORP
GB
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
170000.00000000
PA
USD
165886.10000000
0.012178147280
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.30000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
26762.86000000
0.001964733939
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
860000.00000000
EUR
937921.42000000
USD
2023-10-20
26762.86000000
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
980000.00000000
PA
USD
929682.19000000
0.068250484122
Long
DBT
CORP
US
N
2
2023-10-30
Variable
9.74000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1690.10000000
-0.00012407481
N/A
DFE
ID
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
256011.27000000
USD
3930541000.00000000
IDR
2023-10-05
-1690.10000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
55571.95000000
0.004079687157
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1646825.00000000
CHF
1864212.71000000
USD
2023-11-16
55571.95000000
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
650000.00000000
PA
USD
637724.75000000
0.046817098780
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
7280501.11000000
PA
395118.95000000
0.029006750815
Long
DBT
NUSS
MX
N
2
2028-11-30
Fixed
4.00000000
N
N
N
N
N
N
Symphony CLO Ltd
5493006CLZCEH6WYKR81
Symphony CLO XXV Ltd
87167WAJ4
1000000.00000000
PA
USD
970588.00000000
0.071253490273
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
9.18000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCC5
1235000.00000000
PA
USD
1221973.33000000
0.089708367282
Long
DBT
CORP
US
N
2
2026-01-10
Fixed
5.05000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
6498000.00000000
PA
1596070.57000000
0.117171857509
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2275000.00000000
PA
417296.40000000
0.030634857404
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
233888.72000000
0.017170403544
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
12.54000000
N
N
N
N
N
N
Electron BidCo Inc.
N/A
Electron BidCo Inc 2021 Term Loan
28542CAC3
349675.00000000
PA
USD
348769.69000000
0.025604126276
Long
LON
CORP
US
N
2
2028-11-01
Variable
8.43000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
50000.00000000
PA
USD
52043.30000000
0.003820639416
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
8.94000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-6255.24000000
-0.00045921408
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
19259600.00000000
ZAR
1012109.25000000
USD
2023-11-16
-6255.24000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-4485.63000000
-0.00032930223
N/A
DFE
PE
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
193569.20000000
USD
720000.00000000
PEN
2023-12-20
-4485.63000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
326.00000000
NC
USD
-2613862.33000000
-0.19189070347
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
41305987.33000000
USD
-2613862.33000000
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
720000.00000000
PA
USD
692971.44000000
0.050872907722
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
Triton Water Holdings, Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc Term Loan
89678QAB2
744801.36000000
PA
USD
729971.62000000
0.053589191011
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.90000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
1790000.00000000
PA
USD
1233528.79000000
0.090556684855
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
65056000000.00000000
PA
4244993.45000000
0.311636450793
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9770.16000000
0.000717253871
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1674824.40000000
USD
1588200.00000000
EUR
2023-11-16
9770.16000000
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Long: BRS348819 IRS PLN R V 06MWIBOR IRS348819_FLO CCPVANILLA / Short: BRS348819 IRS PLN P F 4.70500 IRS348819_FIX CCPVANILLA
000000000
470000.00000000
OU
Notional Amount
2455.67000000
0.000180277376
N/A
DIR
US
N
2
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
N/A
N/A
Y
2033-08-01
6931.72000000
PLN
0.00000000
PLN
470000.00000000
PLN
783.22000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
450000.00000000
PA
USD
41989.50000000
0.003082562765
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
Y
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2019-UVIL
12656DAA1
300000.00000000
PA
USD
248833.35000000
0.018267529254
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Fixed
3.16000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-7753.46000000
-0.00056920246
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
700392.85000000
USD
3489000.00000000
BRL
2023-11-20
-7753.46000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
55733000000.00000000
PA
3521366.36000000
0.258513028888
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
492398.00000000
0.036148268991
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.27000000
N
N
N
N
N
N
Proofpoint, Inc.
529900C5FODDK0WSR085
Proofpoint Inc 1st Lien Term Loan
74345HAB7
663435.60000000
PA
USD
658690.05000000
0.048356218159
Long
LON
CORP
US
N
2
2028-08-31
Variable
8.68000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BC3
395000.00000000
PA
USD
374178.92000000
0.027469486576
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
BAUSCH + LOMB CORPORATION
549300NY6OZM39SO6475
BAUSCH + LOMB CORPORATION
000000000
692000.00000000
PA
USD
684215.00000000
0.050230073777
Long
LON
CORP
CA
N
2
2028-09-14
None
0.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
15204200000.00000000
PA
2947658.83000000
0.216395607378
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
LIDS Holdings, Inc.
N/A
LIDS Holdings Inc Term Loan
000000000
1031250.00000000
PA
USD
990000.00000000
0.072678577698
Long
LON
CORP
US
N
2
2026-12-14
Variable
11.06000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-8462.47000000
-0.00062125281
N/A
DFE
AU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2055527.86000000
USD
3170000.00000000
AUD
2023-10-20
-8462.47000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
2761.03000000
0.000202694680
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4690300.00000000
PLN
1076003.67000000
USD
2023-11-16
2761.03000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
22558200000.00000000
PA
4602630.06000000
0.337891521649
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
1255000.00000000
PA
USD
961957.50000000
0.070619901925
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
1954781.27000000
0.143505780217
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
452737.77000000
PA
USD
442730.59000000
0.032502050085
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.68000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
28109.47000000
0.002063592221
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
960000.00000000
EUR
1045216.70000000
USD
2023-10-20
28109.47000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AG7
535000.00000000
PA
USD
525260.33000000
0.038560781521
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
27700000.00000000
PA
5886529.67000000
0.432146064641
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
389609.57000000
0.028602292328
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AT4
1265000.00000000
PA
USD
1178135.76000000
0.086490132699
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.95000000
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
50785231.00000000
PA
1989960.27000000
0.146088365757
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2023 FILO Term Loan
000000000
262000.00000000
PA
USD
284435.06000000
0.020881147079
Long
LON
CORP
US
N
2
2028-02-10
None
0.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-2.39000000
-0.00000017545
N/A
DFE
CL
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
160532.44000000
USD
144240000.00000000
CLP
2023-12-20
-2.39000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1026000.00000000
PA
USD
872089.64000000
0.064022459253
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
34960000.00000000
PA
1920753.11000000
0.141007680954
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
226101.17000000
0.016598698435
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
410000.00000000
PA
USD
412759.30000000
0.030301776622
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-4323.10000000
-0.00031737046
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
526471.93000000
USD
2613459.30000000
BRL
2023-10-03
-4323.10000000
N
N
N
Bain Capital Credit CLO, Limited
549300OV3LSQ8RJ1DY13
Bain Capital Credit CLO 2023-1 Ltd
05685NAJ9
500000.00000000
PA
USD
503869.00000000
0.036990386127
Long
ABS-CBDO
CORP
JE
N
2
2036-04-16
Floating
9.64000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
1440000.00000000
PA
USD
1434861.62000000
0.105337072460
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.63000000
N
N
N
N
N
N
LRS Holdings, LLC
2549000MQSLNQZB32779
LRS Holdings, LLC Term Loan B
50205HAC4
687750.00000000
PA
USD
682806.45000000
0.050126668312
Long
LON
CORP
US
N
2
2028-08-31
Variable
9.68000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-27409.06000000
-0.00201217322
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1224629.03000000
USD
1130000.00000000
EUR
2023-10-20
-27409.06000000
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
940000.00000000
PA
USD
613046.38000000
0.045005392890
Long
DBT
NUSS
AE
N
2
2049-09-30
Fixed
3.13000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
11005000.00000000
PA
2900997.03000000
0.212970038432
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-9172.66000000
-0.00067338978
N/A
DFE
HU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
391960.86000000
USD
141630000.00000000
HUF
2023-11-20
-9172.66000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
630000.00000000
PA
USD
628332.96000000
0.046127622074
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
27108100.00000000
PA
1343698.22000000
0.098644520692
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
2023-11-27
Mercer Funds
Jeff Coleman
Jeff Coleman
Treasurer