0001752724-24-104381.txt : 20240517
0001752724-24-104381.hdr.sgml : 20240517
20240517113141
ACCESSION NUMBER: 0001752724-24-104381
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240517
DATE AS OF CHANGE: 20240517
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Mercer Funds
CENTRAL INDEX KEY: 0001320615
ORGANIZATION NAME:
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: 24958375
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
2024-03-31
N
1900066368.65
118484554.80
1781581813.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
23011207.55000000
0.00000000
0.00000000
60388226.34000000
BRL
CNY
COP
CZK
EUR
GBP
HUF
IDR
KRW
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
96741.33000000
0.005430080687
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
1840000.00000000
PA
USD
1609619.30000000
0.090347762167
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-29845.89000000
-0.00167524666
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6600370000.00000000
COP
1665233.64000000
USD
2024-05-16
-29845.89000000
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
860000.00000000
PA
USD
830231.10000000
0.046600784401
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
90000000.00000000
PA
252304.67000000
0.014161834614
Long
DBT
NUSS
HU
N
2
2035-10-24
Fixed
7.00000000
N
N
N
N
N
N
KAMAN CORPORATION
N/A
KAMAN CORPORATION 2024 TERM LOAN
69014XAB2
1140000.00000000
PA
USD
1142137.50000000
0.064108057857
Long
LON
CORP
US
N
2
2031-03-27
None
0.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
40966000.00000000
PA
183644.50000000
0.010307946487
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
632415.00000000
PA
USD
634638.57000000
0.035622196245
Long
LON
CORP
US
N
2
2030-08-09
Floating
9.58000000
N
N
N
N
N
N
EROSKI S COOP
959800J76YJMWZP6S661
Eroski S Coop
000000000
1240000.00000000
PA
1438300.68000000
0.080731666029
Long
DBT
CORP
ES
N
2
2029-04-30
Fixed
10.63000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECH6
2490000.00000000
PA
USD
2656360.76000000
0.149101250324
Long
DBT
CORP
GB
N
2
2034-06-27
Fixed
7.12000000
N
N
N
N
N
N
Babson CLO Ltd
549300Y5E22C3P2S6J52
Barings Clo Ltd 2015-II
06759FAG1
700000.00000000
PA
USD
700704.90000000
0.039330492405
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
8.53000000
N
N
N
N
N
N
ADVISOR GROUP INC
549300XL60BDV6UW5C86
ADVISOR GROUP INC 2024 TERM LOAN
00775KAJ7
480000.00000000
PA
USD
482529.12000000
0.027084308800
Long
LON
CORP
US
N
2
2028-08-17
None
0.00000000
N
N
N
N
N
N
HSE FINANCE SARL
894500G58U7EW07EK366
HSE Finance Sarl
000000000
190000.00000000
PA
128885.08000000
0.007234305996
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR Securitized Participation Interests Trust 2017-SPI1
3137G1CG0
209639.37000000
PA
USD
146784.83000000
0.008239017083
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
4.12000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAD2
53799.40000000
PA
USD
49967.70000000
0.002804681750
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.98000000
N
N
N
N
N
N
IXS Holdings Inc
254900I3GPHU9VH9Z454
IXS Holdings, Inc. 2020 Term Loan B
45074HAB4
1016482.56000000
PA
USD
970377.96000000
0.054467212925
Long
LON
CORP
US
N
2
2027-03-05
Floating
9.69000000
N
N
N
N
N
N
Whitebox CLO I Ltd
549300C89ZJ5IWOT1F21
Whitebox Clo II Ltd
96466CAL2
260000.00000000
PA
USD
260039.00000000
0.014595961744
Long
ABS-CBDO
CORP
KY
N
2
2034-10-24
Floating
6.80000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAH0
250000.00000000
PA
USD
212413.20000000
0.011922730595
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
308828.21000000
0.017334494975
Long
DBT
NUSS
CL
N
2
2034-05-01
Fixed
7.00000000
N
N
N
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS351948 IRS KRW R F 3.34200 IRS351948_FIX NDF / Short: IRS351948 IRS KRW P V 03MKSDA IRS351948_FLO NDF
000000000
4844000000.00000000
OU
Notional Amount
-3581.84000000
-0.00020104830
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2026-01-10
0.00000000
KRW
0.00000000
KRW
4844000000.00000000
KRW
-3581.84000000
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAK0
500000.00000000
PA
USD
496821.00000000
0.027886510523
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
8.22000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BBB0
620000.00000000
PA
USD
625709.58000000
0.035121012974
Long
DBT
US
N
2
2029-04-01
Fixed
7.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS350891 IRS CZK R F 4.00000 IRS350891_FIX CCPVANILLA / Short: SRS350891 IRS CZK P V 06MPRIBO IRS350891_FLO CCPVANILLA
000000000
18179000.00000000
OU
Notional Amount
17584.59000000
0.000987021188
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-11-22
0.00000000
CZK
0.00000000
CZK
18179000.00000000
CZK
17584.59000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS352708 IRS CNY R F 2.11800 IRS352708_FIX NDF / Short: IRS352708 IRS CNY P V 00MCNRR IRS352708_FLO NDF
000000000
7300000.00000000
OU
Notional Amount
731.73000000
0.000041071928
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-02-05
0.00000000
CNY
0.00000000
CNY
7300000.00000000
CNY
731.73000000
N
N
N
Buckhorn Park CLO, Ltd.
N/A
Buckhorn Park CLO Ltd
118382AW0
1400000.00000000
PA
USD
1402682.40000000
0.078732415715
Long
ABS-CBDO
CORP
KY
N
2
2034-07-18
Floating
8.66000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
3190000.00000000
PA
USD
2123850.29000000
0.119211493600
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
66.10000000
0.000003710186
Long
EC
CORP
US
N
1
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
15907000000.00000000
PA
3681477.81000000
0.206640962619
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
15741000.00000000
PA
3326866.77000000
0.186736682207
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
930701.69000000
PA
USD
910633.90000000
0.051113785116
Long
LON
CORP
US
N
2
2028-02-10
Floating
9.42000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1651.41000000
0.000092693469
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
860000.00000000
EUR
930487.32000000
USD
2024-04-04
1651.41000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
980000.00000000
PA
USD
861665.00000000
0.048365165904
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2433.87000000
0.000136612867
N/A
DFE
CA
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
456312.69000000
USD
620400.00000000
CAD
2024-05-16
2433.87000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
18.84000000
0.000001057487
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
348285.00000000
INR
4193.02000000
USD
2024-04-19
18.84000000
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
2062000.00000000
PA
USD
2036878.86000000
0.114329796373
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GHS / SOLD USD
000000000
1.00000000
NC
-19625.08000000
-0.00110155367
N/A
DFE
GH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
333840.30000000
USD
4390000.00000000
GHS
2024-06-20
-19625.08000000
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
640000.00000000
PA
USD
605691.97000000
0.033997426629
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-24037.14000000
-0.00134920214
N/A
DFE
ID
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1813989.95000000
USD
28440097297.00000000
IDR
2024-06-20
-24037.14000000
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAH7
1470000.00000000
PA
USD
1483722.98000000
0.083281214955
Long
DBT
CORP
ES
N
2
2035-06-15
Fixed
6.04000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
21117000.00000000
PA
622748.36000000
0.034954800007
Long
DBT
NUSS
TH
N
2
2037-06-17
Fixed
3.39000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
35362000.00000000
PA
5978210.19000000
0.335556309765
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
635763.38000000
0.035685331712
Long
DBT
NUSS
XX
N
2
2038-02-08
None
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAZ8
338054.36000000
PA
USD
327507.54000000
0.018382963805
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
5.99000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
133100.96000000
0.007470942898
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
31496000.00000000
PEN
8586227.58000000
USD
2024-06-20
133100.96000000
N
N
N
AMBIPAR LUX SARL
9845008C0E14F9BDEK55
Ambipar Lux Sarl
02319WAA9
1435000.00000000
PA
USD
1438702.30000000
0.080754208917
Long
DBT
CORP
LU
N
2
2031-02-06
Fixed
9.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAA5
1260000.00000000
PA
USD
1249267.45000000
0.070121250693
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
6.32000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
1495000.00000000
PA
USD
1503342.10000000
0.084382434099
Long
DBT
CORP
TR
N
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-10223.13000000
-0.00057382321
N/A
DFE
CL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
412631.79000000
USD
395214600.00000000
CLP
2024-05-16
-10223.13000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-44917.51000000
-0.00252121511
N/A
DFE
TH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1711671.00000000
USD
60600000.00000000
THB
2024-05-16
-44917.51000000
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
2680000.00000000
PA
USD
2364513.67000000
0.132719903830
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
910639.81000000
0.051114116843
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C6
05492TAG5
345000.00000000
PA
USD
300017.45000000
0.016839947942
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
478468.32000000
0.026856376523
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Floating
9.43000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
400000.00000000
PA
USD
389844.32000000
0.021881920716
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
340728.58000000
PA
USD
339876.76000000
0.019077246824
Long
LON
CORP
US
N
2
2029-11-01
Fixed
2.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13218000.00000000
PA
2807535.79000000
0.157586688872
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88000000
N
N
N
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
14006744.00000000
PA
333911.39000000
0.018742411232
Long
DBT
NUSS
TR
N
2
2028-07-19
Fixed
17.30000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10055.11000000
0.000564392267
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1855000.00000000
EUR
2015622.60000000
USD
2024-04-30
10055.11000000
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
310000.00000000
PA
332066.33000000
0.018638848208
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.38000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
240000.00000000
PA
USD
231145.42000000
0.012974168135
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJQ5
4420000.00000000
PA
USD
4298450.00000000
0.241271546812
Long
DBT
UST
US
N
2
2030-12-31
Fixed
3.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-4 Ltd
69702EAC9
300000.00000000
PA
USD
300362.10000000
0.016859293110
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.23000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
Clear Channel Outdoor Holdings Inc 2024 Term Loan
18452RAF2
178206.00000000
PA
USD
178289.58000000
0.010007375390
Long
LON
CORP
US
N
2
2028-08-23
Floating
9.44000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAL0
1055000.00000000
PA
USD
1023345.18000000
0.057440257418
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS353351 IRS COP R V 00MCPIBR IRS353351_FLO NDFOIS / Short: IRS353351 IRS COP P F 7.49500 IRS353351_FIX NDFOIS
000000000
1650000000.00000000
OU
Notional Amount
7958.79000000
0.000446726046
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2034-03-11
0.00000000
COP
0.00000000
COP
1650000000.00000000
COP
7958.79000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
RR Ltd
54930003V8ISBLDELD80
RR 18 Ltd
749737AA0
720000.00000000
PA
USD
706747.68000000
0.039669673012
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.83000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
910000.00000000
PA
USD
910166.35000000
0.051087541583
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
62624.47000000
0.003515104920
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
38963539.00000000
CNY
5448950.65000000
USD
2024-06-20
62624.47000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
24663400.00000000
PA
1327870.01000000
0.074533204126
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-763.34000000
-0.00004284619
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
491660000.00000000
CLP
499476.81000000
USD
2024-06-21
-763.34000000
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
800000.00000000
PA
USD
817528.80000000
0.045887805636
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-11717.13000000
-0.00065768127
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
868678.48000000
USD
768200.00000000
CHF
2024-05-16
-11717.13000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8291.10000000
0.000465378571
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
860000.00000000
EUR
937271.00000000
USD
2024-04-08
8291.10000000
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
1390000.00000000
PA
USD
1390542.10000000
0.078050981952
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.88000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAC8
250000.00000000
PA
USD
250072.75000000
0.014036557179
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
7.02000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
1255000.00000000
PA
USD
1298247.05000000
0.072870470494
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAT7
595000.00000000
PA
USD
564729.46000000
0.031698205247
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.88000000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
Camelot US Acquisition LLC 2024 Term Loan B
000000000
1006585.20000000
PA
USD
1007319.00000000
0.056540709619
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.08000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO 22 Ltd
00901UAG8
830000.00000000
PA
USD
833257.75000000
0.046770669947
Long
ABS-CBDO
CORP
JE
N
2
2037-04-19
Floating
1.00000000
N
N
N
N
N
N
Cloudera Inc
549300PGONC4JOI0RG62
Cloudera Inc 2021 Term Loan
74339VAB4
817913.49000000
PA
USD
815485.10000000
0.045773092970
Long
LON
CORP
US
N
2
2028-10-08
Floating
9.18000000
N
N
N
N
N
N
EQUITRANS MIDSTREAM CORP
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600200
40584.00000000
NS
USD
887775.00000000
0.049830717461
Long
EP
CORP
US
N
1
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
990000.00000000
PA
USD
990607.76000000
0.055602709474
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
1290000.00000000
PA
USD
1391096.01000000
0.078082072862
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3883.81000000
-0.00021799784
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2630000.00000000
EUR
2838322.30000000
USD
2024-04-19
-3883.81000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS351870 IRS KRW R F 3.20700 IRS351870_FIX NDF / Short: IRS351870 IRS KRW P V 03MKSDA IRS351870_FLO NDF
000000000
527894737.00000000
OU
Notional Amount
-1044.57000000
-0.00005863160
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2034-01-11
0.00000000
KRW
0.00000000
KRW
527894737.00000000
KRW
-1044.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
749.74000000
0.000042082827
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
412100.00000000
CNY
57603.41000000
USD
2024-05-16
749.74000000
N
N
N
Greystone Select Financial LLC
N/A
Greystone Select Financial LLC Term Loan B
39808KAB3
520061.53000000
PA
USD
520061.53000000
0.029190999030
Long
LON
CORP
US
N
2
2028-06-16
Floating
10.57000000
N
N
N
N
N
N
Hayward Industries Inc
549300NV8ZMMEDUHQ091
Hayward Industries Inc 2022 Term Loan
421300AM6
375250.05000000
PA
USD
376129.64000000
0.021112117168
Long
LON
CORP
US
N
2
2028-05-30
Floating
8.68000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
EFMT 2023-1
26844QAC1
960189.77000000
PA
USD
958143.03000000
0.053780467590
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
1027830.24000000
0.057692003365
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
10.07000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
7103700000.00000000
PA
1777112.54000000
0.099749140128
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
1160000000.00000000
PA
1121800.48000000
0.062966543061
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
550000.00000000
PA
USD
543869.37000000
0.030527330587
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AC3
2695000.00000000
PA
USD
2711231.99000000
0.152181166698
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
315000.00000000
PA
USD
283341.87000000
0.015903949389
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
2420000.00000000
PA
496994.10000000
0.027896226608
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
199267.79000000
0.011184880113
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
1461498.41000000
0.082033752176
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
1630000.00000000
PA
USD
1638381.20000000
0.091962164592
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS349654 IRS PLN R V 06MWIBOR IRS349654_FLO CCPVANILLA / Short: BRS349654 IRS PLN P F 4.77530 IRS349654_FIX CCPVANILLA
000000000
4994850.00000000
OU
Notional Amount
8780.70000000
0.000492859768
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-09
0.00000000
PLN
0.00000000
PLN
4994850.00000000
PLN
8780.70000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-6280.30000000
-0.00035251257
N/A
DFE
CZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1026033.47000000
USD
23879000.00000000
CZK
2024-05-16
-6280.30000000
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
160000.00000000
PA
163147.21000000
0.009157435753
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
594253.50000000
0.033355386509
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
867000.00000000
PA
796842.30000000
0.044726674565
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
664700.00000000
0.037309541152
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc 2021 Term Loan B
03234TAW8
1245684.33000000
PA
USD
1246320.87000000
0.069955859467
Long
LON
CORP
US
N
2
2028-02-19
Floating
7.69000000
N
N
N
N
N
N
LATAM AIRLINES GROUP SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51818LAA6
1180000.00000000
PA
USD
1323614.26000000
0.074294329326
Long
DBT
CORP
CL
N
2
2027-10-15
Fixed
13.38000000
N
N
N
N
N
UST Global Inc
984500398691E4511Z04
UST Holdings, Ltd Term Loan
90355HAB0
1411200.00000000
PA
USD
1408995.71000000
0.079086781142
Long
LON
CORP
US
N
2
2028-11-20
Floating
8.94000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AP8
530000.00000000
PA
USD
473213.31000000
0.026561413364
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4820.82000000
0.000270592120
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1140000.00000000
EUR
1236020.72000000
USD
2024-04-02
4820.82000000
N
N
N
International Textile Group Inc
M4ZRS7E9USM0DKM0N876
International Textile Group Inc 2023 Term Loan
000000000
59700.00000000
PA
USD
59476.13000000
0.003338388927
Long
LON
CORP
US
N
2
2027-09-30
Floating
13.98000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
4045.12000000
0.000227052160
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
91520200.00000000
HUF
254668.51000000
USD
2024-04-15
4045.12000000
N
N
N
STEM INC
549300GVWIYFILN5V546
Stem Inc
85859NAA0
2840000.00000000
PA
USD
1398553.65000000
0.078500669412
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
443983.75000000
0.024920761232
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
89385.41000000
0.005017193670
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1180000.00000000
CHF
1401796.44000000
USD
2024-04-19
89385.41000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
300000.00000000
PA
USD
288401.43000000
0.016187941960
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.38000000
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
313745.52000000
0.017610503068
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc 2023 USD Term Loan B
55314NAW4
2706968.24000000
PA
USD
2710351.95000000
0.152131770145
Long
LON
CORP
US
N
2
2029-08-17
Floating
7.82000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
4826.86000000
0.000270931144
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
261218.66000000
USD
1041740000.00000000
COP
2024-06-20
4826.86000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23174000000.00000000
PA
1632323.65000000
0.091622154947
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAN9
1435000.00000000
PA
USD
1436604.33000000
0.080636450082
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.06000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: OIS351661 IRS BRL R F 9.55000 OIS351661_FIX NDFPREDISWAP / Short: OIS351661 IRS BRL P V 00MBRCDI OIS351661_FLO NDFPREDISWAP
000000000
5019204.16000000
OU
Notional Amount
-9577.81000000
-0.00053760146
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
5019204.16000000
BRL
-9577.81000000
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
2155000.00000000
PA
USD
2155419.86000000
0.120983490246
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
Ghana Government International Bonds
213800PP4399SNNXZ126
Ghana Government International Bonds
000000000
2745000.00000000
PA
USD
1428292.13000000
0.080169887169
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
Y
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
9016.34000000
0.000506086216
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4841146.00000000
BRL
970646.11000000
USD
2024-06-04
9016.34000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352480 IRS CZK R V 06MPRIBO IRS352480_FLO CCPVANILLA / Short: BRS352480 IRS CZK P F 3.70250 IRS352480_FIX CCPVANILLA
000000000
15280000.00000000
OU
Notional Amount
1893.11000000
0.000106260065
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-01-26
0.00000000
CZK
0.00000000
CZK
15280000.00000000
CZK
1893.11000000
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
170000.00000000
PA
USD
174050.25000000
0.009769422243
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
2435697.93000000
0.136715468863
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.80000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAF9
900000.00000000
PA
USD
812194.02000000
0.045588364995
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.63000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBL0
200000.00000000
PA
USD
184975.67000000
0.010382664919
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
485841.04000000
PA
USD
487814.53000000
0.027380978308
Long
LON
CORP
US
N
2
2027-01-29
Floating
9.44000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
1955000.00000000
PA
USD
2062479.31000000
0.115766746941
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
570893.41000000
0.032044187112
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKM
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
575000.00000000
PA
USD
499613.02000000
0.028043226312
Long
DBT
CORP
ID
N
2
2031-06-09
Fixed
3.40000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
13428.84000000
0.000753759378
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5970000.00000000
PLN
1509906.20000000
USD
2024-05-16
13428.84000000
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRN1
1240000.00000000
PA
USD
1306553.28000000
0.073336698311
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
9.07000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CD3
1105000.00000000
PA
USD
1111796.47000000
0.062405019031
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
483110.50000000
PA
USD
400981.72000000
0.022507061807
Long
LON
CORP
US
N
2
2028-04-27
Floating
10.19000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
73500000.00000000
PA
1237530.37000000
0.069462449626
Long
DBT
NUSS
EG
N
2
2025-03-04
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CD0
2135000.00000000
PA
USD
1762289.08000000
0.098917100876
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
358470.97000000
0.020120937877
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
EVERTEC Group LLC
54930056CPTQSUNQYB82
EVERTEC Group LLC 2023 Term Loan B
000000000
441000.00000000
PA
USD
442653.75000000
0.024846108472
Long
LON
CORP
PR
N
2
2030-10-30
Floating
8.83000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-2076.16000000
-0.00011653464
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1064134129.00000000
UGX
267303.22000000
USD
2024-06-20
-2076.16000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
5090000000.00000000
PA
928692.96000000
0.052127438256
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
400000.00000000
PA
USD
400901.72000000
0.022502571416
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.82000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
13838.00000000
0.000776725485
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4330000.00000000
PLN
1098760.84000000
USD
2024-06-20
13838.00000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
1175000.00000000
PA
USD
1204158.80000000
0.067589306909
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
604.33000000
0.000033920979
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
600000.00000000
GBP
758667.60000000
USD
2024-04-30
604.33000000
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAQ7
844142.42000000
PA
USD
816181.13000000
0.045812161061
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.38000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
47333099.52000000
PA
1232807.60000000
0.069197361042
Long
DBT
NUSS
TH
N
2
2028-03-12
Fixed
1.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-10452.85000000
-0.00058671737
N/A
DFE
TH
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
499149.92000000
USD
17768100.00000000
THB
2024-05-16
-10452.85000000
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
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
47406.08000000
0.002660898288
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
3677727.00000000
BRL
47406.08000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-14015.03000000
-0.00078666216
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1252035.13000000
USD
1659535000.00000000
KRW
2024-06-20
-14015.03000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AP1
650000.00000000
PA
USD
591453.79000000
0.033198239081
Long
DBT
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
344.39000000
0.000019330574
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
22310000.00000000
ZAR
1170966.39000000
USD
2024-06-20
344.39000000
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
440000.00000000
PA
USD
365384.36000000
0.020508985731
Long
DBT
NUSS
EG
N
2
2032-01-15
Fixed
7.05000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353094 IRS HUF R F 5.61450 IRS353094_FIX CCPVANILLA / Short: SRS353094 IRS HUF P V 06MBUBOR IRS353094_FLO CCPVANILLA
000000000
1008740000.00000000
OU
Notional Amount
-103558.36000000
-0.00581271986
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-26
0.00000000
HUF
0.00000000
HUF
1008740000.00000000
HUF
-103558.36000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-12683.45000000
-0.00071192071
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1203147.79000000
USD
8629000.00000000
CNY
2024-05-16
-12683.45000000
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
935000.00000000
PA
1036981.71000000
0.058205674414
Long
DBT
CORP
LU
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
565000.00000000
PA
USD
430812.96000000
0.024181486174
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6751000000.00000000
PA
432438.70000000
0.024272738789
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
516588.72000000
0.028996070569
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.96000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: OIS350793 IRS BRL R F 10.12000 OIS350793_FIX NDFPREDISWAP / Short: OIS350793 IRS BRL P V 00MBRCDI OIS350793_FLO NDFPREDISWAP
000000000
4073127.14000000
OU
Notional Amount
199.70000000
0.000011209140
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
4073127.14000000
BRL
199.70000000
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS351636 IRS KRW R F 3.03200 IRS351636_FIX NDF / Short: IRS351636 IRS KRW P V 03MKSDA IRS351636_FLO NDF
000000000
289460000.00000000
OU
Notional Amount
-3780.80000000
-0.00021221590
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2034-01-03
0.00000000
KRW
0.00000000
KRW
289460000.00000000
KRW
-3780.80000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BT3
710000.00000000
PA
USD
732583.68000000
0.041119844977
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.13000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
950000.00000000
PA
USD
863881.93000000
0.048489601952
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
664.97000000
0.000037324696
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
85953.94000000
CAD
64198.27000000
USD
2024-04-19
664.97000000
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
1065000.00000000
PA
USD
1042347.23000000
0.058506840488
Long
DBT
CORP
XX
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
420000.00000000
PA
USD
354191.84000000
0.019880750760
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
270119.92000000
0.015161802724
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
11.99000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd
14366RAA7
790000.00000000
PA
USD
862272.36000000
0.048399256957
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.38000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6008.22000000
0.000337240757
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
427772.77000000
USD
7300000.00000000
MXN
2024-06-20
6008.22000000
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
163052.34000000
PA
USD
159254.35000000
0.008938929930
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92841HAA0
540000.00000000
PA
USD
459725.22000000
0.025804328289
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569FAC2
758823.65000000
PA
USD
704648.35000000
0.039551837839
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
396837.03000000
0.022274420793
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc 2022 USD TERM LOAN B
88632NAV2
498735.47000000
PA
USD
496745.52000000
0.027882273838
Long
LON
CORP
US
N
2
2029-03-30
None
0.00000000
N
N
N
N
N
N
Precision Drilling Corp
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AL9
14000.00000000
PA
USD
14023.84000000
0.000787156665
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-7741.67000000
-0.00043453912
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
913803.79000000
USD
837500.00000000
EUR
2024-05-16
-7741.67000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3875.50000000
0.000217531407
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2239000.00000000
EUR
2424807.89000000
USD
2024-05-02
3875.50000000
N
N
N
Triton Water Holdings Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc 2024 Incremental Term Loan B
89678QAC0
990000.00000000
PA
USD
983399.67000000
0.055198120139
Long
LON
CORP
US
N
2
2028-03-31
Floating
9.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYXCG1N1 IRS MXN R F 8.80000 2 CCPVANILLA / Short: SRYXCG1N1 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
22841286.00000000
OU
Notional Amount
-2984.63000000
-0.00016752696
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-03-16
206.37000000
MXN
0.00000000
MXN
22841286.00000000
MXN
-2996.96000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
1790000.00000000
PA
USD
1863171.62000000
0.104579627245
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
2020000000.00000000
PA
2024324.83000000
0.113625139988
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
1386804.32000000
0.077841180754
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
1520000.00000000
PA
USD
1528769.79000000
0.085809687667
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
900000.00000000
PA
USD
873169.29000000
0.049010900493
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.38000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1120000.00000000
PA
1217321.18000000
0.068328109915
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
-223782.50000000
-0.01256088820
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRZ4 Comdty
2025-03-18
18116907.50000000
USD
-223782.50000000
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
2190000.00000000
PA
USD
2144421.72000000
0.120366165804
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
1213541.90000000
0.068115979326
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
920000.00000000
PA
1187510.55000000
0.066654842386
Long
DBT
CORP
GB
N
2
2028-03-27
Fixed
8.50000000
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
647328.19000000
0.036334463282
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.12000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAF6
2700000.00000000
PA
USD
2683534.86000000
0.150626529701
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
1450000.00000000
PA
USD
1479471.16000000
0.083042560745
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
2220.65000000
0.000124644851
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1080000.00000000
PEN
292358.08000000
USD
2024-04-24
2220.65000000
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM6 Trust
67116VAA9
403022.44000000
PA
USD
393285.58000000
0.022075078278
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
4.70000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1112.27000000
0.000062431598
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
57242.41000000
USD
2300000.00000000
TRY
2024-09-18
1112.27000000
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CE6
2110000.00000000
PA
USD
2107898.67000000
0.118316130845
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAU7
1000000.00000000
PA
USD
1001416.00000000
0.056209374849
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
7.23000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd
92290CAG4
500000.00000000
PA
USD
475287.00000000
0.026677809366
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
9.05000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
281091.62000000
PA
USD
244258.45000000
0.013710201131
Long
DBT
NUSS
AR
N
2
2025-12-10
Variable
6.88000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2023 Term Loan B
01957TAU1
557200.00000000
PA
USD
559538.57000000
0.031406841136
Long
LON
CORP
US
N
2
2028-05-12
Floating
10.08000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
1590000.00000000
PA
USD
1576283.87000000
0.088476647984
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
83460000.00000000
PA
3810649.64000000
0.213891363864
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
1171873.68000000
0.065777146516
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.88000000
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAY0
1640000.00000000
PA
USD
1533590.40000000
0.086080267999
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.37000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAC7
1330000.00000000
PA
USD
1406670.51000000
0.078956267911
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.88000000
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
19966.52000000
0.001120718669
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
19664700.00000000
ZAR
1054848.85000000
USD
2024-05-16
19966.52000000
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
1450000.00000000
PA
USD
1082543.45000000
0.060763050093
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
160324.74000000
0.008999010809
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
1519166.77000000
0.085270671163
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
945551.65000000
0.053073714754
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.10000000
N
N
N
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
1078605.00000000
OU
Notional Amount
-279.50000000
-0.00001568830
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
1078605.00000000
BRL
-279.50000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
059578AK0
1555000.00000000
PA
USD
1564718.75000000
0.087827499014
Long
DBT
CORP
BR
N
2
2031-03-18
Fixed
6.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAX3
1200000.00000000
PA
USD
1231214.15000000
0.069107920861
Long
DBT
CORP
ES
N
2
2027-11-07
Fixed
6.53000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
450000.00000000
PA
USD
445844.16000000
0.025025185850
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.63000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
681639AB6
600000.00000000
PA
USD
549795.90000000
0.030859986093
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
785979.64000000
PA
USD
761854.78000000
0.042762828744
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.85000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
765000.00000000
PA
USD
637763.13000000
0.035797577469
Long
DBT
CORP
GB
N
2
2031-01-14
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-8351.36000000
-0.00046876095
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1584483.53000000
USD
7913703.00000000
BRL
2024-05-03
-8351.36000000
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAB8
755000.00000000
PA
USD
513327.56000000
0.028813022001
Long
DBT
CORP
US
N
2
2041-07-12
Fixed
2.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
9186.70000000
0.000515648505
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1126000.00000000
GBP
1431731.52000000
USD
2024-04-19
9186.70000000
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AV7
2970000.00000000
PA
USD
3080380.05000000
0.172901408515
Long
DBT
CORP
CA
N
2
2029-03-01
Fixed
9.38000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
205000000.00000000
PA
195451.53000000
0.010970673840
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
44480.00000000
PA
USD
43793.52000000
0.002458125675
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
1110000.00000000
PA
USD
1054534.41000000
0.059190905621
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.88000000
N
N
N
N
N
N
CB Poly US Holdings Inc
254900TSH6NNRZ0GUN05
CB Poly US Holdings Inc Term Loan B
12511PAB7
888750.00000000
PA
USD
887731.49000000
0.049828275249
Long
LON
CORP
US
N
2
2029-05-18
Floating
10.80000000
N
N
N
N
N
N
Lakeshore Learning Materials LLC
9845007F777G13ADC933
Lakeshore Learning Materials LLC Term Loan
51207KAB5
830543.88000000
PA
USD
831149.35000000
0.046652325677
Long
LON
CORP
US
N
2
2028-09-29
Floating
8.94000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
29670000.00000000
PA
1068654.78000000
0.059983480505
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
3710000.00000000
PA
USD
3789976.47000000
0.212730981004
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
1074574.28000000
0.060315741418
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
9.22000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
2200000.00000000
PA
USD
2220748.20000000
0.124650363106
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCB1
1065000.00000000
PA
USD
1136757.07000000
0.063806054886
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.78000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS351675 IRS PLN R F 4.93470 IRS351675_FIX CCPVANILLA / Short: SRS351675 IRS PLN P V 06MWIBOR IRS351675_FLO CCPVANILLA
000000000
1610000.00000000
OU
Notional Amount
-3798.73000000
-0.00021322231
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-02
0.00000000
PLN
0.00000000
PLN
1610000.00000000
PLN
-3798.73000000
N
N
N
American Money Management Corporation
N/A
AMMC CLO 27 Ltd
00173UAN4
1000000.00000000
PA
USD
1003984.00000000
0.056353516419
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Floating
11.33000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBC1
690000.00000000
PA
740843.78000000
0.041583483522
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HH3
1573200.00000000
PA
USD
1566054.63000000
0.087902481818
Long
DBT
UST
US
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
DS Parent Inc
254900EH8GRZUGRWRH57
DS Parent Inc Term Loan B
000000000
1150000.00000000
PA
USD
1140895.45000000
0.064038341721
Long
LON
CORP
US
N
2
2031-01-31
Floating
10.81000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC 2023 Term Loan B
03765VAL4
510000.00000000
PA
USD
510921.06000000
0.028677945409
Long
LON
CORP
US
N
2
2030-10-14
Floating
7.83000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
2430000.00000000
PA
USD
2433048.95000000
0.136566781894
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
835000.00000000
PA
USD
825379.88000000
0.046328485932
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95041AAB4
260000.00000000
PA
USD
290706.00000000
0.016317297232
Long
DBT
US
N
2
2028-05-15
Fixed
2.75000000
N
N
N
N
Y
Welltower, Inc.
Welltower, Inc.
USD
XXXX
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
150000.00000000
PA
USD
67743.25000000
0.003802421503
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
130816118.00000000
PA
7099250.57000000
0.398480188493
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
606000.00000000
PA
USD
649245.98000000
0.036442108633
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS349643 IRS PLN R V 06MWIBOR IRS349643_FLO CCPVANILLA / Short: BRS349643 IRS PLN P F 4.68050 IRS349643_FIX CCPVANILLA
000000000
9840600.00000000
OU
Notional Amount
26490.59000000
0.001486914033
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
PLN
0.00000000
PLN
9840600.00000000
PLN
26490.59000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
208809000.00000000
PA
6106399.29000000
0.342751550477
Long
DBT
NUSS
TH
N
2
2033-06-17
Fixed
3.35000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
750000.00000000
PA
USD
251766.00000000
0.014131599124
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAL6
425000.00000000
PA
USD
425239.70000000
0.023868659676
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
7.24000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAM4
470000.00000000
PA
USD
452599.43000000
0.025404358446
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCU3
2505000.00000000
PA
USD
2420838.81000000
0.135881428019
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
1403930.29000000
0.078802459650
Long
DBT
NUSS
ID
N
2
2036-06-15
Fixed
6.25000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2710000.00000000
PA
692705.96000000
0.038881512744
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
304867.08000000
0.017112157164
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.84000000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC 2023 Term Loan
45567YAN5
1080832.52000000
PA
USD
1076103.88000000
0.060401597705
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.58000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
75755000000.00000000
PA
5352541.08000000
0.300437568367
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-5022.82000000
-0.00028193035
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2430390000.00000000
COP
619139.81000000
USD
2024-05-16
-5022.82000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PWQ8
500000.00000000
PA
USD
464640.90000000
0.026080244891
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Fixed
4.25000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
434700.00000000
PA
USD
425513.53000000
0.023884029725
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: BRYWR4EW0 IRS BRL R F 10.17750 2 NDFPREDISWAP / Short: BRYWR4EW0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
3890000.00000000
OU
Notional Amount
-11907.54000000
-0.00066836896
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
3890000.00000000
BRL
-11907.54000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAE3
280000.00000000
PA
USD
127297.74000000
0.007145208769
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.70000000
N
N
N
N
N
N
Residential Asset Securities Corporation
N/A
RASC Series 2006-KS2 Trust
75406BAG2
1160000.00000000
PA
USD
1095116.21000000
0.061468757790
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
6.06000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
2205.86000000
0.000123814690
N/A
DFE
ZA
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
441713.60000000
USD
8435300.00000000
ZAR
2024-05-16
2205.86000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352515 IRS CZK R V 06MPRIBO IRS352515_FLO CCPVANILLA / Short: BRS352515 IRS CZK P F 3.71900 IRS352515_FIX CCPVANILLA
000000000
15280000.00000000
OU
Notional Amount
980.52000000
0.000055036484
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-01-25
0.00000000
CZK
0.00000000
CZK
15280000.00000000
CZK
980.52000000
N
N
N
SILVERBOW RESOURCES INC
5493007QR70AVQSNF619
SilverBow Resources Inc
82836GAA0
2570000.00000000
PA
USD
2517115.83000000
0.141285447035
Long
DBT
CORP
US
N
2
2028-12-15
Floating
13.08000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS350937 IRS ZAR R V 03MJIBAR IRS350937_FLO CCPVANILLA / Short: BRS350937 IRS ZAR P F 8.19000 IRS350937_FIX CCPVANILLA
000000000
40430000.00000000
OU
Notional Amount
25104.53000000
0.001409114630
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-11-23
0.00000000
ZAR
0.00000000
ZAR
40430000.00000000
ZAR
25104.53000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
57886000.00000000
PA
1688561.03000000
0.094778753177
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.45000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-3204.64000000
-0.00017987610
N/A
DFE
PE
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
809932.29000000
USD
3002500.00000000
PEN
2024-04-17
-3204.64000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2086000.00000000
PA
563809.59000000
0.031646573040
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAE8
750000.00000000
PA
USD
750570.75000000
0.042129457326
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.31000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-20762.25000000
-0.00116538291
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7697589.28000000
USD
55730200.00000000
CNY
2024-04-10
-20762.25000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6923.32000000
0.000388605224
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1099916.41000000
USD
5550000.00000000
BRL
2024-04-19
6923.32000000
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29365BAB9
2530000.00000000
PA
USD
2502479.17000000
0.140463892847
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
PANTHER ESCROW ISSUER
N/A
Panther Escrow Issuer LLC
69867RAA5
835000.00000000
PA
USD
849620.85000000
0.047689129031
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.13000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BJ3
250000.00000000
PA
USD
258620.17000000
0.014516322965
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.04000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
59072000.00000000
PA
277572.99000000
0.015580142760
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
Y
N
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS352232 IRS KRW R F 3.32000 IRS352232_FIX NDF / Short: IRS352232 IRS KRW P V 03MKSDA IRS352232_FLO NDF
000000000
1434000000.00000000
OU
Notional Amount
-1408.86000000
-0.00007907916
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2026-01-18
0.00000000
KRW
0.00000000
KRW
1434000000.00000000
KRW
-1408.86000000
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAC0
585000.00000000
PA
USD
582015.39000000
0.032668462681
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
1650984.51000000
0.092669587058
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot Inc
443573AD2
100000.00000000
PA
USD
224450.00000000
0.012598354914
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
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
4045000.00000000
PA
USD
4115536.71000000
0.231004643065
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.63000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IRS352753 IRS COP R V 00MCPIBR IRS352753_FLO NDFOIS / Short: IRS352753 IRS COP P F 7.46000 IRS352753_FIX NDFOIS
000000000
4162480090.00000000
OU
Notional Amount
26496.72000000
0.001487258109
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2034-02-06
0.00000000
COP
0.00000000
COP
4162480090.00000000
COP
26496.72000000
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
2170000.00000000
PA
USD
2015079.14000000
0.113106180380
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
2444729.25000000
PA
USD
2451349.58000000
0.137593994333
Long
LON
CORP
US
N
2
2028-06-01
Floating
9.57000000
N
N
N
N
N
N
NORTHERN OIL & GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil & Gas Inc
665531AG4
700000.00000000
PA
USD
711010.30000000
0.039908933424
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
1600000.00000000
PA
1697868.73000000
0.095301193400
Long
DBT
CORP
NL
N
2
2025-12-29
Fixed
4.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AB28
1930000.00000000
PA
USD
1754881.64000000
0.098501322047
Long
DBT
CORP
FR
N
2
2027-01-12
Fixed
4.63000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3943000.00000000
PA
810150.10000000
0.045473639981
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.76000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYX1FYN9 IRS CNY R F 2.12800 2 CCPNDF / Short: SRYX1FYN9 IRS CNY P V 00MCNRR 1 CCPNDF
000000000
7944240.00000000
OU
Notional Amount
-264.38000000
-0.00001483962
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-18
88.51000000
CNY
0.00000000
CNY
7944240.00000000
CNY
-276.69000000
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HVL3
2130000.00000000
PA
USD
2134481.46000000
0.119808220055
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
100700000.00000000
PA
1787978.57000000
0.100359049250
Long
DBT
NUSS
EG
N
2
2024-12-17
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
26665.70000000
0.001496742938
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
34280000.00000000
ZAR
1825362.34000000
USD
2024-06-20
26665.70000000
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2021-3 Ltd
77341NAE5
325000.00000000
PA
USD
325188.50000000
0.018252796333
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.33000000
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
815180.51000000
0.045755996365
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
8.46000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
24930000.00000000
PA
1015614.53000000
0.057006336846
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
50000.00000000
PA
USD
49593.75000000
0.002783691976
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
8.30000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAG2
1630000.00000000
PA
USD
1783849.54000000
0.100127287230
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
2310000.00000000
PA
325132.23000000
0.018249637904
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
463706.55000000
0.026027799924
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
15564000.00000000
PA
3331510.80000000
0.186997351123
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
966843.00000000
0.054268795992
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Floating
12.26000000
N
N
N
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2021 Term Loan
31935HAD9
1098352.96000000
PA
USD
1101373.43000000
0.061819974891
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.57000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBH0
690000.00000000
PA
USD
691091.88000000
0.038790914603
Long
DBT
CORP
CL
N
2
2053-09-08
Fixed
6.30000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3330000.00000000
PA
731855.41000000
0.041078967258
Long
DBT
NUSS
RO
N
2
2032-02-25
Fixed
6.70000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8328000000.00000000
PA
579561.57000000
0.032530730022
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Abu Dhabi Government International Bonds
213800FER4348CINTA77
Abu Dhabi Government International Bonds
000000000
1275000.00000000
PA
USD
898408.35000000
0.050427566279
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
265543.51000000
0.014904929312
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
465834.45000000
0.026147238727
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
7.39000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
935000.00000000
PA
USD
654741.46000000
0.036750569348
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
228837.38000000
0.012844618092
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
BGC GROUP INC
2549001IGRCG4F0RLD36
BGC Group Inc
088929AB0
3080000.00000000
PA
USD
2996676.02000000
0.168203110107
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.38000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
240000.00000000
PA
USD
235521.02000000
0.013219770103
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp Term Loan B
71360HAB3
2464925.25000000
PA
USD
2466685.21000000
0.138454781634
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.18000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AM6
4960000.00000000
PA
USD
5093300.00000000
0.285886393788
Long
DBT
NUSS
KE
N
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
9442000.00000000
PA
2552008.71000000
0.143243980723
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
700480.64000000
0.039317904715
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
10011.20000000
0.000561927604
N/A
DFE
CO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1782350.27000000
USD
6957030000.00000000
COP
2024-04-26
10011.20000000
N
N
N
CGDB Commercial Mortgage Trust
N/A
CGDB Commercial Mortgage Trust 2019-MOB
125284AA7
300000.00000000
PA
USD
296384.79000000
0.016636047118
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.39000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
20553.20000000
0.001153648956
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
680000.00000000
CHF
776857.86000000
USD
2024-04-19
20553.20000000
N
N
N
Costa Rica Government International Bonds
549300S1EK2VN6XVJP58
Costa Rica Government International Bonds
000000000
865000.00000000
PA
USD
907797.97000000
0.050954604663
Long
DBT
NUSS
CR
N
2
2045-03-12
Fixed
7.16000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
2140000.00000000
PA
USD
2141458.71000000
0.120199852364
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4340000.00000000
PA
192974.57000000
0.010831642336
Long
DBT
NUSS
CZ
N
2
2026-02-26
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYXDG498 IRS CNY R F 2.12000 2 CCPNDF / Short: SRYXDG498 IRS CNY P V 00MCNRR 1 CCPNDF
000000000
7880749.00000000
OU
Notional Amount
-668.23000000
-0.00003750767
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-18
87.92000000
CNY
0.00000000
CNY
7880749.00000000
CNY
-680.39000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
57435.50000000
0.003223848579
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
111108100.00000000
THB
3104650.96000000
USD
2024-04-10
57435.50000000
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
225000.00000000
PA
USD
209771.48000000
0.011774451129
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
8742.49000000
0.000490715045
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
51765000.00000000
JPY
353126.71000000
USD
2024-05-16
8742.49000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
7615000.00000000
PA
1832639.43000000
0.102865858629
Long
DBT
NUSS
PL
N
2
2027-05-25
Fixed
3.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
710000.00000000
PA
USD
765284.43000000
0.042955334638
Long
DBT
CORP
IT
N
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAB9
1375000.00000000
PA
USD
1425457.00000000
0.080010751620
Long
DBT
CORP
MX
N
2
2039-01-08
Fixed
8.13000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
860000.00000000
PA
195684.76000000
0.010983765015
Long
DBT
NUSS
RO
N
2
2033-10-30
Fixed
7.20000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBK3
870000.00000000
PA
USD
879130.48000000
0.049345501461
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Fixed
5.20000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
1450000.00000000
PA
USD
425328.07000000
0.023873619874
Long
DBT
NUSS
UA
N
2
2034-09-25
Fixed
7.38000000
N
N
N
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
615000.00000000
PA
USD
581858.88000000
0.032659677791
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1840000.00000000
PA
325256.12000000
0.018256591837
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
870000.00000000
PA
USD
898003.56000000
0.050404845459
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2015-1 Ltd
14311DBU9
460000.00000000
PA
USD
460894.24000000
0.025869945259
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.53000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
265000.00000000
PA
USD
234292.13000000
0.013150792637
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
3567350.04000000
0.200234982882
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
898909.92000000
0.050455719350
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
268708.06000000
0.015082555171
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Mill City Solar Loan Ltd.
N/A
Mill City Solar Loan 2019-1 Ltd
59982WAA5
397842.47000000
PA
USD
369359.65000000
0.020732118341
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
13146000000.00000000
PA
824902.17000000
0.046301672120
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.38000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
9080000.00000000
PA
397010.04000000
0.022284131826
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1662.63000000
-0.00009332324
N/A
DFE
PL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
434713.60000000
USD
1727600.00000000
PLN
2024-05-16
-1662.63000000
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
1150000.00000000
PA
USD
988177.75000000
0.055466313268
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-88116.05000000
-0.00494594462
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7764119.84000000
USD
55730200.00000000
CNY
2024-04-03
-88116.05000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753QAF6
799775.46000000
PA
USD
860677.40000000
0.048309732020
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
9.78000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
51972.87000000
0.002917231731
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
20026293.41000000
MYR
4304600.61000000
USD
2024-06-20
51972.87000000
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAC9
255000.00000000
PA
USD
253883.87000000
0.014250474944
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
7.21000000
N
N
N
N
N
N
SEPLAT ENERGY PL
029200711C4S4CB2E982
SEPLAT Energy PLC
81733LAB3
2260000.00000000
PA
USD
2201764.32000000
0.123584799916
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
42309.60000000
PA
USD
34028.25000000
0.001910002096
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.50000000
TRY
2025-03-19
2504.60000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753UAF7
1590000.00000000
PA
USD
1602961.52000000
0.089974061675
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Floating
8.02000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
322.68000000
0.000018111994
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
560000.00000000
GBP
707848.40000000
USD
2024-04-30
322.68000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
1610000.00000000
PA
USD
1512004.77000000
0.084868668856
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIO
549300CK4YN0V1C3MN55
Colombia Telecomunicaciones SA ESP
19533PAC4
1390000.00000000
PA
USD
965043.36000000
0.054167782388
Long
DBT
CORP
CO
N
2
2030-07-17
Fixed
4.95000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
165120000.00000000
PA
480173.95000000
0.026952113356
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
924676.76000000
0.051902009372
Long
DBT
NUSS
RO
N
2
2029-09-27
Fixed
6.63000000
N
N
N
N
N
N
Bahrain Government International Bonds
549300RODM1WN85LFQ95
Bahrain Government International Bonds
000000000
975000.00000000
PA
USD
881174.78000000
0.049460247806
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
27976000.00000000
PA
5803086.62000000
0.325726642183
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-477.88000000
-0.00002682335
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
15605762.23000000
BRL
3099400.85000000
USD
2024-06-04
-477.88000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
591.00000000
NC
USD
329671.45000000
0.018504423846
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
65151281.68000000
USD
329671.45000000
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
230000.00000000
PA
USD
208452.08000000
0.011700393345
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.30000000
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
98837300.00000000
PA
5052539.82000000
0.283598529167
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp 2021 EUR Term Loan B
68163YAC9
1871000.00000000
PA
2015628.14000000
0.113136995692
Long
LON
CORP
US
N
2
2028-11-09
Floating
7.90000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBB3
624000.00000000
PA
USD
521550.83000000
0.029274593282
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
LORCA TELECOM BONDCO
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
000000000
1235000.00000000
PA
1296742.94000000
0.072786044958
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
4100000.00000000
PA
772174.68000000
0.043342083647
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
822161.31000000
0.046147827936
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.33000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638BM3
505000.00000000
PA
USD
504166.75000000
0.028298826698
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
980000.00000000
PA
USD
1015671.80000000
0.057009551405
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.72000000
N
N
N
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH Parent LLC 2022 Term Loan B
91820UAS9
402966.66000000
PA
USD
402966.66000000
0.022618476281
Long
LON
CORP
US
N
2
2029-01-13
Floating
8.43000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-22723.81000000
-0.00127548506
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1938397.41000000
USD
9589000.00000000
BRL
2024-04-02
-22723.81000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE JUN24
000000000
109.00000000
NC
132489.12000000
0.007436600383
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G M4 Comdty
2024-06-26
10788580.42000000
GBP
132489.12000000
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
38046847.40000000
NS
USD
38046847.40000000
2.135565546539
Long
STIV
RF
US
N
1
N
N
Access CIG LLC
5493002EU9Z6IQMPAN35
Access CIG LLC 2023 TERM LOAN
00435CAS7
1470000.00000000
PA
USD
1473266.34000000
0.082694284851
Long
LON
CORP
US
N
2
2028-08-18
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1541.32000000
-0.00008651412
N/A
DFE
PL
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
107322.47000000
USD
422000.00000000
PLN
2024-05-16
-1541.32000000
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAJ3
769104.78000000
PA
USD
761874.04000000
0.042763909806
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.96000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2019-4 LTD
14317VAU4
1475000.00000000
PA
USD
1467591.08000000
0.082375733103
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.06000000
N
N
N
N
N
N
RR Donnelley & Sons Co
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co 2023 Term Loan B
74971KAM7
926843.52000000
PA
USD
936981.33000000
0.052592663593
Long
LON
CORP
US
N
2
2028-03-22
None
0.00000000
N
N
N
N
N
N
Howden Group Holdings Ltd
213800R6D9EVRN5D3117
Howden Group Holdings Ltd 2023 USD Term Loan B
000000000
178650.00000000
PA
USD
179598.99000000
0.010080872436
Long
LON
CORP
LU
N
2
2030-04-18
Floating
9.33000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
140000.00000000
PA
USD
141362.76000000
0.007934676864
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
804238.59000000
0.045141827546
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: OIS352446 IRS BRL R F 10.06500 OIS352446_FIX NDFPREDISWAP / Short: OIS352446 IRS BRL P V 00MBRCDI OIS352446_FLO NDFPREDISWAP
000000000
9130309.25000000
OU
Notional Amount
-1432.14000000
-0.00008038586
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
9130309.25000000
BRL
-1432.14000000
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BP3
545000.00000000
PA
USD
510064.93000000
0.028629890922
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS351653 IRS MXN R F 9.72470 IRS351653_FIX CCPVANILLA / Short: SRS351653 IRS MXN P V 01MTIIE IRS351653_FLO CCPVANILLA
000000000
14500000.00000000
OU
Notional Amount
-3477.58000000
-0.00019519619
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-26
0.00000000
MXN
0.00000000
MXN
14500000.00000000
MXN
-3477.58000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
7366946.00000000
PA
236763.79000000
0.013289526653
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-3145.35000000
-0.00017654816
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1714833.99000000
MXN
99750.11000000
USD
2024-04-19
-3145.35000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS353356 IRS CZK R V 06MPRIBO IRS353356_FLO CCPVANILLA / Short: BRS353356 IRS CZK P F 3.44030 IRS353356_FIX CCPVANILLA
000000000
21000000.00000000
OU
Notional Amount
21423.19000000
0.001202481403
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-11
0.00000000
CZK
0.00000000
CZK
21000000.00000000
CZK
21423.19000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
11733000.00000000
PA
2633255.56000000
0.147804357876
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADF9
1530000.00000000
PA
USD
1525468.55000000
0.085624389412
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.15000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
724.14000000
0.000040645902
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
198473.06000000
USD
73000000.00000000
HUF
2024-06-20
724.14000000
N
N
N
CoreLogic Inc
54930086CD8K2UIL0516
CoreLogic Inc Term Loan
21870FBA6
498721.22000000
PA
USD
489006.63000000
0.027447890756
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.94000000
N
N
N
N
N
N
CTC Holdings LP
549300C1QWYMULTJ4V04
CTC Holdings LP Term Loan B
12658UAB9
588907.55000000
PA
USD
587435.28000000
0.032972680537
Long
LON
CORP
US
N
2
2029-02-20
Floating
10.48000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1400000.00000000
PA
342698.16000000
0.019235611709
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-2417.75000000
-0.00013570805
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
478348.85000000
USD
1853200000.00000000
COP
2024-05-16
-2417.75000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-3
03464TAC3
1569169.18000000
PA
USD
1429924.72000000
0.080261524274
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
4.13000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1000000.00000000
PA
USD
983498.50000000
0.055203667457
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
1350000.00000000
PA
USD
1099451.00000000
0.061712069097
Long
DBT
CORP
NL
N
2
2031-07-13
Fixed
3.06000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2896.16000000
0.000162561156
N/A
DFE
US
N
2
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
520000.00000000
EUR
565103.76000000
USD
2024-04-30
2896.16000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
7373409.00000000
PA
238851.78000000
0.013406725312
Long
DBT
NUSS
TR
N
2
2028-11-08
Fixed
31.08000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAB1
980000.00000000
PA
USD
963912.52000000
0.054104308458
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
1770000.00000000
PA
USD
1540962.34000000
0.086494054217
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19000000
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
1265696.86000000
PA
USD
1272729.07000000
0.071438148958
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.08000000
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
610000.00000000
PA
USD
63105.54000000
0.003542107328
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.79000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
640000.00000000
PA
USD
627328.65000000
0.035211891203
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAZ3
1130000.00000000
PA
USD
1134866.09000000
0.063699914378
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1809.37000000
0.000101559747
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
192000.00000000
EUR
209527.49000000
USD
2024-05-16
1809.37000000
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729TAA2
250000.00000000
PA
USD
239457.00000000
0.013440696247
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.53000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1160000.00000000
PA
USD
1145860.53000000
0.064317031140
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYX3LM72 IRS THB R F 2.53130 2 CCPNDFOIS / Short: SRYX3LM72 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
146867695.00000000
OU
Notional Amount
12323.52000000
0.000691717882
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-09-18
2654.93000000
THB
0.00000000
THB
146867695.00000000
THB
12249.36000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
650000.00000000
PA
USD
646631.57000000
0.036295362075
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
326056.79000000
PA
USD
292269.87000000
0.016405077090
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
1610000.00000000
PA
USD
1531409.62000000
0.085957861047
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
Dun & Bradstreet Corp/The
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The 2024 Term Loan B
26483NAV2
1646590.08000000
PA
USD
1648134.58000000
0.092509620786
Long
LON
CORP
US
N
2
2029-01-18
Floating
8.08000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAC7
810000.00000000
PA
USD
903202.65000000
0.050696669834
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21124.46000000
0.001185713720
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1490000.00000000
EUR
1635442.63000000
USD
2024-06-20
21124.46000000
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
465965AC5
1380000.00000000
PA
USD
1428135.78000000
0.080161111260
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
8.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
2330000.00000000
PA
USD
2335090.23000000
0.131068369234
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Republic of Kenya Government International Bonds
549300VVURQQYU45PR87
Republic of Kenya Government International Bonds
000000000
350000.00000000
PA
USD
287062.01000000
0.016112760456
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED GHS / SOLD USD
000000000
1.00000000
NC
-10526.70000000
-0.00059086256
N/A
DFE
GH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
349077.49000000
USD
4730000.00000000
GHS
2024-06-20
-10526.70000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
16910000.00000000
PA
703224.30000000
0.039471906063
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
36497.47000000
0.002048599155
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
52572000.00000000
ZAR
2803172.47000000
USD
2024-05-16
36497.47000000
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
1680000.00000000
PA
USD
1433022.37000000
0.080435395043
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
USI Inc/NY
2549006D7UF7072T7I27
USI Inc/NY 2023 Acquisition Term Loan
90351NAL9
391020.00000000
PA
USD
391967.05000000
0.022001069327
Long
LON
CORP
US
N
2
2030-09-27
Floating
8.55000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IRS352742 IRS COP R V 00MCPIBR IRS352742_FLO NDFOIS / Short: IRS352742 IRS COP P F 7.67740 IRS352742_FIX NDFOIS
000000000
3067519910.00000000
OU
Notional Amount
7801.62000000
0.000437904110
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2034-02-07
0.00000000
COP
0.00000000
COP
3067519910.00000000
COP
7801.62000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
640.52000000
0.000035952320
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
45829.44000000
USD
1831573.76000000
TRY
2024-09-18
640.52000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJV4
1320000.00000000
PA
USD
1309739.06000000
0.073515515808
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDF9
2875000.00000000
PA
USD
2928750.63000000
0.164390465104
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.05000000
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3796.13000000
0.000213076377
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2165000.00000000
EUR
2344715.57000000
USD
2024-05-02
3796.13000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
283.06000000
0.000015888128
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
80000.00000000
EUR
86686.40000000
USD
2024-04-04
283.06000000
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
1780000.00000000
PA
USD
1790866.90000000
0.100521170909
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.38000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
570000.00000000
PA
USD
579816.54000000
0.032545041462
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.70000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
605363.39000000
PA
USD
583671.40000000
0.032761414348
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.43000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAJ1
700000.00000000
PA
USD
701384.60000000
0.039368643895
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.23000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1835.35000000
0.000103018002
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
114000.00000000
EUR
124998.72000000
USD
2024-04-12
1835.35000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
11506.86000000
0.000645878842
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
894113.00000000
GBP
1141264.52000000
USD
2024-05-16
11506.86000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
76290.29000000
0.004282165960
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6521261.82000000
GBP
8315000.10000000
USD
2024-04-19
76290.29000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
4721000.00000000
PA
1037938.38000000
0.058259372201
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
590000.00000000
PA
USD
513970.24000000
0.028849095562
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
233.63000000
0.000013113627
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
77000.00000000
EUR
83393.62000000
USD
2024-04-02
233.63000000
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2003-2
759950AW8
270584.69000000
PA
USD
246991.55000000
0.013863609747
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
4.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
13319000.00000000
PA
2869833.93000000
0.161083476924
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
399695.40000000
0.022434860801
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
1835000.00000000
PA
USD
1812453.36000000
0.101732816641
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
53935.28000000
0.003027381598
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
49853277541.00000000
IDR
3195722.92000000
USD
2024-04-29
53935.28000000
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
14475000.00000000
PA
255991.52000000
0.014368777117
Long
DBT
NUSS
EG
N
2
2024-12-24
None
0.00000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAA0
730000.00000000
PA
USD
737403.66000000
0.041390389948
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
894010.49000000
0.050180714859
Long
LON
CORP
US
N
2
2028-06-28
Floating
6.83000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
42428800.00000000
PA
2534384.65000000
0.142254744087
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HBE7
700000.00000000
PA
USD
700934.50000000
0.039343379829
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
8.63000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
1000000.00000000
PA
USD
947208.50000000
0.053166713570
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
1019680.74000000
0.057234572786
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
7.68000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1990000.00000000
PA
287093.87000000
0.016114548754
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAN3
772878.86000000
PA
USD
765053.00000000
0.042942344497
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
9.43000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
-41904.80000000
-0.00235211202
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-01
3029.00000000
PLN
0.00000000
PLN
28620000.00000000
PLN
-42662.33000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-442.37000000
-0.00002483018
N/A
DFE
NZ
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
11174.13000000
USD
17941.31000000
NZD
2024-04-19
-442.37000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
370000.00000000
PA
USD
351520.28000000
0.019730796378
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.84000000
N
N
N
N
N
N
Generate CLO Ltd.
25490036G9JNQQPHIX69
Generate CLO 7 Ltd
37149LAQ0
1060000.00000000
PA
USD
1061489.30000000
0.059581282866
Long
ABS-CBDO
CORP
KY
N
2
2037-04-22
Floating
7.50000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
4390788.00000000
PA
195430.11000000
0.010969471538
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
870050.83000000
0.048835861661
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
447681.27000000
0.025128302642
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.13000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PPH6
370000.00000000
PA
USD
339075.36000000
0.019032264326
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Variable
4.25000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAU7
360000.00000000
PA
USD
319749.66000000
0.017947514816
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
800000.00000000
PA
USD
855892.00000000
0.048041128021
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
412980.48000000
0.023180550945
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
575550.28000000
0.032305576736
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.33000000
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
692513.96000000
0.038870735804
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
6.37000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1215000.00000000
PA
USD
1011205.13000000
0.056758837687
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
383023.22000000
0.021499053089
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
710000.00000000
PA
USD
706080.09000000
0.039632201255
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
380000.00000000
PA
USD
377570.77000000
0.021193007644
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.88000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
5870000.00000000
PA
819788.80000000
0.046014659199
Long
DBT
NUSS
CN
N
2
2033-08-25
Fixed
2.52000000
N
N
N
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
700000.00000000
PA
USD
604124.92000000
0.033909468277
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.63000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
1900000.00000000
PA
USD
1854794.63000000
0.104109427677
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
906480000.00000000
PA
2486443.52000000
0.139563813498
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-1331.46000000
-0.00007473470
N/A
DFE
CZ
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
110682.36000000
USD
2560000.00000000
CZK
2024-06-20
-1331.46000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-6005.67000000
-0.00033709762
N/A
DFE
IN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
804086.31000000
USD
66628200.00000000
INR
2024-05-16
-6005.67000000
N
N
N
Aegis Asset Backed Securities Trust
N/A
Aegis Asset Backed Securities Trust 2005-5
00764MHE0
603739.79000000
PA
USD
550512.70000000
0.030900220002
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
6.09000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
774051.00000000
PA
23643.53000000
0.001327108854
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
308017.78000000
PA
USD
267020.31000000
0.014987821941
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
240000.00000000
PA
USD
264230.16000000
0.014831211115
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
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AU0
440000.00000000
PA
USD
442349.60000000
0.024829036565
Long
DBT
NUSS
CI
N
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
320000.00000000
PA
USD
283775.75000000
0.015928303027
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-3017.18000000
-0.00016935399
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
303696.94000000
USD
1430200.00000000
MYR
2024-06-20
-3017.18000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-37809.03000000
-0.00212221688
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6135868.24000000
USD
343257650.00000000
PHP
2024-06-20
-37809.03000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AK4
2415000.00000000
PA
USD
2453427.29000000
0.137710615977
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
5.81000000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
380000.00000000
PA
USD
369143.69000000
0.020719996529
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAE6
667764.84000000
PA
USD
687791.64000000
0.038605672478
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
2213000.00000000
PA
USD
1725046.11000000
0.096826656883
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.88000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
1550000.00000000
PA
USD
1452676.28000000
0.081538566946
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
6036567.07000000
PA
USD
244863.08000000
0.013744138949
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
0.62000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
983793AK6
1280000.00000000
PA
USD
1318588.16000000
0.074012214861
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.13000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AU4
254800.00000000
PA
USD
256791.26000000
0.014413666439
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
1249398.23000000
0.070128591361
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.10000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5017.78000000
-0.00028164746
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
576648.40000000
USD
452400.00000000
GBP
2024-05-16
-5017.78000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
1869.93000000
0.000104958974
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
438159.00000000
USD
160989300.00000000
HUF
2024-05-16
1869.93000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
23800000.00000000
PA
489583.10000000
0.027480247956
Long
DBT
NUSS
DO
N
2
2033-02-03
Fixed
13.63000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
320000.00000000
PA
USD
233176.19000000
0.013088155042
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
1020000.00000000
PA
USD
1023594.87000000
0.057454272492
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: OIS353102 IRS BRL R F 10.00000 OIS353102_FIX NDFPREDISWAP / Short: OIS353102 IRS BRL P V 00MBRCDI OIS353102_FLO NDFPREDISWAP
000000000
38498323.50000000
OU
Notional Amount
-2146.98000000
-0.00012050976
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
38498323.50000000
BRL
-2146.98000000
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
1760000.00000000
PA
USD
1660349.33000000
0.093195233420
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-399.66000000
-0.00002243287
N/A
DFE
PE
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
182004.20000000
USD
676000.00000000
PEN
2024-04-24
-399.66000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-10294.53000000
-0.00057783088
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1555688.86000000
USD
7780000.00000000
BRL
2024-06-04
-10294.53000000
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
255000.00000000
PA
USD
235591.13000000
0.013223705370
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
433676.00000000
0.024342188308
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
968057.32000000
0.054336955646
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
335686.26000000
0.018842034499
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
MOHEGAN TRIBAL GAMING AU
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
1739000.00000000
PA
USD
1703115.74000000
0.095595707520
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-3284.89000000
-0.00018438053
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2357783000.00000000
COP
602231.12000000
USD
2024-05-16
-3284.89000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
23479000.00000000
PA
4989867.85000000
0.280080758077
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MAB4
496801.96000000
PA
USD
475262.12000000
0.026676412854
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.62000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1689580000.00000000
PA
4055248.83000000
0.227620690696
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
-26848.94000000
-0.00150702818
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-18
0.00000000
MXN
0.00000000
MXN
54100000.00000000
MXN
-26848.94000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
24639000.00000000
PA
97145.40000000
0.005452761093
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
Y
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
890000.00000000
PA
USD
812277.10000000
0.045593028267
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMX4
560000.00000000
PA
USD
508586.01000000
0.028546879298
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
72360.00000000
0.004061559196
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
81061000.00000000
PA
16239191.23000000
0.911504097300
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Verus Securitization Trust
2138008DC17PCNG48R87
Verus Securitization Trust 2023-4
92539TAE3
1550000.00000000
PA
USD
1543838.91000000
0.086655515789
Long
ABS-MBS
CORP
US
N
2
2068-05-25
Variable
8.19000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
74.00000000
NC
USD
30998.75000000
0.001739956580
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
8881376.25000000
USD
30998.75000000
N
N
N
Central Parent Inc
N/A
Central Parent Inc 2023 Term Loan B
15477BAD9
1987487.46000000
PA
USD
1995296.30000000
0.111995771650
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.31000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-59473.38000000
-0.00333823456
N/A
DFE
ID
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3477413.53000000
USD
54306767112.00000000
IDR
2024-06-20
-59473.38000000
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp 2021 USD Term Loan B
68163YAB1
985135.29000000
PA
USD
986674.07000000
0.055381911867
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.32000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-6376.49000000
-0.00035791171
N/A
DFE
ZA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
909919.12000000
USD
17169000.00000000
ZAR
2024-05-16
-6376.49000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
804.32000000
0.000045146397
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
57550.36000000
USD
2300000.00000000
TRY
2024-09-18
804.32000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KES / SOLD USD
000000000
1.00000000
NC
199243.17000000
0.011183498195
N/A
DFE
KE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
866635.59000000
USD
143861508.00000000
KES
2024-08-02
199243.17000000
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd
27830RAE9
630000.00000000
PA
USD
612981.18000000
0.034406569220
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
12.08000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGR4
415000.00000000
PA
USD
383279.43000000
0.021513434130
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
4.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
500000.00000000
PA
USD
466085.00000000
0.026161302073
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
219638.96000000
PA
USD
207235.09000000
0.011632083825
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.42000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
450000.00000000
PA
USD
425997.54000000
0.023911197155
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.88000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust 2014-STAR
85571XAN7
230000.00000000
PA
USD
75693.00000000
0.004248640136
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
29107700.00000000
PA
1628546.20000000
0.091410127075
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
000000000
1115000.00000000
PA
USD
947611.55000000
0.053189336724
Long
DBT
CORP
VG
N
2
2031-04-23
Fixed
2.25000000
N
N
N
N
N
N
AB BSL CLO 4 Ltd
N/A
AB BSL CLO 4 Ltd
00037VAA6
220000.00000000
PA
USD
221775.84000000
0.012448254594
Long
ABS-CBDO
CORP
JE
N
2
2036-04-20
Floating
7.32000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Second Lien Term Loan B4
04649VBA7
900000.00000000
PA
USD
807937.20000000
0.045349430136
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-DUNE
36258BAA6
570000.00000000
PA
USD
567052.19000000
0.031828579837
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.69000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-33987.29000000
-0.00190770301
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
30180000.00000000
MXN
1769310.99000000
USD
2024-05-16
-33987.29000000
N
N
N
Saudi Government International Bonds
635400FMICXSM3SI3H65
Saudi Government International Bonds
000000000
590000.00000000
PA
USD
505413.47000000
0.028368804961
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-806.95000000
-0.00004529401
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1689000.00000000
MXN
100113.22000000
USD
2024-05-16
-806.95000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
365000.00000000
PA
USD
341793.06000000
0.019184808541
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-672.12000000
-0.00003772602
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
835749.81000000
USD
125522000.00000000
JPY
2024-05-16
-672.12000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
33251000.00000000
PA
8680387.53000000
0.487229239910
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
448168.64000000
0.025155658668
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
CREDICORP CAPITAL SOCIED
N/A
Credicorp Capital Sociedad Titulizadora SA
224939AA6
3212000.00000000
PA
874320.13000000
0.049075497021
Long
DBT
CORP
PE
N
2
2043-12-15
Fixed
10.10000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12575.00000000
0.000705833428
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2349000.00000000
EUR
2552239.71000000
USD
2024-04-30
12575.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-36770.91000000
-0.00206394731
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5553735.93000000
USD
461210000.00000000
INR
2024-06-20
-36770.91000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
127.00000000
NC
USD
-77723.36000000
-0.00436260402
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
14633113.99000000
USD
-77723.36000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
4955000.00000000
PA
USD
5012185.66000000
0.281333454407
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.63000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
99190600.00000000
PA
5147879.80000000
0.288949952226
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
340000.00000000
PA
USD
337222.23000000
0.018928248334
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS353342 IRS KRW R F 3.27000 IRS353342_FIX NDF / Short: IRS353342 IRS KRW P V 03MKSDA IRS353342_FLO NDF
000000000
760195700.00000000
OU
Notional Amount
1538.54000000
0.000086358088
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2034-03-08
0.00000000
KRW
0.00000000
KRW
760195700.00000000
KRW
1538.54000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
10107984.00000000
PA
503998.52000000
0.028289383966
Long
DBT
NUSS
GH
N
2
2027-02-16
Fixed
8.35000000
N
N
Y
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
211.55000000
0.000011874279
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
111009.72000000
USD
100000.00000000
CHF
2024-04-19
211.55000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
373.00000000
NC
USD
125623.06000000
0.007051209157
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
39791205.07000000
USD
125623.06000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAL4
680000.00000000
PA
USD
842860.00000000
0.047309643230
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.88000000
N
N
N
N
N
Uber Technologies, Inc.
Uber Technologies, Inc.
USD
XXXX
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
35645.80000000
0.002000795008
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
30168503.59000000
MYR
6441994.32000000
USD
2024-06-20
35645.80000000
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAG8
275000.00000000
PA
USD
275525.80000000
0.015465234201
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.73000000
N
N
N
N
N
N
RACKSPACE FINANCE LLC
N/A
Rackspace Finance LLC
75008WAA1
156000.00000000
PA
USD
80340.00000000
0.004509475757
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BR2
1410000.00000000
PA
USD
1513226.10000000
0.084937221980
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
9.25000000
N
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO 2023-2 Ltd
29247BAJ6
500000.00000000
PA
USD
508229.00000000
0.028526840364
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.71000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
1480000.00000000
PA
1718144.00000000
0.096439242174
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.63000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
1415000.00000000
PA
USD
1452155.07000000
0.081509311484
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
900000.00000000
PA
USD
827986.43000000
0.046474791309
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
290000.00000000
PA
USD
261306.56000000
0.014667109754
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.02000000
TRY
2024-06-20
2876.34000000
N
N
N
First Brands Group LLC
N/A
First Brands Group LLC 2021 2nd Lien Term Loan
31935HAF4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-03-30
Floating
14.07000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
170000.00000000
PA
USD
163393.80000000
0.009171276824
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAD5
750000.00000000
PA
USD
756315.26000000
0.042451896069
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.63000000
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
550675.40000000
0.030909352336
Long
ABS-CBDO
CORP
JE
N
2
2035-04-22
Floating
8.97000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
7413.81000000
0.000416136376
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
11557367.02000000
ZAR
616825.74000000
USD
2024-04-22
7413.81000000
N
N
N
Vertex Aerospace Services Corp
549300YOTFEWSPUJ2D47
Vertex Aerospace Services Corp 2021 First Lien Term Loan
92532MAE5
1312845.65000000
PA
USD
1316948.29000000
0.073920169130
Long
LON
CORP
US
N
2
2028-12-06
Floating
8.68000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
1250000.00000000
PA
USD
1260913.75000000
0.070774956288
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
285955.38000000
0.016050645430
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
1314000.00000000
PA
USD
1386903.35000000
0.077846739297
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
RSC Acquisition Inc
N/A
RSC Acquisition Inc 2022 Tranche 2 Delayed Draw Term Loan
000000000
126973.30000000
PA
USD
127290.73000000
0.007144815298
Long
LON
CORP
US
N
2
2029-11-01
Floating
10.99000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-51.34000000
-0.00000288170
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
281477.42000000
USD
6590000.00000000
CZK
2024-05-16
-51.34000000
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS4
52474KAA1
972143.12000000
PA
USD
976796.77000000
0.054827500056
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
3045000000.00000000
PA
3022647.96000000
0.169660912370
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
131400.00000000
0.007375468192
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
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-13797.81000000
-0.00077446962
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1251817.91000000
USD
1659535000.00000000
KRW
2024-06-20
-13797.81000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
-30643.82000000
-0.00172003439
N/A
DFE
EG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
566774.62000000
USD
27913650.00000000
EGP
2025-01-22
-30643.82000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-32021.91000000
-0.00179738644
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2044452.72000000
USD
113279036.30000000
PHP
2024-06-20
-32021.91000000
N
N
N
KREF 2022-Fl3 Ltd
549300DG0FGL1EU1CT79
KREF 2022-FL3 Ltd
48275EAA4
870000.00000000
PA
USD
864562.50000000
0.048527802275
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
674128.05000000
0.037838736608
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
1685000.00000000
PA
USD
1665219.11000000
0.093468573660
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
740000.00000000
PA
USD
466995.50000000
0.026212408342
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS349655 IRS CZK R F 4.71470 IRS349655_FIX CCPVANILLA / Short: SRS349655 IRS CZK P V 06MPRIBO IRS349655_FLO CCPVANILLA
000000000
18316125.00000000
OU
Notional Amount
34426.77000000
0.001932370982
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-09
0.00000000
CZK
0.00000000
CZK
18316125.00000000
CZK
34426.77000000
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch + Lomb Corp
071705AA5
575000.00000000
PA
USD
595648.25000000
0.033433673680
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
32702.79000000
0.001835604166
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
32702.79000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAA5
1005622.74000000
PA
USD
998146.84000000
0.056025877242
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.17000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC USD Term Loan N
000000000
1649297.00000000
PA
USD
1626876.46000000
0.091316404745
Long
LON
CORP
US
N
2
2028-01-31
Floating
7.94000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-21977.07000000
-0.00123357062
N/A
DFE
ID
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1884507.81000000
USD
29545313509.00000000
IDR
2024-04-19
-21977.07000000
N
N
N
SAMMONS FINANCIAL GROUP
254900SHCOQLVJ21CT59
Sammons Financial Group Inc
79588TAF7
2100000.00000000
PA
USD
2116289.49000000
0.118787106690
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
26765.34000000
0.001502335721
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
56675000.00000000
THB
1590207.63000000
USD
2024-06-20
26765.34000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SWS102947 CDS USD R F 5.00000 2 CCPCDX / Short: SWS102947 CDS USD P V 03MEVENT 1 CCPCDX
000000000
8202744.00000000
OU
Notional Amount
USD
602480.47000000
0.033817165471
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
sell protection
2028-12-20
478538.97000000
USD
0.00000000
USD
8202744.00000000
USD
123941.50000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
775578.00000000
PA
23228.15000000
0.001303793618
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
251031.25000000
0.014090357683
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
12.08000000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
Gainwell Acquisition Corp Term Loan B
59909TAC8
647083.35000000
PA
USD
620998.13000000
0.034856559781
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.41000000
N
N
N
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
245000.00000000
PA
266711.49000000
0.014970487907
Long
DBT
CORP
NO
N
2
2027-11-15
Fixed
3.00000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc 2024 TERM LOAN B
000000000
2887307.62000000
PA
USD
2898394.88000000
0.162686600046
Long
LON
CORP
US
N
2
2028-11-16
None
0.00000000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAL6
922000.00000000
PA
USD
611022.49000000
0.034296628156
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
4.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLTR9
185696.00000000
PA
USD
169516.43000000
0.009514939402
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
893313.90000000
0.050141615336
Long
ABS-CBDO
CORP
KY
N
2
2032-01-16
Floating
11.63000000
N
N
N
N
N
N
HalseyPoint CLO I, Ltd.
549300POBLM5RW6LD816
Halsey Point CLO I Ltd
40638CAC3
290000.00000000
PA
USD
262074.16000000
0.014710195061
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
13.78000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DZ2
4000000.00000000
PA
1080762.12000000
0.060663064227
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
870000000.00000000
PA
778019.57000000
0.043670156708
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
950000.00000000
PA
USD
815122.42000000
0.045752735780
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBK6
245000.00000000
PA
USD
312742.50000000
0.017554203661
Long
DBT
CORP
KY
N
2
2028-06-01
Fixed
3.50000000
N
N
N
N
N
Seagate Technology Holdings PLC
Seagate Technology Holdings PLC
USD
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XDJ4
1260000.00000000
PA
USD
1289143.80000000
0.072359506028
Long
DBT
CORP
FR
N
2
2031-08-22
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
341.59000000
0.000019173410
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
122001.81000000
USD
110000.00000000
CHF
2024-04-19
341.59000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
15220000.00000000
PA
610825.61000000
0.034285577302
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
222679.10000000
0.012498954483
Long
DBT
CORP
ZA
N
2
2033-09-15
Fixed
7.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
170478.85000000
0.009568959936
N/A
DFE
MX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
11585580.10000000
USD
197840000.00000000
MXN
2024-06-20
170478.85000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1250000.00000000
PA
USD
1039199.38000000
0.058330151998
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1200.68000000
0.000067394042
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1012400.00000000
BRL
203456.18000000
USD
2024-04-02
1200.68000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
188297618.00000000
PA
8847962.01000000
0.496635177863
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
1400000.00000000
PA
USD
1390557.00000000
0.078051818288
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1960000.00000000
PA
USD
2003002.40000000
0.112428314233
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
902104AC2
500000.00000000
PA
USD
471444.75000000
0.026462144277
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Paraguay Government International Bonds
529900UXKJTJPCU0HK83
Paraguay Government International Bonds
000000000
1520000.00000000
PA
USD
1340313.98000000
0.075231682855
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long: 1001228 CDS USD R V 03MEVENT 1001228_PRO CDX / Short: 1001228 CDS USD P F 1.00000 1001228_FEE CDX
000000000
16490000.00000000
OU
Notional Amount
USD
394169.87000000
0.022124713383
N/A
DCR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.EM.S40
2I65BZFE7
Y
buy protection
2028-12-20
543396.97000000
USD
0.00000000
USD
16490000.00000000
USD
-149227.10000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-1
35563PAS8
27646.01000000
PA
USD
27492.93000000
0.001543175271
Long
ABS-MBS
USGSE
US
N
2
2056-01-25
Variable
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-2516.02000000
-0.00014122393
N/A
DFE
RO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
212422.14000000
USD
966000.00000000
RON
2024-04-03
-2516.02000000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
000000000
990000.00000000
PA
USD
1039157.46000000
0.058327799033
Long
DBT
CORP
AT
N
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
21370.11000000
0.001199502028
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
660000.00000000
CHF
755430.52000000
USD
2024-04-19
21370.11000000
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC 2021 First Lien Term Loan B
00488PAP0
982412.08000000
PA
USD
986249.38000000
0.055358074062
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.69000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAD5
312974.06000000
PA
USD
269644.87000000
0.015135138218
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.36000000
N
N
N
N
N
N
Agiliti Health Inc
25490002CCQ55NKGNB14
Agiliti Health Inc 2023 Term Loan
00847YAE2
2149612.50000000
PA
USD
2143567.79000000
0.120318234803
Long
LON
CORP
US
N
2
2030-05-01
Floating
8.33000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1151.13000000
0.000064612805
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1750000.00000000
BRL
350053.91000000
USD
2024-04-22
1151.13000000
N
N
N
ALLEN MEDIA LLC/CO-ISSR
N/A
Allen Media LLC / Allen Media Co-Issuer Inc
01771YAA8
410000.00000000
PA
USD
190399.82000000
0.010687121889
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp
69291HAA3
1680000.00000000
PA
USD
886967.73000000
0.049785405480
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
AI Aqua Merger Sub Inc
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc 2023 Incremental Term Loan
00132UAN4
1400000.00000000
PA
USD
1406015.80000000
0.078919519107
Long
LON
CORP
US
N
2
2028-07-31
Floating
9.58000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAE1
210000.00000000
PA
USD
248186.25000000
0.013930668132
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.75000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353061 IRS HUF R F 5.59950 IRS353061_FIX CCPVANILLA / Short: SRS353061 IRS HUF P V 06MBUBOR IRS353061_FLO CCPVANILLA
000000000
618260000.00000000
OU
Notional Amount
-64309.61000000
-0.00360969165
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-27
0.00000000
HUF
0.00000000
HUF
618260000.00000000
HUF
-64309.61000000
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
6232400000.00000000
PA
383417.41000000
0.021521178933
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
1699486.49000000
PA
USD
1701004.13000000
0.095477183072
Long
LON
CORP
US
N
2
2025-08-27
Floating
9.44000000
N
N
N
N
N
N
Aruba Investments Holdings, LLC
254900GMIYFF4FZ0A357
Aruba Investments Holdings, LLC 2020 USD Term Loan
04317JAB4
641056.43000000
PA
USD
641857.75000000
0.036027408060
Long
LON
CORP
US
N
2
2027-11-24
Floating
13.43000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
8430.44000000
0.000473199711
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7913703.00000000
BRL
1589416.15000000
USD
2024-04-02
8430.44000000
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
1355000.00000000
PA
USD
1339544.34000000
0.075188483042
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.98000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
15591000000.00000000
PA
999161.35000000
0.056082821582
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
750799.50000000
0.042142297039
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
9.33000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
32547000.00000000
PA
128324.66000000
0.007202849681
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
997241.00000000
0.055975032538
Long
ABS-CBDO
CORP
JE
N
2
2035-04-20
Floating
12.43000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 2 LTD
67707EAY0
275000.00000000
PA
USD
275193.05000000
0.015446556978
Long
ABS-CBDO
CORP
KY
N
2
2034-04-21
Floating
7.18000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
25290.57000000
0.001419557036
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1487809400.00000000
CLP
1541212.41000000
USD
2024-04-22
25290.57000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7852000000.00000000
PA
488072.00000000
0.027395430072
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.13000000
N
N
N
N
N
N
FIRST ABU DHABI BANK PJS
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
480000.00000000
PA
USD
463476.96000000
0.026014913061
Long
DBT
CORP
AE
N
2
2026-04-05
Fixed
4.50000000
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
870000.00000000
PA
USD
875161.71000000
0.049122734818
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-1958.21000000
-0.00010991412
N/A
DFE
HU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
502886.54000000
USD
183270000.00000000
HUF
2024-05-16
-1958.21000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-301.73000000
-0.00001693607
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
31401.32000000
USD
1748300.00000000
PHP
2024-04-03
-301.73000000
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
1890000.00000000
PA
USD
1857592.74000000
0.104266485297
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.70000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AL4
860000.00000000
PA
USD
843029.88000000
0.047319178577
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
288820.25000000
0.016211450282
Long
LON
CORP
US
N
2
2028-04-07
Floating
12.32000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-32941.12000000
-0.00184898160
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
43110600.00000000
MXN
2557431.66000000
USD
2024-04-10
-32941.12000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890PZA7
960000.00000000
PA
USD
907859.71000000
0.050958070122
Long
DBT
CORP
CL
N
2
2027-10-12
Fixed
3.50000000
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
825020.69000000
0.046308324635
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
2.80000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1110000.00000000
PA
USD
1098796.77000000
0.061675347236
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
2466356.87000000
0.138436351944
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
1185000.00000000
PA
USD
1235959.74000000
0.069374290329
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
3730000.00000000
PA
USD
3227089.70000000
0.181136205753
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BL5
61969884.73000000
PA
1781196.91000000
0.099978395387
Long
DBT
NUSS
UY
N
2
2040-07-02
Fixed
3.88000000
N
N
N
N
N
MRI Software LLC
549300LNQ2G4DKR9QR85
MRI Software LLC 2020 Term Loan
000000000
180724.53000000
PA
USD
180272.72000000
0.010118688830
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.90000000
N
N
N
N
N
N
FREEPORT MINERALS CORP
G4008SUSNH0WBKRVG414
Freeport Minerals Corp
717265AJ1
300000.00000000
PA
USD
313500.00000000
0.017596722056
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
81091000.00000000
PA
4724102.34000000
0.265163367928
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
1459310.24000000
0.081910930424
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
10882000.00000000
PA
2519818.37000000
0.141437140321
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
723350.00000000
PA
USD
720863.12000000
0.040461971176
Long
LON
CORP
US
N
2
2028-07-26
Floating
9.57000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
1090000.00000000
PA
USD
1095352.99000000
0.061482048227
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
207424.09000000
0.011642692375
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
85790.14000000
0.004815391543
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
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
210520.10000000
0.011816471091
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAN5
500000.00000000
PA
USD
529806.09000000
0.029737960158
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
83283WAE3
2210000.00000000
PA
USD
2364050.26000000
0.132693892675
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.88000000
N
N
N
N
N
N
Spencer Spirit IH LLC
N/A
Spencer Spirit IH LLC Term Loan B
84823UAB8
569026.27000000
PA
USD
570686.12000000
0.032032551947
Long
LON
CORP
US
N
2
2026-06-19
Floating
11.42000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl 2024 Term Loan B
000000000
1600809.69000000
PA
USD
1610369.72000000
0.090389883163
Long
LON
CORP
LU
N
2
2028-05-05
Floating
8.44000000
N
N
N
N
N
N
EP Purchaser LLC
549300GGODRVQG1GH476
EP Purchaser LLC 2021 Term Loan B
26881KAC8
335160.00000000
PA
USD
333190.94000000
0.018701972449
Long
LON
CORP
US
N
2
2028-11-06
Floating
9.07000000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners LLC 2021 Term Loan B4
34416DAU2
476748.87000000
PA
USD
475557.00000000
0.026692964437
Long
LON
CORP
US
N
2
2028-06-30
Floating
7.83000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
1380000.00000000
PA
USD
1624153.91000000
0.091163588299
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
2629.27000000
0.000147580648
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1760579.43000000
USD
99175200.00000000
PHP
2024-05-06
2629.27000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
153164.93000000
0.008597131426
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
15129000.00000000
EUR
16504861.52000000
USD
2024-04-22
153164.93000000
N
N
N
Parallel Ltd
N/A
Parallel 2017-1 Ltd
69915XAS5
250000.00000000
PA
USD
248023.50000000
0.013921532992
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
7.58000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
500000.00000000
PA
USD
425181.35000000
0.023865384496
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.88000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-22779.28000000
-0.00127859859
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
58181996.00000000
KES
408294.71000000
USD
2024-08-02
-22779.28000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
180000.00000000
PA
USD
166394.04000000
0.009339679980
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
900000.00000000
PA
USD
807767.91000000
0.045339927906
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
250479.75000000
0.014059402046
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
9.23000000
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
351439.43000000
0.019726258276
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
4.22000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
162273.13000000
0.009108373734
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
231012866.09000000
THB
6535017.43000000
USD
2024-06-20
162273.13000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
11530.11000000
0.000647183862
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
89193560.00000000
PHP
1597448.91000000
USD
2024-05-16
11530.11000000
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
590000.00000000
PA
USD
623471.29000000
0.034995377992
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
5320000.00000000
PA
752049.51000000
0.042212459969
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: OIS349650 IRS BRL R F 11.04250 OIS349650_FIX NDFPREDISWAP / Short: OIS349650 IRS BRL P V 00MBRCDI OIS349650_FLO NDFPREDISWAP
000000000
11400102.25000000
OU
Notional Amount
12737.63000000
0.000714961833
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
11400102.25000000
BRL
12737.63000000
N
N
N
Trinitas CLO Ltd
254900JOSDBR04E6JB79
Trinitas CLO XXVII LTD
89642VAJ7
1190000.00000000
PA
USD
1192282.42000000
0.066922686947
Long
ABS-CBDO
CORP
KY
N
2
2037-04-18
Floating
9.55000000
N
N
N
N
N
N
Genesee & Wyoming Inc
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc Term Loan
55316HAB1
984654.76000000
PA
USD
986017.52000000
0.055345059785
Long
LON
CORP
US
N
2
2026-12-30
Floating
7.40000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-25813.91000000
-0.00144893205
N/A
DFE
ID
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2117000.08000000
USD
33226316263.00000000
IDR
2024-06-20
-25813.91000000
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
1515000.00000000
PA
USD
1347943.33000000
0.075659917468
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
395000.00000000
PA
USD
337312.98000000
0.018933342122
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
19484.85000000
0.001093682583
N/A
DFE
TR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1073954.01000000
USD
37303900.00000000
TRY
2024-05-16
19484.85000000
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2023-18 Ltd
442911AE3
1765000.00000000
PA
USD
1786930.13000000
0.100300200423
Long
ABS-CBDO
CORP
KY
N
2
2036-07-20
Floating
8.27000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6632.32000000
0.000372271424
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1199000.00000000
EUR
1302953.30000000
USD
2024-04-30
6632.32000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
5130.08000000
0.000287950851
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4304806700.00000000
IDR
276463.09000000
USD
2024-04-24
5130.08000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1405000.00000000
PA
335167.26000000
0.018812903083
Long
DBT
NUSS
RO
N
2
2028-10-30
Fixed
8.75000000
N
N
N
N
N
N
MEDLINE BORROWER/MEDL CO
N/A
Medline Borrower LP/Medline Co-Issuer Inc
58506DAA6
780000.00000000
PA
USD
784467.61000000
0.044032084516
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
18070.83000000
0.001014313788
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
76801.19000000
USD
130293225.00000000
NGN
2024-11-20
18070.83000000
N
N
N
Sculptor CLO Ltd
N/A
Sculptor CLO XXVI Ltd
81125HAA0
430000.00000000
PA
USD
429966.46000000
0.024133972218
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
12.83000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166DAA9
1060000.00000000
PA
USD
1050243.76000000
0.058950071887
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
11.58000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
610000.00000000
PA
USD
626537.10000000
0.035167461585
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
34425400.00000000
PA
1845437.96000000
0.103584238773
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
5041.85000000
0.000282998510
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
12620000.00000000
CZK
544107.64000000
USD
2024-06-20
5041.85000000
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
2155000.00000000
PA
USD
1917599.60000000
0.107634664043
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
2064430.00000000
PA
66169.94000000
0.003714111778
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
2468274.71000000
0.138544000102
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC 2023 Term Loan
00488PAR6
801915.19000000
PA
USD
806927.16000000
0.045292736697
Long
LON
CORP
US
N
2
2030-11-06
Floating
9.83000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc 2023 Term Loan
45258FAC4
620277.13000000
PA
USD
622215.50000000
0.034924890631
Long
LON
CORP
US
N
2
2028-06-30
Floating
8.57000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
86446000.00000000
PA
424876.37000000
0.023848266001
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
Y
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BV3
205000.00000000
PA
USD
309550.00000000
0.017375008972
Long
DBT
CORP
PA
N
2
2027-12-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp.
Carnival Corp.
USD
XXXX
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
3027.65000000
0.000169941676
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3435789840.00000000
IDR
219268.18000000
USD
2024-06-20
3027.65000000
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
890000.00000000
PA
USD
901242.29000000
0.050586635033
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAE2
635000.00000000
PA
USD
625212.81000000
0.035093129326
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
47767.13000000
0.002681163987
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
29660079.00000000
RON
6489034.52000000
USD
2024-05-16
47767.13000000
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC 2023 USD Term Loan
000000000
1533430.77000000
PA
USD
1543289.20000000
0.086624660624
Long
LON
CORP
US
N
2
2029-11-22
Floating
9.30000000
N
N
N
N
N
N
Clover CLO
N/A
Clover CLO 2019-1 Ltd
00140BAC0
255000.00000000
PA
USD
255162.44000000
0.014322240944
Long
ABS-CBDO
CORP
KY
N
2
2035-04-18
Floating
7.15000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCK6
1000000.00000000
PA
USD
1040857.80000000
0.058423238939
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.42000000
N
N
N
N
N
N
Project Alpha Intermediate Holding Inc
N/A
Project Alpha Intermediate Holding Inc 2023 1st Lien Term Loan B
74339DAH1
2274061.18000000
PA
USD
2288590.16000000
0.128458325192
Long
LON
CORP
US
N
2
2030-10-28
Floating
10.06000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AH3
1640000.00000000
PA
USD
1714608.45000000
0.096240792124
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
7.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-25834.26000000
-0.00145007429
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13245985000.00000000
COP
3388976.73000000
USD
2024-04-22
-25834.26000000
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
829259BA7
1140000.00000000
PA
USD
831265.20000000
0.046658828325
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
118737.27000000
0.006664710488
N/A
DFE
NG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
805482.87000000
USD
1292800000.00000000
NGN
2025-02-13
118737.27000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
350000.00000000
PA
USD
347155.84000000
0.019485820819
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
463557.22000000
0.026019418047
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
500000.00000000
PA
USD
479095.70000000
0.026891591296
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd
05875JAL3
415000.00000000
PA
USD
415394.25000000
0.023316035602
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
7.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
337.70000000
0.000018955065
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
439000.00000000
BRL
88040.35000000
USD
2024-04-02
337.70000000
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
1700000.00000000
PA
USD
1673050.58000000
0.093908153248
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
12264.51000000
0.000688405657
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
410000.00000000
CHF
468271.73000000
USD
2024-04-19
12264.51000000
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan A
64069JAF9
1339875.00000000
PA
USD
1230291.98000000
0.069056159556
Long
LON
CORP
US
N
2
2029-04-11
Floating
10.17000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
500000.00000000
PA
USD
497581.50000000
0.027929197308
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
11.58000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
15707.17000000
0.000881641801
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
21546091300.00000000
IDR
1373762.52000000
USD
2024-04-24
15707.17000000
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
1590000.00000000
PA
USD
1014281.51000000
0.056931514574
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
366000.00000000
PA
319084.13000000
0.017910158687
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
8I5DZWZKVSZI1NUHU748
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAK0
140000.00000000
PA
USD
125441.69000000
0.007041028878
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
4.72000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
805000.00000000
PA
USD
987797.22000000
0.055444954159
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
930603.64000000
0.052234684523
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
1660000.00000000
PA
USD
1331687.52000000
0.074747480561
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
611779.41000000
0.034339113996
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.31000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2145.94000000
-0.00012045138
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
716107.42000000
USD
3580000.00000000
BRL
2024-04-19
-2145.94000000
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
48250000.00000000
PA
2737449.28000000
0.153652740430
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
236085.23000000
0.013251439151
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
932409.28000000
0.052336034907
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac STACR REMIC Trust 2020-DNA1
35565HBD6
1580000.00000000
PA
USD
1634962.35000000
0.091770264901
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
7.73000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-14395.37000000
-0.00080801060
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2179796.64000000
USD
1714000.00000000
GBP
2024-04-19
-14395.37000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
1000000.00000000
PA
1261156.71000000
0.070788593607
Long
DBT
CORP
FR
N
2
2026-06-23
Fixed
7.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAZ7
1780000.00000000
PA
USD
1512878.43000000
0.084917707300
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.35000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1400000.00000000
PA
USD
585092.76000000
0.032841195136
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
7415.51000000
0.000416231797
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5314313.00000000
CNY
742067.03000000
USD
2024-06-20
7415.51000000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
380000.00000000
PA
USD
326978.68000000
0.018353278948
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAY2
1535000.00000000
PA
USD
1513221.27000000
0.084936950873
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
1840000.00000000
PA
USD
1963077.60000000
0.110187339404
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-613.83000000
-0.00003445421
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
402373.80000000
USD
372000.00000000
EUR
2024-04-02
-613.83000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
680.08000000
0.000038172818
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
11018250.00000000
PLN
2763496.19000000
USD
2024-04-12
680.08000000
N
N
N
PPM CLO LTD
549300NI5BL19ELU5U14
PPM CLO 2018-1 Ltd
69355DAL1
1005000.00000000
PA
USD
1005616.07000000
0.056445124337
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
7.43000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
570000.00000000
PA
USD
543928.20000000
0.030530632709
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBU3
1500000.00000000
PA
USD
1544997.78000000
0.086720563040
Long
DBT
CORP
US
N
2
2030-01-03
Fixed
6.85000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AU7
2240000.00000000
PA
USD
2172829.34000000
0.121960682529
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.45000000
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
750000.00000000
PA
USD
687330.34000000
0.038579779758
Long
DBT
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353333 IRS ZAR R F 8.33000 IRS353333_FIX CCPVANILLA / Short: SRS353333 IRS ZAR P V 03MJIBAR IRS353333_FLO CCPVANILLA
000000000
37000000.00000000
OU
Notional Amount
-18787.31000000
-0.00105452973
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-06
20.27000000
ZAR
0.00000000
ZAR
37000000.00000000
ZAR
-18788.40000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
860000.00000000
PA
USD
833418.91000000
0.046779715841
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.07000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
9331.01000000
0.000523748610
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
2913000.00000000
PEN
791576.09000000
USD
2024-05-16
9331.01000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN24
000000000
31.00000000
NC
-787.74000000
-0.00004421576
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMM4 Comdty
2024-06-17
3615057.56000000
AUD
-787.74000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
6646.69000000
0.000373078011
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
2429000.00000000
EUR
2630169.78000000
USD
2024-04-05
6646.69000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-34316.74000000
-0.00192619501
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2400711.76000000
USD
11865757.96000000
BRL
2024-04-19
-34316.74000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
106.37000000
0.000005970536
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
440000.00000000
BRL
88008.80000000
USD
2024-04-02
106.37000000
N
N
N
PLT VII FINANCE SARL
894500SKZV4JDP64R249
PLT VII Finance Sarl
000000000
105000.00000000
PA
113295.10000000
0.006359242057
Long
DBT
CORP
LU
N
2
2026-01-05
Fixed
4.63000000
N
N
N
N
N
N
Crown Subsea Communications Holding Inc
5493003AYLUE132FIO27
Crown Subsea Communications Holding Inc 2024 Term Loan B
22860EAH5
3500067.15000000
PA
USD
3525005.13000000
0.197858167533
Long
LON
CORP
US
N
2
2031-01-30
Floating
10.07000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
629.76000000
0.000035348362
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
372000.00000000
EUR
402857.03000000
USD
2024-05-02
629.76000000
N
N
N
EMRLD BOR / EMRLD CO-ISS
98450099EE3A0ZD5F786
EMRLD Borrower LP / Emerald Co-Issuer Inc
000000000
2420000.00000000
PA
2752666.82000000
0.154506899352
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-10299.41000000
-0.00057810480
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
11336400.00000000
ZAR
588041.05000000
USD
2024-04-10
-10299.41000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2380000.00000000
PA
524835.80000000
0.029458978303
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
4.46000000
N
N
N
N
N
N
Roper Industrial Products Investment Company LLC
N/A
Roper Industrial Products Investment Company LLC 2023 EUR Term Loan
000000000
933954.26000000
PA
1012873.65000000
0.056852491540
Long
LON
CORP
US
N
2
2029-11-22
Floating
8.40000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-1863.07000000
-0.00010457392
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
186308.07000000
USD
3504800.00000000
ZAR
2024-05-16
-1863.07000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAA8
967460.36000000
PA
USD
960747.64000000
0.053926664076
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
6.09000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAU0
577229.74000000
PA
USD
575828.28000000
0.032321180847
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.59000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1150000.00000000
PA
USD
1067846.53000000
0.059938113517
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1460000.00000000
PA
USD
1445926.33000000
0.081159692962
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
622.92000000
0.000034964434
N/A
DFE
MY
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1592018.68000000
USD
7500000.00000000
MYR
2024-06-20
622.92000000
N
N
N
Sri Lanka Government International Bonds
254900HXCCIOHM74FA02
Sri Lanka Government International Bonds
000000000
2095000.00000000
PA
USD
1241202.36000000
0.069668558039
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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
-5768.75000000
-0.00032379933
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
8260392.00000000
BRL
-5768.75000000
N
N
N
Argentina Republic Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HW3
327438.00000000
PA
USD
147691.81000000
0.008289925775
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
510316.71000000
0.028644023307
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.23000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
2860000.00000000
PA
3376166.24000000
0.189503856278
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
230000.00000000
PA
USD
223324.89000000
0.012535202608
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
1450000.00000000
PA
USD
1065750.00000000
0.059820435509
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
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
10450000.00000000
PA
426993.61000000
0.023967106460
Long
DBT
NUSS
CZ
N
2
2035-05-30
Fixed
3.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 7 Ltd
67098WAN1
500000.00000000
PA
USD
500509.50000000
0.028093545640
Long
ABS-CBDO
CORP
KY
N
2
2037-02-24
Floating
6.61000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7501.31000000
0.000421047742
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
295000.00000000
GBP
380248.95000000
USD
2024-05-16
7501.31000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1130000.00000000
PA
USD
1052160.06000000
0.059057633605
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
104787233.00000000
PA
4418647.07000000
0.248018195720
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
592312.16000000
0.033246419299
Long
DBT
NUSS
XX
N
2
2024-09-17
Fixed
8.50000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
Long: BRYV6Q6K1 IRS BRL R F 10.07500 2 NDFPREDISWAP / Short: BRYV6Q6K1 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
2669725.00000000
OU
Notional Amount
-11260.13000000
-0.00063202991
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
2669725.00000000
BRL
-11260.13000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
5059.24000000
0.000283974609
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10550000.00000000
CZK
455597.20000000
USD
2024-05-16
5059.24000000
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAN1
2600000.00000000
PA
USD
2846797.15000000
0.159790424883
Long
DBT
CORP
ES
N
2
2034-11-15
Fixed
7.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
8891.23000000
0.000499063805
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10197100.00000000
THB
289354.13000000
USD
2024-05-16
8891.23000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
419600000.00000000
PA
727207.56000000
0.040818083926
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
2210000.00000000
PA
USD
2176389.66000000
0.122160522917
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
484930.81000000
0.027219115408
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
1385000.00000000
PA
USD
1211309.21000000
0.067990658671
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAG0
950000.00000000
PA
USD
948597.80000000
0.053244694833
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
6.64000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
21767.48000000
0.001221806365
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
18010301156.00000000
IDR
1154802.59000000
USD
2024-05-16
21767.48000000
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
29261HAA3
1345000.00000000
PA
USD
1272520.64000000
0.071426449804
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
Rand Parent LLC
N/A
Rand Parent LLC 2023 Term Loan B
75223LAB2
943470.00000000
PA
USD
945975.86000000
0.053097525617
Long
LON
CORP
US
N
2
2030-03-17
Floating
9.56000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
3967.08000000
0.000222671783
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2650000.00000000
RON
579466.51000000
USD
2024-05-16
3967.08000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9470.85000000
-0.00053159781
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1155180.91000000
USD
172213700.00000000
JPY
2024-05-16
-9470.85000000
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
380000.00000000
PA
USD
357479.30000000
0.020065275544
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
130000.00000000
PA
USD
141982.10000000
0.007969440353
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
1136369.35000000
PA
USD
1137789.81000000
0.063864022474
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.34000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BT0
645000.00000000
PA
USD
610704.75000000
0.034278793443
Long
DBT
NUSS
PA
N
2
2035-02-14
Fixed
6.40000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
2105000.00000000
PA
USD
1921621.96000000
0.107860438687
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.26000000
TRY
2025-03-19
2239.62000000
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3M4
492500.00000000
PA
USD
529417.26000000
0.029716135171
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
9.18000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9778.29000000
0.000548854390
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1650000.00000000
EUR
1791847.20000000
USD
2024-04-04
9778.29000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-4485.39000000
-0.00025176446
N/A
DFE
RO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2364748.12000000
USD
10867200.00000000
RON
2024-05-07
-4485.39000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
2175000000.00000000
PA
2199209.50000000
0.123441398138
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
108581.86000000
0.006094688391
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
601689707.00000000
JPY
4111526.76000000
USD
2024-05-16
108581.86000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
7390300.00000000
PA
468309.84000000
0.026286182108
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
349136.95000000
0.019597020315
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
4.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS351883 IRS KRW R F 3.36600 IRS351883_FIX NDF / Short: IRS351883 IRS KRW P V 03MKSDA IRS351883_FLO NDF
000000000
3256000000.00000000
OU
Notional Amount
-1387.89000000
-0.00007790211
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2026-01-11
0.00000000
KRW
0.00000000
KRW
3256000000.00000000
KRW
-1387.89000000
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AC4
2447000.00000000
PA
USD
2425048.70000000
0.136117728703
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS353360 IRS MXN R V 01MTIIE IRS353360_FLO CCPVANILLA / Short: BRS353360 IRS MXN P F 8.58550 IRS353360_FIX CCPVANILLA
000000000
9000000.00000000
OU
Notional Amount
6040.50000000
0.000339052630
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-24
0.00000000
MXN
0.00000000
MXN
9000000.00000000
MXN
6040.50000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-7894.82000000
-0.00044313541
N/A
DFE
PH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
889406.70000000
USD
49620000.00000000
PHP
2024-06-20
-7894.82000000
N
N
N
Advisor Group, Inc.
549300XL60BDV6UW5C86
Advisor Group, Inc. 2023 Term Loan B
00775KAG3
710000.00000000
PA
USD
713592.60000000
0.040053877652
Long
LON
CORP
US
N
2
2028-08-17
Floating
9.83000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
3496.07000000
0.000196234041
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
173174.99000000
USD
687929000.00000000
COP
2024-05-16
3496.07000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
100641500.00000000
PA
5727921.17000000
0.321507613373
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
368621.96000000
0.020690711879
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
504000.00000000
PA
USD
492542.37000000
0.027646351470
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2024 Term Loan B
000000000
897750.00000000
PA
USD
900555.47000000
0.050548083899
Long
LON
CORP
CA
N
2
2030-05-06
Floating
8.33000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-50128.85000000
-0.00281372708
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
124594800.00000000
KES
873001.68000000
USD
2024-08-02
-50128.85000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-21505.72000000
-0.00120711380
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1466367.37000000
USD
22966978899.00000000
IDR
2024-05-16
-21505.72000000
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAD1
320000.00000000
PA
USD
293328.00000000
0.016464469816
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
654873.05000000
0.036757955481
Long
ABS-CBDO
CORP
JE
N
2
2035-10-20
Floating
10.32000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-16023.55000000
-0.00089940017
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2436468.43000000
USD
3255000.00000000
SGD
2024-06-20
-16023.55000000
N
N
N
GUIDEWIRE SOFTWARE INC
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171VAA8
245000.00000000
PA
USD
283832.50000000
0.015931488399
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
1.25000000
N
N
N
N
Y
Guidewire Software Inc
Guidewire Software Inc
USD
XXXX
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
27246.33000000
0.001529333639
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
76499132.00000000
ZAR
4053120.11000000
USD
2024-05-16
27246.33000000
N
N
N
Sycamore Buyer LLC
549300QY6JWOUB8MFP78
Sycamore Buyer LLC Term Loan B
87114UAB9
698227.85000000
PA
USD
683681.67000000
0.038374980294
Long
LON
CORP
US
N
2
2029-07-23
Floating
7.69000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAN0
447985.34000000
PA
USD
448282.35000000
0.025162041199
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
9.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KB2
1642300.00000000
PA
USD
1610641.28000000
0.090405125797
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
Argentina Republic Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HX1
5505.00000000
PA
USD
2974.35000000
0.000166949952
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
44.70000000
0.000002509006
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
31039.50000000
USD
1748300.00000000
PHP
2024-05-03
44.70000000
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
-136182.44000000
-0.00764390604
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
128474.04000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
1440000.00000000
PA
USD
1546284.53000000
0.086792788182
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
79601.51000000
0.004468024391
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
113063490.91000000
THB
3198582.41000000
USD
2024-06-20
79601.51000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-682.40000000
-0.00003830304
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1434000.00000000
MXN
85001.16000000
USD
2024-05-16
-682.40000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-ACNT
05609QAA4
876597.09000000
PA
USD
868551.33000000
0.048751694884
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.29000000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT 2024-1 Mortgage Loan Trust
19688TAD7
1440000.00000000
PA
USD
1423623.17000000
0.079907818935
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
6.59000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
500000.00000000
PA
USD
467235.15000000
0.026225859871
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.38000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
7251.19000000
0.000407008532
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9607000.00000000
THB
271483.88000000
USD
2024-05-16
7251.19000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352459 IRS CZK R V 06MPRIBO IRS352459_FLO CCPVANILLA / Short: BRS352459 IRS CZK P F 4.00000 IRS352459_FIX CCPVANILLA
000000000
9089500.00000000
OU
Notional Amount
-8792.30000000
-0.00049351087
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-11-22
0.00000000
CZK
-219102.62000000
CZK
9089500.00000000
CZK
831.94000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
115012000.00000000
PA
3149893.27000000
0.176803178249
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.13000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc Term Loan B
12768EAG1
317600.00000000
PA
USD
318766.23000000
0.017892314993
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.66000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAZ7
540000.00000000
PA
USD
564529.39000000
0.031686975339
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
7.02000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
40556000000.00000000
PA
2906142.43000000
0.163121469213
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
3080000.00000000
PA
USD
2837798.22000000
0.159285315888
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
656449.67000000
0.036846450996
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Floating
8.98000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
76471.92000000
0.004292360833
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
74370007000.00000000
IDR
4762423.60000000
USD
2024-05-06
76471.92000000
N
N
N
AKUMIN INC
N/A
Akumin Inc
01021XAB6
880000.00000000
PA
USD
764500.00000000
0.042911304665
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.00000000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
590000.00000000
PA
USD
537292.35000000
0.030158163145
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14000000
N
N
N
N
N
N
BNP Paribas Securities Corp.
RCNB6OTYUAMMP879YW96
USAUP0046 USD P AUD C
000000000
3930000.00000000
OU
Notional Amount
USD
2625.24000000
0.000147354445
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
2625.24000000
0.00000000
DFE
US
2627598.00000000
AUD
3930000.00000000
USD
2024-04-17
1.00000000
0.66860000
USD
2024-04-17
XXXX
-41233.56000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
1195000.00000000
PA
USD
1351589.22000000
0.075864560891
Long
DBT
CORP
CH
N
2
2033-11-13
Fixed
9.25000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
160700000.00000000
PA
1580948.61000000
0.088738479350
Long
DBT
NUSS
RS
N
2
2031-10-26
Fixed
7.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
417.44000000
0.000023430863
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10340.40000000
USD
506679.75000000
TRY
2025-03-19
417.44000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-47142.71000000
-0.00264611535
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2334450.38000000
USD
10879706.00000000
MYR
2024-06-20
-47142.71000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-20560.83000000
-0.00115407722
N/A
DFE
ZA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1920393.64000000
USD
35995000.00000000
ZAR
2024-04-10
-20560.83000000
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404LAA0
1810000.00000000
PA
USD
1661142.52000000
0.093239755092
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2021 Term Loan
02376CBJ3
1453978.11000000
PA
USD
1512477.47000000
0.084895201457
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.33000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BD3
36383974.41000000
PA
1029434.51000000
0.057782050871
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828J27
3135400.00000000
PA
USD
3052184.26000000
0.171318781785
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
780000.00000000
PA
USD
603459.73000000
0.033872131232
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1418.09000000
0.000079597242
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
372000.00000000
EUR
403178.06000000
USD
2024-04-02
1418.09000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
8120000.00000000
PA
1173726.54000000
0.065881147353
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
19915029.62000000
PA
1158348.52000000
0.065017980706
Long
DBT
NUSS
MX
N
2
2035-11-22
Fixed
4.50000000
N
N
N
N
N
N
FRESHPET INC
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039AB1
170000.00000000
PA
USD
305705.25000000
0.017159203558
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.00000000
N
N
N
N
Y
Freshpet, Inc.
Freshpet, Inc.
USD
XXXX
N
N
N
Allen Media LLC
549300ERNJNM4RN5JP79
Allen Media LLC 2021 Term Loan B
01771JAG8
770127.82000000
PA
USD
675017.03000000
0.037888634962
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.96000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
330000.00000000
PA
USD
286871.43000000
0.016102063221
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
1000000.00000000
PA
USD
973666.60000000
0.054651803943
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
11518000.00000000
PA
2356144.15000000
0.132250123552
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
3060000.00000000
PA
USD
3197681.64000000
0.179485534435
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
660000.00000000
PA
USD
584748.25000000
0.032821857826
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.13000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
1510000.00000000
PA
USD
1494358.51000000
0.083878186136
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC 2023 USD Term Loan Y
000000000
590000.00000000
PA
USD
581093.36000000
0.032616709234
Long
LON
CORP
US
N
2
2031-03-31
Floating
8.79000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
600000.00000000
PA
USD
503115.00000000
0.028239792081
Long
DBT
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS353366 IRS PLN R V 06MWIBOR IRS353366_FLO CCPVANILLA / Short: BRS353366 IRS PLN P F 4.83030 IRS353366_FIX CCPVANILLA
000000000
8000000.00000000
OU
Notional Amount
8579.62000000
0.000481573169
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-11
0.00000000
PLN
0.00000000
PLN
8000000.00000000
PLN
8579.62000000
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC 2020 USD Term Loan B
24440EAB3
833775.18000000
PA
USD
830544.30000000
0.046618364284
Long
LON
CORP
US
N
2
2027-04-09
Floating
9.06000000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer Inc 2019 Term Loan B
24022KAB5
1692399.06000000
PA
USD
1686369.04000000
0.094655717008
Long
LON
CORP
US
N
2
2026-10-16
Floating
9.33000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
1640000.00000000
PA
USD
1624509.22000000
0.091183531812
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-1116.75000000
-0.00006268306
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
225201.07000000
USD
12600000.00000000
PHP
2024-04-15
-1116.75000000
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
22112EAE8
1620000.00000000
PA
USD
1655536.32000000
0.092925079675
Long
DBT
CORP
LU
N
2
2031-06-27
Fixed
7.25000000
N
N
N
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
-121016.09000000
-0.00679262041
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
-121016.09000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-13813.46000000
-0.00077534805
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1495977.52000000
USD
5912899.00000000
PLN
2024-05-16
-13813.46000000
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
000000000
825000.00000000
PA
925793.48000000
0.051964690748
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
751170.75000000
0.042163135263
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
8.48000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
1330000.00000000
PA
USD
1284392.48000000
0.072092814936
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
4567000000.00000000
PA
307234.81000000
0.017245057600
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
358682.68000000
PA
USD
359531.68000000
0.020180475418
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.11000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS349662 IRS CZK R F 4.76920 IRS349662_FIX CCPVANILLA / Short: SRS349662 IRS CZK P V 06MPRIBO IRS349662_FLO CCPVANILLA
000000000
18316125.00000000
OU
Notional Amount
36198.49000000
0.002031817439
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
CZK
0.00000000
CZK
18316125.00000000
CZK
36198.49000000
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5054.50000000
0.000283708553
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
1200000.00000000
EUR
1301054.40000000
USD
2024-04-02
5054.50000000
N
N
N
CIRSA FINANCE INTER
254900KUJN6DHWH2K029
Cirsa Finance International Sarl
000000000
1195000.00000000
PA
1369653.02000000
0.076878480087
Long
DBT
CORP
LU
N
2
2028-07-31
Fixed
7.88000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1739.45000000
0.000097635145
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
58510000.00000000
ZAR
3086931.06000000
USD
2024-04-22
1739.45000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
4609.32000000
0.000258720647
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
22420000.00000000
CZK
962055.86000000
USD
2024-05-16
4609.32000000
N
N
N
FORTRESS CREDIT BSL LIMITED
N/A
Fortress Credit BSL XII Ltd
34963GAE8
250000.00000000
PA
USD
247189.00000000
0.013874692594
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.71000000
N
N
N
N
N
N
Yamana Gold Inc
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
180000.00000000
PA
USD
172372.63000000
0.009675257608
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2024-NQM2
10569KAC1
1537884.92000000
PA
USD
1544157.03000000
0.086673371831
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.59000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA EUR Term Loan B
000000000
479122.22000000
PA
518260.22000000
0.029089891689
Long
LON
CORP
NO
N
2
2028-06-26
Floating
6.33000000
N
N
N
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc 2024 Term Loan B
00737RAG5
142821.01000000
PA
USD
143378.87000000
0.008047840906
Long
LON
CORP
US
N
2
2028-08-11
Floating
8.83000000
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
AssuredPartners Inc 2023 Term Loan B4
04621HAV5
638165.04000000
PA
USD
639494.34000000
0.035894750105
Long
LON
CORP
US
N
2
2027-02-12
Floating
9.08000000
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
255000.00000000
PA
USD
255248.12000000
0.014327050153
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.28000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-53075.74000000
-0.00297913570
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5084520.51000000
USD
36470086.00000000
CNY
2024-05-16
-53075.74000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
8851000.00000000
PA
2366907.20000000
0.132854252417
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1921000.00000000
PA
405945.56000000
0.022785681625
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50000000
N
N
N
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAC1
645000.00000000
PA
USD
606138.75000000
0.034022504343
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
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc 2023 Incremental Term Loan B
03234TAZ1
985025.08000000
PA
USD
988026.45000000
0.055457820815
Long
LON
CORP
US
N
2
2028-02-19
Floating
8.19000000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVIII Ltd
83012HAG9
515000.00000000
PA
USD
513543.58000000
0.028825147181
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.48000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
10430000000.00000000
PA
653626.49000000
0.036687986199
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.88000000
N
N
N
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
300000.00000000
PA
USD
158663.39000000
0.008905759408
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
Four Seasons Hotels Ltd
5493009FUVX8LHYY2202
Four Seasons Hotels Ltd 2024 Term Loan B
000000000
900000.00000000
PA
USD
902250.00000000
0.050643197690
Long
LON
CORP
CA
N
2
2029-11-30
Floating
7.43000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-1805.09000000
-0.00010131951
N/A
DFE
PH
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
286023.33000000
USD
15984700.00000000
PHP
2024-05-16
-1805.09000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-LUAU
36256AAS1
510000.00000000
PA
USD
501763.60000000
0.028163938141
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
10.07000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp Term Loan B
90110FAM6
376018.27000000
PA
USD
375391.45000000
0.021070682641
Long
LON
CORP
US
N
2
2027-08-18
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
14528.18000000
0.000815465216
N/A
DFE
TR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
859052.79000000
USD
29803200.00000000
TRY
2024-05-16
14528.18000000
N
N
N
GATWICK AIRPORT FINANCE
213800BDRHDHRGTQ1D63
Gatwick Airport Finance PLC
000000000
1150000.00000000
PA
1402703.67000000
0.078733609598
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
260000.00000000
PA
USD
254825.14000000
0.014303308330
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYX3GGY1 IRS THB R F 2.21400 2 CCPNDFOIS / Short: SRYX3GGY1 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
204850689.00000000
OU
Notional Amount
4697.46000000
0.000263667936
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-18
2282.09000000
THB
0.00000000
THB
204850689.00000000
THB
4633.75000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
3413.71000000
0.000191611183
N/A
DFE
CO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
198338.52000000
USD
785591100.00000000
COP
2024-05-16
3413.71000000
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
-84304.61000000
-0.00473200890
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
-84304.61000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1270000.00000000
PA
USD
909116.93000000
0.051028637749
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
LOTTOMATICA SPA/ROMA
81560046335277E43118
Lottomatica SpA/Roma
000000000
1015000.00000000
PA
1112642.91000000
0.062452529620
Long
DBT
CORP
IT
N
2
2030-12-15
Floating
7.94000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-4 Ltd
05685AAL2
500000.00000000
PA
USD
498465.00000000
0.027978788070
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
8.68000000
N
N
N
N
N
N
Southwick Park CLO, Ltd.
N/A
Southwick Park CLO LLC
846031AT9
940000.00000000
PA
USD
941794.46000000
0.052862824074
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
8.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
3000000.00000000
PA
USD
2969531.25000000
0.166679477019
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
1280000.00000000
PA
1533544.58000000
0.086077696128
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK APR24P 4850
000000000
47.00000000
NC
USD
7402.50000000
0.000415501547
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 Futures
N/A
47.00000000
NC
N/A
7402.50000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
3EM4 Comdty
2024-06-21
47.00000000
USD
50.00000000
4850.00000000
USD
2024-04-19
XXXX
-83758.70000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
270000.00000000
PA
USD
213106.57000000
0.011961649380
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
926000.00000000
PA
USD
928310.37000000
0.052105963519
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
2167.70000000
0.000121672773
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
258850000.00000000
HUF
709677.38000000
USD
2024-05-16
2167.70000000
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
11778EAA4
400000.00000000
PA
USD
351102.60000000
0.019707352043
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
220000.00000000
PA
USD
173726.74000000
0.009751263660
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1480000.00000000
PA
USD
1505425.72000000
0.084499387471
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
577768.68000000
0.032430095295
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
552670.25000000
0.031021323057
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
5812.32000000
0.000326244910
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1978800.00000000
PLN
501994.61000000
USD
2024-04-12
5812.32000000
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470NAA1
390000.00000000
PA
USD
391504.62000000
0.021975113180
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
11.58000000
N
N
N
N
N
N
Froneri International Ltd.
N/A
Froneri International Ltd. 2020 EUR Term Loan B1
000000000
113573.00000000
PA
121711.04000000
0.006831627885
Long
LON
CORP
LU
N
2
2027-01-29
Floating
5.99000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
5100000000.00000000
PA
321793.76000000
0.018062249934
Long
DBT
NUSS
KR
N
2
2024-05-15
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
1060000.00000000
PA
USD
910741.40000000
0.051119819079
Long
DBT
NUSS
MZ
N
2
2031-09-15
Fixed
9.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS350719 IRS CZK R F 4.17000 IRS350719_FIX CCPVANILLA / Short: SRS350719 IRS CZK P V 06MPRIBO IRS350719_FLO CCPVANILLA
000000000
31250000.00000000
OU
Notional Amount
26681.41000000
0.001497624739
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-11-21
0.00000000
CZK
0.00000000
CZK
31250000.00000000
CZK
26681.41000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
6164000.00000000
PA
1429518.10000000
0.080238700737
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAL4
638930.60000000
PA
USD
619296.26000000
0.034761033997
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
7.79000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21316.97000000
-0.00119651928
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
14460000.00000000
MXN
846328.71000000
USD
2024-04-19
-21316.97000000
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
1840000.00000000
PA
USD
1764503.88000000
0.099041417367
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
820000.00000000
PA
USD
833074.90000000
0.046760406596
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-2528.28000000
-0.00014191209
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
776694.46000000
USD
3564800.00000000
RON
2024-05-16
-2528.28000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1874.05000000
0.000105190229
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1140000.00000000
EUR
1234506.00000000
USD
2024-05-02
1874.05000000
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
471249.58000000
0.026451189405
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.49000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
7409000.00000000
PA
1449046.37000000
0.081334820480
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
340640.38000000
0.019120108734
Long
DBT
NUSS
DO
N
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
AMG Critical Materials NV
5493006MN6OH67U2YI74
AMG Critical Materials NV 2018 Term Loan B
000000000
1272291.55000000
PA
USD
1267520.46000000
0.071145790226
Long
LON
CORP
NL
N
2
2028-11-30
Floating
8.94000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
1630000.00000000
PA
USD
1698245.79000000
0.095322357738
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
16442000000.00000000
PA
1048839.90000000
0.058871273373
Long
DBT
NUSS
ID
N
2
2029-04-15
Fixed
6.88000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3046.20000000
0.000170982885
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
422100.00000000
EUR
459701.51000000
USD
2024-05-16
3046.20000000
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
1865000.00000000
PA
USD
1590475.86000000
0.089273242892
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
650000.00000000
PA
USD
627584.93000000
0.035226276173
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
195000.00000000
PA
USD
323115.00000000
0.018136410996
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
235000.00000000
PA
USD
217007.77000000
0.012180623326
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Western Dental Services Inc
549300S5KZ5QHE321375
Western Dental Services Inc 2021 Term Loan B
74049LAP6
1058400.00000000
PA
USD
660177.00000000
0.037055665637
Long
LON
CORP
US
N
2
2028-08-18
Floating
10.10000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
2944.13000000
0.000165253707
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
237077.38000000
USD
4017000.00000000
MXN
2024-05-16
2944.13000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
4350000.00000000
PA
USD
4168319.21000000
0.233967319243
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
7506879.00000000
PA
280674.96000000
0.015754256011
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
184259.50000000
0.010342466372
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
860000.00000000
PA
USD
839099.42000000
0.047098562270
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1078.46000000
0.000060533846
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
28838.17000000
USD
1409033.11000000
TRY
2025-03-19
1078.46000000
N
N
N
Gallatin Funding Ltd
N/A
Gallatin CLO X 2023-1 Ltd
36362MAG2
500000.00000000
PA
USD
502093.00000000
0.028182427329
Long
ABS-CBDO
CORP
BM
N
2
2035-10-14
Floating
9.16000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
1015000.00000000
PA
USD
965677.07000000
0.054203352464
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
126596.73000000
0.007105861151
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2992535000.00000000
CLP
3175676.25000000
USD
2024-04-22
126596.73000000
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389286AA3
965000.00000000
PA
USD
633690.80000000
0.035568998014
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
478515.49000000
PA
USD
435822.29000000
0.024462659340
Long
ABS-O
CORP
US
N
2
2033-02-28
Fixed
2.68000000
N
N
N
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
270000.00000000
PA
USD
246692.88000000
0.013846845431
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
781193.00000000
PA
23340.05000000
0.001310074553
Long
DBT
NUSS
GH
N
2
2038-02-02
Fixed
10.00000000
N
N
Y
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-11557.50000000
-0.00064872126
N/A
DFE
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
595989.47000000
USD
87847000.00000000
JPY
2024-05-16
-11557.50000000
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AP7
260000.00000000
PA
USD
319670.00000000
0.017943043508
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
Y
Liberty Media Corp.-Liberty SiriusXM
Liberty Media Corp.-Liberty SiriusXM
USD
XXXX
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
747000.00000000
PA
USD
640953.27000000
0.035976639692
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Michaels Cos Inc/The
549300H9LWMBP7HYLR98
Michaels Cos Inc/The 2021 Term Loan B
59408UAB3
872040.75000000
PA
USD
782983.59000000
0.043948786629
Long
LON
CORP
US
N
2
2028-04-15
Floating
9.82000000
N
N
N
N
N
N
Thermostat Purchaser III Inc
254900K7OD47ERJZN242
Thermostat Purchaser III Inc Term Loan
88366MAC8
1114984.29000000
PA
USD
1102440.72000000
0.061879881767
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.99000000
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
434381.85000000
0.024381807594
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-8446.98000000
-0.00047412809
N/A
DFE
CH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
597008.30000000
USD
527600.00000000
CHF
2024-05-16
-8446.98000000
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
550000.00000000
PA
USD
539998.25000000
0.030310045028
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
13243000000.00000000
PA
828925.77000000
0.046527516365
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: OIS352735 IRS BRL R F 9.96500 OIS352735_FIX NDFPREDISWAP / Short: OIS352735 IRS BRL P V 00MBRCDI OIS352735_FLO NDFPREDISWAP
000000000
16050168.77000000
OU
Notional Amount
-3611.87000000
-0.00020273388
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
16050168.77000000
BRL
-3611.87000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
6035.38000000
0.000338765245
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5064478400.00000000
IDR
325250.68000000
USD
2024-04-24
6035.38000000
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
915000.00000000
PA
USD
912204.68000000
0.051201952832
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
GEO Group Inc/The
54930024XOXET7NQVZ63
GEO Group Inc/The 2022 Tranche 1 Term Loan
37252KAR3
715879.39000000
PA
USD
737057.25000000
0.041370945991
Long
LON
CORP
US
N
2
2027-03-23
Floating
12.21000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1618600.00000000
PA
96683.27000000
0.005426821785
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
1430000.00000000
PA
USD
1205282.22000000
0.067652364355
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS352234 IRS KRW R F 3.20500 IRS352234_FIX NDF / Short: IRS352234 IRS KRW P V 03MKSDA IRS352234_FLO NDF
000000000
326000000.00000000
OU
Notional Amount
-684.28000000
-0.00003840856
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2034-01-18
0.00000000
KRW
0.00000000
KRW
326000000.00000000
KRW
-684.28000000
N
N
N
Octagon Investment Partners 35 LTD
549300EBYXJ9QVMC7X31
OCTAGON INVESTMENT PARTNERS 35 LTD
67591TAJ9
325000.00000000
PA
USD
318922.50000000
0.017901086412
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.18000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-516.50000000
-0.00002899109
N/A
DFE
IN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
63545.39000000
USD
5258000.00000000
INR
2024-04-12
-516.50000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
12326.54000000
0.000691887394
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
8010000.00000000
CNY
1116088.97000000
USD
2024-04-19
12326.54000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
143000.00000000
PA
USD
185148.18000000
0.010392347887
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2A9
1520000.00000000
PA
USD
1536555.84000000
0.086246717835
Long
DBT
CORP
CA
N
2
2030-05-18
Fixed
5.88000000
N
N
N
N
N
N
Pakistan Government International Bonds
529900LOP29R5WKHOD86
Pakistan Government International Bonds
000000000
1190000.00000000
PA
USD
1017628.50000000
0.057119380771
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.88000000
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
1212534.09000000
0.068059411056
Long
LON
CORP
GB
N
2
2028-04-13
Floating
6.35000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
190193.62000000
PA
USD
177613.81000000
0.009969444491
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
6.27000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3806.49000000
-0.00021365788
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2421926.30000000
USD
2239000.00000000
EUR
2024-04-02
-3806.49000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5863.15000000
-0.00032909799
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1151125.66000000
USD
1058600.00000000
EUR
2024-05-16
-5863.15000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
35872.43000000
0.002013515726
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1080000.00000000
CHF
1240660.58000000
USD
2024-05-16
35872.43000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYWMQ4Y3 IRS BRL R F 9.80000 2 NDFPREDISWAP / Short: BRYWMQ4Y3 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
7138618.00000000
OU
Notional Amount
-11946.03000000
-0.00067052940
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
7138618.00000000
BRL
-11946.03000000
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AR4
340000.00000000
PA
USD
343998.23000000
0.019308584502
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
-160.00000000
NC
USD
-139068.32000000
-0.00780589018
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
-17588431.68000000
USD
-139068.32000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
14012900000.00000000
PA
2597169.07000000
0.145778826984
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
13817796.88000000
PA
803006.87000000
0.045072691231
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
493220.39000000
PA
USD
493364.41000000
0.027692492489
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.18000000
N
N
N
N
N
N
Ocean Trails CLO
254900TWRKR5CRS1OX19
Ocean Trails CLO XIV Ltd
67515JAA3
930000.00000000
PA
USD
934802.52000000
0.052470367217
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
7.32000000
N
N
N
N
N
N
Trinitas CLO Ltd
N/A
Trinitas Clo XXVI Ltd
89642MAG3
790000.00000000
PA
USD
793997.40000000
0.044566990627
Long
ABS-CBDO
CORP
BM
N
2
2035-01-20
Floating
8.27000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
182140000.00000000
PA
442438.41000000
0.024834021461
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
73100000.00000000
PA
1218604.76000000
0.068400157125
Long
DBT
NUSS
EG
N
2
2025-03-18
None
0.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
16023300.00000000
PA
933466.22000000
0.052395360838
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
1003500.07000000
0.056326353479
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
2095000.00000000
PA
USD
1584479.93000000
0.088936691971
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
629350.95000000
0.035325402690
Long
DBT
CORP
CL
N
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR REMIC Trust 2020-DNA2
35564KDX4
910000.00000000
PA
USD
991753.85000000
0.055667039385
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
8.72000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
70000.00000000
PA
USD
74424.42000000
0.004177434873
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Argentina Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HT0
2330000.00000000
PA
USD
971812.01000000
0.054547706001
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
329850.00000000
0.018514445838
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3049.52000000
-0.00017116923
N/A
DFE
IN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
648864.27000000
USD
53875200.00000000
INR
2024-04-12
-3049.52000000
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
220000.00000000
PA
USD
217035.10000000
0.012182157356
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.38000000
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
450000.00000000
PA
USD
388286.61000000
0.021794486617
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Delayed Draw Term Loan
000000000
120000.00000000
PA
USD
120750.00000000
0.006777684811
Long
LON
CORP
US
N
2
2030-11-14
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
2165000.00000000
PA
USD
2009320.28000000
0.112782936173
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc 2024 Term Loan B
89841EAB1
533320.90000000
PA
USD
536251.50000000
0.030099740344
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.81000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO 2017-2
92915UAJ3
660000.00000000
PA
USD
659974.92000000
0.037044322908
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
7.23000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754RAF3
2280000.00000000
PA
USD
2349142.82000000
0.131857139635
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
8.42000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90279XAA0
1270000.00000000
PA
USD
1294710.39000000
0.072671958140
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352512 IRS CZK R V 06MPRIBO IRS352512_FLO CCPVANILLA / Short: BRS352512 IRS CZK P F 3.49470 IRS352512_FIX CCPVANILLA
000000000
5415000.00000000
OU
Notional Amount
4706.53000000
0.000264177034
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-01-02
101732.32000000
CZK
0.00000000
CZK
5415000.00000000
CZK
273.46000000
N
N
N
Neighborly Issuer LLC
N/A
Neighborly Issuer 2023-1
64016NAE7
1356300.00000000
PA
USD
1376917.12000000
0.077286213256
Long
ABS-O
CORP
US
N
2
2053-01-30
Fixed
7.31000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAD1
524317.94000000
PA
USD
446852.01000000
0.025081756365
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
127797.71000000
0.007173272033
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
127797.71000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
540000.00000000
PA
USD
553333.98000000
0.031058578152
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1570000.00000000
PA
323444.18000000
0.018154887835
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
ACProducts, Inc.
254900KTNXVUUHWHBF39
ACProducts, Inc. 2021 Term Loan B
00488YAB2
1150.84000000
PA
USD
1052.54000000
0.000059078959
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.81000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
2470000.00000000
PA
USD
2534375.61000000
0.142254236673
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
1310000.00000000
PA
USD
1309335.31000000
0.073492853363
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
776269.79000000
0.043571941741
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.71000000
N
N
N
N
N
N
AMERICAN NEWS COMPANY
N/A
American News Co LLC
02862PAA5
499674.00000000
PA
USD
557761.12000000
0.031307073055
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.50000000
N
N
Y
N
N
N
GLOBAL AUTO HO/AAG FH UK
N/A
Global Auto Holdings Ltd/AAG FH UK Ltd
00033GAB1
1880000.00000000
PA
USD
1820883.21000000
0.102205983236
Long
DBT
CORP
GB
N
2
2032-01-15
Fixed
8.75000000
N
N
N
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
554435.00000000
PA
USD
546737.95000000
0.030688343681
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
144800.00000000
PA
USD
65884.00000000
0.003698061996
Long
LON
CORP
US
N
2
2028-12-23
Floating
10.69000000
N
N
N
N
N
N
Ecuador Government International Bonds
5299003Y2U5XK0A35H71
Ecuador Government International Bonds
000000000
1575000.00000000
PA
USD
1072870.91000000
0.060220131439
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
370000.00000000
PA
USD
252898.70000000
0.014195177456
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
3743000.00000000
PA
864285.47000000
0.048512252610
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
863.98000000
0.000048495106
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
61875.03000000
USD
1050000.00000000
MXN
2024-05-16
863.98000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
8770000.00000000
PA
2345246.43000000
0.131638435673
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1520000.00000000
PA
USD
1252328.00000000
0.070293039043
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-17757.37000000
-0.00099671931
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2438202.25000000
USD
3255000.00000000
SGD
2024-06-20
-17757.37000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23626000000.00000000
PA
1577823.40000000
0.088563061641
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
396900.00000000
0.022277955293
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
RSC Acquisition, Inc.
N/A
RSC Acquisition, Inc. 2019 Term Loan
000000000
213748.78000000
PA
USD
214283.15000000
0.012027690692
Long
LON
CORP
US
N
2
2029-11-01
Floating
10.99000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
2197.40000000
0.000123339831
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
801626.00000000
CAD
594949.12000000
USD
2024-05-16
2197.40000000
N
N
N
Cimpress Public Limited Company
549300IW5HMWD8APDH34
Cimpress Public Limited Company USD Term Loan B
000000000
1543099.48000000
PA
USD
1544546.91000000
0.086695255754
Long
LON
CORP
US
N
2
2028-05-17
Floating
8.94000000
N
N
N
N
N
N
McGraw-Hill Global Education Holdings, LLC
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC 2021 Term Loan
58063DAC7
934094.82000000
PA
USD
936949.41000000
0.052590871927
Long
LON
CORP
US
N
2
2028-07-28
Floating
10.19000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-1022.72000000
-0.00005740516
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
99964.33000000
USD
1572738750.00000000
IDR
2024-05-16
-1022.72000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
84992.44000000
0.004770616726
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2848911.00000000
CHF
3263079.67000000
USD
2024-05-16
84992.44000000
N
N
N
TURK IHRACAT KR BK
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAG2
1175000.00000000
PA
USD
1231969.88000000
0.069150339907
Long
DBT
NUSS
TR
N
2
2026-01-31
Fixed
9.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-79006.30000000
-0.00443461531
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
71494492.00000000
MXN
4192892.12000000
USD
2024-05-16
-79006.30000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
2510000.00000000
PA
USD
1731969.28000000
0.097215253688
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-9141.01000000
-0.00051308393
N/A
DFE
NO
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
244169.11000000
USD
2547000.00000000
NOK
2024-05-16
-9141.01000000
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
560000.00000000
PA
USD
572571.44000000
0.032138374760
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.63000000
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
8346.57000000
0.000468492097
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
5810000.00000000
CNY
809899.22000000
USD
2024-05-16
8346.57000000
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
1390000.00000000
PA
USD
1294884.80000000
0.072681747755
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EC9
2400000.00000000
PA
USD
2626349.83000000
0.147416739976
Long
DBT
CORP
GB
N
2
2034-11-13
Fixed
7.40000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4654.21000000
0.000261240318
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
850000.00000000
EUR
923647.40000000
USD
2024-04-30
4654.21000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
88500.01000000
0.004967496261
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
19628000.00000000
EGP
501353.77000000
USD
2024-04-15
88500.01000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7595900000.00000000
PA
2313569.47000000
0.129860411237
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-7092.01000000
-0.00039807377
N/A
DFE
HU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1815709.77000000
USD
661702199.00000000
HUF
2024-05-16
-7092.01000000
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2011-C2
12527DAF7
227716.93000000
PA
USD
212625.65000000
0.011934655391
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
5.25000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2005-1
542514KC7
149456.67000000
PA
USD
146004.49000000
0.008195216681
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
6.72000000
N
N
N
N
N
N
Barnes Group Inc
G1MSYD2DQZX30V5DMX12
Barnes Group Inc 2024 TERM LOAN
067809AM5
672315.00000000
PA
USD
673575.59000000
0.037807727086
Long
LON
CORP
US
N
2
2030-09-03
None
0.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2340000.00000000
PA
390157.77000000
0.021899514631
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
760000.00000000
PA
USD
677938.83000000
0.038052635289
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
1180943.33000000
PA
USD
1076627.06000000
0.060430963744
Long
LON
CORP
US
N
2
2026-04-06
Floating
8.69000000
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
144808.90000000
PA
USD
143722.83000000
0.008067147345
Long
LON
CORP
US
N
2
2028-03-11
Floating
8.94000000
N
N
N
N
N
N
Turkiye Government International Bonds
5493000PCHOG3B6S3Q85
Turkiye Government International Bonds
900123DG2
2230000.00000000
PA
USD
2484197.70000000
0.139437755857
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
3804.88000000
0.000213567514
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
-5449.40000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
1075000.00000000
PA
USD
1120431.65000000
0.062889710777
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
658353.15000000
PA
USD
646372.90000000
0.036280842955
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.57000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-3
35563PCE7
172475.03000000
PA
USD
171116.63000000
0.009604758460
Long
ABS-MBS
USGSE
US
N
2
2056-07-25
Variable
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
213800DTJD5UKJR53O34
Verus Securitization Trust 2023-8
92540DAC9
615786.49000000
PA
USD
620982.50000000
0.034855682471
Long
ABS-MBS
CORP
US
N
2
2068-12-25
Variable
6.97000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
14885000.00000000
PA
3292288.39000000
0.184795801371
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-11384.06000000
-0.00063898609
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1556778.39000000
USD
7780000.00000000
BRL
2024-06-04
-11384.06000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-4929.06000000
-0.00027666761
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
671348.72000000
USD
37472000.00000000
PHP
2024-04-15
-4929.06000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
112762.54000000
0.006329349520
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
12055927.00000000
EUR
13155650.58000000
USD
2024-05-16
112762.54000000
N
N
N
STONEMOR INC
N/A
StoneMor Inc
86184WAA4
860000.00000000
PA
USD
594245.15000000
0.033354917825
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
280000.00000000
PA
USD
261993.56000000
0.014705670992
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS349658 IRS PLN R V 06MWIBOR IRS349658_FLO CCPVANILLA / Short: BRS349658 IRS PLN P F 4.65080 IRS349658_FIX CCPVANILLA
000000000
9989700.00000000
OU
Notional Amount
29805.89000000
0.001673001473
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
PLN
0.00000000
PLN
9989700.00000000
PLN
29805.89000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-186779.49000000
-0.01048391314
N/A
DFE
KR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
6483833.67000000
USD
8441043702.00000000
KRW
2024-06-20
-186779.49000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYX3KZM7 IRS THB R F 2.54300 2 CCPNDFOIS / Short: SRYX3KZM7 IRS THB P V 12MTHOR 1 CCPNDFOIS
000000000
146867694.00000000
OU
Notional Amount
16552.11000000
0.000929068194
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-09-18
2656.41000000
THB
0.00000000
THB
146867694.00000000
THB
16477.95000000
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
815000.00000000
PA
USD
794563.83000000
0.044598784283
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
587804.08000000
0.032993381243
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
7.52000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
150000.00000000
PA
USD
150306.00000000
0.008436659985
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fanatics Commerce Intermediate Holdco LLC
254900YDIRBC66RGAG10
Fanatics Commerce Intermediate Holdco LLC Term Loan B
30709UAB0
225775.94000000
PA
USD
225599.61000000
0.012662882402
Long
LON
CORP
US
N
2
2028-11-24
Floating
8.69000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
56545.92000000
0.003173916547
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
31496000.00000000
PEN
8509672.54000000
USD
2024-06-20
56545.92000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-2570.74000000
-0.00014429536
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
33011700.00000000
ZAR
1734716.13000000
USD
2024-05-16
-2570.74000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2L7
2325000.00000000
PA
USD
2387170.50000000
0.133991629317
Long
DBT
NUSS
BH
N
2
2036-02-12
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-7610.82000000
-0.00042719452
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1771713.38000000
USD
99175200.00000000
PHP
2024-04-05
-7610.82000000
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
350000.00000000
PA
USD
311484.11000000
0.017483570363
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
-9253.77000000
-0.00051941313
N/A
DFE
EG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
422107.53000000
USD
19628000.00000000
EGP
2024-04-15
-9253.77000000
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
2190000.00000000
PA
USD
2273414.91000000
0.127606540004
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
324318.71000000
0.018203975112
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBB4
790000.00000000
PA
USD
776427.21000000
0.043580777709
Long
DBT
CORP
LU
N
2
2028-03-30
Fixed
4.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
84842883.00000000
PA
2561024.06000000
0.143750011371
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
4975.34000000
0.000279265311
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2959383.39000000
USD
1082276100.00000000
HUF
2024-04-12
4975.34000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAG0
320000.00000000
PA
USD
337997.48000000
0.018971763035
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAL6
1580000.00000000
PA
USD
1554765.82000000
0.087268842099
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.28000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
2595000.00000000
PA
528902.37000000
0.029687234450
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
56682.43000000
0.003181578839
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
47420100.00000000
CNY
6588794.38000000
USD
2024-04-10
56682.43000000
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
290000.00000000
PA
USD
240843.82000000
0.013518538308
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
American Money Management Corporation
N/A
AMMC CLO 30 Ltd
03165UAJ7
520000.00000000
PA
USD
521041.04000000
0.029245978823
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
9.79000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
34269.69000000
0.001923554098
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
152642.34000000
USD
256697100.00000000
NGN
2024-11-20
34269.69000000
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
375000.00000000
PA
USD
384843.75000000
0.021601239247
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
2975000.00000000
PA
USD
2651046.30000000
0.148802950242
Long
DBT
CORP
GB
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353358 IRS MXN R F 9.70400 IRS353358_FIX CCPVANILLA / Short: SRS353358 IRS MXN P V 01MTIIE IRS353358_FLO CCPVANILLA
000000000
41000000.00000000
OU
Notional Amount
-5384.57000000
-0.00030223534
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-06
0.00000000
MXN
0.00000000
MXN
41000000.00000000
MXN
-5384.57000000
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. 2021 Term Loan B
71677HAL9
3479257.56000000
PA
USD
3474285.70000000
0.195011291257
Long
LON
CORP
US
N
2
2028-02-11
Floating
9.18000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DY5
5690000.00000000
PA
1537384.12000000
0.086293209104
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1772000.00000000
PA
382740.23000000
0.021483168890
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Bausch + Lomb Corp
549300NY6OZM39SO6475
Bausch + Lomb Corp 2023 Incremental Term Loan
000000000
688540.00000000
PA
USD
689831.01000000
0.038720142102
Long
LON
CORP
CA
N
2
2028-09-29
Floating
9.33000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd
691204AA9
250000.00000000
PA
USD
250172.25000000
0.014042142104
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2899.06000000
-0.00016272393
N/A
DFE
BR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
871555.45000000
USD
4348103.00000000
BRL
2024-04-02
-2899.06000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-1142.96000000
-0.00006415422
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3730000.00000000
MXN
220501.30000000
USD
2024-06-20
-1142.96000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-2265.89000000
-0.00012718416
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
884810.59000000
USD
16770000.00000000
ZAR
2024-05-16
-2265.89000000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAV1
2500000.00000000
PA
USD
2618230.00000000
0.146960974772
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
912000.00000000
PA
USD
884863.90000000
0.049667317724
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
1287000000.00000000
PA
3254768.93000000
0.182689838024
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
10567.03000000
0.000593126283
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
340000.00000000
CHF
388719.36000000
USD
2024-04-19
10567.03000000
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
380000.00000000
PA
USD
418737.47000000
0.023503690189
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
8.82000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
82208500.00000000
PA
4705570.18000000
0.264123159734
Long
DBT
NUSS
MX
N
2
2025-03-06
Fixed
5.00000000
N
N
N
N
N
N
PECF USS Intermediate Holding III Corp
254900DIL842DEXPYJ91
PECF USS Intermediate Holding III Corp Term Loan B
69291LAB2
656600.00000000
PA
USD
502845.95000000
0.028224690333
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.82000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
300000.00000000
PA
USD
277598.25000000
0.015581560602
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-459980.34000000
-0.02581864814
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
17205668.69000000
USD
608841513.00000000
THB
2024-05-16
-459980.34000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754LAF6
1230000.00000000
PA
USD
1265923.87000000
0.071056173797
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
8.47000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754CAB5
112932.50000000
PA
USD
114473.33000000
0.006425375983
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
7.48000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2024 Term Loan B
17288YAM4
2437669.25000000
PA
USD
2438278.67000000
0.136860325528
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.58000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-23257.35000000
-0.00130543261
N/A
DFE
CZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3632030.14000000
USD
84504651.00000000
CZK
2024-05-16
-23257.35000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS349663 IRS PLN R V 06MWIBOR IRS349663_FLO CCPVANILLA / Short: BRS349663 IRS PLN P F 4.67030 IRS349663_FIX CCPVANILLA
000000000
4994850.00000000
OU
Notional Amount
13946.35000000
0.000782807159
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
PLN
0.00000000
PLN
4994850.00000000
PLN
13946.35000000
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAN0
750000.00000000
PA
USD
751156.50000000
0.042162335412
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
8.43000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
200000.00000000
PA
USD
197423.70000000
0.011081371535
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-1772.92000000
-0.00009951381
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
512955216.00000000
UGX
128078.71000000
USD
2024-06-20
-1772.92000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJQ3
280000.00000000
PA
USD
263218.09000000
0.014774403732
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Variable
4.75000000
N
N
N
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
039853AA4
1320000.00000000
PA
USD
1315387.92000000
0.073832585726
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23090.59000000
0.001296072390
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3437000.00000000
EUR
3735194.12000000
USD
2024-04-04
23090.59000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
340000.00000000
PA
USD
212175.30000000
0.011909377293
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
27927000000.00000000
PA
1854719.17000000
0.104105192115
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
210.00000000
NC
38245.28000000
0.002146703547
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEM4 Comdty
2024-06-06
24797087.70000000
EUR
38245.28000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-5448.52000000
-0.00030582485
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
9920000.00000000
MXN
587285.71000000
USD
2024-05-16
-5448.52000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
18323.88000000
0.001028517458
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
55730200.00000000
CNY
7694327.67000000
USD
2024-04-03
18323.88000000
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
1590000.00000000
PA
USD
1472457.82000000
0.082648902708
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
63728000000.00000000
PA
4247769.64000000
0.238426863530
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
1476351.00000000
OU
Notional Amount
24441.59000000
0.001371903878
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
1476351.00000000
BRL
24441.59000000
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2024 TERM LOAN B
58503UAE3
570000.00000000
PA
USD
571806.90000000
0.032095461210
Long
LON
CORP
US
N
2
2028-10-23
None
0.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
900000.00000000
PA
USD
885375.27000000
0.049696020868
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
261965.56000000
0.014704099355
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
Apidos CLO Ltd
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03766AAE5
420000.00000000
PA
USD
418296.48000000
0.023478937467
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
12.33000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAU9
540000.00000000
PA
USD
540555.66000000
0.030341332393
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.83000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD KES
000000000
1.00000000
NC
-44593.94000000
-0.00250305316
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
113900206.09000000
KES
799299.69000000
USD
2024-08-02
-44593.94000000
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
1600000.00000000
PA
USD
1569834.24000000
0.088114630930
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.68000000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC 2020 Term Loan B
00488PAL9
121144.76000000
PA
USD
121211.03000000
0.006803562376
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.94000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBK4
1535000.00000000
PA
USD
1560844.80000000
0.087610054607
Long
DBT
CORP
NL
N
2
2033-07-03
Fixed
6.50000000
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BY9
640000.00000000
PA
USD
672070.32000000
0.037723236439
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756CB4
2360000.00000000
PA
USD
1774844.54000000
0.099621837526
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
1010000.00000000
PA
USD
988574.06000000
0.055488558106
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
1078.12000000
0.000060514762
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
448439.44000000
USD
7134223000.00000000
IDR
2024-05-06
1078.12000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-3912.32000000
-0.00021959811
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
875643.83000000
USD
131031500.00000000
JPY
2024-05-16
-3912.32000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLU1
790000.00000000
PA
USD
745499.38000000
0.041844801861
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Variable
4.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
1330000.00000000
PA
USD
1290452.97000000
0.072432989603
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
60275.93000000
0.003383281617
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
3400000.00000000
PA
USD
2985423.38000000
0.167571500606
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
458378.87000000
PA
USD
454616.04000000
0.025517550553
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.18000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
1480000.00000000
PA
USD
1266240.64000000
0.071073954064
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
458467.02000000
0.025733705656
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.88000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
1300000000.00000000
PA
350513.68000000
0.019674296025
Long
DBT
NUSS
UG
N
2
2032-03-04
Fixed
16.38000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
58878000.00000000
PA
11998757.09000000
0.673488974613
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAE9
630000.00000000
PA
USD
667569.42000000
0.037470601395
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
122298400.00000000
PA
6767937.21000000
0.379883604411
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
1710000.00000000
PA
USD
1299309.64000000
0.072930113559
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
VM Consolidated Inc
549300GCTGJLEBXJUK89
VM Consolidated Inc 2024 Term Loan B
00215NAM2
1869763.77000000
PA
USD
1879695.96000000
0.105507136713
Long
LON
CORP
US
N
2
2028-03-24
Floating
8.08000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAL1
1195000.00000000
PA
USD
995860.52000000
0.055897546341
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.13000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ
46650BAA9
1390000.00000000
PA
USD
139.00000000
0.000007802055
Long
ABS-MBS
CORP
US
N
3
2035-06-15
Floating
13.95000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
465562AA4
2294000.00000000
PA
USD
2160115.74000000
0.121247069497
Long
DBT
CORP
BR
N
2
2025-02-27
Fixed
4.63000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
14000000.00000000
PA
644330.07000000
0.036166179121
Long
DBT
NUSS
CZ
N
2
2034-04-14
Fixed
4.90000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
30840.44000000
0.001731070656
N/A
DFE
MX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1625809.39000000
USD
27571000.00000000
MXN
2024-04-10
30840.44000000
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AS4
210000.00000000
PA
USD
308280.00000000
0.017303724005
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.00000000
N
N
N
N
Y
Western Digital Corp.
Western Digital Corp.
USD
XXXX
N
N
N
Emrld Borrower LP
5493000GJYE7GAQCUC61
Emrld Borrower LP Term Loan B
26872NAC3
1507362.93000000
PA
USD
1507551.35000000
0.084618698859
Long
LON
CORP
US
N
2
2030-05-31
Floating
7.79000000
N
N
N
N
N
N
Western Dental Services Inc
549300S5KZ5QHE321375
Western Dental Services Inc 2021 Delayed Draw Term Loan
74049LAQ4
107926.49000000
PA
USD
67319.15000000
0.003778616815
Long
LON
CORP
US
N
2
2028-08-18
Floating
10.10000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-28271.07000000
-0.00158685218
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
62976000.00000000
MXN
3748737.89000000
USD
2024-04-22
-28271.07000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
107128606.00000000
PA
4562353.38000000
0.256084415800
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
14603.70000000
0.000819704146
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5950000.00000000
BRL
1203284.26000000
USD
2024-04-02
14603.70000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-0.13000000
-0.00000000729
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
200.00000000
MXN
11.89000000
USD
2024-04-10
-0.13000000
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128YAF5
250000.00000000
PA
USD
248769.00000000
0.013963377828
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
11.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
60000.00000000
PA
USD
72245.11000000
0.004055110432
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
15960000.00000000
PA
2588977.76000000
0.145319049614
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
3490000.00000000
PA
USD
2904965.51000000
0.163055408817
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
279572.77000000
PA
USD
274880.62000000
0.015429020315
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
5.24000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: BRYW8GP02 IRS BRL R F 9.87500 2 NDFPREDISWAP / Short: BRYW8GP02 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
4538174.00000000
OU
Notional Amount
-1010.16000000
-0.00005670017
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
4538174.00000000
BRL
-1010.16000000
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC EUR Term Loan B
92943EAC0
372000.00000000
PA
402663.93000000
0.022601484078
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.15000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAB2
465000.00000000
PA
USD
477375.05000000
0.026795011393
Long
DBT
CORP
LU
N
2
2034-03-05
Fixed
6.45000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1207.40000000
0.000067771235
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
160000.00000000
EUR
174117.28000000
USD
2024-04-19
1207.40000000
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CBA1
470000.00000000
PA
USD
314331.66000000
0.017643403045
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
219575979.00000000
PA
8046142.82000000
0.451629150985
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18897.63000000
0.001060721986
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2000000.00000000
EUR
2179316.00000000
USD
2024-04-08
18897.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1460000.00000000
PA
USD
1215565.92000000
0.068229587356
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-23327.91000000
-0.00130939313
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1438944.02000000
USD
79606700.00000000
PHP
2024-04-22
-23327.91000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2283000.00000000
PA
497254.19000000
0.027910825432
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
28885.66000000
0.001621349060
N/A
DFE
TR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1307206.77000000
USD
45582300.00000000
TRY
2024-05-16
28885.66000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
540000.00000000
PA
USD
493481.87000000
0.027699085507
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
200000.00000000
PA
USD
169695.94000000
0.009525015280
Long
DBT
CORP
GB
N
2
2030-12-17
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
670000.00000000
PA
USD
680937.08000000
0.038220926746
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
1296669.40000000
0.072781917165
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
12.08000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
35813.56000000
0.002010211359
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
152374.55000000
USD
263237700.00000000
NGN
2025-02-13
35813.56000000
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC TERM LOAN B
000000000
2296000.00000000
PA
USD
2295035.68000000
0.128820111552
Long
LON
CORP
US
N
2
2031-03-24
None
0.00000000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2024 Term Loan B
15131YAN5
918786.40000000
PA
USD
918818.56000000
0.051573189221
Long
LON
CORP
US
N
2
2031-03-22
Floating
9.58000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
235000.00000000
PA
USD
223551.51000000
0.012547922765
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAS6
1750000.00000000
PA
USD
1759411.50000000
0.098755582613
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
4991.70000000
0.000280183596
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
263870000.00000000
HUF
725021.36000000
USD
2024-06-20
4991.70000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SWS111765 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SWS111765 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1285000.00000000
OU
Notional Amount
USD
-138908.69000000
-0.00779693017
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Nordstrom, Inc.
Nordstrom, Inc.
Y
sell protection
2028-12-20
0.00000000
USD
-179900.00000000
USD
1285000.00000000
USD
40991.31000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-16517.97000000
-0.00092715192
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4530190000.00000000
COP
1140427.86000000
USD
2024-06-20
-16517.97000000
N
N
N
Colombia Government International Bonds
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325DP7
1690000.00000000
PA
USD
1559786.67000000
0.087550661882
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
1770000.00000000
PA
USD
1751683.33000000
0.098321801243
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
1290000.00000000
PA
USD
1279425.86000000
0.071814039077
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISUYHCRLRBE46
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
1140000.00000000
PA
USD
1160755.98000000
0.065153111183
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
7.42000000
N
N
N
N
N
N
Genesys Cloud Services Holdings II LLC
549300CVRD4OUCPHWQ42
Genesys Cloud Services Holdings II LLC Term Loan B
39479UAT0
687000.00000000
PA
USD
690363.55000000
0.038750033517
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.19000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
390000.00000000
PA
USD
203026.20000000
0.011395839271
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAQ2
398784.38000000
PA
USD
395805.86000000
0.022216541329
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
9.33000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
460000.00000000
PA
USD
445415.24000000
0.025001110616
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753MAE8
856174.46000000
PA
USD
909343.07000000
0.051041330963
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
819971.91000000
0.046024937144
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
520000.00000000
PA
USD
542016.80000000
0.030423346028
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
390000.00000000
PA
USD
374889.10000000
0.021042485789
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
Hayfin Kingsland IX Ltd
549300ROX4COSD406L14
Hayfin US XII Ltd
42086QAC5
200000.00000000
PA
USD
200139.60000000
0.011233814717
Long
ABS-CBDO
CORP
KY
N
2
2031-04-28
Floating
7.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
MIWD Holdco II LLC
254900X3SPV5RVFJEY72
MIWD Holdco II LLC 2024 Term Loan B2
000000000
674000.00000000
PA
USD
678002.21000000
0.038056192801
Long
LON
CORP
US
N
2
2031-03-21
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED EGP / SOLD USD
000000000
1.00000000
NC
1352.52000000
0.000075916805
N/A
DFE
EG
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
50505.05000000
USD
2500000.00000000
EGP
2024-06-11
1352.52000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
171650968.00000000
PA
6697888.98000000
0.375951804622
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AS2
1010000.00000000
PA
USD
1009437.75000000
0.056659634834
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
ARDONAGH GROUP FINANCE
254900SRT1BTAJ76NW62
Ardonagh Group Finance Ltd
039956AA5
2300000.00000000
PA
USD
2273337.25000000
0.127602180956
Long
DBT
CORP
JE
N
2
2032-02-15
Fixed
8.88000000
N
N
N
N
N
N
Garda World Security Corp
549300ZF1NDXLMCHNO20
Garda World Security Corp 2022 Term Loan B
000000000
3042976.18000000
PA
USD
3051852.54000000
0.171300162376
Long
LON
CORP
CA
N
2
2029-02-01
Floating
9.58000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
27182000000.00000000
PA
1654236.00000000
0.092852092850
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-25031.66000000
-0.00140502444
N/A
DFE
ID
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1677992.08000000
USD
26274839000.00000000
IDR
2024-05-16
-25031.66000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
7302.57000000
0.000409892486
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
16781000.00000000
BRL
3352981.14000000
USD
2024-04-22
7302.57000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAS4
690000.00000000
PA
USD
683085.86000000
0.038341537542
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
8.29000000
N
N
N
N
N
N
Nigeria Government International Bonds
549300GSBZD84TNEQ285
Nigeria Government International Bonds
000000000
805000.00000000
PA
USD
787222.38000000
0.044186709466
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
18509300000.00000000
PA
4372017.77000000
0.245400898011
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-280041.86000000
-0.01571872017
N/A
DFE
AU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
10555246.58000000
USD
15742727.01000000
AUD
2024-04-19
-280041.86000000
N
N
N
Aruba Investments Holdings LLC
254900GMIYFF4FZ0A357
Aruba Investments Holdings LLC 2020 EUR Term Loan
04317JAC2
1295920.00000000
PA
1350607.72000000
0.075809469399
Long
LON
CORP
US
N
2
2027-11-24
Floating
7.83000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
1205000.00000000
PA
USD
1075520.22000000
0.060368836931
Long
DBT
CORP
IN
N
2
2029-07-03
Fixed
4.38000000
N
N
N
N
N
N
Planview Parent Inc
549300SEALM1D9FKMA32
Planview Parent Inc Term Loan
72751PAC8
1253386.90000000
PA
USD
1250566.78000000
0.070194181949
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.56000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
421790AK2
1155000.00000000
PA
USD
1224487.11000000
0.068730332813
Long
DBT
NUSS
TR
N
2
2029-01-14
Fixed
8.51000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
822.44000000
0.000046163470
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
266000.00000000
EUR
288124.68000000
USD
2024-04-05
822.44000000
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
2070000.00000000
PA
USD
2062456.53000000
0.115765468302
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-1901.54000000
-0.00010673324
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
171562.84000000
USD
1228000.00000000
CNY
2024-06-11
-1901.54000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-34992.46000000
-0.00196412310
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2414884.70000000
USD
133963313.70000000
PHP
2024-06-20
-34992.46000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
28630000.00000000
PA
5580726.07000000
0.313245567877
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
1635000.00000000
PA
USD
1503944.61000000
0.084416252922
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
425690000.00000000
PA
948411.51000000
0.053234238395
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2021-4 CLO Ltd
97316UAC2
250000.00000000
PA
USD
250239.00000000
0.014045888774
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.23000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL7 Issuer LLC
30329XAA6
1290000.00000000
PA
USD
1297641.75000000
0.072836495069
Long
ABS-CBDO
CORP
US
N
2
2039-10-19
Floating
8.22000000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc 2021 Term Loan B
92941PAC7
480000.00000000
PA
USD
210600.00000000
0.011820955869
Long
LON
CORP
US
N
2
2028-04-13
Floating
8.94000000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
48668NAA9
590000.00000000
PA
USD
556390.65000000
0.031230148718
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.38000000
N
N
N
N
N
N
Harbor Freight Tools USA Inc
549300Y48HLCFTTB4249
Harbor Freight Tools USA Inc 2021 Term Loan B
41151PAP0
1501840.29000000
PA
USD
1502739.89000000
0.084348632115
Long
LON
CORP
US
N
2
2027-10-19
Floating
8.19000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493000081NBXWGGSW23
Magnetite XXII Ltd
55954HAS1
500000.00000000
PA
USD
500536.50000000
0.028095061147
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.68000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
34210000.00000000
PA
1243661.28000000
0.069806576960
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
1011562.75000000
PA
USD
1014839.20000000
0.056962817655
Long
LON
CORP
US
N
2
2028-11-15
Floating
8.69000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
346000.00000000
PA
345371.84000000
0.019385685086
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
1909601.13000000
0.107185710763
Long
DBT
CORP
DK
N
2
2033-09-14
Fixed
5.88000000
N
N
N
N
N
N
MULTIPLAN CORP
549300164ZV2301BC703
Multiplan Corp
17144CAB0
840000.00000000
PA
USD
596380.51000000
0.033474775357
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.00000000
N
N
N
N
N
Multiplan Corp.
Multiplan Corp.
USD
XXXX
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
368130000.00000000
PA
713222.76000000
0.040033118572
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Long: IRS351595 IRS KRW R F 3.10000 IRS351595_FIX NDF / Short: IRS351595 IRS KRW P V 03MKSDA IRS351595_FLO NDF
000000000
3950000000.00000000
OU
Notional Amount
-34398.96000000
-0.00193081001
N/A
DIR
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
N/A
N/A
Y
2033-12-22
0.00000000
KRW
0.00000000
KRW
3950000000.00000000
KRW
-34398.96000000
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
260000.00000000
PA
USD
248166.70000000
0.013929570793
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.13000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
152881727.00000000
PA
5653465.14000000
0.317328404233
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
1491208.20000000
0.083701359567
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
14789000.00000000
PA
2905455.57000000
0.163082915834
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
2185000.00000000
PA
USD
2164772.08000000
0.121508429372
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
493395.87000000
0.027694258336
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHL8
3142700.00000000
PA
USD
3131774.21000000
0.175786157315
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-70998.96000000
-0.00398516416
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3513583.15000000
USD
125456000.00000000
THB
2024-04-17
-70998.96000000
N
N
N
PMT Credit Risk Transfer Trust
N/A
PMT Credit Risk Transfer Trust 2019-3R
69349MAA4
63881.50000000
PA
USD
64006.45000000
0.003592675312
Long
ABS-MBS
CORP
US
N
2
2031-11-27
Floating
9.14000000
N
N
N
N
N
N
Barclays Capital Securities Ltd.
K9WDOH4D2PYBSLSOB484
Long: OIS351035 IRS BRL R F 10.41000 OIS351035_FIX NDFPREDISWAP / Short: OIS351035 IRS BRL P V 00MBRCDI OIS351035_FLO NDFPREDISWAP
000000000
23763513.96000000
OU
Notional Amount
3690.80000000
0.000207164216
N/A
DIR
GB
N
2
Barclays Capital Securities Ltd.
K9WDOH4D2PYBSLSOB484
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
23763513.96000000
BRL
3690.80000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC24
000000000
2.00000000
NC
5333.74000000
0.000299382265
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
5333.74000000
N
N
N
Barclays Capital Securities Ltd.
K9WDOH4D2PYBSLSOB484
Long: OIS352786 IRS BRL R F 9.94500 OIS352786_FIX NDFPREDISWAP / Short: OIS352786 IRS BRL P V 00MBRCDI OIS352786_FLO NDFPREDISWAP
000000000
11010720.72000000
OU
Notional Amount
-2654.36000000
-0.00014898894
N/A
DIR
GB
N
2
Barclays Capital Securities Ltd.
K9WDOH4D2PYBSLSOB484
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
11010720.72000000
BRL
-2654.36000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-7714.02000000
-0.00043298713
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
15467000.00000000
MXN
916461.41000000
USD
2024-05-16
-7714.02000000
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AB2
1460000.00000000
PA
USD
1506997.40000000
0.084587605704
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.13000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
6650000.00000000
PA
388415.93000000
0.021801745335
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
143622.43000000
PA
USD
131315.31000000
0.007370714551
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
6.34000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-1669.69000000
-0.00009371952
N/A
DFE
TH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
190898.47000000
USD
6880000.00000000
THB
2024-05-16
-1669.69000000
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
333000.00000000
PA
USD
338178.48000000
0.018981922546
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT MAR24
000000000
-39.00000000
NC
USD
-9656.50000000
-0.00054201833
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Three-Month SOFR Futures
SFRH4 Comdty
2024-06-18
-9220912.25000000
USD
-9656.50000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2806.02000000
-0.00015750160
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
800528.35000000
USD
4000000.00000000
BRL
2024-04-19
-2806.02000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
430000.00000000
PA
USD
433695.85000000
0.024343302487
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
140000.00000000
PA
123455.87000000
0.006929565010
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-10103.84000000
-0.00056712747
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1273045.16000000
USD
105580000.00000000
INR
2024-06-20
-10103.84000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-9887.71000000
-0.00055499612
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2180541.48000000
USD
10887400.00000000
BRL
2024-04-22
-9887.71000000
N
N
N
BX Trust
N/A
BX Trust 2024-CNYN
05612HAG6
1550000.00000000
PA
USD
1555612.86000000
0.087316386365
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Floating
7.99000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-6450.91000000
-0.00036208890
N/A
DFE
RO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2157923.41000000
USD
9901200.00000000
RON
2024-04-03
-6450.91000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAA3
1325000.00000000
PA
USD
1533067.40000000
0.086050912064
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3767.29000000
-0.00021145759
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2341967.10000000
USD
2165000.00000000
EUR
2024-04-02
-3767.29000000
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAJ1
700000.00000000
PA
USD
560277.76000000
0.031448331793
Long
DBT
CORP
IN
N
2
2041-08-02
Fixed
5.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
3105000.00000000
PA
747414.41000000
0.041952292293
Long
DBT
NUSS
RO
N
2
2032-09-29
Fixed
8.25000000
N
N
N
N
N
N
STENA INTERNATIONAL SA
213800A4LTGG4W55QP46
Stena International SA
85858EAD5
670000.00000000
PA
USD
669194.66000000
0.037561825945
Long
DBT
CORP
LU
N
2
2031-01-15
Fixed
7.25000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAL4
1550000.00000000
PA
USD
1438675.75000000
0.080752718669
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
7.15000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
60000.00000000
PA
USD
57658.74000000
0.003236379017
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
27597.41000000
0.001549039723
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
2505000.00000000
EUR
2735046.68000000
USD
2024-04-22
27597.41000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS351649 IRS PLN R V 06MWIBOR IRS351649_FLO CCPVANILLA / Short: BRS351649 IRS PLN P F 4.38030 IRS351649_FIX CCPVANILLA
000000000
1830000.00000000
OU
Notional Amount
10523.24000000
0.000590668355
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-02
0.00000000
PLN
0.00000000
PLN
1830000.00000000
PLN
10523.24000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
5958000.00000000
PA
1322525.84000000
0.074233236426
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
1307051.57000000
0.073364667277
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11173.41000000
0.000627162329
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1003000.00000000
EUR
1096284.22000000
USD
2024-05-16
11173.41000000
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
404305.31000000
PA
USD
403383.66000000
0.022641882447
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-59900.65000000
-0.00336221719
N/A
DFE
KR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5035768.38000000
USD
6670026298.00000000
KRW
2024-06-20
-59900.65000000
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 2024 Term Loan B1
12768EAH9
6484000.00000000
PA
USD
6497778.50000000
0.364719624408
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.04000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
830000.00000000
PA
USD
933282.38000000
0.052385041918
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
10.12000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
15630000.00000000
PA
544186.09000000
0.030545108047
Long
DBT
NUSS
CZ
N
2
2029-11-29
Fixed
0.05000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1477.71000000
0.000082943707
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105731.79000000
USD
4225571.04000000
TRY
2024-09-18
1477.71000000
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
47753.24000000
0.002680384343
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
47753.24000000
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119AJ8
630000.00000000
PA
USD
705286.68000000
0.039587667235
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
Eyecare Partners LLC
254900ZAACWK09RJ8W93
Eyecare Partners LLC 2022 Incremental Term Loan
30233PAL4
990000.00000000
PA
USD
519750.00000000
0.029173512883
Long
LON
CORP
US
N
2
2028-11-15
Floating
9.91000000
N
N
N
N
N
N
WB Commercial Mortgage Trust
N/A
WB Commercial Mortgage Trust 2024-HQ
92943PAG6
350000.00000000
PA
USD
353836.91000000
0.019860828576
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Variable
8.28000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AN1
200000.00000000
PA
USD
197114.70000000
0.011064027397
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
2907.13000000
0.000163176901
N/A
DFE
PE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
693825.38000000
USD
2594560.00000000
PEN
2024-05-16
2907.13000000
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAB1
165000.00000000
PA
USD
281914.84000000
0.015823850345
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
131438.55000000
0.007377631999
Long
DBT
NUSS
TH
N
2
2052-06-17
Fixed
2.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
46211.58000000
0.002593851129
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
20026293.41000000
MYR
4298839.32000000
USD
2024-06-20
46211.58000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
774815.00000000
PA
23368.35000000
0.001311663029
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
13921000.00000000
PA
2590112.99000000
0.145382769955
Long
DBT
NUSS
BR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
33500000.00000000
PA
558457.72000000
0.031346173139
Long
DBT
NUSS
EG
N
2
2025-03-18
None
0.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
1610000.00000000
PA
USD
1522952.94000000
0.085483188487
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI OPTN JUN24P 4900
000000000
11.00000000
NC
USD
16362.50000000
0.000918425405
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 Futures
N/A
11.00000000
NC
N/A
16362.50000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
ESM4 Comdty
2024-06-21
11.00000000
USD
50.00000000
4900.00000000
USD
2024-06-21
XXXX
-15835.60000000
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAC1
390000.00000000
PA
USD
388654.24000000
0.021815121650
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
101572.38000000
0.005701247016
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.15000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9362.26000000
-0.00052550266
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
170741.16000000
USD
24357021.00000000
JPY
2024-04-19
-9362.26000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2018-CBM
05549RAG2
390000.00000000
PA
USD
370264.95000000
0.020782932735
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
8.01000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
33032.92000000
0.001854134328
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-26
0.00000000
HUF
0.00000000
HUF
580000000.00000000
HUF
33032.92000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1500000.00000000
PA
273985.05000000
0.015378752065
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
1185000.00000000
PA
USD
1145992.88000000
0.064324459931
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
1054531.10000000
0.059190719831
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
8.02000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH77
880000.00000000
PA
USD
991334.61000000
0.055643507488
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
11.07000000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
900148AF4
725000.00000000
PA
USD
725500.25000000
0.040722252795
Long
DBT
CORP
TR
N
2
2034-02-28
Fixed
8.38000000
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAB7
740000.00000000
PA
USD
706244.90000000
0.039641452023
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
1830000.00000000
PA
USD
1756653.60000000
0.098600781976
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
THE MCCLATCHY CO LLC
N/A
McClatchy Co LLC/The
78433CAA4
535172.00000000
PA
USD
584675.41000000
0.032817769324
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
11.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
1775.09000000
0.000099635615
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
70022.44000000
USD
2548816.86000000
TRY
2024-06-20
1775.09000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9898.81000000
0.000555619165
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2239000.00000000
EUR
2428018.62000000
USD
2024-04-02
9898.81000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
14590.12000000
0.000818941902
N/A
DFE
CL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3705049.49000000
USD
3653141748.00000000
CLP
2024-05-16
14590.12000000
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC Holdings LLC 2021 Term Loan B
90266UAJ2
797957.76000000
PA
USD
799852.91000000
0.044895659788
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.34000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-19461.85000000
-0.00109239159
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1150523.60000000
USD
1516160000.00000000
KRW
2024-06-20
-19461.85000000
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1900000.00000000
PA
USD
1918983.55000000
0.107712345011
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
PARSONS CORP
549300ZXH0VRBSEPX752
Parsons Corp
70202LAC6
265000.00000000
PA
USD
288187.50000000
0.016175934091
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.63000000
N
N
N
N
Y
Parsons Corp.
Parsons Corp.
USD
XXXX
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
290000.00000000
PA
USD
285710.41000000
0.016036895290
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
1743535.31000000
0.097864453736
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.69000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
1420000.00000000
PA
USD
1435482.26000000
0.080573468411
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
26338.60000000
0.001478382850
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
38274400.00000000
ZAR
2046479.20000000
USD
2024-04-10
26338.60000000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
800000.00000000
PA
USD
771390.30000000
0.043298056480
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.18000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
1400000.00000000
PA
USD
1290044.14000000
0.072410042018
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
66786000.00000000
PA
13162115.44000000
0.738788156551
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Brookfield WEC Holdings Inc.
5493002M6GRSU1IWMG57
Brookfield WEC Holdings Inc. 2024 Term Loan
92943LAC4
500000.00000000
PA
USD
499930.50000000
0.028061046431
Long
LON
CORP
US
N
2
2031-01-27
Floating
8.08000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
31500000.00000000
PA
1466632.90000000
0.082321950560
Long
DBT
NUSS
CZ
N
2
2029-03-29
Fixed
5.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
82521000.00000000
PA
2302120.64000000
0.129217789612
Long
DBT
NUSS
TH
N
2
2028-06-17
Fixed
2.65000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
650000.00000000
PA
USD
559638.73000000
0.031412463107
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BE1
10809000.00000000
PA
2921485.08000000
0.163982650546
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-8398.68000000
-0.00047141702
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8959700000.00000000
UGX
2259697.35000000
USD
2024-06-20
-8398.68000000
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAD1
1070000.00000000
PA
USD
905732.64000000
0.050838677907
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
7.88000000
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAZ1
115000.00000000
PA
USD
104161.65000000
0.005846582469
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
446945.48000000
0.025087002826
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.38000000
N
N
N
N
N
N
URU MONETARY REG BILL
549300DTMS39GZYBX161
Uruguay Monetary Regulation Bill
000000000
57300000.00000000
PA
1476691.88000000
0.082886560051
Long
DBT
NUSS
UY
N
2
2024-08-09
None
0.00000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: OIS352414 IRS BRL R F 10.11000 OIS352414_FIX NDFPREDISWAP / Short: OIS352414 IRS BRL P V 00MBRCDI OIS352414_FLO NDFPREDISWAP
000000000
15967870.01000000
OU
Notional Amount
-1415.93000000
-0.00007947600
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
15967870.01000000
BRL
-1415.93000000
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
550000.00000000
PA
USD
555151.30000000
0.031160584132
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
753618.75000000
0.042300541246
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
11.33000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
2063128.00000000
PA
68741.67000000
0.003858462713
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
445540.16000000
0.025008122362
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
19th Holdings Golf LLC
549300INS30LLUJP0S18
19th Holdings Golf LLC 2022 Term Loan B
68250XAB7
1941422.66000000
PA
USD
1898954.04000000
0.106588090720
Long
LON
CORP
US
N
2
2029-02-07
Floating
8.67000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
557000.00000000
PA
USD
393289.14000000
0.022075278100
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
1006836.40000000
0.056513621332
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
7.12000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
1920000.00000000
PA
2099032.54000000
0.117818475900
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.63000000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAC8
1730000.00000000
PA
USD
1470003.84000000
0.082511161068
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
9440.21000000
0.000529877995
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
26870000.00000000
ZAR
1423511.53000000
USD
2024-05-16
9440.21000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
117522.14000000
0.006596505368
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
207580000.00000000
ZAR
11009396.39000000
USD
2024-06-20
117522.14000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Long: OIS353532 IRS BRL R F 10.05000 OIS353532_FIX NDFPREDISWAP / Short: OIS353532 IRS BRL P V 00MBRCDI OIS353532_FLO NDFPREDISWAP
000000000
3454148.29000000
OU
Notional Amount
-1079.49000000
-0.00006059166
N/A
DIR
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
3454148.29000000
BRL
-1079.49000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
1365000.00000000
PA
USD
1111703.50000000
0.062399800635
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
N
Ocean Trails CLO IX
549300LD2JF1INLMST94
Ocean Trails CLO IX
67515XAS3
700000.00000000
PA
USD
700589.40000000
0.039324009402
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
8.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-14546.39000000
-0.00081648734
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4073889.56000000
USD
339355000.00000000
INR
2024-06-20
-14546.39000000
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
Titan International Inc
88830MAM4
2420000.00000000
PA
USD
2390279.25000000
0.134166123128
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
1261964.29000000
0.070833922988
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
9741.84000000
0.000546808455
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
18498100.00000000
ZAR
983230.22000000
USD
2024-05-16
9741.84000000
N
N
N
NORTHWEST ACQ/DOMINION
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
400000.00000000
PA
USD
484.00000000
0.000027166869
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
624109.36000000
0.035031192794
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
9.47000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
2270000.00000000
PA
USD
2244899.48000000
0.126005971914
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAG2
932037.94000000
PA
USD
923897.43000000
0.051858265661
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
6.92000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
830000000.00000000
PA
868547.99000000
0.048751507410
Long
DBT
NUSS
CL
N
2
2034-10-01
Fixed
5.80000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
29262000.00000000
PA
128016.31000000
0.007185542028
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
396153.44000000
0.022236050958
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
9.34000000
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC 2023 Incremental Term Loan B
83601MAB6
756200.01000000
PA
USD
757145.26000000
0.042498483881
Long
LON
CORP
US
N
2
2026-12-11
Floating
9.08000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AG8
660000.00000000
PA
USD
635502.80000000
0.035670705384
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2L4
1585000.00000000
PA
USD
1611639.41000000
0.090461150729
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
BONOS TESORERIA GENL REP
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica
000000000
1061837250.00000000
PA
1047330.83000000
0.058786569432
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
1.90000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3721000.00000000
PA
771839.35000000
0.043323261609
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.07000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SRYXFVDG7 IRS MXN R F 8.83000 2 CCPVANILLA / Short: SRYXFVDG7 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
15159320.00000000
OU
Notional Amount
-711.65000000
-0.00003994483
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2029-03-20
136.97000000
MXN
0.00000000
MXN
15159320.00000000
MXN
-719.83000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1495.16000000
-0.00008392317
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
400356.32000000
USD
2000000.00000000
BRL
2024-04-19
-1495.16000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-56.23000000
-0.00000315618
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1748300.00000000
PHP
31043.36000000
USD
2024-04-03
-56.23000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-1431.09000000
-0.00008032693
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1766546775.00000000
UGX
445759.97000000
USD
2024-06-20
-1431.09000000
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
198000000.00000000
PA
2414269.36000000
0.135512685481
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
250316.25000000
0.014050224808
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.53000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-17250.37000000
-0.00096826145
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1422669.98000000
USD
1890000.00000000
SGD
2024-06-20
-17250.37000000
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
United Airlines Inc 2024 Term Loan B
90932RAM6
1380000.00000000
PA
USD
1383557.64000000
0.077658944946
Long
LON
CORP
US
N
2
2031-02-15
Floating
8.08000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
10114000.00000000
PA
2308413.44000000
0.129571003815
Long
DBT
NUSS
MY
N
2
2042-10-15
Fixed
4.70000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
9179.82000000
0.000515262331
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
6076935200.00000000
IDR
391482.20000000
USD
2024-05-16
9179.82000000
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
740000.00000000
PA
USD
744664.96000000
0.041797965954
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
Anticimex Global AB
54930005SBU6WYFBEB41
Anticimex Global AB 2021 USD Term Loan B1
000000000
341147.92000000
PA
USD
341929.83000000
0.019192485427
Long
LON
CORP
SE
N
2
2028-11-16
Floating
8.46000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
100000.00000000
PA
USD
97542.73000000
0.005475063184
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
BONOS TESORERIA GENL REP
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica
000000000
55640280.00000000
PA
54409.31000000
0.003053988852
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAH3
230000.00000000
PA
USD
229309.13000000
0.012871097370
Long
DBT
CORP
US
N
2
2024-04-15
Variable
9.60000000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
490000.00000000
PA
USD
492318.68000000
0.027633795774
Long
LON
CORP
CA
N
2
2030-08-01
Floating
9.56000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352503 IRS CZK R V 06MPRIBO IRS352503_FLO CCPVANILLA / Short: BRS352503 IRS CZK P F 4.00000 IRS352503_FIX CCPVANILLA
000000000
9089500.00000000
OU
Notional Amount
-8792.30000000
-0.00049351087
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-11-22
0.00000000
CZK
-208337.64000000
CZK
9089500.00000000
CZK
286.17000000
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
1460000.00000000
PA
USD
1338393.97000000
0.075123912895
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 87 CLO Ltd
26246GAJ2
1000000.00000000
PA
USD
992610.00000000
0.055715094994
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
8.53000000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
3781176.79000000
PA
USD
3791809.46000000
0.212833866540
Long
LON
CORP
US
N
2
2028-02-24
Floating
9.08000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp 2nd Lien Term Loan B1
71360HAG2
560449.40000000
PA
USD
563111.53000000
0.031607391006
Long
LON
CORP
US
N
2
2029-02-01
Floating
13.18000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
1280000.00000000
PA
USD
924139.01000000
0.051871825521
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
740000.00000000
PA
USD
707595.40000000
0.039717255446
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
15033300000.00000000
PA
3783762.81000000
0.212382208921
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
3902000.00000000
PA
220559.51000000
0.012379982119
Long
DBT
NUSS
MX
N
2
2026-09-03
Fixed
7.00000000
N
N
N
N
N
N
CCI Buyer Inc
254900TMV7DAFRQALU04
CCI Buyer Inc Term Loan
12510EAC1
1788803.02000000
PA
USD
1780497.61000000
0.099939143751
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.30000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
670000.00000000
PA
USD
706606.79000000
0.039661764871
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
134374.55000000
0.007542429371
Long
DBT
NUSS
MY
N
2
2032-04-15
Fixed
4.13000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Long: IRS352712 IRS KRW R F 3.31000 IRS352712_FIX NDF / Short: IRS352712 IRS KRW P V 03MKSDA IRS352712_FLO NDF
000000000
2000000000.00000000
OU
Notional Amount
-2123.07000000
-0.00011916769
N/A
DIR
GB
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
N/A
N/A
Y
2026-02-05
0.00000000
KRW
0.00000000
KRW
2000000000.00000000
KRW
-2123.07000000
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25461LAB8
3540000.00000000
PA
USD
3534902.05000000
0.198413680613
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.88000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
Long: BRYVADSB1 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYVADSB1 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
4045627.00000000
OU
Notional Amount
-15329.82000000
-0.00086046118
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
4045627.00000000
BRL
-15329.82000000
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAB4
1409418.00000000
PA
USD
1452286.86000000
0.081516708843
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.50000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
525000.00000000
PA
USD
548663.42000000
0.030796420110
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2005-AR2
86359LJB6
290057.34000000
PA
USD
215037.81000000
0.012070049678
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Floating
6.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9182.19000000
0.000515395359
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
825000.00000000
EUR
900857.10000000
USD
2024-04-22
9182.19000000
N
N
N
BIG Commercial Mortgage Trust 2022-BIG
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAF2
860000.00000000
PA
USD
836108.60000000
0.046930687858
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
10.76000000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
N/A
Golub Capital Partners CLO 66B Ltd
38179MAA4
220000.00000000
PA
USD
221653.96000000
0.012441413483
Long
ABS-CBDO
CORP
JE
N
2
2036-04-25
Floating
7.27000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
11780000000.00000000
PA
775934.59000000
0.043553127000
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AK2
830000.00000000
PA
USD
843821.85000000
0.047363631770
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.88000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300V7DN3VJ8H1GE96
Anchorage Capital CLO 3-R Ltd
03330BAA8
300000.00000000
PA
USD
295152.30000000
0.016566867583
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
11.08000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAB5
885000.00000000
PA
USD
855157.80000000
0.047999917452
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
471600.00000000
PA
USD
253092.16000000
0.014206036345
Long
LON
CORP
US
N
2
2028-11-15
Floating
9.32000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS351638 IRS CNY R F 2.26500 IRS351638_FIX NDF / Short: IRS351638 IRS CNY P V 00MCNRR IRS351638_FLO NDF
000000000
10280000.00000000
OU
Notional Amount
10763.53000000
0.000604155807
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2028-12-29
0.00000000
CNY
0.00000000
CNY
10280000.00000000
CNY
10763.53000000
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc 2023 Term Loan B
172442AT2
1478825.00000000
PA
USD
1485911.53000000
0.083404058036
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.08000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
24065600000.00000000
PA
5075190.88000000
0.284869930785
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
900000.00000000
PA
USD
903401.10000000
0.050707808812
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.26000000
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
299551.65000000
0.016813802637
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
8.54000000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS
1912ERAA8
1645000.00000000
PA
USD
1540476.47000000
0.086466782385
Long
DBT
CORP
TR
N
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
300000.00000000
PA
304087.91000000
0.017068422434
Long
DBT
CORP
FR
N
2
2027-12-23
Fixed
4.00000000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc Term Loan B
03768DAB3
498691.10000000
PA
USD
497444.37000000
0.027921500215
Long
LON
CORP
US
N
2
2026-05-15
Floating
8.19000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
42179000000.00000000
PA
2705202.24000000
0.151842717464
Long
DBT
NUSS
ID
N
2
2038-06-15
Fixed
7.13000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
11296.57000000
0.000634075287
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
7294635.78000000
USD
36780356.00000000
BRL
2024-06-04
11296.57000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
54563.94000000
0.003062668218
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
255917000.00000000
JPY
1757138.60000000
USD
2024-05-16
54563.94000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
39717.40000000
0.002229333488
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
14370000.00000000
CNY
2019875.46000000
USD
2024-04-19
39717.40000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
39184.42000000
0.002199417377
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
9150000.00000000
PLN
2331804.28000000
USD
2024-06-20
39184.42000000
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
850000.00000000
PA
USD
881107.62000000
0.049456478122
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
820000.00000000
PA
USD
779017.06000000
0.043726145717
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
Chromalloy Corp
N/A
Chromalloy Corp 2024 Term Loan B
000000000
490000.00000000
PA
USD
488775.00000000
0.027434889388
Long
LON
CORP
US
N
2
2031-03-27
None
0.00000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
2815000.00000000
PA
USD
2702413.51000000
0.151686186342
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
2650000.00000000
PA
USD
2494934.72000000
0.140040423661
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS349659 IRS CZK R F 4.77920 IRS349659_FIX CCPVANILLA / Short: SRS349659 IRS CZK P V 06MPRIBO IRS349659_FLO CCPVANILLA
000000000
36632250.00000000
OU
Notional Amount
73054.70000000
0.004100552634
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
CZK
0.00000000
CZK
36632250.00000000
CZK
73054.70000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 Term Loan B9
04649VAY6
491696.00000000
PA
USD
473974.29000000
0.026604127091
Long
LON
CORP
US
N
2
2027-07-31
Floating
8.69000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
1130000.00000000
PA
USD
1070100.28000000
0.060064616268
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
Precision Drilling Corp
740212AM7
1860000.00000000
PA
USD
1858273.92000000
0.104304719859
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
16380600000.00000000
PA
4093795.56000000
0.229784314600
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3392.03000000
-0.00019039428
N/A
DFE
IN
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
875520.22000000
USD
72810100.00000000
INR
2024-05-16
-3392.03000000
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
StoneX Group Inc
861896AA6
200000.00000000
PA
USD
203088.20000000
0.011399319325
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.88000000
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
-5011.80000000
-0.00028131180
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
14183.08000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS352474 IRS CZK R V 06MPRIBO IRS352474_FLO CCPVANILLA / Short: BRS352474 IRS CZK P F 3.49470 IRS352474_FIX CCPVANILLA
000000000
5415000.00000000
OU
Notional Amount
4706.53000000
0.000264177034
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-01-02
93834.30000000
CZK
0.00000000
CZK
5415000.00000000
CZK
584.77000000
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC 2024 Term Loan
25460HAD4
3491315.29000000
PA
USD
3491940.24000000
0.196002238732
Long
LON
CORP
US
N
2
2029-08-02
Floating
10.69000000
N
N
N
N
N
N
IMA INDUSTRIA MACCHINE
815600D86992FDA7B908
IMA Industria Macchine Automatiche SpA
000000000
265000.00000000
PA
271148.72000000
0.015219549160
Long
DBT
CORP
IT
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
1000000.00000000
PA
USD
903987.10000000
0.050740700930
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-11.37000000
-0.00000063819
N/A
DFE
CA
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
133997.31000000
USD
181200.00000000
CAD
2024-05-16
-11.37000000
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
532444.67000000
PA
USD
531419.45000000
0.029828517886
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.24000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC 2021 USD Incremental Term Loan B
01957TAH0
1543901.66000000
PA
USD
1543365.93000000
0.086628967471
Long
LON
CORP
US
N
2
2028-05-12
Floating
9.18000000
N
N
N
N
N
N
Elmwood CLO XI Ltd
N/A
Elmwood CLO XI Ltd
29002LAC4
350000.00000000
PA
USD
350515.55000000
0.019674400988
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.18000000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
160000.00000000
PA
USD
218792.08000000
0.012280776459
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
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
7598.46000000
0.000426500761
N/A
DFE
BR
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3051408.31000000
USD
15400000.00000000
BRL
2024-06-04
7598.46000000
N
N
N
Dominican Republic International Bonds
254900EHU7Q8FGVPI369
Dominican Republic International Bonds
000000000
580000.00000000
PA
USD
521000.15000000
0.029243683671
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
542518.87000000
0.030451527164
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Variable
4.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
35898.85000000
0.002014998678
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2543398037.00000000
CLP
2623682.73000000
USD
2024-06-21
35898.85000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5705000.00000000
PA
1218112.70000000
0.068372537849
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.91000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
620000.00000000
PA
USD
616705.57000000
0.034615618839
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
5701092.00000000
PA
199481.24000000
0.011196861039
Long
DBT
NUSS
GH
N
2
2031-02-11
Fixed
8.95000000
N
N
Y
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DY1
403000.00000000
PA
USD
352513.83000000
0.019786564235
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
Nielsen Consumer Inc.
N/A
Nielsen Consumer Inc. 2023 USD Fifth Amendment Incremental Term Loan
45674PAL8
498743.71000000
PA
USD
496249.99000000
0.027854459791
Long
LON
CORP
US
N
2
2028-03-06
Floating
11.58000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
615000.01000000
PA
USD
611196.11000000
0.034306373428
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
1696359.22000000
0.095216464762
Long
DBT
NUSS
XX
N
2
2024-05-28
Fixed
5.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYXBV8D4 IRS CZK R F 3.29600 2 CCPVANILLA / Short: SRYXBV8D4 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
27096114.00000000
OU
Notional Amount
-9245.50000000
-0.00051894894
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-18
302.12000000
CZK
0.00000000
CZK
27096114.00000000
CZK
-9258.46000000
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
1200000.00000000
PA
USD
1221058.99000000
0.068537912797
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.34000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-13487.08000000
-0.00075702838
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
876918.59000000
USD
774000.00000000
CHF
2024-05-16
-13487.08000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: BRYWSWVA6 IRS BRL R F 9.91500 2 NDFPREDISWAP / Short: BRYWSWVA6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
3271132.00000000
OU
Notional Amount
-3395.33000000
-0.00019057951
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
3271132.00000000
BRL
-3395.33000000
N
N
N
Blackhawk Network Holdings Inc
549300LFU3K8UIR03132
Blackhawk Network Holdings Inc 2024 Term Loan
09238FAL5
780000.00000000
PA
USD
782155.92000000
0.043902329599
Long
LON
CORP
US
N
2
2029-03-12
Floating
10.33000000
N
N
N
N
N
N
Dcert Buyer Inc
549300EF826JEEUCHZ67
Dcert Buyer Inc 2021 2nd Lien Term Loan
24022KAJ8
915200.00000000
PA
USD
828732.82000000
0.046516686102
Long
LON
CORP
US
N
2
2029-02-19
Floating
12.33000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRYX1PWJ8 IRS CZK R F 3.06500 2 CCPVANILLA / Short: SRYX1PWJ8 IRS CZK P V 06MPRIBO 1 CCPVANILLA
000000000
94892454.00000000
OU
Notional Amount
-75074.55000000
-0.00421392660
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-18
1058.06000000
CZK
0.00000000
CZK
94892454.00000000
CZK
-75120.26000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-2072.75000000
-0.00011634323
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
732081715.00000000
UGX
183249.49000000
USD
2024-06-20
-2072.75000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
85000.00000000
PA
USD
80677.25000000
0.004528405564
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-211.41000000
-0.00001186642
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
154286.44000000
USD
56370000.00000000
HUF
2024-05-16
-211.41000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
31869600000.00000000
PA
6898486.64000000
0.387211330199
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
2165000000.00000000
PA
2308528.90000000
0.129577484573
Long
DBT
NUSS
CL
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2024-HC3
39808MAJ2
630000.00000000
PA
USD
630590.31000000
0.035394967836
Long
ABS-CBDO
CORP
KY
N
2
2041-03-15
Floating
10.66000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-50084.55000000
-0.00281124052
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1226058.59000000
USD
429430700.00000000
HUF
2024-04-15
-50084.55000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5176000.00000000
PA
1181011.84000000
0.066290070476
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353235 IRS MXN R F 9.74290 IRS353235_FIX CCPVANILLA / Short: SRS353235 IRS MXN P V 01MTIIE IRS353235_FLO CCPVANILLA
000000000
265268251.00000000
OU
Notional Amount
-26803.64000000
-0.00150448549
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-27
0.00000000
MXN
0.00000000
MXN
265268251.00000000
MXN
-26803.64000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EGP
000000000
1.00000000
NC
-7351.34000000
-0.00041262994
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4332746.30000000
EGP
75866.68000000
USD
2025-01-22
-7351.34000000
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAA2
746600.24000000
PA
USD
743659.68000000
0.041741539693
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.24000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
560000.00000000
PA
USD
591344.32000000
0.033192094542
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
4038.65000000
0.000226689000
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
10867200.00000000
RON
2365417.27000000
USD
2024-04-03
4038.65000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
143770000.00000000
PA
356066.93000000
0.019985999364
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
42727000.00000000
PA
11609732.98000000
0.651653092198
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
5105000.00000000
PA
USD
4172187.85000000
0.234184465600
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
7335.52000000
0.000411741966
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
12565900.00000000
CZK
543962.53000000
USD
2024-05-16
7335.52000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
19251900.00000000
PA
990812.51000000
0.055614202070
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-19577.55000000
-0.00109888582
N/A
DFE
ID
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1250546.04000000
USD
19558540000.00000000
IDR
2024-06-20
-19577.55000000
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBE0
880000.00000000
PA
USD
900620.83000000
0.050551752549
Long
DBT
US
N
2
2034-03-01
Fixed
5.80000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1590.75000000
0.000089288630
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
90426.46000000
USD
1540000.00000000
MXN
2024-05-16
1590.75000000
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
1000000.00000000
PA
USD
1021951.55000000
0.057362033113
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
1116986.45000000
0.062696332063
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
8.32000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
107151.51000000
0.006014402996
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5031942.07000000
EUR
5545104.55000000
USD
2024-04-19
107151.51000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4546000000.00000000
PA
301647.39000000
0.016931436303
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.38000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
15253000.00000000
PA
3214025.60000000
0.180402919193
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.83000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T40
1510000.00000000
PA
USD
1596193.82000000
0.089594191386
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
773289.00000000
PA
24092.06000000
0.001352284796
Long
DBT
NUSS
GH
N
2
2034-02-07
Fixed
9.40000000
N
N
Y
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1600171.00000000
PA
USD
657994.20000000
0.036933145302
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.38000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
900000.00000000
PA
USD
726422.76000000
0.040774033185
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
456210000.00000000
PA
1094973.35000000
0.061460739073
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
1505000.00000000
PA
USD
1512901.25000000
0.084918988184
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.63000000
N
N
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
390000.00000000
PA
USD
331238.70000000
0.018592393423
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
Katayma CLO Ltd
N/A
Katayma CLO II Ltd
485862AG1
730000.00000000
PA
USD
732863.79000000
0.041135567522
Long
ABS-CBDO
CORP
JE
N
2
2037-04-20
Floating
9.79000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
358.00000000
NC
USD
572563.78000000
0.032137944805
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
45609436.22000000
USD
572563.78000000
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIX Ltd
55821LAG9
1405000.00000000
PA
USD
1406421.86000000
0.078942311212
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
8.63000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
660000.00000000
PA
USD
556342.14000000
0.031227425856
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
1010000.00000000
PA
USD
1029831.99000000
0.057804361382
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS350609 IRS CZK R F 4.07000 IRS350609_FIX CCPVANILLA / Short: SRS350609 IRS CZK P V 06MPRIBO IRS350609_FLO CCPVANILLA
000000000
31250000.00000000
OU
Notional Amount
20908.31000000
0.001173581243
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-11-22
0.00000000
CZK
0.00000000
CZK
31250000.00000000
CZK
20908.31000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-2300.14000000
-0.00012910661
N/A
DFE
CL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
400805.85000000
USD
390982100.00000000
CLP
2024-04-12
-2300.14000000
N
N
N
VERICAST CORP
549300J73P7FL8TVF308
Vericast Corp
92348BAA1
420000.00000000
PA
USD
448875.00000000
0.025195306581
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
11.00000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
2105000.00000000
PA
USD
1946725.05000000
0.109269472491
Long
DBT
NUSS
EG
N
2
2029-03-01
Fixed
7.60000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
570000.00000000
PA
USD
569162.67000000
0.031947040858
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
26491.85000000
0.001486984756
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1390000.00000000
CHF
1572467.56000000
USD
2024-04-19
26491.85000000
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
1100000.00000000
PA
USD
1097534.90000000
0.061604518606
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
International Textile Group, Inc
M4ZRS7E9USM0DKM0N876
International Textile Group, Inc 2023 Last Out Term Loan
28622DAB6
91039.76000000
PA
USD
66838.66000000
0.003751646962
Long
LON
CORP
US
N
2
2027-09-30
Floating
6.48000000
N
N
Y
N
N
N
KOHLER ENERGY CO LLC
254900T31FAYMRQSAA12
KOHLER ENERGY CO LLC EUR TERM LOAN B
000000000
2207000.00000000
PA
2349791.92000000
0.131893573549
Long
LON
CORP
US
N
2
2031-01-30
None
0.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
260000.00000000
PA
USD
252099.33000000
0.014150308901
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Octagon Investment Partners 32 Ltd
N/A
Octagon Investment Partners 32 Ltd
67573CAL3
500000.00000000
PA
USD
500506.00000000
0.028093349186
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
8.98000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
53251.35000000
0.002988992679
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
34142477521.00000000
IDR
2205586.40000000
USD
2024-04-19
53251.35000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2023-VLT2
123918AJ3
970000.00000000
PA
USD
975290.38000000
0.054742946544
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
37046000000.00000000
PA
2341456.74000000
0.131425720772
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
218984.02000000
0.012291550031
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1824.10000000
-0.00010238654
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1233024.00000000
USD
1140000.00000000
EUR
2024-04-02
-1824.10000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: IRS347251 IRS CLP R V 06MCLICP IRS347251_FLO NDFCAMARAPROMEDI / Short: IRS347251 IRS CLP P F 4.98500 IRS347251_FIX NDFCAMARAPROMEDI
000000000
2170000000.00000000
OU
Notional Amount
39566.07000000
0.002220839351
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2033-06-20
0.00000000
CLP
0.00000000
CLP
2170000000.00000000
CLP
39566.07000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SWS115907 CDS USD R F 1.00000 2 CCPCDX / Short: SWS115907 CDS USD P V 03MEVENT 1 CCPCDX
000000000
4249000.00000000
OU
Notional Amount
USD
95882.68000000
0.005381884752
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S42
2I65BYEE1
Y
sell protection
2029-06-20
94009.03000000
USD
0.00000000
USD
4249000.00000000
USD
1873.65000000
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAN8
110000.00000000
PA
USD
212850.00000000
0.011947248133
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
1971215.85000000
0.110644138522
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2024 Term Loan B2
00687MAH4
2319000.00000000
PA
USD
2327489.86000000
0.130641761265
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.08000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-5460.35000000
-0.00030648887
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1168297.94000000
USD
424834500.00000000
HUF
2024-04-22
-5460.35000000
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBN9
740000.00000000
PA
USD
763140.54000000
0.042834998318
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.88000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4724.55000000
0.000265188495
N/A
DFE
MX
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
239186.78000000
USD
4082100.00000000
MXN
2024-05-16
4724.55000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
6076.00000000
0.000341045241
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1465000.00000000
PLN
373302.02000000
USD
2024-05-16
6076.00000000
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
520000.00000000
PA
USD
502956.84000000
0.028230914577
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
200000.00000000
PA
USD
173957.68000000
0.009764226298
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
2.85000000
N
N
N
N
N
N
AXON ENTERPRISE INC
549300QP2IEEGFE16681
Axon Enterprise Inc
05464CAB7
200000.00000000
PA
USD
291609.99000000
0.016368038095
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
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CF7
194500000.00000000
PA
1344326.49000000
0.075456904619
Long
DBT
NUSS
JM
N
2
2030-11-03
Fixed
9.63000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6017000000.00000000
PA
441425.03000000
0.024777140548
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
401371.68000000
PA
USD
372711.33000000
0.020920247787
Long
LON
CORP
US
N
2
2029-03-30
Floating
8.33000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
100500000.00000000
PA
4620836.59000000
0.259367072231
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
1063758.76000000
0.059708667417
Long
ABS-CBDO
CORP
JE
N
2
2035-01-20
Floating
7.52000000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAB4
840000.00000000
PA
USD
788515.69000000
0.044259302821
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-14469.89000000
-0.00081219340
N/A
DFE
ID
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1139873.98000000
USD
17854986000.00000000
IDR
2024-04-24
-14469.89000000
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1889.36000000
0.000106049578
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
200000.00000000
EUR
218262.40000000
USD
2024-05-16
1889.36000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
6359.43000000
0.000356954137
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
278135400.00000000
HUF
768019.02000000
USD
2024-04-15
6359.43000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
310000.00000000
PA
USD
315765.08000000
0.017723860759
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
1660000.00000000
PA
USD
1548151.69000000
0.086897591677
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
810000.00000000
PA
USD
878854.05000000
0.049329985475
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.38000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
1065000.00000000
PA
1026245.79000000
0.057603068353
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
18590000.00000000
PA
1086595.24000000
0.060990476640
Long
DBT
NUSS
XX
N
2
2025-01-30
Fixed
7.75000000
N
N
N
N
N
N
RXO INC
549300KL8CA6GP8XPM30
RXO Inc
98379JAA3
190000.00000000
PA
USD
195175.60000000
0.010955185918
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
9692.59000000
0.000544044058
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
697429000.00000000
CLP
719816.84000000
USD
2024-05-16
9692.59000000
N
N
N
GLOBAL AUTO HO/AAG FH UK
N/A
Global Auto Holdings Ltd/AAG FH UK Ltd
00033GAA3
500000.00000000
PA
USD
489057.55000000
0.027450748890
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
8.38000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd
64131JAS5
750000.00000000
PA
USD
747567.75000000
0.041960899251
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
8.41000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2504.60000000
0.000140582934
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
62042.42000000
USD
3040078.49000000
TRY
2025-03-19
2504.60000000
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
880000.00000000
PA
USD
904964.72000000
0.050795574638
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
970625.58000000
0.054481111810
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
6.17000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-581.81000000
-0.00003265693
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
430900.03000000
USD
24201500.00000000
PHP
2024-05-16
-581.81000000
N
N
N
Bank
N/A
BANK 2022-BNK42
06541MBN3
1280000.00000000
PA
USD
1228172.16000000
0.068937174282
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.49000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
1116000.00000000
PA
USD
847970.50000000
0.047596495058
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
735000.00000000
PA
730204.66000000
0.040986310834
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
511492.40000000
0.028710014663
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
1515000.00000000
PA
USD
1502597.30000000
0.084340628553
Long
DBT
CORP
XX
N
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
Ukraine Government International Bonds
6354001WLTJXOMEXPY07
Ukraine Government International Bonds
000000000
1695000.00000000
PA
USD
597746.84000000
0.033551467317
Long
DBT
NUSS
UA
N
2
2030-11-01
Fixed
9.75000000
N
Y
N
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
11589.79000000
0.000650533694
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
11589.79000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BU0
260000.00000000
PA
USD
261134.38000000
0.014657445308
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1828.89000000
0.000102655403
N/A
DFE
MX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
409530.52000000
USD
6846100.00000000
MXN
2024-04-10
1828.89000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-8790.26000000
-0.00049339637
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
329433.32000000
USD
11685000.00000000
THB
2024-04-17
-8790.26000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-38.00000000
NC
USD
-3284.49000000
-0.00018435807
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
-4351871.76000000
USD
-3284.49000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13231.49000000
0.000742682143
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1240000.00000000
EUR
1353608.80000000
USD
2024-04-25
13231.49000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-228.36000000
-0.00001281782
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
125868000.00000000
CLP
128061.70000000
USD
2024-04-12
-228.36000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
113091800.00000000
PA
6297857.63000000
0.353498086983
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2586000.00000000
PA
553273.96000000
0.031055209235
Long
DBT
NUSS
MY
N
2
2027-03-15
Fixed
3.89000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
5758000.00000000
PA
1317300.16000000
0.073939919556
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVIII Ltd
55821BAA4
1300000.00000000
PA
USD
1284544.30000000
0.072101336577
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
10.83000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAV7
1400000.00000000
PA
USD
1466203.47000000
0.082297846700
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.92000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED KES / SOLD USD
000000000
1.00000000
NC
155164.73000000
0.008709379989
N/A
DFE
KE
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
697384.80000000
USD
115068492.00000000
KES
2024-08-02
155164.73000000
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1270000.00000000
PA
USD
1344621.39000000
0.075473457325
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
8.37000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
1090000.00000000
PA
USD
1128585.35000000
0.063347377101
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
8.22000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-840.32000000
-0.00004716707
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
173656.85000000
USD
169727000.00000000
CLP
2024-05-16
-840.32000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1747456.43000000
PA
USD
718558.33000000
0.040332603555
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
7444.23000000
0.000417843847
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
257000.00000000
CHF
294139.19000000
USD
2024-05-16
7444.23000000
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAL8
425000.00000000
PA
USD
268019.15000000
0.015043886725
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Variable
3.46000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc 2022 Term Loan
78470DAT5
1019553.26000000
PA
USD
1025033.36000000
0.057535014784
Long
LON
CORP
US
N
2
2029-04-05
Floating
9.93000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
960000.00000000
PA
USD
567552.00000000
0.031856634120
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
OCP CLO Ltd
254900QIJ8IQOK988683
OCP CLO 2016-11 Ltd
67110DBL0
630000.00000000
PA
USD
631214.64000000
0.035430011414
Long
ABS-CBDO
CORP
KY
N
2
2036-04-26
Floating
9.02000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan B
64069JAC6
2533074.46000000
PA
USD
2343093.88000000
0.131517613268
Long
LON
CORP
US
N
2
2029-04-11
Floating
10.42000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10954.52000000
0.000614876056
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1789000.00000000
EUR
1944303.09000000
USD
2024-04-19
10954.52000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AT3
1890000.00000000
PA
USD
1878726.15000000
0.105452701380
Long
DBT
NUSS
CI
N
2
2033-01-30
Fixed
7.63000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-6019.18000000
-0.00033785594
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
595578.38000000
USD
4267200.00000000
CNY
2024-06-11
-6019.18000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1517200000.00000000
PA
338307.59000000
0.018989169476
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
197173804.00000000
PA
5524225.79000000
0.310074213098
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
407833.07000000
0.022891627363
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
388209.13000000
0.021790137673
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
353028.68000000
0.019815462711
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc 2024 Term Loan
71913BAJ1
870399.97000000
PA
USD
859996.08000000
0.048271489600
Long
LON
CORP
US
N
2
2031-02-21
Floating
8.58000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-8776.58000000
-0.00049262851
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
446287.61000000
USD
159766000.00000000
HUF
2024-04-15
-8776.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
-22148.89000000
-0.00124321486
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-01
2152.00000000
PLN
0.00000000
PLN
4840000.00000000
PLN
-22687.10000000
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
325000.00000000
PA
USD
336304.09000000
0.018876713232
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Incorporated 2022 Term Loan B
45173JAQ7
1647090.58000000
PA
USD
1652443.62000000
0.092751486749
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.19000000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US Renal Care Inc
90355YAA5
171500.00000000
PA
USD
150491.25000000
0.008447058048
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
10.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
27588.97000000
0.001548565987
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1457368.13000000
USD
24990000.00000000
MXN
2024-06-20
27588.97000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
360.65000000
0.000020243246
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
597720000.00000000
HUF
1631376.40000000
USD
2024-06-20
360.65000000
N
N
N
MRI Software LLC
549300LNQ2G4DKR9QR85
MRI Software LLC 2020 Term Loan B
000000000
742010.31000000
PA
USD
734145.00000000
0.041207481704
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.90000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-201752.84000000
-0.01132436570
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
39923406854.00000000
COP
10051210.18000000
USD
2024-05-16
-201752.84000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-3046.73000000
-0.00017101263
N/A
DFE
PL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
227216.41000000
USD
894000.00000000
PLN
2024-04-12
-3046.73000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BH0
1260000.00000000
PA
USD
1266948.87000000
0.071113706940
Long
DBT
CORP
CH
N
2
2035-02-08
Fixed
5.70000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAW2
280000.00000000
PA
USD
252927.56000000
0.014196797364
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.06000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
110000.00000000
PA
USD
96068.82000000
0.005392332771
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.38000000
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
250305.75000000
0.014049635444
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Floating
6.98000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1600000.00000000
PA
1708798.33000000
0.095914670699
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
552725.98000000
0.031024451176
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
500000.00000000
PA
USD
479551.30000000
0.026917164077
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
710000.00000000
PA
USD
729406.17000000
0.040941491674
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-3148.00000000
-0.00017669690
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
99175200.00000000
PHP
1760954.56000000
USD
2024-04-05
-3148.00000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS349644 IRS CZK R F 4.78950 IRS349644_FIX CCPVANILLA / Short: SRS349644 IRS CZK P V 06MPRIBO IRS349644_FLO CCPVANILLA
000000000
36085500.00000000
OU
Notional Amount
72631.67000000
0.004076808004
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
0.00000000
CZK
0.00000000
CZK
36085500.00000000
CZK
72631.67000000
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
114722.71000000
0.006439373657
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
114722.71000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
115.00000000
NC
139084.55000000
0.007806801176
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
15209918.00000000
EUR
139084.55000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2J9
260000.00000000
PA
USD
259077.49000000
0.014541992289
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
4.75000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAC7
510000.00000000
PA
USD
526256.25000000
0.029538708012
Long
DBT
CORP
CL
N
2
2029-02-08
Fixed
8.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.26000000
TRY
2025-03-19
2239.62000000
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAD3
315000.00000000
PA
USD
211282.73000000
0.011859277432
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-12424.91000000
-0.00069740889
N/A
DFE
PL
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
1366022.52000000
USD
5400000.00000000
PLN
2024-05-16
-12424.91000000
N
N
N
Rad CLO Ltd
N/A
RAD CLO 21 Ltd
750099AG8
520000.00000000
PA
USD
521479.92000000
0.029270613111
Long
ABS-CBDO
CORP
KY
N
2
2033-01-25
Floating
9.77000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
70146700.00000000
PA
3610149.02000000
0.202637285132
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.00000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
5872.91000000
0.000329645821
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
3685000.00000000
CNY
514258.71000000
USD
2024-05-16
5872.91000000
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
130000.00000000
PA
USD
132229.09000000
0.007422004926
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
1000394.11000000
0.056152016271
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBN0
430000.00000000
PA
USD
455301.20000000
0.025556008512
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
8.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DR3
1540000.00000000
PA
USD
1624783.16000000
0.091198908036
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.15000000
N
N
N
N
N
N
National Collegiate Student Loan Trust
635400VQIBXGEB9ZUC59
National Collegiate Student Loan Trust 2007-2
63543LAD7
711990.85000000
PA
USD
672653.43000000
0.037755966342
Long
ABS-O
CORP
US
N
2
2033-01-25
Floating
5.73000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1030000.00000000
PA
1110864.80000000
0.062352724492
Long
DBT
NUSS
RO
N
2
2036-02-22
Fixed
5.63000000
N
N
N
N
N
N
Carriage Purchaser Inc
N/A
Carriage Purchaser Inc 2021 Term Loan B
14445BAB5
788167.10000000
PA
USD
790630.12000000
0.044377985554
Long
LON
CORP
US
N
2
2028-10-02
Floating
9.69000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
780000.00000000
PA
USD
755238.02000000
0.042391430701
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
159000.00000000
0.008924653292
Long
LON
CORP
US
N
2
2029-10-08
Floating
11.43000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4121.93000000
0.000231363497
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
620000.00000000
EUR
674147.70000000
USD
2024-04-19
4121.93000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
515000.00000000
PA
USD
537534.77000000
0.030171770155
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.13000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
5550000.00000000
PA
805328.60000000
0.045203009692
Long
DBT
NUSS
BR
N
2
2027-07-01
None
0.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
58717300.00000000
PA
3285173.19000000
0.184396425943
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
624868.50000000
PA
USD
601649.01000000
0.033770495709
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.74000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
33553.03000000
0.001883328048
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1570474.22000000
USD
26845000.00000000
MXN
2024-05-16
33553.03000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1045000.00000000
PA
USD
666231.98000000
0.037395531028
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.03000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-29945.91000000
-0.00168086078
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3423566.03000000
USD
190819300.00000000
PHP
2024-04-15
-29945.91000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
1820000.00000000
PA
USD
1867653.06000000
0.104831170001
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
772964.15000000
0.043386396515
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
437510.12000000
0.024557397061
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
1281159.14000000
0.071911327901
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.07000000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 USD Term Loan B4
000000000
780000.00000000
PA
USD
782681.64000000
0.043931838207
Long
LON
CORP
NL
N
2
2030-10-28
Floating
8.56000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
Long: BRYV1MHG2 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYV1MHG2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP
000000000
3314365.00000000
OU
Notional Amount
-12688.79000000
-0.00071222044
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
3314365.00000000
BRL
-12688.79000000
N
N
N
Falcon Aerospace Limited
N/A
Falcon Aerospace Limited 2017 Term Loan A
000000000
159392.21000000
PA
USD
150598.43000000
0.008453074050
Long
LON
CORP
GB
N
2
2042-02-15
Fixed
4.58000000
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
549300HMTDFWN3B2DI35
Neuberger Berman Loan Advisers Clo 44 Ltd
64134EAA2
480000.00000000
PA
USD
478817.28000000
0.026875963611
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
11.58000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-5596.78000000
-0.00031414667
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
536014.93000000
USD
3844700.00000000
CNY
2024-05-16
-5596.78000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
830000.00000000
PA
USD
797834.43000000
0.044782362718
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
1511657.95000000
PA
USD
1515122.67000000
0.085043676255
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.57000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
885.74000000
0.000049716493
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
45584.22000000
USD
1831573.76000000
TRY
2024-09-18
885.74000000
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC 2nd LIEN TERM LOAN
000000000
1112000.00000000
PA
USD
1120340.00000000
0.062884566472
Long
LON
CORP
US
N
2
2032-03-08
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
380000.00000000
PA
USD
314312.06000000
0.017642302899
Long
DBT
NUSS
UZ
N
2
2031-10-19
Fixed
3.90000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAM2
2020000.00000000
PA
USD
1690154.20000000
0.094868177641
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
800000.00000000
PA
USD
316787.22000000
0.017781233370
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
977970.01000000
0.054893353894
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
1100000.00000000
PA
USD
1173468.67000000
0.065866673137
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
10.07000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: OIS353370 IRS BRL R F 9.83500 OIS353370_FIX NDFPREDISWAP / Short: OIS353370 IRS BRL P V 00MBRCDI OIS353370_FLO NDFPREDISWAP
000000000
6142890.22000000
OU
Notional Amount
-9179.83000000
-0.00051526289
N/A
DIR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
6142890.22000000
BRL
-9179.83000000
N
N
N
Republic of Kenya Government International Bonds
549300VVURQQYU45PR87
Republic of Kenya Government International Bonds
000000000
265000.00000000
PA
USD
249013.88000000
0.013977122917
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD UGX
000000000
1.00000000
NC
-1380.46000000
-0.00007748507
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
731212166.00000000
UGX
183721.65000000
USD
2024-06-20
-1380.46000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-562.89000000
-0.00003159495
N/A
DFE
BR
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
191151.34000000
USD
954000.00000000
BRL
2024-04-02
-562.89000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BK3
1640000.00000000
PA
USD
1690789.16000000
0.094903817880
Long
DBT
CORP
CH
N
2
2031-04-12
Fixed
7.75000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
2325000.00000000
PA
USD
1529175.96000000
0.085832485946
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
119525000.00000000
PA
2002481.43000000
0.112399072242
Long
DBT
NUSS
EG
N
2
2025-03-11
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-211.54000000
-0.00001187371
N/A
DFE
ID
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
80454.94000000
USD
1275519000.00000000
IDR
2024-05-16
-211.54000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353353 IRS CZK R F 3.31000 IRS353353_FIX CCPVANILLA / Short: SRS353353 IRS CZK P V 06MPRIBO IRS353353_FLO CCPVANILLA
000000000
37000000.00000000
OU
Notional Amount
-26651.03000000
-0.00149591951
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-11
0.00000000
CZK
0.00000000
CZK
37000000.00000000
CZK
-26651.03000000
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
600000.00000000
PA
USD
502717.86000000
0.028217500655
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
129981.61000000
0.007295854110
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
-66929.32000000
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 2021 Term Loan D
389376AZ7
1988940.81000000
PA
USD
1868671.55000000
0.104888337738
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.44000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
4169.85000000
0.000234053242
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3499051900.00000000
IDR
224715.94000000
USD
2024-04-24
4169.85000000
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
1055000.00000000
PA
USD
1084411.29000000
0.060867891756
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.63000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-418.22000000
-0.00002347464
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
401273.69000000
USD
2010000.00000000
BRL
2024-04-19
-418.22000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3921.85000000
0.000220133028
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
610000.00000000
EUR
663140.76000000
USD
2024-04-19
3921.85000000
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
1225000.00000000
PA
USD
1234791.43000000
0.069308713212
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
31285.97000000
0.001756078208
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
156560.62000000
USD
257980585.50000000
NGN
2024-11-20
31285.97000000
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
544640000.00000000
PA
1583829.57000000
0.088900187332
Long
DBT
NUSS
HU
N
2
2026-10-21
Fixed
9.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBY7
1470000.00000000
PA
USD
1468623.37000000
0.082433675432
Long
DBT
CORP
FR
N
2
2055-01-19
Fixed
7.13000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-995.92000000
-0.00005590088
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
259432.80000000
USD
1031000.00000000
PLN
2024-05-16
-995.92000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
350000.00000000
PA
USD
349957.44000000
0.019643074333
Long
DBT
CORP
GB
N
2
2024-06-15
Fixed
8.00000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
102949192.00000000
PA
4540121.21000000
0.254836526434
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
3640000000.00000000
PA
932917.21000000
0.052364544964
Long
DBT
NUSS
UG
N
2
2037-05-14
Fixed
16.00000000
N
N
N
N
N
N
BLUE OWL CAPITAL CORP II
549300MMNWZO5XKDDX47
Blue Owl Capital Corp II
69121DAB6
655000.00000000
PA
USD
674974.26000000
0.037886234286
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.45000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-64974.73000000
-0.00364702476
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
16733163106.89000000
COP
4208436.18000000
USD
2024-06-20
-64974.73000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS353363 IRS PLN R F 5.38450 IRS353363_FIX CCPVANILLA / Short: SRS353363 IRS PLN P V 06MWIBOR IRS353363_FLO CCPVANILLA
000000000
10000000.00000000
OU
Notional Amount
-2382.15000000
-0.00013370982
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-11
0.00000000
PLN
0.00000000
PLN
10000000.00000000
PLN
-2382.15000000
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2024 TERM LOAN B
000000000
1580000.00000000
PA
USD
1579859.38000000
0.088677340985
Long
LON
CORP
US
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
4900000.00000000
PA
199344.38000000
0.011189179101
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
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
54996.99000000
0.003086975269
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
2290799.00000000
BRL
54996.99000000
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AJ0
1640000.00000000
PA
USD
1626524.45000000
0.091296646460
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
910000.00000000
PA
USD
892121.84000000
0.050074705133
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
51475000.00000000
PA
1032736.96000000
0.057967417043
Long
DBT
NUSS
EG
N
2
2024-06-18
None
0.00000000
N
N
N
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AH5
270000.00000000
PA
USD
304627.50000000
0.017098709564
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
1.13000000
N
N
N
N
N
Fluor Corp.
Fluor Corp.
USD
XXXX
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
32136000000.00000000
PA
2011089.33000000
0.112882232764
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.63000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
1440000.00000000
PA
USD
1468912.32000000
0.082449894165
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1597000.00000000
PA
371823.50000000
0.020870413983
Long
DBT
NUSS
MY
N
2
2046-03-15
Fixed
4.74000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
225260000.00000000
PA
558134.59000000
0.031328035887
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
5818.29000000
0.000326580006
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
599513.00000000
AUD
397421.18000000
USD
2024-05-16
5818.29000000
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAC6
440000.00000000
PA
USD
469707.48000000
0.026364631494
Long
DBT
US
N
2
2031-11-15
Fixed
8.63000000
N
N
N
N
N
N
Flutter Financing BV
635400VFWPBIKJK6GN11
Flutter Financing BV Term Loan B
000000000
1306725.00000000
PA
USD
1308474.70000000
0.073444547414
Long
LON
CORP
NL
N
2
2030-11-25
Floating
7.56000000
N
N
N
N
N
N
Clover CLO
549300BOP4S1F44PKE29
Clover CLO 2018-1 LLC
00141UAL7
500000.00000000
PA
USD
500502.00000000
0.028093124666
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
8.68000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
000000000
545000.00000000
PA
715616.24000000
0.040167464353
Long
DBT
CORP
JE
N
2
2026-12-03
Fixed
6.75000000
N
N
N
N
N
N
Balboa Bay Loan Funding Ltd
549300USDGJ8GD3PWY07
Balboa Bay Loan Funding 2022-1 Ltd
05766EAG7
550000.00000000
PA
USD
550590.15000000
0.030904567262
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
9.32000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
1350000.00000000
PA
USD
1363559.40000000
0.076536445837
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAH1
1685000.00000000
PA
USD
1466961.32000000
0.082340384741
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAD9
270000.00000000
PA
USD
254560.40000000
0.014288448502
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47000000
N
N
N
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
199639.61000000
0.011205750330
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
4.69000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
1340000.00000000
PA
USD
1295444.93000000
0.072713187793
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.88000000
N
N
N
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS351894 IRS KRW R F 3.38300 IRS351894_FIX NDF / Short: IRS351894 IRS KRW P V 03MKSDA IRS351894_FLO NDF
000000000
5400000000.00000000
OU
Notional Amount
-1175.14000000
-0.00006596048
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2026-01-09
0.00000000
KRW
0.00000000
KRW
5400000000.00000000
KRW
-1175.14000000
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCF2
3500000.00000000
PA
USD
3973476.89000000
0.223030840296
Long
DBT
CORP
IT
N
2
2053-11-28
Fixed
7.80000000
N
N
N
N
N
N
ARCTIC CANADIAN DIAMONDS
N/A
ARCTIC CANADIAN DIAMONDS
000000000
1282.00000000
NS
USD
210766.95000000
0.011830326755
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
503885.18000000
0.028283022204
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
790024.77000000
PA
853461.32000000
0.047904694208
Long
LON
CORP
US
N
2
2028-06-02
Floating
6.84000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1581.38000000
0.000088762693
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
270000.00000000
EUR
293496.86000000
USD
2024-04-30
1581.38000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
11402.52000000
0.000640022249
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8035749000.00000000
IDR
516934.64000000
USD
2024-05-16
11402.52000000
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBF9
2700000.00000000
PA
USD
2693304.43000000
0.151174894639
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-4485.85000000
-0.00025179028
N/A
DFE
ZA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
435270.55000000
USD
8210000.00000000
ZAR
2024-06-20
-4485.85000000
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAX8
470000.00000000
PA
USD
464875.78000000
0.026093428681
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAC5
830000.00000000
PA
USD
868798.35000000
0.048765560090
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
8.25000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AT5
1200000.00000000
PA
USD
1360364.21000000
0.076357100158
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
7.96000000
N
N
N
N
N
N
Apex Credit CLO LLC
N/A
Apex Credit CLO 2019 LTD
03754AAJ8
500000.00000000
PA
USD
494527.00000000
0.027757748544
Long
ABS-CBDO
CORP
KY
N
2
2032-04-18
Floating
7.96000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS351250 IRS HUF R V 06MBUBOR IRS351250_FLO CCPVANILLA / Short: BRS351250 IRS HUF P F 7.03000 IRS351250_FIX CCPVANILLA
000000000
240000000.00000000
OU
Notional Amount
-13668.80000000
-0.00076722830
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-26
0.00000000
HUF
-6169001.70000000
HUF
240000000.00000000
HUF
3645.36000000
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
4830000.00000000
PA
1234601.39000000
0.069298046286
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36269JAL2
900000.00000000
PA
USD
917190.18000000
0.051481788423
Long
ABS-MBS
CORP
US
N
2
2041-03-10
Variable
8.67000000
N
N
N
N
N
N
Eyecare Partners LLC
254900ZAACWK09RJ8W93
Eyecare Partners LLC 2021 2nd Lien Term Loan
30233PAK6
440000.00000000
PA
USD
162066.52000000
0.009096776737
Long
LON
CORP
US
N
2
2029-11-15
Floating
12.32000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
660000.00000000
PA
USD
635440.81000000
0.035667225892
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
635371.70000000
0.035663346755
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.35000000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
Vertiv Group Corp 2023 Term Loan B
92537EAD0
1329535.84000000
PA
USD
1332385.04000000
0.074786632286
Long
LON
CORP
US
N
2
2027-03-02
Floating
7.94000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AT5
1600000.00000000
PA
USD
1538814.19000000
0.086373478783
Long
DBT
CORP
CH
N
2
2033-08-05
Fixed
4.99000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
2210000.00000000
PA
USD
2212926.04000000
0.124211306087
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
340145.91000000
0.019092354185
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
2485409.26000000
0.139505760593
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
45014.87000000
0.002526679922
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
48027390000.00000000
IDR
3072376.54000000
USD
2024-04-22
45014.87000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9451.50000000
0.000530511701
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2165000.00000000
EUR
2347651.31000000
USD
2024-04-02
9451.50000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: IRS351886 IRS KRW R F 3.23100 IRS351886_FIX NDF / Short: IRS351886 IRS KRW P V 03MKSDA IRS351886_FLO NDF
000000000
1180000000.00000000
OU
Notional Amount
-532.44000000
-0.00002988580
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2034-01-09
0.00000000
KRW
0.00000000
KRW
1180000000.00000000
KRW
-532.44000000
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp 2023 Term Loan B
000000000
387075.00000000
PA
USD
387921.92000000
0.021774016606
Long
LON
CORP
PA
N
2
2027-08-08
Floating
8.32000000
N
N
N
N
N
N
Brazil Government International Bonds
254900ZFY40OYEADAP90
Brazil Government International Bonds
105756BZ2
1000000.00000000
PA
USD
983768.61000000
0.055218828703
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.63000000
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
800000.00000000
PA
USD
779925.12000000
0.043777115029
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
28640.60000000
0.001607593868
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
40359000.00000000
THB
1141988.06000000
USD
2024-06-20
28640.60000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-6834.17000000
-0.00038360124
N/A
DFE
ID
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
439526.83000000
USD
6877920200.00000000
IDR
2024-05-16
-6834.17000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-414595.75000000
-0.02327121588
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
222316600.08000000
MXN
12943670.42000000
USD
2024-04-10
-414595.75000000
N
N
N
Solis IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
1080447.83000000
PA
USD
1069896.18000000
0.060053160157
Long
LON
CORP
US
N
2
2029-02-26
Floating
8.82000000
N
N
N
N
N
N
UGANDA GOVERNMENT BOND
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
000000000
1100000000.00000000
PA
285832.28000000
0.016043735840
Long
DBT
NUSS
UG
N
2
2025-05-29
Fixed
14.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4381.23000000
0.000245917979
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
800000.00000000
EUR
869316.00000000
USD
2024-04-30
4381.23000000
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
600000.00000000
PA
USD
577276.80000000
0.032402486122
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
579346.73000000
PA
USD
577871.84000000
0.032435885655
Long
ABS-O
CORP
IE
N
2
2024-08-13
Variable
8.21000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
6937000.00000000
PA
83554.22000000
0.004689889588
Long
DBT
NUSS
EG
N
2
2031-07-06
Fixed
14.82000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5499.18000000
-0.00030866839
N/A
DFE
XX
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
497639.67000000
USD
454900.00000000
EUR
2024-05-16
-5499.18000000
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
1340000.00000000
PA
USD
1255892.49000000
0.070493113492
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
760000.00000000
PA
USD
738624.01000000
0.041458888065
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
191110000.00000000
PA
420012.97000000
0.023575283870
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
470458.64000000
0.026406794026
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
553414.80000000
0.031063114570
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
344134.48000000
0.019316232200
Long
DBT
NUSS
UY
N
2
2024-05-17
None
0.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBY0
2250000.00000000
PA
USD
2385073.31000000
0.133873914263
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
6.20000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
1920000.00000000
PA
USD
1933080.96000000
0.108503631153
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-16503.58000000
-0.00092634421
N/A
DFE
IN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4075846.75000000
USD
339355000.00000000
INR
2024-06-20
-16503.58000000
N
N
N
SUMMIT MID HLDS LLC / FI
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp
86614WAE6
400000.00000000
PA
USD
404874.80000000
0.022725579979
Long
SN
CORP
US
N
2
2026-10-15
Fixed
9.00000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIX Ltd
09630LAE2
850000.00000000
PA
USD
824460.90000000
0.046276903681
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
12.45000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-154.55000000
-0.00000867487
N/A
DFE
XX
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
83314.54000000
USD
77000.00000000
EUR
2024-04-02
-154.55000000
N
N
N
Angola Government International Bonds
549300QHR2R3J8JSGK83
Angola Government International Bonds
000000000
1735000.00000000
PA
USD
1620490.00000000
0.090957933416
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
76755000.00000000
PA
2812610.44000000
0.157871528443
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2043.47000000
0.000114699756
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
105166.03000000
USD
4225571.04000000
TRY
2024-09-18
2043.47000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AP5
5919000000.00000000
PA
830767.90000000
0.046630914928
Long
DBT
NUSS
PY
N
2
2031-02-09
Fixed
7.90000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAQ9
2730000.00000000
PA
USD
2710950.06000000
0.152165341996
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.75000000
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
550000.00000000
PA
USD
448955.21000000
0.025199808760
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
9354.85000000
0.000525086747
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7849941600.00000000
IDR
504138.57000000
USD
2024-04-24
9354.85000000
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
2485227.00000000
OU
Notional Amount
33340.98000000
0.001871425703
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
2485227.00000000
BRL
33340.98000000
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2023 Term Loan B
74839XAH2
597800.00000000
PA
USD
599056.58000000
0.033624982885
Long
LON
CORP
US
N
2
2029-03-19
Floating
8.19000000
N
N
N
N
N
N
Autokiniton US Holdings Inc
254900EHNKMJ1OSEZL85
Autokiniton US Holdings Inc 2024 Term Loan B
05278HAC0
1469195.47000000
PA
USD
1475886.19000000
0.082841336756
Long
LON
CORP
US
N
2
2028-04-06
Floating
9.44000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-9423.22000000
-0.00052892434
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
465430.44000000
USD
410000.00000000
CHF
2024-04-19
-9423.22000000
N
N
N
COTIVITI CORPORATION
N/A
COTIVITI CORPORATION 2024 TERM LOAN
000000000
1100000.00000000
PA
USD
1101833.70000000
0.061845809798
Long
LON
CORP
US
N
2
2031-02-21
None
0.00000000
N
N
N
N
N
N
GEO GROUP INC/THE
54930024XOXET7NQVZ63
GEO Group Inc/The
36162JAC0
719000.00000000
PA
USD
733020.50000000
0.041144363638
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
10.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
445000.00000000
PA
USD
379029.03000000
0.021274859624
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-7059.03000000
-0.00039622261
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
894187.49000000
USD
16857100.00000000
ZAR
2024-05-16
-7059.03000000
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
Star Parent Inc Term Loan B
87169DAB1
1323000.00000000
PA
USD
1316137.60000000
0.073874665186
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.31000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK APR24P 4500
000000000
-47.00000000
NC
USD
-3877.50000000
-0.00021764366
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 Futures
N/A
47.00000000
NC
N/A
-3877.50000000
0.00000000
DE
US
Short
CME E-Mini Standard & Poor's 500 Index
3EM4 Comdty
2024-06-21
47.00000000
USD
50.00000000
4500.00000000
USD
2024-04-19
XXXX
26573.80000000
N
N
N
37 Capital CLO Ltd
549300GZ8MP9ZGVMJ424
37 Capital Clo 1 Ltd
88430TAE1
500000.00000000
PA
USD
500622.50000000
0.028099888318
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.83000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-2
35563PBH1
221669.44000000
PA
USD
218293.95000000
0.012252816474
Long
ABS-MBS
USGSE
US
N
2
2056-08-25
Variable
4.00000000
N
N
N
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
1923012.00000000
PA
USD
1930975.19000000
0.108385434504
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.31000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13942.25000000
0.000782577027
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1096000.00000000
EUR
1198326.94000000
USD
2024-04-18
13942.25000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1055000.00000000
PA
USD
940051.96000000
0.052765017732
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
Arctic Canadian Diamond Company Ltd
N/A
Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan
000000000
1268285.04000000
PA
USD
1146529.68000000
0.064354590459
Long
LON
CORP
US
N
2
2027-12-31
Fixed
10.00000000
N
N
Y
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
0.00000000
PA
0.00000000
0.000000
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
5790000.00000000
PA
976505.16000000
0.054811132018
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
Republic of South Africa Government International Bonds
378900AAFB4F17004C49
Republic of South Africa Government International Bonds
836205BC7
4415000.00000000
PA
USD
3984802.40000000
0.223666539982
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
1280500.00000000
PA
USD
1285701.39000000
0.072166283917
Long
LON
CORP
US
N
2
2029-02-15
Floating
9.33000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P EMINI 3RD WK MAY24P 4800
000000000
20.00000000
NC
USD
9700.00000000
0.000544459980
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 Futures
N/A
20.00000000
NC
N/A
9700.00000000
0.00000000
DE
US
Long
CME E-Mini Standard & Poor's 500 Index
3EM4 Comdty
2024-06-21
20.00000000
USD
50.00000000
4800.00000000
USD
2024-05-17
XXXX
-21842.00000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
45000.00000000
PA
USD
44950.15000000
0.002523047196
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
565000.00000000
PA
USD
552005.00000000
0.030983982644
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
24440000.00000000
PA
888243.11000000
0.049856992426
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
1581491.99000000
0.088768979213
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS352644 IRS PLN R F 4.67030 IRS352644_FIX CCPVANILLA / Short: SRS352644 IRS PLN P V 06MWIBOR IRS352644_FLO CCPVANILLA
000000000
1100000.00000000
OU
Notional Amount
-3071.36000000
-0.00017239511
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-06
2015.08000000
PLN
0.00000000
PLN
1100000.00000000
PLN
-3572.31000000
N
N
N
Nexus Buyer LLC
254900PILSANV8WOOF24
Nexus Buyer LLC 2023 Term Loan B2
65343UAF9
1660000.00000000
PA
USD
1650317.22000000
0.092632132140
Long
LON
CORP
US
N
2
2028-12-13
Floating
9.83000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
7061000.00000000
PA
86231.80000000
0.004840181872
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
221207.28000000
0.012416341381
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBD6
1210000.00000000
PA
USD
1167453.74000000
0.065529055748
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.76000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-166579.33000000
-0.00935008028
N/A
DFE
SG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
11305831.03000000
USD
14980000.00000000
SGD
2024-06-20
-166579.33000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
6770000.00000000
PA
992114.61000000
0.055687288806
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
313555.83000000
0.017599855788
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
24434100.00000000
PA
1422644.02000000
0.079852859348
Long
DBT
NUSS
MX
N
2
2029-03-01
Fixed
8.50000000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Term Loan
78350LAZ8
1110000.00000000
PA
USD
1116937.50000000
0.062693584505
Long
LON
CORP
US
N
2
2030-11-14
Floating
9.83000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
741606.80000000
PA
USD
744503.59000000
0.041788908273
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.97000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
25427.91000000
0.001427265916
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
56675000.00000000
THB
1588870.20000000
USD
2024-06-20
25427.91000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
390000.00000000
PA
USD
383488.17000000
0.021525150684
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED KES / SOLD USD
000000000
1.00000000
NC
120917.79000000
0.006787102846
N/A
DFE
KE
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
758019.17000000
USD
118630000.00000000
KES
2024-08-02
120917.79000000
N
N
N
Whitebox CLO I Ltd
549300E4AC0513DYO913
Whitebox Clo I Ltd
96467FAL4
255000.00000000
PA
USD
255138.72000000
0.014320909543
Long
ABS-CBDO
CORP
KY
N
2
2032-07-24
Floating
7.28000000
N
N
N
N
N
N
HOWDEN UK REFINANCE / US
N/A
Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC
44287GAA4
1075000.00000000
PA
USD
1080172.72000000
0.060629981267
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DN5
548000.00000000
PA
USD
463815.87000000
0.026033936044
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
8355000.00000000
PA
2300664.65000000
0.129136065047
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
605333.96000000
0.033977331565
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.43000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
5790000.00000000
PA
815530.67000000
0.045775650809
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
259610000.00000000
PA
469650.86000000
0.026361453420
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
13638000.00000000
PA
2622921.45000000
0.147224305367
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
5130.08000000
0.000287950851
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4304806700.00000000
IDR
276463.09000000
USD
2024-04-24
5130.08000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-6543.20000000
-0.00036726912
N/A
DFE
ZA
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1298363.40000000
USD
24547000.00000000
ZAR
2024-05-16
-6543.20000000
N
N
N
BONOS TESORERIA GENL REP
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica
000000000
853150960.00000000
PA
983752.60000000
0.055217930063
Long
DBT
NUSS
CL
N
2
2039-10-01
Fixed
3.40000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABK4
1240000.00000000
PA
USD
1157168.12000000
0.064951724978
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
60337JAA4
980000.00000000
PA
USD
897340.63000000
0.050367635267
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
931.00000000
NC
USD
-244969.55000000
-0.01375011509
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
190619923.60000000
USD
-244969.55000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
100000.00000000
PA
USD
93628.86000000
0.005255378073
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
1372503.31000000
PA
USD
1286721.85000000
0.072223562229
Long
LON
CORP
US
N
2
2027-11-12
Floating
9.95000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-19912.61000000
-0.00111769270
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
890360.12000000
USD
130838500.00000000
JPY
2024-05-16
-19912.61000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4439.43000000
0.000249184739
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
266000.00000000
EUR
291820.62000000
USD
2024-04-12
4439.43000000
N
N
N
Rockford Tower CLO Ltd
549300KPFGDIQ0PMP224
Rockford Tower CLO 2018-1 Ltd
77342JAA1
1213291.41000000
PA
USD
1213771.87000000
0.068128887518
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
6.68000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
7846.00000000
0.000440395155
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
6583822000.00000000
IDR
422825.89000000
USD
2024-04-24
7846.00000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
295923.02000000
PA
USD
278765.28000000
0.015647065873
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
860000.00000000
PA
USD
582304.80000000
0.032684707234
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3630000.00000000
PA
528417.26000000
0.029660005276
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
269571.12000000
0.015130998638
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
8.68000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
1985000.00000000
PA
USD
2079442.33000000
0.116718879471
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Egypt Government International Bonds
529900GFIVH4086NMH82
Egypt Government International Bonds
000000000
1720000.00000000
PA
USD
1556514.00000000
0.087366967259
Long
DBT
NUSS
EG
N
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BWS111781 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: BWS111781 CDS USD P F 1.00000 2 CCPCORPORATE
000000000
1285000.00000000
OU
Notional Amount
USD
133354.06000000
0.007485149374
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Macy's Retail Holdings LLC
Macy's Retail Holdings LLC
Y
buy protection
2028-12-20
167050.00000000
USD
0.00000000
USD
1285000.00000000
USD
-33695.94000000
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
200000.00000000
PA
USD
184149.05000000
0.010336266825
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2748000.00000000
PA
578939.84000000
0.032495832383
Long
DBT
NUSS
MY
N
2
2028-04-20
Fixed
3.52000000
N
N
N
N
N
N
Oscar Acquisitionco LLC
254900RDCZK0Q19MEL65
Oscar Acquisitionco LLC Term Loan B
68778DAB4
461162.53000000
PA
USD
462763.69000000
0.025974877291
Long
LON
CORP
US
N
2
2029-04-29
Floating
9.90000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AN0
225000.00000000
PA
USD
228183.75000000
0.012807929909
Long
DBT
NUSS
PY
N
2
2036-02-09
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
1395000.00000000
PA
USD
1422177.39000000
0.079826667456
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
1935000.00000000
PA
USD
1437580.23000000
0.080691227246
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4687.51000000
0.000263109443
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
1015000.00000000
EUR
1100929.90000000
USD
2024-04-04
4687.51000000
N
N
N
GHANA GOVERNMENT BOND
213800PP4399SNNXZ126
Republic of Ghana Government Bonds
000000000
10204238.00000000
PA
412470.07000000
0.023151901686
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
515811.75000000
PA
USD
532414.70000000
0.029884381164
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.07000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-2147.66000000
-0.00012054793
N/A
DFE
PL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
201301.97000000
USD
794500.00000000
PLN
2024-05-16
-2147.66000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1515000.00000000
PA
USD
1464066.61000000
0.082177904972
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.13000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2022-NQM3
10569JAC4
220717.14000000
PA
USD
217175.01000000
0.012190010490
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
466370000.00000000
PA
850921.34000000
0.047762125398
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2631.94000000
-0.00014773051
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
744513.71000000
USD
3720000.00000000
BRL
2024-04-19
-2631.94000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
14086.28000000
0.000790661416
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
10056992.59000000
MYR
2149710.92000000
USD
2024-06-20
14086.28000000
N
N
N
RSC Acquisition, Inc.
N/A
RSC Acquisition, Inc. 2021 Term Loan C
000000000
154608.33000000
PA
USD
154994.85000000
0.008699844643
Long
LON
CORP
US
N
2
2029-11-01
Floating
10.99000000
N
N
N
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
Hudson River Trading LLC 2021 Term Loan
44413EAF5
980799.51000000
PA
USD
975555.18000000
0.054757809740
Long
LON
CORP
US
N
2
2028-03-20
Floating
8.44000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
31577.16000000
0.001772422672
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
9297100.00000000
PEN
2529203.73000000
USD
2024-04-24
31577.16000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
000000000
790000.00000000
PA
917117.40000000
0.051477703289
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.63000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
7975000.00000000
PA
1283958.97000000
0.072068482065
Long
DBT
NUSS
BR
N
2
2026-07-01
None
0.00000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
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
5437.80000000
0.000305223142
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2029-01-02
0.00000000
BRL
0.00000000
BRL
782173.00000000
BRL
5437.80000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
7884000.00000000
PA
206958.26000000
0.011616545386
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
270.41000000
0.000015178084
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1259000.00000000
CNY
175229.35000000
USD
2024-05-16
270.41000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AQ3
460000.00000000
PA
USD
415811.80000000
0.023339472639
Long
DBT
CORP
AR
N
2
2027-07-21
Fixed
6.95000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
15033.02000000
0.000843801832
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
660000.00000000
CHF
749093.43000000
USD
2024-04-19
15033.02000000
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
2120000.00000000
PA
USD
795193.34000000
0.044634118614
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2876.34000000
0.000161448661
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
113464.04000000
USD
4130091.01000000
TRY
2024-06-20
2876.34000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-MP
61691DAA5
320000.00000000
PA
USD
284280.13000000
0.015956613824
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.28000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
3575.33000000
0.000200682897
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
175059000.00000000
CLP
181820.92000000
USD
2024-05-16
3575.33000000
N
N
N
A-L Parent LLC
549300177GK4LMS8T214
A-L Parent LLC 2023 Take Back Term Loan
00165HAJ2
1758050.00000000
PA
USD
1756585.54000000
0.098596961775
Long
LON
CORP
US
N
2
2028-06-30
Floating
10.83000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
1065000.00000000
PA
USD
1107507.41000000
0.062164274544
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
247749.24000000
0.013906138807
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
N
N
SHELF DRILL HOLD LTD
54930078ZJ3XP4MRYB68
Shelf Drilling Holdings Ltd
822538AH7
780000.00000000
PA
USD
754233.01000000
0.042335019595
Long
DBT
CORP
KY
N
2
2029-04-15
Fixed
9.63000000
N
N
N
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
1008205.72000000
0.056590481119
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
8.22000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-11980.49000000
-0.00067246364
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
746040.90000000
USD
660000.00000000
CHF
2024-04-19
-11980.49000000
N
N
N
REPUBLIC OF MONTENEGRO
747800V014106FYLL014
Montenegro Government International Bond
857305AA4
740000.00000000
PA
USD
753952.70000000
0.042319285824
Long
DBT
NUSS
ME
N
2
2031-03-12
Fixed
7.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8627400000.00000000
PA
1973200.87000000
0.110755557486
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
500982.00000000
0.028120067016
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
8.83000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493009EGZQAPYYVLD80
Neuberger Berman Loan Advisers CLO 34 Ltd
64132YAU6
500000.00000000
PA
USD
500590.00000000
0.028098064097
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
7.42000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754AAF0
1260000.00000000
PA
USD
1284239.63000000
0.072084235481
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
8.07000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LifePoint Health Inc 2023 Term Loan B
75915TAG7
4434790.18000000
PA
USD
4449482.64000000
0.249748993024
Long
LON
CORP
US
N
2
2028-11-16
Floating
11.09000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAA4
271634.33000000
PA
USD
251554.01000000
0.014119700147
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
1834000.00000000
PA
434254.78000000
0.024374675169
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-698.32000000
-0.00003919662
N/A
DFE
TW
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
175214.62000000
USD
5572000.00000000
TWD
2024-05-16
-698.32000000
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2280.10000000
-0.00012798177
N/A
DFE
XX
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
1298280.00000000
USD
1200000.00000000
EUR
2024-04-02
-2280.10000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
700000.00000000
PA
USD
722325.80000000
0.040544071250
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
1469672.26000000
0.082492549518
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.90000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1396002.00000000
PA
USD
1329222.15000000
0.074609099602
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Apex Credit CLO LLC
549300OKB854VBBC1981
Apex Credit CLO 2019-II Ltd
03755CAN4
500000.00000000
PA
USD
500618.50000000
0.028099663799
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
9.64000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
27967.13000000
0.001569792068
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2200000.00000000
EUR
2405092.80000000
USD
2024-04-15
27967.13000000
N
N
N
Warwick Capital CLO Ltd
N/A
Warwick Capital CLO 3 Ltd
93655PAG2
690000.00000000
PA
USD
692710.32000000
0.038881757470
Long
ABS-CBDO
CORP
JE
N
2
2037-04-20
Floating
1.00000000
N
N
N
N
N
N
UAE INT'L GOVT BOND
N/A
UAE INTERNATIONAL GOVERNMENT BOND
31424EAE2
530000.00000000
PA
USD
506951.89000000
0.028455156314
Long
DBT
NUSS
AE
N
2
2052-07-07
Fixed
4.95000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
560000.00000000
PA
USD
416376.04000000
0.023371143371
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
2165000.00000000
PA
USD
2249859.34000000
0.126284368335
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-3 Ltd
69690CAU7
990000.00000000
PA
USD
991966.14000000
0.055678955200
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.32000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1290000.00000000
PA
USD
1287684.84000000
0.072277614757
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2320.69000000
0.000130260085
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
1200000.00000000
EUR
1299828.00000000
USD
2024-05-02
2320.69000000
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
1220000.00000000
PA
USD
1075625.08000000
0.060374722712
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BS0
310000.00000000
PA
USD
328372.46000000
0.018431511673
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
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
2719.47000000
0.000152643565
N/A
DIR
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
4903343.00000000
BRL
2719.47000000
N
N
N
LIBERTY TRIPADVISOR HOLD
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings Inc
531465AA0
570000.00000000
PA
USD
540417.00000000
0.030333549422
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
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AQ5
360000.00000000
PA
USD
369959.69000000
0.020765798523
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
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
540000.00000000
PA
USD
519448.46000000
0.029156587475
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.13000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
31140000.00000000
PA
4469454.49000000
0.250870010866
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
2.88000000
N
N
N
N
N
N
TRANSALTA CORP
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAH0
830000.00000000
PA
USD
863564.37000000
0.048471777343
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-55756.86000000
-0.00312962669
N/A
DFE
NO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1527916.76000000
USD
15953800.00000000
NOK
2024-05-16
-55756.86000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BQ4
90000.00000000
PA
USD
256230.00000000
0.014382162974
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
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
615662.12000000
PA
USD
367345.27000000
0.020619051403
Long
LON
CORP
US
N
2
2028-07-27
Floating
10.57000000
N
N
N
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607AD2
250000.00000000
PA
USD
292650.00000000
0.016426413747
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.25000000
N
N
N
N
N
Sarepta Therapeutics, Inc.
Sarepta Therapeutics, Inc.
USD
XXXX
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
-191332.27000000
-0.01073946020
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-16
0.00000000
MXN
0.00000000
MXN
65623453.00000000
MXN
-191332.27000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
9200.87000000
0.000516443866
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5000000.00000000
MYR
1070961.94000000
USD
2024-06-20
9200.87000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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
-61370.18000000
-0.00344470175
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
74373489.36000000
BRL
-61370.18000000
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
000000000
1600000.00000000
PA
USD
1614618.56000000
0.090628370106
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Floating
7.82000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
1470000.00000000
PA
USD
1406032.07000000
0.078920432341
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
550000.00000000
PA
USD
571827.85000000
0.032096637131
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
Long: IRS351946 IRS KRW R F 3.16100 IRS351946_FIX NDF / Short: IRS351946 IRS KRW P V 03MKSDA IRS351946_FLO NDF
000000000
1242105263.00000000
OU
Notional Amount
-6092.83000000
-0.00034198990
N/A
DIR
GB
N
2
Credit Agricole Securities (Asia) Ltd.
2138009CXUOQZ3WWFP41
N/A
N/A
Y
2034-01-10
0.00000000
KRW
0.00000000
KRW
1242105263.00000000
KRW
-6092.83000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
295000.00000000
PA
USD
222127.23000000
0.012467978078
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-15919.79000000
-0.00089357613
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
772224.45000000
USD
680000.00000000
CHF
2024-04-19
-15919.79000000
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2G8
1940000.00000000
PA
USD
1940892.34000000
0.108942083092
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
4.85000000
N
N
N
N
N
N
Jump Financial LLC
N/A
Jump Financial LLC Term Loan B
000000000
1314029.46000000
PA
USD
1299246.63000000
0.072926576815
Long
LON
CORP
US
N
2
2028-08-07
Floating
10.07000000
N
N
N
N
N
N
SAGA PLC
2138004WWUJN94K2LH95
Saga PLC
000000000
590000.00000000
PA
674426.58000000
0.037855493065
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
169964.15000000
0.009540069879
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.30000000
N
N
N
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAH1
225000.00000000
PA
USD
276750.00000000
0.015533948418
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix, Inc.
Nutanix, Inc.
USD
XXXX
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
980000.00000000
PA
USD
978703.17000000
0.054934506088
Long
DBT
CORP
US
N
2
2024-04-29
Variable
9.68000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-320641.36000000
-0.01799756584
N/A
DFE
KR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
11417303.28000000
USD
14921958700.00000000
KRW
2024-04-22
-320641.36000000
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
650000.00000000
PA
USD
644358.87000000
0.036167795662
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SRS351642 IRS CZK R F 3.49470 IRS351642_FIX CCPVANILLA / Short: SRS351642 IRS CZK P V 06MPRIBO IRS351642_FLO CCPVANILLA
000000000
10830000.00000000
OU
Notional Amount
-9413.04000000
-0.00052835294
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-01-02
0.00000000
CZK
0.00000000
CZK
10830000.00000000
CZK
-9413.04000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
944.82000000
0.000053032647
N/A
DFE
CL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
323603.29000000
USD
318746000.00000000
CLP
2024-05-16
944.82000000
N
N
N
Symphony CLO Ltd
5493006CLZCEH6WYKR81
Symphony CLO XXV Ltd
87167WAJ4
1000000.00000000
PA
USD
989956.00000000
0.055566126253
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
9.17000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
10600000.00000000
PA
2678617.80000000
0.150350535640
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
436948.41000000
0.024525868338
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
248979.38000000
0.013975186436
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
12.53000000
N
N
N
N
N
N
Electron Bidco Inc
N/A
Electron Bidco Inc 2021 Term Loan
28542CAC3
347900.00000000
PA
USD
349018.15000000
0.019590352084
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.44000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
50000.00000000
PA
USD
48768.80000000
0.002737387619
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
7.96000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
927.73000000
0.000052073387
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
436660.77000000
USD
8315000.00000000
ZAR
2024-05-16
927.73000000
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd
000000000
2200000.00000000
PA
2349269.81000000
0.131864267570
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
6.88000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AC3
1730000.00000000
PA
USD
1791451.33000000
0.100553974904
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.13000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NGN / SOLD USD
000000000
1.00000000
NC
18774.70000000
0.001053821938
N/A
DFE
NG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
76745.02000000
USD
133613075.00000000
NGN
2025-02-13
18774.70000000
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
570000.00000000
PA
USD
563325.07000000
0.031619376984
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
741001.76000000
PA
USD
734054.87000000
0.041202422717
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.81000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.26000000
TRY
2025-03-19
2239.62000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
1790000.00000000
PA
USD
1352285.57000000
0.075903646943
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
33010000000.00000000
PA
2127942.66000000
0.119441197898
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-9272.03000000
-0.00052043806
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1302578.48000000
USD
472277000.00000000
HUF
2024-04-15
-9272.03000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
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
2150.82000000
0.000120725300
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-01
6931.72000000
PLN
0.00000000
PLN
470000.00000000
PLN
478.37000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1437.77000000
-0.00008070187
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
174046.17000000
USD
864000.00000000
BRL
2024-04-02
-1437.77000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
450000.00000000
PA
USD
33390.00000000
0.001874177191
Long
DBT
CORP
KY
N
2
2024-01-27
None
0.00000000
Y
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2019-UVIL
12656DAA1
300000.00000000
PA
USD
264976.89000000
0.014873124991
Long
ABS-MBS
CORP
US
N
2
2041-12-15
Fixed
3.16000000
N
N
N
N
N
N
RSC Acquisition, Inc.
N/A
RSC Acquisition, Inc. 2020 Incremental Term Loan
000000000
83670.53000000
PA
USD
83879.71000000
0.004708159308
Long
LON
CORP
US
N
2
2029-11-01
Floating
10.99000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
119525000.00000000
PA
2083425.09000000
0.116942431372
Long
DBT
NUSS
EG
N
2
2025-01-14
None
0.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
81252000000.00000000
PA
5033729.24000000
0.282542693289
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
500481.50000000
0.028091974003
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
7.28000000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc 1st Lien Term Loan
74345HAB7
660059.34000000
PA
USD
660884.41000000
0.037095372486
Long
LON
CORP
US
N
2
2028-08-31
Floating
8.69000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-324.30000000
-0.00001820292
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
74370.65000000
USD
6181800.00000000
INR
2024-05-16
-324.30000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
2239.62000000
0.000125709635
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59888.22000000
USD
2926138.27000000
TRY
2025-03-19
2239.62000000
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company 2023 Term Loan B5
000000000
718200.00000000
PA
USD
718559.10000000
0.040332646775
Long
LON
CORP
CA
N
2
2030-09-20
Floating
7.58000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BRS351276 IRS HUF R V 06MBUBOR IRS351276_FLO CCPVANILLA / Short: BRS351276 IRS HUF P F 7.03000 IRS351276_FIX CCPVANILLA
000000000
160000000.00000000
OU
Notional Amount
-9112.53000000
-0.00051148535
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-26
0.00000000
HUF
-4080767.78000000
HUF
160000000.00000000
HUF
2436.40000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
14702700000.00000000
PA
3278430.66000000
0.184017968443
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
1170000.00000000
PA
USD
1246162.64000000
0.069946978034
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.88000000
N
N
N
N
N
N
Lids Holdings Inc
N/A
Lids Holdings Inc Term Loan
000000000
884400.00000000
PA
USD
882189.00000000
0.049517175868
Long
LON
CORP
US
N
2
2026-12-14
Floating
10.98000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
26423300000.00000000
PA
6083796.30000000
0.341482847024
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
1655000.00000000
PA
USD
1435712.50000000
0.080586391758
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
2081212.40000000
0.116818233314
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
2.55000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-12613.63000000
-0.00070800172
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
636203.05000000
USD
559000.00000000
CHF
2024-05-16
-12613.63000000
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
449766.33000000
PA
USD
444074.45000000
0.024925852214
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
8.68000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
32016000.00000000
PA
6840959.10000000
0.383982315424
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AT4
1265000.00000000
PA
USD
1251766.11000000
0.070261500216
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.95000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
125728517.00000000
PA
4907304.62000000
0.275446492653
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
481000.00000000
PA
USD
521885.00000000
0.029293350209
Long
LON
CORP
US
N
2
2028-02-10
Floating
14.46000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
4933.97000000
0.000276943217
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5400000.00000000
PEN
1454225.43000000
USD
2024-06-20
4933.97000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: OIS353655 IRS BRL R F 10.05000 OIS353655_FIX NDFPREDISWAP / Short: OIS353655 IRS BRL P V 00MBRCDI OIS353655_FLO NDFPREDISWAP
000000000
6727176.88000000
OU
Notional Amount
-1991.38000000
-0.00011177595
N/A
DIR
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
6727176.88000000
BRL
-1991.38000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1570500.00000000
PA
USD
1534797.20000000
0.086148005557
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
38530000.00000000
PA
2293707.64000000
0.128745568806
Long
DBT
NUSS
XX
N
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
680000.00000000
PA
USD
738463.00000000
0.041449850591
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
RSC Acquisition Inc
N/A
RSC Acquisition Inc 2023 Tranche 2 Delayed Draw Term Loan
000000000
268995.83000000
PA
USD
268323.34000000
0.015060960878
Long
LON
CORP
US
N
2
2029-11-01
Floating
11.34000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-12.53000000
-0.00000070330
N/A
DFE
NO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
254.50000000
USD
2623.96000000
NOK
2024-04-19
-12.53000000
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5036.67000000
0.000282707757
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
904000.00000000
EUR
982412.96000000
USD
2024-04-30
5036.67000000
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
1425000.00000000
PA
USD
1051607.25000000
0.059026604437
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
N
Y
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
410000.00000000
PA
USD
426275.36000000
0.023926791163
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Senegal Government International Bonds
549300NP14ZLQGWIUZ97
Senegal Government International Bonds
000000000
350000.00000000
PA
USD
299178.25000000
0.016792843734
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300OV3LSQ8RJ1DY13
Bain Capital Credit CLO 2023-1 Ltd
05685NAJ9
500000.00000000
PA
USD
507520.00000000
0.028487044269
Long
ABS-CBDO
CORP
JE
N
2
2036-04-16
Floating
10.21000000
N
N
N
N
N
N
LRS Holdings LLC
2549000MQSLNQZB32779
LRS Holdings LLC Term Loan B
50205HAC4
684250.00000000
PA
USD
684250.00000000
0.038406880597
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.69000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
1700000.00000000
PA
USD
1198061.40000000
0.067247060487
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
15770000.00000000
PA
4260904.68000000
0.239164131945
Long
DBT
NUSS
PE
N
2
2033-08-12
Fixed
7.30000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
630000.00000000
PA
USD
662352.39000000
0.037177770049
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
1466814.58000000
0.082332148240
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2024-1
35563PW21
1620000.00000000
PA
USD
1318172.94000000
0.073988908606
Long
ABS-MBS
USGSE
US
N
2
2063-11-25
Variable
5.00000000
N
N
N
N
N
N
2024-04-26
Mercer Funds
Jeff Coleman
Jeff Coleman
Treasurer