0001752724-24-010015.txt : 20240124
0001752724-24-010015.hdr.sgml : 20240124
20240124084603
ACCESSION NUMBER: 0001752724-24-010015
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240124
DATE AS OF CHANGE: 20240124
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS CHARTER INCOME TRUST
CENTRAL INDEX KEY: 0000851170
ORGANIZATION NAME:
IRS NUMBER: 043055815
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05822
FILM NUMBER: 24554403
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS PRINCIPAL INCOME TRUST
DATE OF NAME CHANGE: 19890906
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000851170
XXXXXXXX
MFS CHARTER INCOME TRUST
811-05822
0000851170
1LFFWFMKO22SVR346G33
111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS CHARTER INCOME TRUST
1LFFWFMKO22SVR346G33
2023-11-30
2023-11-30
N
385631930.67
101856877.98
283775052.69
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
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0.00000000
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0.00000000
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0.00000000
0.00000000
1221647.37000000
AUD
BRL
CAD
CNY
EUR
GBP
JPY
KRW
MXN
NZD
USD
N
42% BBG US HY 2% Issuer Cap, 20% BBG US Gov/Mtge BI, 15.2% FTSE WGBI non Dollar, 12.8% JPM GBI-EM Gbl Div, 10% BBG US Credit
42% LF89TRUU, 20% LUMSTRUU, 15.2% SBNUU, 12.8% JGENVUUG, 10% LUCRTRUU
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAC5
100000.00000000
PA
USD
95458.15000000
0.033638668760
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X56
38000000.00000000
PA
USD
74765.00000000
0.026346572502
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Variable
0.26000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
1219000.00000000
PA
USD
1176335.00000000
0.414530801368
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
683000.00000000
PA
USD
641951.70000000
0.226218511428
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DX5
46000.00000000
PA
USD
45786.72000000
0.016134864416
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11402 EQT BRL R E CDI/FIXED10.3625/MAT01/04/2027 / Short: SM11402 EQT BRL P E FLOAT/BZDIOVRA/CCP
000000000
3000000.00000000
OU
Notional Amount
-429.09000000
-0.00015120779
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA INDEX
Y
equity-performance leg
2027-04-01
0.00000000
BRL
0.00000000
BRL
3000000.00000000
BRL
-429.09000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
250000.00000000
PA
USD
243041.77000000
0.085645925424
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-156.54000000
-0.00005516341
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
99871.00000000
EUR
108779.11000000
USD
2024-01-19
-156.54000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
42.00000000
NC
USD
13607.33000000
0.004795111434
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH4 Comdty
2024-03-28
8573752.07000000
USD
13607.33000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
200000.00000000
PA
USD
177493.55000000
0.062547270564
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1571.93000000
0.000553935233
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
710000.00000000
BRL
144558.69000000
USD
2024-02-22
1571.93000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
7191.70000000
0.002534296067
N/A
DFE
CN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
301184.99000000
USD
2196000.00000000
CNY
2024-01-19
7191.70000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
935.77000000
0.000329757669
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
249937.85000000
USD
229998.16000000
EUR
2024-01-19
935.77000000
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
44107HAF9
179000.00000000
PA
USD
103353.99000000
0.036421097985
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.67000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
904000.00000000
PA
USD
817117.46000000
0.287945487897
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
200000.00000000
PA
206812.05000000
0.072878869386
Long
DBT
CORP
LU
N
2
2029-01-14
Fixed
3.50000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BN4
221000.00000000
PA
USD
174309.81000000
0.061425346713
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.69000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAC1
941000.00000000
PA
USD
976381.60000000
0.344068863962
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energian Israel Finance Ltd
000000000
500000.00000000
PA
USD
421628.00000000
0.148578247454
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHI
N/A
Viking Ocean Cruises Ship VII Ltd
92682RAA0
233000.00000000
PA
USD
215525.00000000
0.075949241470
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
5.63000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1916.40000000
0.000675323634
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1772824.15000000
BRL
362096.44000000
USD
2023-12-04
1916.40000000
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
Neptune Bidco US Inc
640695AA0
514000.00000000
PA
USD
477346.09000000
0.168212845165
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-5201.18000000
-0.00183285315
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
287732.40000000
AUD
185196.95000000
USD
2024-01-19
-5201.18000000
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CQ3
122000.00000000
PA
USD
91549.08000000
0.032261144569
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.63000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
000000000
100000.00000000
PA
109986.23000000
0.038758244939
Long
DBT
CORP
AU
N
2
2033-04-26
Fixed
4.23000000
N
N
N
N
N
N
Shelter Growth CRE
N/A
Shelter Growth CRE Issuer Ltd
822866AG4
157500.00000000
PA
USD
149283.29000000
0.052606206424
Long
ABS-CBDO
CORP
KY
Y
2
2036-09-15
Floating
7.59000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAC5
131000.00000000
PA
USD
106757.98000000
0.037620636129
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAR5
89000.00000000
PA
USD
88833.05000000
0.031304037884
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-152.65000000
-0.00005379260
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
98995.00000000
EUR
107827.49000000
USD
2024-01-19
-152.65000000
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
673000.00000000
PA
USD
643556.25000000
0.226783941681
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CR6
334000.00000000
PA
USD
296204.29000000
0.104379961237
Long
DBT
NUSS
PH
N
2
2032-09-29
Fixed
3.56000000
N
N
N
N
N
N
Minnesota Housing Finance Agency
549300R89XDTQBK4GE22
MINNESOTA ST HSG FIN AGY
60416TSV1
195000.00000000
PA
USD
186373.30000000
0.065676421599
Long
DBT
MUN
US
N
2
2047-01-01
Fixed
4.34000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
800000.00000000
PA
USD
804576.00000000
0.283525980304
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
NMG HLDCO/NEIMAN MARCUS
N/A
NMG Holding Co Inc / Neiman Marcus Group LLC
62929RAC2
377000.00000000
PA
USD
353149.81000000
0.124447095208
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.13000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAD5
870000.00000000
PA
USD
786832.35000000
0.277273263643
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
129000.00000000
PA
USD
125347.14000000
0.044171303577
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1.79000000
-0.00000063078
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40950329.00000000
IDR
2636.85000000
USD
2024-02-12
-1.79000000
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
689000.00000000
PA
USD
639350.65000000
0.225301922751
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-4379.75000000
-0.00154338796
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
927237.84000000
CAD
679480.50000000
USD
2024-01-19
-4379.75000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
123000.00000000
PA
USD
111403.38000000
0.039257636971
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
24148.70000000
0.008509803723
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
517089.00000000
USD
878755.65000000
NZD
2024-01-19
24148.70000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNA37
502065.27000000
PA
USD
407721.32000000
0.143677647536
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBH0
53000.00000000
PA
USD
42650.85000000
0.015029809560
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
255000.00000000
PA
USD
253120.01000000
0.089197414501
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
3165.87000000
0.001115626609
N/A
DFE
KR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
99563.86000000
USD
132124233.00000000
KRW
2024-01-26
3165.87000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
55000.00000000
PA
USD
55877.68000000
0.019690835917
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
441000.00000000
PA
USD
409700.81000000
0.144375203569
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.88000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
867000.00000000
PA
USD
759953.59000000
0.267801409178
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901AZ5
175000.00000000
PA
123407.27000000
0.043487709307
Long
DBT
CORP
CA
N
2
2027-12-06
Fixed
4.25000000
N
N
N
N
N
N
BAFFINLAND IRON CORP/LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
604000.00000000
PA
USD
568083.13000000
0.200187833502
Long
DBT
CORP
CA
Y
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
299000.00000000
PA
USD
247711.53000000
0.087291510529
Long
DBT
CORP
IN
Y
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAA1
386000.00000000
PA
USD
381135.82000000
0.134309135488
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6EE6
72147.02000000
PA
USD
70344.12000000
0.024788690666
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.50000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
902000.00000000
PA
USD
865920.00000000
0.305143102535
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
100000.00000000
PA
111147.23000000
0.039167371813
Long
DBT
CORP
ES
N
2
2029-07-19
Fixed
5.00000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER 2
N/A
Aretec Escrow Issuer 2 Inc
04020JAA4
585000.00000000
PA
USD
609365.25000000
0.214735313842
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1158000.00000000
PA
USD
1120666.31000000
0.394913611812
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAE8
549000.00000000
PA
USD
497383.13000000
0.175273733644
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Floating
6.99000000
N
N
N
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
13806CAA0
1376000.00000000
PA
USD
1155840.00000000
0.407308531544
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
870000.00000000
PA
USD
820114.37000000
0.289001574389
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AD5
144000.00000000
PA
USD
141679.10000000
0.049926552266
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390ABV1
2785.08000000
PA
USD
2880.71000000
0.001015138565
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
347000.00000000
PA
233485.02000000
0.082278205144
Long
DBT
NUSS
BE
N
2
2040-06-22
Fixed
0.40000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT DEC23
000000000
-167.00000000
NC
8716.33000000
0.003071563168
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUZ3 Comdty
2023-12-07
-17607302.65000000
EUR
8716.33000000
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CR6
106000.00000000
PA
USD
105989.29000000
0.037349756081
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
5.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
61000.00000000
PA
USD
57191.68000000
0.020153878735
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.53000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAY4
726000.00000000
PA
USD
660914.17000000
0.232900730256
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
512000.00000000
PA
USD
531084.80000000
0.187149925606
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
8.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1063.22000000
0.000374670003
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99605.00000000
EUR
109708.73000000
USD
2024-01-19
1063.22000000
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAP7
122000.00000000
PA
USD
116758.42000000
0.041144709125
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
5.05000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
100000.00000000
PA
110500.87000000
0.038939599852
Long
DBT
CORP
FR
N
2
2033-11-27
Fixed
4.38000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
788.62000000
0.000277903216
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
381484.19000000
USD
56254746.00000000
JPY
2024-01-19
788.62000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
13024000.00000000
PA
USD
11501311.28000000
4.052967718964
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAJ1
118000.00000000
PA
USD
93342.74000000
0.032893215635
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAG2
275500.00000000
PA
USD
261668.52000000
0.092209839279
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
7.39000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
793000.00000000
PA
USD
755401.88000000
0.266197423924
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.88000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
657000.00000000
PA
USD
658465.11000000
0.232037701608
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
1991610.97000000
PA
USD
106106.46000000
0.037391045828
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.26000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
18060TAC9
455000.00000000
PA
USD
459083.63000000
0.161777304117
Long
DBT
CORP
N/A
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2023-B
04033GAB3
100000.00000000
PA
USD
100399.75000000
0.035380048051
Long
ABS-O
CORP
US
Y
2
2032-07-15
Fixed
6.05000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
646000.00000000
PA
USD
617135.88000000
0.217473620090
Long
DBT
CORP
LR
Y
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KML2
8933.16000000
PA
USD
9181.79000000
0.003235587453
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XTD8
72841.85000000
PA
USD
72377.20000000
0.025505131375
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
90000.00000000
PA
USD
75084.89000000
0.026459299113
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EB1
100000.00000000
PA
130619.32000000
0.046029176547
Long
DBT
CORP
GB
N
2
2031-09-14
Fixed
6.80000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
100000.00000000
PA
100532.39000000
0.035426789299
Long
DBT
CORP
DE
N
2
2032-06-24
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7K8
23085.54000000
PA
USD
19972.20000000
0.007038039394
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAG6
203000.00000000
PA
USD
195235.25000000
0.068799300061
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
280000.00000000
PA
USD
262733.94000000
0.092585284544
Long
DBT
CORP
CA
Y
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
638000.00000000
PA
USD
649964.41000000
0.229042124682
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
581000.00000000
PA
USD
453220.21000000
0.159711083022
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
COVESTRO AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
80000.00000000
PA
76349.17000000
0.026904821010
Long
DBT
CORP
DE
N
2
2030-06-12
Fixed
1.38000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DU9
531000.00000000
PA
USD
498790.03000000
0.175769513659
Long
DBT
NUSS
KR
N
2
2032-09-08
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1370.54000000
0.000482967049
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
149046.01000000
EUR
163944.50000000
USD
2024-01-19
1370.54000000
N
N
N
CANPACK SA/CANPACK US
N/A
Canpack SA / Canpack US LLC
000000000
100000.00000000
PA
94703.90000000
0.033372877249
Long
DBT
CORP
N/A
N
2
2027-11-01
Fixed
2.38000000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AC7
805000.00000000
PA
USD
799208.04000000
0.281634355248
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
05454NAA7
540000.00000000
PA
USD
511925.83000000
0.180398461791
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-532704.12000000
-0.18772056068
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
19534828.51000000
AUD
12393871.95000000
USD
2024-01-19
-532704.12000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
24360.76000000
PA
USD
18969.99000000
0.006684868814
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405GT91
1603.91000000
PA
USD
1629.48000000
0.000574215381
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
528000.00000000
PA
USD
502368.66000000
0.177030593506
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11091.38000000
0.003908511299
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
562244.15000000
USD
453966.22000000
GBP
2024-01-19
11091.38000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-76777.69000000
-0.02705582794
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22853741.06000000
SEK
2103912.49000000
USD
2024-01-19
-76777.69000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3933.22000000
-0.00138603445
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
151967.32000000
EUR
161827.20000000
USD
2024-01-19
-3933.22000000
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
17000.00000000
PA
USD
16231.38000000
0.005719805122
Long
DBT
CORP
N/A
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAE3
310000.00000000
PA
USD
299206.42000000
0.105437887215
Long
ABS-CBDO
CORP
KY
Y
2
2038-03-15
Floating
7.29000000
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
Novelis Sheet Ingot GmbH
000000000
150000.00000000
PA
146398.97000000
0.051589795724
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
550000.00000000
PA
USD
448234.66000000
0.157954216112
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
200000.00000000
PA
USD
190346.40000000
0.067076509437
Long
DBT
CORP
FR
N
2
2024-03-28
Floating
5.97000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
642000.00000000
PA
USD
645544.64000000
0.227484634001
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
68000.00000000
PA
USD
53545.82000000
0.018869107588
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAD6
480000.00000000
PA
USD
419630.40000000
0.147874309606
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.63000000
N
N
N
N
N
N
ARKEMA
9695000EHMS84KKP2785
Arkema SA
000000000
100000.00000000
PA
98645.36000000
0.034761815411
Long
DBT
CORP
FR
N
2
2025-10-21
Fixed
1.50000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-50.07000000
-0.00001764425
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
99818.00000000
EUR
108827.77000000
USD
2024-01-19
-50.07000000
N
N
N
AEROPORTI DI ROMA SPA
8156007259ABDEA3F444
Aeroporti di Roma SpA
000000000
100000.00000000
PA
110098.36000000
0.038797758631
Long
DBT
CORP
IT
N
2
2033-07-10
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPPP7
47117.31000000
PA
USD
36737.35000000
0.012945940684
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
100000.00000000
PA
103326.43000000
0.036411386068
Long
DBT
CORP
AU
N
2
2038-09-13
Fixed
2.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0626C0
50000.00000000
PA
USD
50789.06000000
0.017897647985
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
100000.00000000
PA
USD
66430.93000000
0.023409714620
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
637000.00000000
PA
USD
576211.09000000
0.203052059910
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.13000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
1006000.00000000
PA
USD
940983.02000000
0.331594694840
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
102000.00000000
PA
USD
97155.00000000
0.034236624776
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4899.80000000
-0.00172664931
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
269195.64000000
EUR
288729.01000000
USD
2024-01-19
-4899.80000000
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
672000.00000000
PA
USD
666265.82000000
0.234786607802
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCQ8
221000.00000000
PA
USD
200845.60000000
0.070776341364
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
415000.00000000
PA
USD
346114.15000000
0.121967786357
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KG3Z4
24256.21000000
PA
USD
20162.70000000
0.007105170031
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
200000.00000000
PA
USD
195122.80000000
0.068759673604
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
310000.00000000
PA
USD
270081.92000000
0.095174652401
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133CAS68
74999.60000000
PA
USD
75221.97000000
0.026507604980
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
100000.00000000
PA
110372.87000000
0.038894493703
Long
DBT
CORP
IT
N
2
2030-02-14
Fixed
4.60000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
973000.00000000
PA
USD
908209.49000000
0.320045571797
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
601000.00000000
PA
USD
546186.94000000
0.192471795819
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
175000.00000000
PA
USD
172769.38000000
0.060882511821
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
352000.00000000
PA
USD
322199.68000000
0.113540523363
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2021-C10
05551VBK8
985227.40000000
PA
USD
61088.83000000
0.021527202416
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.41000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
670000.00000000
PA
USD
517427.60000000
0.182337240393
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.38000000
N
N
N
N
N
N
NATL GRID ELECT TRANS
5XJXCCYG4SDKFJ5WLB02
National Grid Electricity Transmission PLC
000000000
100000.00000000
PA
76119.57000000
0.026823911854
Long
DBT
CORP
GB
N
2
2040-04-17
Fixed
2.00000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAC2
297500.00000000
PA
USD
287479.01000000
0.101305244162
Long
ABS-CBDO
CORP
US
Y
2
2038-05-16
Floating
6.99000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
108000.00000000
PA
USD
106344.09000000
0.037474784690
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
913000.00000000
PA
USD
865067.50000000
0.304842688530
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
101000.00000000
PA
USD
65014.71000000
0.022910650313
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
624000.00000000
PA
USD
586560.00000000
0.206698930874
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT DEC23
000000000
-130.00000000
NC
189938.23000000
0.066932673679
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 10 Year Australian Bond Futures
XMZ3 Comdty
2023-12-15
-14933210.50000000
AUD
189938.23000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
446000.00000000
PA
USD
220888.21000000
0.077839192665
Long
DBT
NUSS
LK
Y
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-29601.34000000
-0.01043126931
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3122570.54000000
PEN
804060.91000000
USD
2024-01-29
-29601.34000000
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
238000.00000000
PA
USD
122493.78000000
0.043165802926
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.50000000
N
N
Y
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
106000.00000000
PA
USD
86116.53000000
0.030346758527
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0606C0
25000.00000000
PA
USD
25179.12000000
0.008872915276
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DV9
87000.00000000
PA
USD
82420.17000000
0.029044191594
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
265.56000000
0.000093581164
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1706478.98000000
MXN
97792.83000000
USD
2024-01-19
265.56000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
61.86000000
0.000021798956
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
99648.00000000
EUR
108754.27000000
USD
2024-01-19
61.86000000
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
110000.00000000
PA
96288.54000000
0.033931291382
Long
DBT
CORP
LU
N
2
2030-01-17
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LSY8
24890.64000000
PA
USD
25698.43000000
0.009055915858
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
42712.04000000
0.015051372414
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1193392.50000000
USD
978745.73000000
GBP
2024-01-19
42712.04000000
N
N
N
ELDORADO GOLD CORP
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902AF0
307000.00000000
PA
USD
276766.95000000
0.097530402118
Long
DBT
CORP
CA
Y
2
2029-09-01
Fixed
6.25000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
8559.03000000
0.003016131939
N/A
DFE
NZ
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
184541.03000000
USD
313518.02000000
NZD
2024-01-19
8559.03000000
N
N
N
SAMHALLSBYGGNADSBOLAGET
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
100000.00000000
PA
91434.05000000
0.032220608941
Long
DBT
CORP
SE
N
2
2025-01-14
Fixed
1.75000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
498000.00000000
PA
USD
481046.31000000
0.169516772330
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
87000.00000000
PA
USD
84635.55000000
0.029824873327
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
United Natural Foods Inc
911163AA1
293000.00000000
PA
USD
224499.53000000
0.079111792200
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AF6
44000.00000000
PA
USD
44032.91000000
0.015516836163
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
484000.00000000
PA
USD
443270.96000000
0.156205048963
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
200000.00000000
PA
USD
167181.73000000
0.058913469811
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
000000000
100000.00000000
PA
100212.80000000
0.035314168405
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.38000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
1065000.00000000
PA
USD
1070016.15000000
0.377064911047
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.88000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3300.08000000
-0.00116292111
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
832669.20000000
USD
760356.42000000
EUR
2024-01-19
-3300.08000000
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAR2
56000.00000000
PA
USD
59439.23000000
0.020945896912
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.20000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5898.74000000
-0.00207866757
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
426922.00000000
EUR
459772.24000000
USD
2024-01-19
-5898.74000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
55000.00000000
PA
USD
55094.64000000
0.019414899046
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.63000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
400000.00000000
PA
USD
304524.00000000
0.107311758772
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
17831.93000000
0.006283825808
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
827994.80000000
USD
669724.34000000
GBP
2024-01-19
17831.93000000
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
68000.00000000
PA
USD
55215.05000000
0.019457330542
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BF7
17000.00000000
PA
USD
13892.43000000
0.004895578335
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLD6
46659.47000000
PA
USD
40375.48000000
0.014227987843
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
3.00000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
53000.00000000
PA
USD
45498.54000000
0.016033312149
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.83000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
632000.00000000
PA
USD
576827.89000000
0.203269415169
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
89000.00000000
PA
USD
70003.17000000
0.024668542684
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAG2
99995.01000000
PA
USD
96847.17000000
0.034128148010
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Floating
7.09000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-6195.93000000
-0.00218339489
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
30154737.52000000
THB
854605.00000000
USD
2024-01-19
-6195.93000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
231000.00000000
PA
173673.66000000
0.061201172673
Long
DBT
NUSS
GB
N
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
EPH FIN INTERNATIONAL AS
3157003E5A4ZV0JCSM65
EPH Financing International AS
000000000
107000.00000000
PA
116295.79000000
0.040981682109
Long
DBT
CORP
CZ
N
2
2028-11-13
Fixed
6.65000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
10446000.00000000
PA
5099351.67000000
1.796969684847
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
1.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
200000.00000000
PA
USD
202563.34000000
0.071381658845
Long
DBT
CORP
IT
Y
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
Bayview Financial Revolving Mortgage Loan Trust
N/A
Bayview Financial Revolving Asset Trust 2005-E
073250BW1
97695.71000000
PA
USD
138940.30000000
0.048961421620
Long
ABS-MBS
CORP
US
Y
2
2040-12-28
Floating
7.06000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RSU4
190000.00000000
PA
USD
178707.83000000
0.062975172872
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
127000.00000000
PA
USD
88425.07000000
0.031160269079
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.33000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
103000.00000000
PA
USD
92502.91000000
0.032597266434
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
DS SMITH PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
100000.00000000
PA
108991.56000000
0.038407731393
Long
DBT
CORP
GB
N
2
2030-07-27
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHW31
19330.36000000
PA
USD
16078.68000000
0.005665994895
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
1621000.00000000
PA
USD
1356252.77000000
0.477932347168
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
400000.00000000
PA
437528.45000000
0.154181435560
Long
DBT
NUSS
N/A
N
2
2034-07-04
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADC6
77000.00000000
PA
USD
78391.46000000
0.027624507248
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UBB8
91000.00000000
PA
USD
86581.02000000
0.030510440991
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.25000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL8 Ltd
55284JAG4
110841.00000000
PA
USD
106280.34000000
0.037452319713
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Floating
7.53000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
292000.00000000
PA
USD
264574.57000000
0.093233907453
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
521000.00000000
PA
USD
296178.08000000
0.104370725048
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.88000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
389000.00000000
PA
USD
314746.46000000
0.110914069794
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-152.90000000
-0.00005388070
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
99827.00000000
EUR
108734.76000000
USD
2024-01-19
-152.90000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1387.07000000
0.000488792086
N/A
DFE
SG
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
59892.19000000
USD
81796.66000000
SGD
2024-01-19
1387.07000000
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
00185PAA9
983000.00000000
PA
USD
879746.60000000
0.310015482918
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ50
3181659.55000000
PA
USD
56195.11000000
0.019802695644
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.42000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
52000.00000000
PA
USD
41147.07000000
0.014499889828
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
566000.00000000
PA
USD
510633.88000000
0.179943189212
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
727000.00000000
PA
USD
676498.27000000
0.238392439218
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAG1
327000.00000000
PA
USD
312536.27000000
0.110135216974
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
7.62000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
615000.00000000
PA
USD
578796.73000000
0.203963218229
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
838000.00000000
PA
USD
562063.36000000
0.198066515950
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B36 Mortgage Trust
08163QBK3
8926377.00000000
PA
USD
403291.03000000
0.142116449693
Long
ABS-MBS
CORP
US
N
2
2055-07-15
Variable
0.81000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAE2
92000.00000000
PA
USD
69180.46000000
0.024378626431
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPLF0
45123.37000000
PA
USD
40579.45000000
0.014299865197
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B37 Mortgage Trust
08161QAH3
46000.00000000
PA
USD
44071.39000000
0.015530396200
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
5.94000000
N
N
N
N
N
N
MEGLOBAL BV
549300WBVLU2FILR7W19
MEGlobal BV
000000000
522000.00000000
PA
USD
497179.94000000
0.175202131155
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
108000.00000000
PA
USD
88860.76000000
0.031313802660
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PET1
150000.00000000
PA
USD
151118.59000000
0.053252951084
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
CARLSBERG BREWERIES A/S
5493008YL42784DMWN61
Carlsberg Breweries AS
000000000
100000.00000000
PA
111703.01000000
0.039363224124
Long
DBT
CORP
DK
N
2
2033-10-05
Fixed
4.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAF5
329000.00000000
PA
USD
257419.27000000
0.090712438447
Long
DBT
CORP
NL
Y
2
2031-07-13
Fixed
3.06000000
N
N
N
N
N
N
BRUCE POWER LP
549300R8DACS3G0K8262
Bruce Power LP
116705AK0
200000.00000000
PA
132570.84000000
0.046716876181
Long
DBT
CORP
CA
N
2
2028-12-21
Fixed
2.68000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
918000.00000000
PA
USD
824153.09000000
0.290424786177
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
575000.00000000
PA
USD
452812.50000000
0.159567409364
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.38000000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAG7
638000.00000000
PA
USD
617265.00000000
0.217519120919
Long
DBT
CORP
IE
N
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
541000.00000000
PA
USD
512597.50000000
0.180635152787
Long
DBT
CORP
BM
Y
2
2026-03-15
Fixed
5.88000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1180000.00000000
PA
651586.52000000
0.229613742935
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
1360000.00000000
PA
USD
1091122.93000000
0.384502767123
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
1484000.00000000
PA
USD
1442415.80000000
0.508295491914
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
159000.00000000
PA
USD
141514.73000000
0.049868629627
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
410000.00000000
PA
USD
299271.30000000
0.105460750394
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
821458.00000000
PA
USD
59648.37000000
0.021019596132
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.44000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2021-C9
05493EAZ5
2260422.11000000
PA
USD
183808.26000000
0.064772522551
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.73000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AR8
90000.00000000
PA
USD
46761.08000000
0.016478220885
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
14.00000000
N
N
N
N
N
N
CNTL AMR BOTTLING CORP
N/A
Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
15239XAA6
755000.00000000
PA
USD
688378.80000000
0.242579040502
Long
DBT
CORP
VG
Y
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3214.64000000
0.001132812757
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
419265.33000000
USD
62171577.00000000
JPY
2024-01-19
3214.64000000
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
23000.00000000
PA
USD
20270.25000000
0.007143069768
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAB4
126000.00000000
PA
USD
128412.90000000
0.045251652244
Long
DBT
CORP
GB
Y
2
2029-03-30
Fixed
8.13000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
704.77000000
0.000248355164
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
28736.58000000
USD
26991.50000000
EUR
2024-01-19
704.77000000
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
86000.00000000
PA
USD
69727.89000000
0.024571536271
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
122890.74000000
PA
USD
119461.15000000
0.042097128999
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
3100.33000000
0.001092530851
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
389086.94000000
USD
1930365.36000000
BRL
2023-12-04
3100.33000000
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
705000.00000000
PA
USD
645007.67000000
0.227295410179
Long
DBT
CORP
KY
Y
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAA7
110000.00000000
PA
USD
111115.40000000
0.039156155182
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
174999.35000000
PA
USD
168704.49000000
0.059450077940
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
579000.00000000
PA
USD
495028.50000000
0.174443981353
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
115.28000000
0.000040623726
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
59819.40000000
EUR
65364.11000000
USD
2024-01-19
115.28000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
831.43000000
0.000292989109
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
111310.07000000
USD
88793.47000000
GBP
2024-01-19
831.43000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
79000.00000000
PA
USD
64806.78000000
0.022837377488
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
587000.00000000
PA
USD
551131.07000000
0.194214066661
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
203000.00000000
PA
USD
186761.36000000
0.065813170759
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
189000.00000000
PA
USD
195032.25000000
0.068727764527
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
790.43000000
0.000278541045
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
562493.18000000
USD
516412.17000000
EUR
2024-01-19
790.43000000
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
Nabors Industries Ltd
629571AA8
432000.00000000
PA
USD
412957.44000000
0.145522813258
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
-317.00000000
NC
USD
-192218.34000000
-0.06773616573
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
-33679727.13000000
USD
-192218.34000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1944.84000000
0.000685345657
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
416001.73000000
USD
566688.70000000
CAD
2024-01-19
1944.84000000
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAL5
680000.00000000
PA
USD
484980.49000000
0.170903145080
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
400000.00000000
PA
315665.16000000
0.111237812135
Long
DBT
NUSS
BJ
N
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
28000.00000000
PA
USD
22661.23000000
0.007985631501
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-951.34000000
-0.00033524440
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
34233.46000000
EUR
36389.27000000
USD
2024-01-19
-951.34000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFG3
218883.88000000
PA
USD
211010.70000000
0.074358439193
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
825000.00000000
PA
USD
466125.00000000
0.164258625126
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAL7
385000.00000000
PA
USD
369460.26000000
0.130194763950
Long
DBT
CORP
NL
Y
2
2030-09-01
Fixed
5.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
43000.00000000
PA
USD
41699.64000000
0.014694610961
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
1010000.00000000
PA
USD
977692.93000000
0.344530965894
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
104000.00000000
PA
USD
79722.93000000
0.028093706350
Long
DBT
CORP
BM
Y
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
000000000
100000.00000000
PA
109206.43000000
0.038483449818
Long
DBT
CORP
US
N
2
2031-09-19
Fixed
4.15000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAL4
646000.00000000
PA
USD
583725.60000000
0.205700111573
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
69252.88000000
PA
USD
56629.18000000
0.019955658350
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
744000.00000000
PA
USD
707028.85000000
0.249151165085
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
200000.00000000
PA
USD
151575.24000000
0.053413870797
Long
DBT
CORP
DE
Y
2
2027-10-30
Fixed
3.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR24
000000000
-84.00000000
NC
USD
-187248.44000000
-0.06598481375
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNH4 Comdty
2024-03-19
-10144751.56000000
USD
-187248.44000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
151000.00000000
PA
USD
132684.49000000
0.046756925509
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.63000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
11200000.00000000
PA
2226656.16000000
0.784655359550
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
SWF ESCROW ISSUER CORP
N/A
SWF Escrow Issuer Corp
78500AAA6
257000.00000000
PA
USD
161267.50000000
0.056829343690
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AL4
524000.00000000
PA
USD
423000.68000000
0.149061968622
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-96.18000000
-0.00003389304
N/A
DFE
CN
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
141177.51000000
USD
1004662.81000000
CNY
2024-01-19
-96.18000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M9KT3
66949.59000000
PA
USD
52104.70000000
0.018361268725
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
RAC BOND CO PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
150000.00000000
PA
159396.27000000
0.056169937592
Long
DBT
CORP
GB
Y
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
70000.00000000
PA
USD
55828.33000000
0.019673445382
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
444000.00000000
PA
USD
429576.66000000
0.151379290014
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBP2
1958916.06000000
PA
USD
147854.48000000
0.052102705505
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.65000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BQ4
174000.00000000
PA
USD
157620.42000000
0.055544142624
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Engie Energia Chile SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
000000000
300000.00000000
PA
USD
291090.12000000
0.102577769694
Long
DBT
CORP
CL
N
2
2025-01-29
Fixed
4.50000000
N
N
N
N
N
N
THALES SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
100000.00000000
PA
111582.53000000
0.039320767961
Long
DBT
CORP
FR
N
2
2031-10-18
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZY9
15983000.00000000
PA
USD
95194.75000000
0.033545848762
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
0.25000000
N
N
N
N
N
N
UBISOFT ENTERTAINMENT SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
200000.00000000
PA
177804.82000000
0.062656959558
Long
DBT
CORP
FR
N
2
2027-11-24
Fixed
0.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAE9
145000.00000000
PA
USD
126602.31000000
0.044613615185
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.75000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
149000.00000000
PA
USD
136683.78000000
0.048166242488
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
330.77000000
0.000116560633
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
606702.29000000
BRL
122772.48000000
USD
2024-02-02
330.77000000
N
N
N
Bank
N/A
BANK 2022-BNK41
06540MBQ7
257000.00000000
PA
USD
214705.41000000
0.075660424679
Long
ABS-MBS
CORP
US
N
2
2065-04-15
Variable
3.92000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBV4
151000.00000000
PA
93568.92000000
0.032972919611
Long
DBT
CORP
CA
N
2
2031-11-13
Fixed
2.85000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
554000.00000000
PA
USD
494225.04000000
0.174160848642
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
ALBION FINANCING 2 SARL
2594009X2UW7EQPIKY23
Albion Financing 2 Sarl
013305AA5
635000.00000000
PA
USD
604005.47000000
0.212846571350
Long
DBT
CORP
LU
Y
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-295.86000000
-0.00010425863
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99464.00000000
EUR
108195.85000000
USD
2024-01-19
-295.86000000
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
956000.00000000
PA
USD
838275.10000000
0.295401266620
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C18
054975AJ6
118289.00000000
PA
USD
118744.29000000
0.041844513418
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
6.35000000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
00654AAA4
1081000.00000000
PA
USD
1058515.20000000
0.373012070640
Long
DBT
CORP
IN
Y
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
INTELSAT EMERGENCE SA
N/A
INTELSAT EMERGENCE SA
000000000
7072.00000000
NS
USD
182104.00000000
0.064171955312
Long
EC
CORP
LU
N
2
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2023-A
12664QAB0
68632.00000000
PA
USD
68385.10000000
0.024098348093
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.34000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-124884.19000000
-0.04400816379
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
38442824.74000000
CNY
5273508.84000000
USD
2024-01-19
-124884.19000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
3040.94000000
0.001071602303
N/A
DFE
AU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
137601.57000000
USD
212541.00000000
AUD
2024-01-19
3040.94000000
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AG7
240000.00000000
PA
USD
239448.60000000
0.084379721800
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
597000.00000000
PA
USD
580874.67000000
0.204695467234
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
BAUSCH & LOMB ESCROW COR
N/A
Bausch & Lomb Escrow Corp
071705AA5
436000.00000000
PA
USD
445810.00000000
0.157099785824
Long
DBT
CORP
CA
Y
2
2028-10-01
Fixed
8.38000000
N
N
N
N
N
N
ENBW INTL FINANCE BV
724500CNCIO1ZTJ0X675
EnBW International Finance BV
000000000
60000.00000000
PA
66012.77000000
0.023262358468
Long
DBT
CORP
NL
N
2
2034-05-23
Fixed
4.30000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
300000.00000000
PA
USD
229547.70000000
0.080890725884
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHU3
323454.41000000
PA
USD
270149.32000000
0.095198403608
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
2.50000000
N
N
N
N
N
N
RAC BOND CO PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
100000.00000000
PA
120255.91000000
0.042377195902
Long
DBT
CORP
GB
N
2
2026-05-06
Fixed
4.87000000
N
N
N
N
N
N
GROUPE ACM
96950090CGKLVXEKWF10
Groupe des Assurances du Credit Mutuel SADIR
000000000
200000.00000000
PA
166785.28000000
0.058773764084
Long
DBT
CORP
FR
N
2
2042-04-21
Fixed
1.85000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
42000.00000000
PA
USD
42818.05000000
0.015088729468
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
EDP SERVICIOS FIN ESP SA
5299003GHAFB78O1NU77
EDP Servicios Financieros Espana SA
000000000
100000.00000000
PA
111642.06000000
0.039341745844
Long
DBT
CORP
ES
N
2
2032-04-04
Fixed
4.38000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAG5
693000.00000000
PA
USD
739674.88000000
0.260655358174
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAD2
35000.00000000
PA
USD
20516.82000000
0.007229959013
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.40000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
69000.00000000
PA
USD
65683.40000000
0.023146291182
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
100000.00000000
PA
92863.46000000
0.032724321295
Long
DBT
CORP
BE
N
2
2035-01-23
Fixed
2.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAU0
781000.00000000
PA
USD
639096.21000000
0.225212260183
Long
DBT
CORP
N/A
N
2
2032-01-15
Fixed
3.63000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
480000.00000000
PA
USD
388590.96000000
0.136936265649
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Q-PARK HOLDING BV
2549003839B7HE3NDP48
Q-Park Holding I BV
000000000
280000.00000000
PA
281168.83000000
0.099081588509
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 5YR BOND FUT MAR24
000000000
45.00000000
NC
16646.33000000
0.005866030097
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 5 Year Canadian Bond Futures
XQH4 Comdty
2024-03-19
4951261.76000000
CAD
16646.33000000
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
104000.00000000
PA
USD
99325.50000000
0.035001491166
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAK9
200000.00000000
PA
USD
199466.87000000
0.070290488226
Long
DBT
CORP
US
Y
2
2030-11-21
Fixed
6.38000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAR1
577000.00000000
PA
USD
607615.31000000
0.214118649345
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
3141.46000000
0.001107024726
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
76120.25000000
USD
128689.63000000
NZD
2024-01-19
3141.46000000
N
N
N
SUMMER (BC) BIDC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
740000.00000000
PA
USD
662412.78000000
0.233428828123
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
918000.00000000
PA
USD
866381.41000000
0.305305699633
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAG4
60000.00000000
PA
USD
65173.88000000
0.022966740515
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECY4
178665.82000000
PA
USD
147785.09000000
0.052078253038
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-258.23000000
-0.00009099813
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
336048.05000000
USD
49414373.00000000
JPY
2024-01-19
-258.23000000
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
891000.00000000
PA
USD
799790.29000000
0.281839535370
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
LTRI HOLDINGS, LP
N/A
LTRI HOLDINGS, LP
000000000
615.00000000
NS
USD
219044.55000000
0.077189502009
Long
EC
CORP
US
N
3
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAK5
124000.00000000
PA
USD
99487.50000000
0.035058578637
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABM8
850944.52000000
PA
USD
294326.73000000
0.103718324500
Long
DBT
CORP
US
Y
2
2043-02-15
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-8938.79000000
-0.00314995624
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2917810379.00000000
KRW
2262447.28000000
USD
2024-02-16
-8938.79000000
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAH6
255000.00000000
PA
USD
257281.94000000
0.090664044482
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.63000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
497000.00000000
PA
USD
491602.58000000
0.173236715257
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
UNICAJA BANCO SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
100000.00000000
PA
101187.45000000
0.035657627067
Long
DBT
CORP
ES
N
2
2026-12-01
Fixed
1.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
000000000
120000.00000000
PA
133886.61000000
0.047180542733
Long
DBT
CORP
US
N
2
2031-11-13
Fixed
4.46000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
20000.00000000
PA
USD
18329.44000000
0.006459144250
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2C5
76000.00000000
PA
USD
73092.87000000
0.025757327611
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
4.11000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
380000.00000000
PA
426470.11000000
0.150284567285
Long
DBT
NUSS
GR
N
2
2038-07-18
Fixed
4.38000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
03881CAG6
200000.00000000
PA
USD
193747.80000000
0.068275134887
Long
ABS-CBDO
CORP
KY
Y
2
2035-12-15
Floating
7.44000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
1574.14000000
0.000554714019
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
711000.00000000
BRL
144762.29000000
USD
2024-02-22
1574.14000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKNN4
94734.98000000
PA
USD
76810.92000000
0.027067537921
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
252000.00000000
PA
USD
250261.38000000
0.088190056746
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-151.06000000
-0.00005323230
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9138.79000000
SGD
6695.41000000
USD
2024-01-19
-151.06000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
74000.00000000
PA
USD
74235.02000000
0.026159811899
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-926.76000000
-0.00032658261
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
53999.00000000
EUR
57973.38000000
USD
2024-01-19
-926.76000000
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AJ4
749000.00000000
PA
USD
760633.39000000
0.268040965119
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
RENTOKIL INITIAL PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
100000.00000000
PA
119415.50000000
0.042081042314
Long
DBT
CORP
GB
N
2
2032-06-27
Fixed
5.00000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
89000.00000000
PA
USD
69131.04000000
0.024361211228
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
2422000.00000000
PA
USD
2119641.40000000
0.746944236255
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
3291.25000000
0.001159809493
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
453962.35000000
USD
16018061.51000000
THB
2024-01-19
3291.25000000
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AB1
336000.00000000
PA
USD
317825.76000000
0.111999189846
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
83283WAE3
790000.00000000
PA
USD
803509.49000000
0.283150150932
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
8.88000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CW0
67000.00000000
PA
USD
66897.09000000
0.023573985579
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
4.98000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
177000.00000000
PA
USD
157749.94000000
0.055589784410
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-53.93000000
-0.00001900448
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
559850.37000000
CAD
412849.21000000
USD
2024-01-19
-53.93000000
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
71000.00000000
PA
USD
67034.50000000
0.023622407736
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
200000.00000000
PA
USD
198400.00000000
0.069914531992
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.13000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
100000.00000000
PA
129591.18000000
0.045666868447
Long
DBT
CORP
GB
N
2
2029-08-23
Fixed
7.63000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
826000.00000000
PA
USD
765651.26000000
0.269809221332
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6475.13000000
0.002281782679
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
211073.03000000
USD
199445.74000000
EUR
2024-01-19
6475.13000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
42000.00000000
PA
USD
41310.81000000
0.014557590460
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAD3
355000.00000000
PA
USD
298533.64000000
0.105200805063
Long
DBT
CORP
TH
Y
2
2048-11-20
Fixed
5.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-775319.89000000
-0.27321636720
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
27875550.87000000
EUR
29630316.79000000
USD
2024-01-19
-775319.89000000
N
N
N
CTEC II GMBH
98450044C9BACG3DA974
Ctec II GmbH
000000000
200000.00000000
PA
184500.84000000
0.065016582060
Long
DBT
CORP
DE
Y
2
2030-02-15
Fixed
5.25000000
N
N
N
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
Danone SA
000000000
100000.00000000
PA
110296.45000000
0.038867563922
Long
DBT
CORP
FR
N
2
2029-11-13
Fixed
3.71000000
N
N
N
N
N
N
NORTHERN STAR RESOU
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
66573RAA6
88000.00000000
PA
USD
84311.92000000
0.029710828771
Long
DBT
CORP
AU
Y
2
2033-04-11
Fixed
6.13000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
586000.00000000
PA
USD
519114.55000000
0.182931707730
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.63000000
N
N
N
N
N
N
SARENS FINANCE CO NV
549300B68EWZ6IHPCL79
Sarens Finance Co NV
000000000
110000.00000000
PA
106710.04000000
0.037603742467
Long
DBT
CORP
BE
N
2
2027-02-21
Fixed
5.75000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
58553.35000000
PA
USD
53647.50000000
0.018904938785
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.16000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
250000.00000000
PA
192762.56000000
0.067927944395
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
000000000
358000.00000000
PA
USD
360898.73000000
0.127177751031
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
8.38000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6543.89000000
-0.00230601313
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
233363.52000000
EUR
248000.55000000
USD
2024-01-19
-6543.89000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
601000.00000000
PA
USD
601540.85000000
0.211978059486
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAA8
75266.35000000
PA
USD
75038.83000000
0.026443067947
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
5.48000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
675000.00000000
PA
USD
531078.80000000
0.187147811256
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
83900000.00000000
PA
416602.60000000
0.146807337731
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
0.40000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
543000.00000000
PA
USD
520728.86000000
0.183500577328
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
3606172.47000000
PA
USD
218346.53000000
0.076943525489
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.37000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1816.62000000
0.000640161981
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
44264.70000000
USD
36487.12000000
GBP
2024-01-19
1816.62000000
N
N
N
LSEG NETHERLANDS BV
213800JCR9B7CYW7U265
Lseg Netherlands BV
000000000
100000.00000000
PA
111716.08000000
0.039367829885
Long
DBT
CORP
NL
N
2
2030-09-29
Fixed
4.23000000
N
N
N
N
N
N
SCIL IV LLC / SCIL USA H
N/A
SCIL IV LLC / SCIL USA Holdings LLC
000000000
516000.00000000
PA
579246.43000000
0.204121688819
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
9.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-12728.33000000
-0.00448535904
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16160224.16000000
THB
448459.11000000
USD
2024-01-16
-12728.33000000
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
752000.00000000
PA
USD
692152.38000000
0.243908819129
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
323000.00000000
PA
USD
249352.77000000
0.087869870038
Long
DBT
CORP
BM
Y
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
11009.29000000
0.003879583457
N/A
DFE
AU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
408860.43000000
USD
634513.18000000
AUD
2024-01-19
11009.29000000
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
731000.00000000
PA
USD
658351.54000000
0.231997680472
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3241.80000000
-0.00114238371
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
94921.26000000
GBP
116638.77000000
USD
2024-01-19
-3241.80000000
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
908000.00000000
PA
USD
867726.93000000
0.305779849840
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
TDF INFRASTRUCTURE SAS
969500BWNQ1B0PI06I59
TDF Infrastructure SASU
000000000
100000.00000000
PA
111520.43000000
0.039298884430
Long
DBT
CORP
FR
N
2
2028-07-21
Fixed
5.63000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
200000.00000000
PA
USD
155722.90000000
0.054875472147
Long
DBT
CORP
NL
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
SITIO ROYAL OP / SIT FIN
N/A
Sitio Royalties Operating Partnership LP / Sitio Finance Corp
82983MAB6
684000.00000000
PA
USD
686681.28000000
0.241980848383
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
7.88000000
N
N
N
N
N
N
DORNOCH DEBT MERGER SUB
N/A
Dornoch Debt Merger Sub Inc
25830JAA9
585000.00000000
PA
USD
498975.93000000
0.175835023293
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
174000.00000000
PA
USD
180709.27000000
0.063680463905
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312CA2
122000.00000000
PA
USD
117738.17000000
0.041489964985
Long
DBT
CORP
US
N
2
2053-03-03
Fixed
5.05000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
284000.00000000
PA
USD
128673.33000000
0.045343425639
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KM8
656000.00000000
PA
USD
663783.42000000
0.233911830412
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
719995.00000000
PA
USD
63102.52000000
0.022236810248
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.70000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAJ0
100000.00000000
PA
USD
93988.50000000
0.033120776160
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-20
Floating
8.18000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
80000.00000000
PA
USD
81927.20000000
0.028870473011
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
10019.10000000
0.003530648626
N/A
DFE
CN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
508154.85000000
USD
3690000.00000000
CNY
2024-01-19
10019.10000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406C6
475000.00000000
PA
USD
431201.66000000
0.151951926680
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
11114.96000000
0.003916820698
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
842605.55000000
USD
1097999297.00000000
KRW
2024-01-26
11114.96000000
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
526000.00000000
PA
USD
432787.49000000
0.152510760159
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
452000.00000000
PA
311433.48000000
0.109746602827
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
443000.00000000
PA
USD
276875.00000000
0.097568478051
Long
DBT
CORP
CA
Y
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAQ7
74000.00000000
PA
USD
68893.67000000
0.024277563988
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-275719.69000000
-0.09716135628
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
92496400.79000000
MXN
5010557.84000000
USD
2024-01-19
-275719.69000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1027000.00000000
PA
USD
976240.53000000
0.344019152052
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
441000.00000000
PA
USD
263221.88000000
0.092757230596
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
101000.00000000
PA
USD
82819.04000000
0.029184750109
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
647000.00000000
PA
USD
576060.05000000
0.202998834654
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
EP INFRASTRUCTURE AS
315700I4J1M1NKGWWY89
EP Infrastructure AS
000000000
100000.00000000
PA
88577.82000000
0.031214096926
Long
DBT
CORP
CZ
N
2
2028-10-09
Fixed
2.05000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
691.35000000
0.000243626067
N/A
DFE
TW
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
17638.94000000
USD
568890.95000000
TWD
2024-01-30
691.35000000
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAW0
458000.00000000
PA
USD
445803.46000000
0.157097481182
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
482000.00000000
PA
USD
476332.84000000
0.167855784179
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAG5
437500.00000000
PA
USD
415274.56000000
0.146339347332
Long
ABS-O
US
Y
2
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAP3
44000.00000000
PA
USD
43485.19000000
0.015323824130
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.75000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
529000.00000000
PA
USD
502550.00000000
0.177094496234
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
24478.09000000
PA
USD
24307.16000000
0.008565643727
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
156600000.00000000
PA
8477417.05000000
2.987372205428
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
000000000
518000.00000000
PA
USD
402857.10000000
0.141963536322
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBD1
413000.00000000
PA
USD
391414.72000000
0.137931335503
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
1297096.75000000
PA
USD
69958.26000000
0.024652716768
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.15000000
N
N
N
N
N
N
IPOTEKA-BANK ATIB
213800UWVX5JSNXJS434
Ipoteka-Bank ATIB
000000000
700000.00000000
PA
USD
638729.00000000
0.225082858392
Long
DBT
CORP
UZ
N
2
2025-11-19
Fixed
5.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-20140.16000000
-0.00709722712
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2086613.86000000
BRL
403791.71000000
USD
2023-12-04
-20140.16000000
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
120000.00000000
PA
USD
105330.35000000
0.037117551032
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4006.28000000
0.001411780197
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
122410.09000000
USD
115897.13000000
EUR
2024-01-19
4006.28000000
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
28000.00000000
PA
USD
24685.93000000
0.008699119167
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-545.77000000
-0.00019232486
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
40530.18000000
EUR
43663.08000000
USD
2024-01-19
-545.77000000
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
611000.00000000
PA
USD
512623.13000000
0.180644184589
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.88000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469AAD6
633000.00000000
PA
USD
538473.22000000
0.189753544187
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
SAMHALLSBYGGNADS
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
280000.00000000
PA
44184.59000000
0.015570286951
Long
DBT
CORP
SE
N
2
2026-10-30
Fixed
2.88000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RRZ4
150000.00000000
PA
USD
129647.13000000
0.045686584768
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
2.64000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAD6
700000.00000000
PA
USD
685807.51000000
0.241672939005
Long
DBT
CORP
KY
N
2
2025-02-11
Fixed
3.80000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
490000.00000000
PA
USD
437810.79000000
0.154280929859
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBS4
79364.19000000
PA
USD
70945.59000000
0.025000643759
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
649000.00000000
PA
USD
555706.25000000
0.195826322551
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
173000.00000000
PA
USD
179180.08000000
0.063141589897
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
8.63000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
893000.00000000
PA
USD
839710.23000000
0.295906994656
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
73100000.00000000
PA
513341.87000000
0.180897462667
Long
DBT
NUSS
JP
N
2
2044-06-20
Fixed
1.70000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
533000.00000000
PA
USD
505070.64000000
0.177982749086
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
22207AAA0
806000.00000000
PA
USD
810199.26000000
0.285507570986
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
6.63000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK46
06541DBN3
206086.00000000
PA
USD
204460.70000000
0.072050272940
Long
ABS-MBS
CORP
US
N
2
2056-08-15
Variable
6.39000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
3100000.00000000
PA
447673.62000000
0.157756510220
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBE4
5522461.95000000
PA
USD
242970.10000000
0.085620669504
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.00000000
N
N
N
N
N
N
THERMO FISHER SC FNCE I
549300SM0PJC1F3RPL91
Thermo Fisher Scientific Finance I BV
000000000
100000.00000000
PA
69445.68000000
0.024472087782
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709GJ5
115000.00000000
PA
66042.26000000
0.023272750502
Long
DBT
NUSS
CA
N
2
2050-06-18
Fixed
2.95000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR24
000000000
-15.00000000
NC
-10656.58000000
-0.00375529134
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Futures
CNH4 Comdty
2024-03-19
-1781939.55000000
CAD
-10656.58000000
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
635400.00000000
PA
USD
573866.40000000
0.202225810394
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.13000000
N
N
N
N
N
N
SAMHALLSBYGGNADSBOLAGET
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
100000.00000000
PA
75891.35000000
0.026743488999
Long
DBT
CORP
SE
N
2
2026-09-04
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
120374.10000000
PA
USD
100549.58000000
0.035432846914
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KQF6
17019.93000000
PA
USD
17276.52000000
0.006088103882
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDG2
239644.62000000
PA
USD
209333.67000000
0.073767467582
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
1194000.00000000
PA
590631.13000000
0.208133563680
Long
DBT
NUSS
NZ
N
2
2032-05-15
Fixed
2.00000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
100000.00000000
PA
84700.15000000
0.029847637837
Long
DBT
CORP
DE
N
2
2032-02-17
Fixed
1.38000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
8356.17000000
0.002944645739
N/A
DFE
NO
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
274886.21000000
USD
3060493.47000000
NOK
2024-01-19
8356.17000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-8178.01000000
-0.00288186361
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
708624.99000000
USD
7568476.83000000
NOK
2024-01-19
-8178.01000000
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAG7
100000.00000000
PA
USD
95782.23000000
0.033752871893
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
7.44000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04624VAB5
500000.00000000
PA
USD
446910.20000000
0.157487487276
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDB3
48662.30000000
PA
USD
37858.55000000
0.013341042364
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
39000.00000000
PA
USD
39025.24000000
0.013752174347
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.70000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
486000.00000000
PA
USD
445900.77000000
0.157131772427
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1052.19000000
-0.00037078312
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
31805.83000000
EUR
33640.45000000
USD
2024-01-19
-1052.19000000
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CH2
104000.00000000
PA
USD
90525.63000000
0.031900489187
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2003.58000000
-0.00070604515
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
21102743.00000000
JPY
141397.74000000
USD
2024-01-19
-2003.58000000
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KL0
330000.00000000
PA
USD
331575.23000000
0.116844390250
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
309.26000000
0.000108980686
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
221091.62000000
USD
202977.87000000
EUR
2024-01-19
309.26000000
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAE8
63000.00000000
PA
USD
63945.82000000
0.022533982248
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-60420.77000000
-0.02129178355
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1177894.55000000
GBP
1427198.29000000
USD
2024-01-19
-60420.77000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
141.43000000
0.000049838771
N/A
DFE
HU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2806.47000000
USD
1034637.67000000
HUF
2024-01-19
141.43000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMSR7
23620.77000000
PA
USD
18381.29000000
0.006477415764
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AN4
1142000.00000000
PA
USD
1097252.90000000
0.386662918251
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
250000.00000000
PA
USD
177927.50000000
0.062700190983
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11378 EQT BRL R E CDI/FIXED 10.48/MAT01/02/2026 / Short: SM11378 EQT BRL P E FLOAT/BZDIOVRA/CCP
000000000
2900000.00000000
OU
Notional Amount
-276.92000000
-0.00009758433
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA INDEX
Y
equity-performance leg
2026-02-01
0.00000000
BRL
0.00000000
BRL
2900000.00000000
BRL
-276.92000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
566.20000000
0.000199524233
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99571.00000000
EUR
109174.62000000
USD
2024-01-19
566.20000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-491.20000000
-0.00017309484
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
18156.45000000
EUR
19313.20000000
USD
2024-01-19
-491.20000000
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
709000.00000000
PA
USD
611501.87000000
0.215488241197
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
000000000
100000.00000000
PA
109803.58000000
0.038693880578
Long
DBT
CORP
US
N
2
2031-02-20
Fixed
3.88000000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
100000.00000000
PA
78704.47000000
0.027734809404
Long
DBT
CORP
LU
N
2
2031-01-14
Fixed
0.88000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-528577.77000000
-0.18626646880
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
21641859.77000000
NZD
12800941.47000000
USD
2024-01-19
-528577.77000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
650000.00000000
PA
USD
522632.50000000
0.184171404443
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBV0
57000.00000000
PA
USD
57151.56000000
0.020139740776
Long
ABS-O
CORP
US
Y
2
2028-08-25
Fixed
6.48000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
270000.00000000
PA
231070.36000000
0.081427298774
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
3.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
896340.00000000
PA
USD
79273.74000000
0.027935415480
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.77000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0626C6
50000.00000000
PA
USD
50845.70000000
0.017917607456
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.50000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2901.16000000
-0.00102234497
N/A
DFE
JP
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2054152.66000000
USD
301859376.00000000
JPY
2024-01-19
-2901.16000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QK5E4
44206.51000000
PA
USD
35858.49000000
0.012636237632
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
805000.00000000
PA
USD
653244.30000000
0.230197931004
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.63000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
12378.68000000
0.004362145256
N/A
DFE
NZ
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
275742.77000000
USD
467795.12000000
NZD
2024-01-19
12378.68000000
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
110957.16000000
0.039100392704
Long
DBT
CORP
GB
N
2
2031-09-21
Fixed
4.75000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
353000.00000000
PA
USD
299608.75000000
0.105579665005
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6CC2
47268.48000000
PA
USD
41291.25000000
0.014550697677
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.00000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCP0
246000.00000000
PA
USD
216072.16000000
0.076142056164
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
BP CAPITAL MARKETS BV
7245003VD7E4T30HJD24
BP Capital Markets BV
000000000
100000.00000000
PA
110218.73000000
0.038840176032
Long
DBT
CORP
NL
N
2
2035-05-12
Fixed
4.32000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
474933.35000000
PA
USD
427615.03000000
0.150688027698
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUL8
3732563.40000000
PA
USD
108371.62000000
0.038189269624
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.61000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAZ3
2327017.61000000
PA
USD
152711.69000000
0.053814346452
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.39000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
761000.00000000
PA
USD
718666.67000000
0.253252237357
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
5489.96000000
0.001934616855
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
119880.86000000
USD
203552.56000000
NZD
2024-01-19
5489.96000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XVS2
73251.97000000
PA
USD
71217.12000000
0.025096328702
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
53000.00000000
PA
USD
45240.47000000
0.015942370399
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
965000.00000000
PA
USD
841489.65000000
0.296534047663
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
3.88000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
215000.00000000
PA
USD
210001.87000000
0.074002935779
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
Fortress CBO Investments Ltd
N/A
FORT CRE 2022-FL3 Issuer LLC
34706CAC3
114000.00000000
PA
USD
110555.72000000
0.038958928542
Long
ABS-CBDO
CORP
US
Y
2
2039-02-23
Floating
7.58000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
478000.00000000
PA
USD
401520.00000000
0.141492353254
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
1144000.00000000
PA
USD
892937.76000000
0.314663939460
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
574138.00000000
PA
USD
488017.30000000
0.171973292005
Long
DBT
CORP
LU
Y
2
2026-10-31
Fixed
8.25000000
N
N
Y
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAF0
69000.00000000
PA
USD
66380.51000000
0.023391947026
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
5.65000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1120000.00000000
PA
1191812.30000000
0.419984874886
Long
DBT
NUSS
ES
N
2
2033-04-30
Fixed
3.15000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
935000.00000000
PA
USD
835326.20000000
0.294362098458
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
000000000
105000.00000000
PA
92666.12000000
0.032654780299
Long
DBT
CORP
US
N
2
2031-03-22
Fixed
0.69000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
650000000.00000000
PA
480759.93000000
0.169415854368
Long
DBT
NUSS
KR
N
2
2027-12-10
Fixed
2.38000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
411000.00000000
PA
USD
386948.28000000
0.136357398697
Long
DBT
CORP
BM
Y
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd.
N/A
ACREC 2021-FL1 Ltd
00500RAG0
229500.00000000
PA
USD
219249.57000000
0.077261749375
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
7.59000000
N
N
N
N
N
N
Iowa Student Loan Liquidity Corp
549300FO1LWVSZKGJK70
IOWA ST STUDENT LOAN LIQUIDITY CORP
462590NG1
115000.00000000
PA
USD
109243.87000000
0.038496643367
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.08000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAL2
1528000.00000000
PA
USD
1363740.00000000
0.480570785582
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
51000.00000000
PA
USD
51183.71000000
0.018036719406
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
Massachusetts Housing Finance Agency
549300NLJBK1VP6K2K81
MASSACHUSETTS ST HSG FIN AGY HSG REVENUE
57587GTN5
155000.00000000
PA
USD
153236.91000000
0.053999429670
Long
DBT
MUN
US
N
2
2052-12-01
Fixed
5.56000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBQ0
59000.00000000
PA
USD
58967.97000000
0.020779828755
Long
DBT
CORP
AU
Y
2
2034-12-07
Fixed
6.26000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
000000000
545995.68000000
PA
USD
501129.21000000
0.176593821496
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL7 Issuer Ltd
05602CAG9
100000.00000000
PA
USD
97415.60000000
0.034328458078
Long
ABS-CBDO
CORP
KY
Y
2
2038-12-15
Floating
7.74000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
55813.24000000
PA
USD
50130.40000000
0.017665541605
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.92000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
435000.00000000
PA
479230.84000000
0.168877015599
Long
DBT
NUSS
DE
N
2
2033-08-15
Fixed
2.60000000
N
N
N
N
N
N
IMERYS SA
54930075MZSSIB2TGC64
Imerys SA
000000000
100000.00000000
PA
108365.67000000
0.038187172893
Long
DBT
CORP
FR
N
2
2029-11-29
Fixed
4.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
77000.00000000
PA
USD
75687.97000000
0.026671819556
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
288000.00000000
PA
USD
250854.54000000
0.088399081463
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
202000.00000000
PA
USD
159542.25000000
0.056221379746
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.35000000
N
N
N
N
N
N
REC LTD
335800B4YRYWAMIJZ374
REC Ltd
74947LAD6
200000.00000000
PA
USD
199291.69000000
0.070228756231
Long
DBT
CORP
IN
Y
2
2028-04-11
Fixed
5.63000000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
403000.00000000
PA
434069.38000000
0.152962487676
Long
DBT
NUSS
AT
Y
2
2033-02-20
Fixed
2.90000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAE5
650000.00000000
PA
USD
464977.50000000
0.163854255542
Long
DBT
CORP
MA
Y
2
2051-06-23
Fixed
5.13000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAQ4
430000.00000000
PA
USD
289439.19000000
0.101995995509
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
627494.00000000
PA
USD
202455.22000000
0.071343558244
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.63000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
534000.00000000
PA
USD
501863.61000000
0.176852618030
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
782000.00000000
PA
USD
704270.37000000
0.248179099369
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4669.23000000
-0.00164539833
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
337163345.00000000
JPY
2286486.43000000
USD
2024-01-19
-4669.23000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRA2
76290.88000000
PA
USD
68029.77000000
0.023973132717
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
643000.00000000
PA
USD
663444.28000000
0.233792320258
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
44289.73000000
0.015607337424
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1655530.85000000
USD
2568793.42000000
AUD
2024-01-19
44289.73000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
69000.00000000
PA
USD
57662.54000000
0.020319805935
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
484000.00000000
PA
USD
482478.06000000
0.170021309282
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
127000.00000000
PA
USD
128111.36000000
0.045145392022
Long
DBT
CORP
CA
Y
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
618000.00000000
PA
USD
581750.47000000
0.205004091968
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2879.90000000
0.001014853128
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
216163.21000000
USD
32234085.00000000
JPY
2024-01-19
2879.90000000
N
N
N
MIDAS OPCO HOLDINGS LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
791000.00000000
PA
USD
693113.75000000
0.244247598028
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
704000.00000000
PA
USD
603680.00000000
0.212731878393
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
VIRTUSA CORP
C77OMXDER63WLJCSKT03
Virtusa Corp
92837TAA0
361000.00000000
PA
USD
285142.72000000
0.100481954737
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
7.13000000
N
N
N
N
N
N
DAR AL-ARKAN SUKUK CO LT
5493000UYHRBXEIYUQ69
Dar Al-Arkan Sukuk Co Ltd
000000000
550000.00000000
PA
USD
530354.00000000
0.186892397683
Long
DBT
CORP
KY
N
2
2027-02-26
Fixed
6.88000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
470000.00000000
PA
USD
410499.46000000
0.144656641275
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3185.85000000
0.001122667397
N/A
DFE
CA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1219520.91000000
USD
1657853.30000000
CAD
2024-01-19
3185.85000000
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAD0
600000.00000000
PA
USD
605070.00000000
0.213221702987
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
87000.00000000
PA
USD
68391.73000000
0.024100684451
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
81.89000000
0.000028857364
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
53866.22000000
AUD
35726.22000000
USD
2024-01-19
81.89000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJG7
6083000.00000000
PA
USD
6265490.00000000
2.207907263378
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.88000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
94742.62000000
0.033386521860
Long
DBT
CORP
GB
N
2
2030-01-16
Fixed
2.25000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
156850000.00000000
PA
917931.14000000
0.323471401484
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAC4
1151000.00000000
PA
USD
1037338.75000000
0.365549663427
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
866000.00000000
PA
USD
763590.05000000
0.269082867842
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NA8
670491.00000000
PA
USD
38882.31000000
0.013701806988
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
1.04000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
644000.00000000
PA
USD
594548.01000000
0.209513840051
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GARDEN SPINCO CORP
N/A
Garden Spinco Corp
365417AA2
620000.00000000
PA
USD
650790.25000000
0.229333143921
Long
DBT
CORP
US
Y
2
2030-07-20
Fixed
8.63000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
78000.00000000
PA
USD
71957.31000000
0.025357165585
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises Inc
38431AAA4
250000.00000000
PA
USD
196250.00000000
0.069156889634
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
9.88000000
N
N
N
N
N
N
Crest Ltd
549300MJZTHEPDTYM573
CREST 2004-1 Ltd
22608WAR0
4669613.14000000
PA
USD
46.70000000
0.000016456696
Long
ABS-CBDO
CORP
KY
N
2
2040-01-28
Fixed
7.00000000
Y
N
Y
N
N
N
IHG FINANCE LLC
213800DXTXQ1YC8UP313
IHG Finance LLC
000000000
100000.00000000
PA
110161.70000000
0.038820079128
Long
DBT
CORP
US
N
2
2029-11-28
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LXAS4
230664.90000000
PA
USD
187039.53000000
0.065911195585
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84L4
901677.00000000
PA
USD
55227.45000000
0.019461700201
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.17000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
625000.00000000
PA
USD
539109.13000000
0.189977633653
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
4315000.00000000
PA
USD
3845743.75000000
1.355208540548
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.88000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
202000.00000000
PA
USD
202553.08000000
0.071378043305
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAF6
45000.00000000
PA
USD
47524.43000000
0.016747219161
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
701000.00000000
PA
USD
682852.93000000
0.240631769257
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D82
15572000.00000000
PA
USD
190873.79000000
0.067262357346
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.43000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCB2
64000.00000000
PA
USD
63764.11000000
0.022469949135
Long
ABS-O
CORP
US
Y
2
2026-02-16
Fixed
5.35000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
1715000.00000000
PA
USD
1340351.56000000
0.472328891244
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
64000.00000000
PA
USD
64045.79000000
0.022569210856
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.13000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAK3
85000.00000000
PA
USD
83723.36000000
0.029503425056
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
19586000.00000000
PA
USD
12949712.44000000
4.563372402628
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBU2
244000.00000000
PA
USD
244598.21000000
0.086194402108
Long
ABS-O
CORP
US
Y
2
2028-08-25
Fixed
6.18000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDP4
60000.00000000
PA
USD
56027.77000000
0.019743726401
Long
DBT
CORP
MX
N
2
2033-02-07
Fixed
10.00000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AB5
84000.00000000
PA
USD
82111.00000000
0.028935242623
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
350000.00000000
PA
280969.20000000
0.099011240535
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
3429000.00000000
PA
3238438.83000000
1.141199270091
Long
DBT
NUSS
GR
Y
2
2032-06-18
Fixed
1.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4XB3
36576000.00000000
PA
USD
223062.39000000
0.078605355856
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.26000000
N
N
N
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
340000.00000000
PA
310156.85000000
0.109296728891
Long
DBT
CORP
NL
N
2
2029-06-30
Fixed
3.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
774000.00000000
PA
USD
490031.85000000
0.172683202894
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
HOLCIM STERLING FINANCE
529900KU5LFL22MEGK07
Holcim Sterling Finance Netherlands BV
000000000
100000.00000000
PA
90704.52000000
0.031963528555
Long
DBT
CORP
NL
N
2
2034-04-04
Fixed
2.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
287000.00000000
PA
USD
287322.26000000
0.101250006748
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
725000.00000000
PA
USD
697505.35000000
0.245795161832
Long
DBT
CORP
IT
Y
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
515414.00000000
PA
USD
493786.88000000
0.174006444653
Long
DBT
CORP
N/A
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
69000.00000000
PA
USD
57754.45000000
0.020352194265
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAP9
345000.00000000
PA
USD
304656.15000000
0.107358327348
Long
DBT
CORP
CA
Y
2
2029-08-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNWE8
146998.54000000
PA
USD
114455.69000000
0.040333245968
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGX46
122055.98000000
PA
USD
94921.54000000
0.033449571799
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H060614
25000.00000000
PA
USD
25175.21000000
0.008871537424
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.00000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AN1
755000.00000000
PA
USD
735726.06000000
0.259263826409
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.13000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
000000000
100000.00000000
PA
74809.81000000
0.026362363178
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.41000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1150000.00000000
PA
USD
937221.47000000
0.330269155486
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H062610
50000.00000000
PA
USD
50814.45000000
0.017906595212
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.50000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
987000.00000000
PA
USD
904585.50000000
0.318768507458
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAJ9
755000.00000000
PA
USD
720948.75000000
0.254056423623
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
7.94000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAF0
3307543.49000000
PA
USD
216696.69000000
0.076362135411
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.91000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1375000.00000000
PA
278034.54000000
0.097977090432
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
815.68000000
0.000287438938
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
90660.76000000
EUR
99705.14000000
USD
2024-01-19
815.68000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
16600000.00000000
PA
877046.95000000
0.309064148411
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
69000.00000000
PA
USD
61589.40000000
0.021703599176
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4076.65000000
-0.00143657800
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
117065.31000000
EUR
123613.93000000
USD
2024-01-19
-4076.65000000
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
1200000.00000000
PA
USD
1002033.55000000
0.353108400650
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
000000000
100000.00000000
PA
81633.62000000
0.028767017828
Long
DBT
CORP
BE
N
2
2029-04-08
Fixed
1.50000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
343000.00000000
PA
USD
324992.50000000
0.114524690214
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
656000.00000000
PA
USD
630133.92000000
0.222054022729
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAC0
425000.00000000
PA
USD
375372.01000000
0.132278016140
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.13000000
N
N
N
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
100000.00000000
PA
108605.36000000
0.038271637682
Long
DBT
CORP
IT
N
2
2033-06-14
Fixed
5.13000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
41675000.00000000
PA
982184.13000000
0.346113627920
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
IAMGOLD CORP
254900E7II30XAB9LA72
IAMGOLD Corp
450913AF5
876000.00000000
PA
USD
709971.53000000
0.250188141371
Long
DBT
CORP
CA
Y
2
2028-10-15
Fixed
5.75000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
161000.00000000
PA
USD
158847.04000000
0.055976393447
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KT7
103000.00000000
PA
USD
99684.43000000
0.035127975153
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
557000.00000000
PA
USD
521245.00000000
0.183682460829
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2021-FL2 Ltd
78486BAG9
100000.00000000
PA
USD
88209.04000000
0.031084141880
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-18
Floating
7.54000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
100000.00000000
PA
107250.70000000
0.037794266614
Long
DBT
CORP
GB
N
2
2035-01-16
Fixed
4.28000000
N
N
N
N
N
N
CONTOURGLOBAL POWER HLDG
549300O5AGIFK0PQ1516
ContourGlobal Power Holdings SA
000000000
180000.00000000
PA
183120.19000000
0.064530052329
Long
DBT
CORP
LU
Y
2
2026-01-01
Fixed
2.75000000
N
N
N
N
N
N
ARCADIS NV
7245000UZH70GO047N03
Arcadis NV
000000000
100000.00000000
PA
110114.89000000
0.038803583668
Long
DBT
CORP
NL
N
2
2028-02-28
Fixed
4.88000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
745000.00000000
PA
USD
618353.73000000
0.217902780437
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.13000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
479000.00000000
PA
USD
462235.00000000
0.162887821046
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.13000000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AC4
113000.00000000
PA
USD
82897.13000000
0.029212268384
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
586000.00000000
PA
USD
496489.97000000
0.174958991388
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
544000.00000000
PA
USD
516400.16000000
0.181975178968
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZU4
731897.00000000
PA
USD
70398.83000000
0.024807970021
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KELG1
25178.84000000
PA
USD
19721.92000000
0.006949842776
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR24
000000000
24.00000000
NC
-4314.04000000
-0.00152023229
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G H4 Comdty
2024-03-26
2323737.20000000
GBP
-4314.04000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4BT6
2699427.00000000
PA
USD
93802.39000000
0.033055192523
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Variable
0.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
46105.05000000
PA
USD
39885.45000000
0.014055305292
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
3650R Commercial Mortgage Trust
N/A
3650R 2021-PF1 Commercial Mortgage Trust
88581EAF8
3760767.34000000
PA
USD
184683.76000000
0.065081041567
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.13000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
63000.00000000
PA
USD
61147.00000000
0.021547701047
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
1463000.00000000
PA
USD
1255272.58000000
0.442347756823
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
247000.00000000
PA
USD
204441.90000000
0.072043647974
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
LANDSBANKINN HF
549300TLZPT6JELDWM92
Landsbankinn HF
000000000
100000.00000000
PA
110402.91000000
0.038905079552
Long
DBT
CORP
IS
N
2
2027-03-12
Fixed
6.38000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAG5
172000.00000000
PA
USD
177651.11000000
0.062602793415
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
8.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
100000.00000000
PA
111687.77000000
0.039357853673
Long
DBT
CORP
GB
N
2
2033-05-23
Fixed
4.86000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
23541.32000000
0.008295767995
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
829434.64000000
USD
29888677.36000000
THB
2024-01-16
23541.32000000
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
4494564.80000000
NS
USD
4495014.26000000
1.584006140564
Long
STIV
RF
US
N
1
N
N
N
BANCO BPM SPA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
100000.00000000
PA
109694.73000000
0.038655522731
Long
DBT
CORP
IT
N
2
2027-11-29
Fixed
4.63000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
910000.00000000
PA
USD
848285.35000000
0.298928796579
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
5100000.00000000
PA
186609.18000000
0.065759543776
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAC9
41382.05000000
PA
USD
41392.74000000
0.014586461920
Long
ABS-O
CORP
US
Y
2
2026-06-15
Floating
6.17000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CU6
115978.32000000
PA
USD
115575.28000000
0.040727780297
Long
ABS-O
CORP
US
Y
2
2035-05-15
Fixed
5.65000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AH1
295000.00000000
PA
USD
247865.42000000
0.087345740103
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
942000.00000000
PA
USD
945535.33000000
0.333198891529
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
1012000.00000000
PA
USD
971113.46000000
0.342212414655
Long
DBT
CORP
FR
Y
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC23
000000000
43.00000000
NC
90199.90000000
0.031785704608
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX 10 Year Euro BUND Futures
RXZ3 Comdty
2023-12-07
5605603.80000000
EUR
90199.90000000
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
89945.20000000
PA
USD
82333.79000000
0.029013751991
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
730000.00000000
PA
USD
651310.02000000
0.229516306604
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AB2
600000.00000000
PA
USD
604990.36000000
0.213193638505
Long
DBT
CORP
FR
Y
2
2029-05-01
Fixed
8.13000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AE2
72000.00000000
PA
USD
74735.57000000
0.026336201611
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
181000.00000000
PA
USD
159671.54000000
0.056266940482
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAR5
123000.00000000
PA
USD
117382.25000000
0.041364541698
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
83.02000000
0.000029255566
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
7050.66000000
USD
77080.96000000
NOK
2024-01-19
83.02000000
N
N
N
ORYX FUNDING LTD
549300S728CF0BBRC295
Oryx Funding Ltd
67114NAA9
200000.00000000
PA
USD
193790.00000000
0.068290005820
Long
DBT
CORP
KY
Y
2
2031-02-03
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2T4
238641.37000000
PA
USD
192515.28000000
0.067840804952
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.00000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
000000000
110000.00000000
PA
100730.95000000
0.035496760213
Long
DBT
CORP
AU
N
2
2029-03-15
Fixed
0.75000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
1031000.00000000
PA
USD
914758.29000000
0.322353315179
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.38000000
N
N
N
N
N
N
GRAND CITY PROPERTIES SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
100000.00000000
PA
44916.97000000
0.015828371653
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
1.50000000
N
N
N
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
437000.00000000
PA
467302.86000000
0.164673693325
Long
DBT
NUSS
LU
N
2
2034-09-04
Fixed
3.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL7 Issuer Ltd
05602CAE4
100000.00000000
PA
USD
97836.10000000
0.034476638828
Long
ABS-CBDO
CORP
KY
Y
2
2038-12-15
Floating
7.49000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
944000.00000000
PA
USD
868580.54000000
0.306080654999
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SM11373 EQT BRL R E CDI/FIXED 11.095/MAT01/02/2026 / Short: SM11373 EQT BRL P E FLOAT/BZDIOVRA/CCP
000000000
2900000.00000000
OU
Notional Amount
6082.75000000
0.002143511186
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EQT Corp.
EQT Corp.
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
2900000.00000000
BRL
6082.75000000
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
143000.00000000
PA
USD
135005.42000000
0.047574802196
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
LSF11 A5 HoldCo LLC
50221DAA7
700000.00000000
PA
USD
583915.15000000
0.205766907437
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
6.63000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
863000.00000000
PA
USD
780984.97000000
0.275212694913
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7466.99000000
0.002631306004
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
438412.96000000
USD
408777.80000000
EUR
2024-01-19
7466.99000000
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAF1
562000.00000000
PA
USD
484725.00000000
0.170813112500
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
-76.00000000
NC
USD
-50154.68000000
-0.01767409767
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
-8294407.82000000
USD
-50154.68000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
2864000.00000000
PA
2826979.31000000
0.996204311549
Long
DBT
NUSS
GB
N
2
2030-10-22
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N5MY7
114142.47000000
PA
USD
112711.16000000
0.039718487912
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
684000.00000000
PA
USD
626697.25000000
0.220842968421
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
1057.30000000
0.000372583844
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
677288.98000000
USD
871400000.00000000
KRW
2024-02-16
1057.30000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
173000.00000000
PA
USD
145320.00000000
0.051209575550
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
100923.38000000
0.035564570966
Long
DBT
CORP
NL
N
2
2028-04-15
Fixed
3.38000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
78000.00000000
PA
USD
82887.81000000
0.029208984092
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
566000.00000000
PA
USD
544554.09000000
0.191896392878
Long
DBT
CORP
LR
Y
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7912.73000000
-0.00278838112
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
261823.40000000
EUR
277674.71000000
USD
2024-01-19
-7912.73000000
N
N
N
MBANK SA
259400DZXF7UJKK2AY35
mBank SA
000000000
100000.00000000
PA
93385.07000000
0.032908132379
Long
DBT
CORP
PL
N
2
2027-09-21
Fixed
0.97000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
4057.71000000
0.001429903707
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
123198.24000000
USD
100761.07000000
GBP
2024-01-19
4057.71000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
800000.00000000
PA
USD
680189.20000000
0.239693092663
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBY5
62000.00000000
PA
USD
58925.82000000
0.020764975441
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.63000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
3374250000.00000000
PA
2388608.15000000
0.841725911900
Long
DBT
NUSS
KR
N
2
2029-06-10
Fixed
1.88000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
77000.00000000
PA
USD
62897.85000000
0.022164686220
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1060000.00000000
PA
USD
923085.84000000
0.325287875466
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.13000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
428000.00000000
PA
434301.00000000
0.153044108663
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.38000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAC9
341000.00000000
PA
USD
348503.36000000
0.122809724356
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-1988.95000000
-0.00070088965
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1263617.55000000
USD
8984260.11000000
CNY
2024-01-19
-1988.95000000
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
200000.00000000
PA
USD
203389.20000000
0.071672685132
Long
DBT
CORP
KR
Y
2
2028-01-17
Fixed
6.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2164.00000000
0.000762575842
N/A
DFE
N/A
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
73996.70000000
USD
69823.29000000
EUR
2024-01-19
2164.00000000
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
200000.00000000
PA
USD
195240.00000000
0.068800973922
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
23649.18000000
0.008333776974
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
830329.77000000
USD
1386523.58000000
NZD
2024-01-19
23649.18000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1736.10000000
-0.00061178739
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99887.00000000
EUR
107217.01000000
USD
2024-01-19
-1736.10000000
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
000000000
220000.00000000
PA
184564.41000000
0.065038983607
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAD9
70000.00000000
PA
USD
65438.49000000
0.023059986908
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401WV48
20977.03000000
PA
USD
21292.68000000
0.007503365711
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
000000000
100000.00000000
PA
86748.70000000
0.030569530047
Long
DBT
CORP
AU
N
2
2036-03-15
Fixed
2.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
100000.00000000
PA
111278.54000000
0.039213644379
Long
DBT
CORP
IT
N
2
2031-08-29
Fixed
5.13000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
320000.00000000
PA
USD
319972.99000000
0.112755856079
Long
DBT
CORP
CA
Y
2
2026-06-15
Fixed
7.13000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DS3
74000.00000000
PA
USD
71940.64000000
0.025351291213
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.13000000
N
N
N
N
N
N
CASTLELAKE AVIATION FIN
2138006F7SMD1COVC345
Castlelake Aviation Finance DAC
14856HAA6
140000.00000000
PA
USD
128831.44000000
0.045399142306
Long
DBT
CORP
IE
Y
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
600000.00000000
PA
USD
561616.20000000
0.197908940435
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALS90
48953.50000000
PA
USD
39715.55000000
0.013995433926
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
6580.66000000
0.002318970585
N/A
DFE
AU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
153105.40000000
USD
241319.88000000
AUD
2024-01-19
6580.66000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
975000.00000000
PA
1092542.95000000
0.385003170519
Long
DBT
NUSS
GR
Y
2
2028-06-15
Fixed
3.88000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-148.36000000
-0.00005228084
N/A
DFE
US
N
2
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
100000.00000000
EUR
108928.00000000
USD
2024-01-19
-148.36000000
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBL3
806000.00000000
PA
USD
449965.62000000
0.158564192213
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
6.13000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
100000.00000000
PA
106048.04000000
0.037370459099
Long
DBT
CORP
FR
N
2
2043-01-11
Fixed
4.25000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
89945.20000000
PA
USD
80289.70000000
0.028293431448
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
500000.00000000
PA
USD
504375.00000000
0.177737611258
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBR9
103000.00000000
PA
USD
103100.85000000
0.036331893527
Long
ABS-O
CORP
US
Y
2
2027-05-25
Floating
6.58000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
226000.00000000
PA
USD
196662.94000000
0.069302406302
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
100000.00000000
PA
USD
75040.00000000
0.026443480245
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
88000.00000000
PA
USD
78871.64000000
0.027793718740
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CBK3
3077321.86000000
PA
USD
170615.96000000
0.060123664283
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.33000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
883000.00000000
PA
USD
782927.23000000
0.275897131399
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
661000.00000000
PA
USD
266963.89000000
0.094075884215
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
255000.00000000
PA
USD
232901.06000000
0.082072422431
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
484000.00000000
PA
USD
469238.00000000
0.165355620782
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
459000.00000000
PA
USD
360489.42000000
0.127033513546
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
549.00000000
0.000193463095
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
199391.00000000
EUR
218037.45000000
USD
2024-01-19
549.00000000
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CP2
45000.00000000
PA
USD
41792.22000000
0.014727235394
Long
DBT
CORP
US
N
2
2032-08-22
Fixed
4.30000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS S A
000000000
739.00000000
NS
USD
4434.00000000
0.001562505216
N/A
DE
LU
N
2
N/A
N/A
INTELSAT EMERGENCE SA
INTELSAT EMERGENCE SA
2025-12-05
XXXX
4434.00000000
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AH3
1529000.00000000
PA
USD
1329148.48000000
0.468381017781
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.13000000
N
N
N
N
N
N
NESTE OYJ
5493009GY1X8GQ66AM14
Neste Oyj
000000000
100000.00000000
PA
109359.69000000
0.038537457385
Long
DBT
CORP
FI
N
2
2031-05-21
Fixed
3.88000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
430000.00000000
PA
USD
401245.90000000
0.141395762663
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
305000.00000000
PA
USD
130268.55000000
0.045905568077
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1029218.28000000
PA
USD
62954.50000000
0.022184649215
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.41000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAE7
99995.01000000
PA
USD
97111.15000000
0.034221172396
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Floating
6.84000000
N
N
N
N
N
N
SNF GROUP SACA
969500F7036FEDYPRV54
SNF Group SACA
7846ELAE7
1105000.00000000
PA
USD
908415.97000000
0.320118333655
Long
DBT
CORP
FR
Y
2
2030-03-15
Fixed
3.38000000
N
N
N
N
N
N
BELFIUS BANK SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
100000.00000000
PA
110037.17000000
0.038776195777
Long
DBT
CORP
BE
N
2
2029-09-12
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1923.85000000
-0.00067794895
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
303336.51000000
CAD
221794.14000000
USD
2024-01-19
-1923.85000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
108000.00000000
PA
USD
75910.73000000
0.026750318352
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
403000.00000000
PA
USD
344012.93000000
0.121227333671
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
655000.00000000
PA
USD
656171.80000000
0.231229557982
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
MOTION FINCO SARL
2549002L1LBQZKA7UN30
Motion Finco Sarl
000000000
100000.00000000
PA
108388.96000000
0.038195380098
Long
DBT
CORP
LU
Y
2
2030-06-15
Fixed
7.38000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
000000000
255000.00000000
PA
235932.49000000
0.083140673488
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
Motion Bondco DAC
61978XAA5
668000.00000000
PA
USD
601044.28000000
0.211803072293
Long
DBT
CORP
IE
Y
2
2027-11-15
Fixed
6.63000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
25417.53000000
0.008956929003
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
1104285.55000000
USD
1035699.27000000
EUR
2024-01-19
25417.53000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-244.56000000
-0.00008618093
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
7894.07000000
EUR
8366.00000000
USD
2024-01-19
-244.56000000
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
916000.00000000
PA
USD
803767.56000000
0.283241092682
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-296.66000000
-0.00010454054
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
223862.76000000
USD
204962.92000000
EUR
2024-01-19
-296.66000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-473.86000000
-0.00016698437
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
27676.00000000
EUR
29714.11000000
USD
2024-01-19
-473.86000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZN7
44000.00000000
PA
USD
32354.98000000
0.011401629457
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.44000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAH0
459000.00000000
PA
USD
438566.01000000
0.154547063190
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.63000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
1007000.00000000
PA
USD
840037.89000000
0.296022459351
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub LLC
29103CAA6
822000.00000000
PA
USD
819945.00000000
0.288941889791
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.63000000
N
N
N
N
N
N
E.ON INTL FINANCE BV
549300TG53AWJ719M814
E.ON International Finance BV
000000000
100000.00000000
PA
126174.24000000
0.044462766830
Long
DBT
CORP
NL
N
2
2037-10-30
Fixed
5.88000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
1046000.00000000
PA
USD
831215.77000000
0.292913616655
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
691000.00000000
PA
USD
621916.18000000
0.219158158585
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.88000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
151558.40000000
0.053407936519
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AG2
142000.00000000
PA
USD
139291.09000000
0.049085037137
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402KJ21
3039.80000000
PA
USD
3085.58000000
0.001087333072
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
LVMH MOET HENNESSY VUITT
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
100000.00000000
PA
108475.81000000
0.038225985325
Long
DBT
CORP
FR
N
2
2029-09-07
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1232.91000000
0.000434467367
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
206236.09000000
USD
281304.71000000
CAD
2024-01-19
1232.91000000
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
100000.00000000
PA
111006.16000000
0.039117659902
Long
DBT
CORP
AU
N
2
2030-01-23
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
17919000.00000000
PA
USD
10530212.34000000
3.710760421037
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXX6
70000.00000000
PA
USD
54043.30000000
0.019044415457
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.38000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2844.40000000
-0.00100234321
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
192429.50000000
EUR
207050.70000000
USD
2024-01-19
-2844.40000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
574000.00000000
PA
USD
578198.24000000
0.203752315264
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2249.37000000
0.000792659530
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1417256.10000000
USD
10108526.67000000
CNY
2024-01-19
2249.37000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EXV7
99999.76000000
PA
USD
100296.25000000
0.035343575500
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.00000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAG5
213000.00000000
PA
USD
204031.21000000
0.071898924188
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
7.14000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
000000000
100000.00000000
PA
111538.65000000
0.039305305009
Long
DBT
CORP
GB
N
2
2032-09-21
Fixed
4.75000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
45000.00000000
PA
USD
45408.22000000
0.016001484122
Long
DBT
CORP
US
Y
2
2033-11-15
Fixed
6.04000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
38000.00000000
PA
USD
30449.77000000
0.010730249086
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
100000.00000000
PA
89139.40000000
0.031411993110
Long
DBT
CORP
DE
N
2
2034-07-05
Fixed
1.38000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp
225310AM3
82000.00000000
PA
USD
80859.08000000
0.028494076288
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.63000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
583000.00000000
PA
USD
513926.16000000
0.181103361669
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.88000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-29488.35000000
-0.01039145256
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
872239.82000000
EUR
921919.11000000
USD
2024-01-19
-29488.35000000
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
1073000.00000000
PA
USD
1050198.75000000
0.370081421902
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDA0
62000.00000000
PA
USD
60337.52000000
0.021262446937
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
6.38000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAR2
996961.62000000
PA
USD
49805.31000000
0.017550982557
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
1.08000000
N
N
N
N
N
N
Avation PLC
213800KA972GUP1B6I78
Avation PLC
000000000
6125.00000000
NS
1159.88000000
0.000408732194
N/A
DE
GB
N
2
N/A
N/A
Call
Purchased
Avation PLC
Avation PLC
1.00000000
114.50000000
GBP
2026-10-31
XXXX
1159.88000000
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
438000.00000000
PA
USD
394200.00000000
0.138912845319
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTG43
845640.00000000
PA
USD
80358.21000000
0.028317573810
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.92000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZG2
2034877.00000000
PA
USD
191917.39000000
0.067630113422
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.91000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
754000.00000000
PA
USD
669528.93000000
0.235936500990
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
329000.00000000
PA
USD
288095.43000000
0.101522465512
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBT2
23336.63000000
PA
USD
21496.60000000
0.007575225445
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1651.14000000
-0.00058184818
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
859216.91000000
CAD
632042.04000000
USD
2024-01-19
-1651.14000000
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2F8
200000.00000000
PA
USD
204695.62000000
0.072133056820
Long
DBT
CORP
AU
Y
2
2028-10-06
Fixed
5.75000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
696000.00000000
PA
USD
585155.04000000
0.206203834499
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
55254.16000000
0.019471112585
N/A
DFE
KR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1902371.60000000
USD
2517769786.00000000
KRW
2024-01-26
55254.16000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3923.33000000
0.001382549298
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
216635.47000000
USD
202205.86000000
EUR
2024-01-19
3923.33000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAK9
519000.00000000
PA
USD
467323.17000000
0.164680850402
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.75000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAD6
200000.00000000
PA
USD
203855.99000000
0.071837178098
Long
DBT
CORP
IE
Y
2
2029-09-13
Fixed
6.61000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
000000000
242000.00000000
PA
220239.37000000
0.077610546773
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
CALLON PETROLEUM
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBD3
524000.00000000
PA
USD
531358.53000000
0.187246385812
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
17611.26000000
0.006206063511
N/A
DFE
KR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
560021.97000000
USD
742913948.00000000
KRW
2024-01-26
17611.26000000
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
1279000.00000000
PA
USD
1112730.00000000
0.392116921291
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions Inc
28618MAA4
620000.00000000
PA
USD
550958.41000000
0.194153222694
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BB7
91000.00000000
PA
USD
86159.46000000
0.030361886706
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2A6
988.61000000
PA
USD
1021.01000000
0.000359795545
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
47000.00000000
PA
USD
43704.18000000
0.015400994409
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
1968189.81000000
PA
USD
123860.35000000
0.043647370981
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.73000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
826000.00000000
PA
898765.96000000
0.316717749315
Long
DBT
NUSS
ES
Y
2
2039-07-30
Fixed
3.90000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
909000.00000000
PA
USD
894265.29000000
0.315131750139
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
82000.00000000
PA
USD
73161.80000000
0.025781617977
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-1685.22000000
-0.00059385769
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
359467.97000000
USD
1772824.15000000
BRL
2024-02-02
-1685.22000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
1481.95000000
0.000522227019
N/A
DFE
SE
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
41265.94000000
USD
448000.00000000
SEK
2024-01-19
1481.95000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
144000.00000000
PA
USD
130234.40000000
0.045893533897
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
8914000.00000000
PA
229318.09000000
0.080809813204
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4086.18000000
-0.00143993630
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
48117509.00000000
JPY
322890.95000000
USD
2024-01-19
-4086.18000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4SM3
659754.00000000
PA
USD
23620.18000000
0.008323557612
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Variable
0.67000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC23
000000000
1.00000000
NC
-1264.89000000
-0.00044573685
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 30 Year Euro BUXL Futures
UBZ3 Comdty
2023-12-07
131262.05000000
EUR
-1264.89000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-1002.57000000
-0.00035329744
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
836900.00000000
TWD
25963.27000000
USD
2024-01-30
-1002.57000000
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
174000.00000000
PA
USD
154590.30000000
0.054476353201
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
275000.00000000
PA
USD
275715.00000000
0.097159703570
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
584000.00000000
PA
USD
559215.16000000
0.197062833642
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
45000.00000000
PA
USD
45027.59000000
0.015867353233
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.75000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434M2C5
800000.00000000
PA
USD
662773.34000000
0.233555886508
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
967000.00000000
PA
USD
829202.50000000
0.292204156827
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.13000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
68000.00000000
PA
USD
67745.33000000
0.023872898395
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64000000
N
N
N
N
N
N
DREAM FINDERS HOMES INC
N/A
Dream Finders Homes Inc
26154DAA8
183000.00000000
PA
USD
188490.00000000
0.066422329310
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
8.25000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
870000.00000000
PA
USD
894895.92000000
0.315353978976
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLF1
47835.13000000
PA
USD
44063.37000000
0.015527570017
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
4.00000000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AH5
923000.00000000
PA
USD
859126.09000000
0.302748984400
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
560000.00000000
PA
USD
529760.00000000
0.186683076957
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
455646.00000000
PA
USD
29699.87000000
0.010465990480
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.26000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
809000.00000000
PA
USD
701632.84000000
0.247249655439
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
400000.00000000
PA
USD
377157.36000000
0.132907158830
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-479.72000000
-0.00016904939
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
151076.48000000
EUR
164309.01000000
USD
2024-01-19
-479.72000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
980000.00000000
PA
USD
599686.67000000
0.211324661669
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
19575.94000000
0.006898400622
N/A
DFE
AU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
820163.49000000
USD
1269026.36000000
AUD
2024-01-19
19575.94000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2762.60000000
-0.00097351757
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
80298.38000000
GBP
98650.04000000
USD
2024-01-19
-2762.60000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHW4
7000000.00000000
PA
USD
6898007.83000000
2.430801356430
Long
DBT
UST
US
N
2
2030-08-31
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE DEC23
000000000
92.00000000
NC
95222.65000000
0.033555680493
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-Bobl Futures
OEZ3 Comdty
2023-12-07
10722519.43000000
EUR
95222.65000000
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
1116000.00000000
PA
USD
530100.00000000
0.186802890167
Long
DBT
CORP
GB
Y
2
2028-11-08
Fixed
7.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-9960.10000000
-0.00350985751
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2121151.19000000
BRL
420988.63000000
USD
2023-12-04
-9960.10000000
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
460000.00000000
PA
USD
421760.20000000
0.148624833649
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-171339.74000000
-0.06037871841
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
7821692322.00000000
KRW
5910211.67000000
USD
2024-01-26
-171339.74000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2207.53000000
0.000777915457
N/A
DFE
BR
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
820665.83000000
USD
4050223.84000000
BRL
2023-12-04
2207.53000000
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
4603000.00000000
PA
2539963.10000000
0.895062154309
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAA6
740000.00000000
PA
USD
758648.00000000
0.267341329975
Long
DBT
CORP
GB
Y
2
2028-05-01
Fixed
8.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-276945.15000000
-0.09759319833
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
6287696.56000000
GBP
7664085.92000000
USD
2024-01-19
-276945.15000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
172250.42000000
0.060699634575
Long
DBT
NUSS
CI
N
2
2040-10-17
Fixed
6.88000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BS5
1138000.00000000
PA
USD
1139422.50000000
0.401523139260
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.88000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
12380000.00000000
PA
6937227.14000000
2.444621919453
Long
DBT
NUSS
AU
N
2
2039-06-21
Fixed
3.25000000
N
N
N
N
N
N
P3 GROUP SARL
529900GR62MT0O5VW110
P3 Group Sarl
000000000
100000.00000000
PA
89685.33000000
0.031604374362
Long
DBT
CORP
LU
N
2
2029-01-26
Fixed
1.63000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
633000.00000000
PA
USD
607737.48000000
0.214161701051
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAG6
100000.00000000
PA
USD
95216.90000000
0.033553654240
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-20
Floating
7.48000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
565000.00000000
PA
USD
485945.54000000
0.171243220781
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
17090000.00000000
PA
706664.74000000
0.249022855709
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
569000.00000000
PA
USD
548819.32000000
0.193399424930
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
100000.00000000
PA
109208.70000000
0.038484249748
Long
DBT
CORP
NL
N
2
2034-01-23
Fixed
4.50000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
100000.00000000
PA
USD
88200.11000000
0.031080995021
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.88000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAA4
88000.00000000
PA
USD
88352.43000000
0.031134671340
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
5.93000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
382000.00000000
PA
USD
324952.04000000
0.114510432442
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
621000.00000000
PA
USD
624721.03000000
0.220146564709
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2021-FL4 Issuer Ltd
87276WAC7
150000.00000000
PA
USD
145516.05000000
0.051278661961
Long
ABS-CBDO
CORP
KY
Y
2
2038-03-15
Floating
6.84000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
2721670000.00000000
PA
1834072.18000000
0.646311986418
Long
DBT
NUSS
KR
N
2
2030-06-10
Fixed
1.38000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
575000.00000000
PA
USD
521390.11000000
0.183733596402
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
1464000.00000000
PA
USD
1277372.06000000
0.450135432234
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
102026.06000000
PA
USD
96777.84000000
0.034103716687
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
416000.00000000
PA
USD
371851.94000000
0.131037572357
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
1081000.00000000
PA
1227981.27000000
0.432730523123
Long
DBT
NUSS
GR
Y
2
2033-06-15
Fixed
4.25000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AQ9
650000.00000000
PA
USD
618936.50000000
0.218108143803
Long
DBT
NUSS
HU
Y
2
2034-06-16
Fixed
5.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
95000.00000000
PA
USD
78119.66000000
0.027528727158
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAC5
87000.00000000
PA
USD
85469.84000000
0.030118870277
Long
DBT
CORP
US
N
2
2033-01-11
Fixed
5.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
8900000.00000000
PA
USD
8779363.26000000
3.093775572157
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
PETRA DIAMONDS US TREAS
635400LZYOO6WHAO2H58
Petra Diamonds US Treasury PLC
000000000
373169.88000000
PA
USD
298535.90000000
0.105201601469
Long
DBT
CORP
GB
Y
2
2026-03-08
Fixed
9.75000000
N
N
Y
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1256.66000000
-0.00044283667
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
67138.58000000
EUR
71975.66000000
USD
2024-01-19
-1256.66000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
18787.43000000
0.006620536168
N/A
DFE
AU
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
407645.94000000
USD
644432.27000000
AUD
2024-01-19
18787.43000000
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
1103000.00000000
PA
USD
977011.48000000
0.344290828506
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBU2
88000.00000000
PA
USD
85155.22000000
0.030008000771
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.63000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
732963.20000000
PA
USD
718656.80000000
0.253248759250
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
380000.00000000
PA
USD
319850.22000000
0.112712592938
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
10069.27000000
0.003548328122
N/A
DFE
NZ
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
366190.67000000
USD
610897.12000000
NZD
2024-01-19
10069.27000000
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
478000.00000000
PA
USD
488545.29000000
0.172159351348
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
495000.00000000
PA
USD
468582.00000000
0.165124451764
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
ASSA ABLOY AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
100000.00000000
PA
113582.67000000
0.040025600884
Long
DBT
CORP
SE
N
2
2035-09-13
Fixed
4.13000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
247000.00000000
PA
208376.97000000
0.073430334352
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
143661.20000000
PA
USD
136667.43000000
0.048160480882
Long
ABS-O
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
1235000.00000000
PA
USD
1188599.94000000
0.418852865582
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
358000.00000000
PA
USD
334089.32000000
0.117730334937
Long
DBT
CORP
BM
Y
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
448000.00000000
PA
USD
17841.11000000
0.006287060765
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.48000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
486000.00000000
PA
USD
426869.84000000
0.150425428857
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
516000.00000000
PA
USD
454326.80000000
0.160101036258
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
515000.00000000
PA
USD
503407.66000000
0.177396728580
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
712000.00000000
PA
USD
689137.30000000
0.242846329678
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297C5V8
21800.94000000
PA
USD
22434.18000000
0.007905620944
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
571000.00000000
PA
USD
536673.30000000
0.189119267149
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAB6
129000.00000000
PA
USD
125110.64000000
0.044087962917
Long
DBT
CORP
N/A
Y
2
2033-06-15
Fixed
5.40000000
N
N
N
N
N
N
ASR NEDERLAND NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
100000.00000000
PA
116630.66000000
0.041099687549
Long
DBT
CORP
NL
N
2
2043-12-07
Fixed
7.00000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
864000.00000000
PA
USD
795455.77000000
0.280312086090
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BAFE6
22807.91000000
PA
USD
19294.49000000
0.006799219951
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
490000.00000000
PA
USD
477789.53000000
0.168369109782
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
343000.00000000
PA
USD
295516.51000000
0.104137593209
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
1029000.00000000
PA
USD
949299.84000000
0.334525473963
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
114000.00000000
PA
89964.57000000
0.031702776247
Long
DBT
NUSS
BJ
Y
2
2052-01-19
Fixed
6.88000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CG5
132000.00000000
PA
USD
135448.21000000
0.047730837759
Long
DBT
CORP
US
Y
2
2030-11-13
Fixed
5.49000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
89000.00000000
PA
USD
86802.83000000
0.030588605015
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
450000.00000000
PA
USD
307756.85000000
0.108450988585
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
430000.00000000
PA
USD
421987.94000000
0.148705087356
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
699000.00000000
PA
USD
550123.21000000
0.193858905067
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
225000.00000000
PA
223499.91000000
0.078759534314
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1178000.00000000
PA
USD
1047253.78000000
0.369043638640
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
788000.00000000
PA
USD
706000.72000000
0.248788860510
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
802.65000000
0.000282847273
N/A
DFE
JP
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
82363.02000000
USD
12238547.00000000
JPY
2024-01-19
802.65000000
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
587000.00000000
PA
USD
495339.65000000
0.174553628060
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BT7
244000.00000000
PA
USD
242157.09000000
0.085334171451
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.75000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
500000.00000000
PA
USD
451883.99000000
0.159240210059
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SM11477 IRS CNY R F 2.45000 SM11477_FIX CCPVANILLA / Short: SM11477 IRS CNY P V 03MCNRR SM11477_FLO CCPVANILLA
000000000
13200000.00000000
OU
Notional Amount
-177.30000000
-0.00006247906
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
CNY
-648.16000000
CNY
13200000.00000000
CNY
-88.65000000
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
551000.00000000
PA
USD
564329.24000000
0.198864993469
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
100000.00000000
PA
111885.45000000
0.039427514483
Long
DBT
CORP
FR
N
2
2032-11-13
Fixed
4.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
32000.00000000
PA
USD
28777.66000000
0.010141011243
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
407000.00000000
PA
USD
357195.41000000
0.125872731451
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13186.18000000
-0.00464670163
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
501677.67000000
GBP
620406.41000000
USD
2024-01-19
-13186.18000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
395000.00000000
PA
USD
355516.59000000
0.125281129059
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABL0
72000.00000000
PA
USD
73847.90000000
0.026023393987
Long
DBT
CORP
US
Y
2
2030-04-08
Fixed
6.38000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
805000.00000000
PA
USD
811729.62000000
0.286046857292
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.13000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
115000.00000000
PA
USD
110659.25000000
0.038995411665
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6EP1
91598.56000000
PA
USD
89309.58000000
0.031471963145
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
4.50000000
N
N
N
N
N
N
HEIDELBERG MATERIALS FIN
529900RYHTCF5X9DD509
Heidelberg Materials Finance Luxembourg SA
000000000
55000.00000000
PA
60889.83000000
0.021457076449
Long
DBT
CORP
LU
N
2
2033-11-21
Fixed
4.88000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087K37
1720000.00000000
PA
1098102.66000000
0.386962366702
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
1.25000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
72000.00000000
PA
USD
58860.00000000
0.020741781013
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-674.33000000
-0.00023762835
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
383289.46000000
USD
350777.31000000
EUR
2024-01-19
-674.33000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGQ69
20480.89000000
PA
USD
17452.38000000
0.006150075503
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
ABANCA CORP BANCARIA SA
54930056IRBXK0Q1FP96
Abanca Corp Bancaria SA
000000000
100000.00000000
PA
111016.17000000
0.039121187344
Long
DBT
CORP
ES
N
2
2030-04-02
Fixed
5.88000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
55950000.00000000
PA
289369.35000000
0.101971384467
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
Interface Inc
458665AS5
853000.00000000
PA
USD
766574.04000000
0.270134401432
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
583000.00000000
PA
USD
568425.00000000
0.200308305684
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2021-FL2 Ltd
78486BAE4
190000.00000000
PA
USD
176341.57000000
0.062141322265
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-18
Floating
7.24000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
416000.00000000
PA
USD
401681.28000000
0.141549187002
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
000000000
100000.00000000
PA
111253.03000000
0.039204654864
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
4.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
73434.86000000
0.025877842080
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2066145.63000000
USD
22422909.45000000
SEK
2024-01-19
73434.86000000
N
N
N
SOGECAP SA
9695009HXSFK8D6V0T62
Sogecap SA
000000000
100000.00000000
PA
111028.14000000
0.039125405474
Long
DBT
CORP
FR
N
2
2044-05-16
Fixed
6.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1131000.00000000
PA
USD
1050879.96000000
0.370321474716
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3081.61000000
-0.00108593407
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
99543.00000000
EUR
105496.27000000
USD
2024-01-19
-3081.61000000
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
289000.00000000
PA
USD
267995.48000000
0.094439408066
Long
DBT
CORP
LU
N
2
2026-01-24
Fixed
5.00000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
186000.00000000
PA
USD
179770.47000000
0.063349638488
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.70000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
716000.00000000
PA
USD
605062.53000000
0.213219070621
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBN6
1573413.61000000
PA
USD
60539.13000000
0.021333492647
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
0.88000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAJ5
208000.00000000
PA
USD
194655.26000000
0.068594916344
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
8.32000000
N
N
N
N
N
N
DUA CAPITAL LTD
213800ILVLALFTITCB43
Dua Capital Ltd
000000000
404000.00000000
PA
USD
340252.03000000
0.119902023371
Long
DBT
CORP
MY
N
2
2031-05-11
Fixed
2.78000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GE1
75000.00000000
PA
USD
47818.15000000
0.016850723679
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.88000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
000000000
100000.00000000
PA
110028.70000000
0.038773211019
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1861.66000000
-0.00065603370
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
99664.00000000
EUR
106848.21000000
USD
2024-01-19
-1861.66000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
91000.00000000
PA
USD
67694.23000000
0.023854891174
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AB5
68000.00000000
PA
USD
68680.68000000
0.024202508060
Long
DBT
CORP
AU
Y
2
2033-09-19
Fixed
6.88000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
712000.00000000
PA
USD
672934.65000000
0.237136648771
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
246000.00000000
PA
224788.27000000
0.079213541806
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHX7
34916.32000000
PA
USD
32163.17000000
0.011334037187
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
USD
171208.80000000
0.060332576234
Long
DBT
NUSS
SA
N
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
840000.00000000
PA
USD
616740.52000000
0.217334298471
Long
DBT
CORP
N/A
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
210000.00000000
PA
USD
176281.50000000
0.062120154089
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY85
94049.27000000
PA
USD
75867.28000000
0.026735006929
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
669000.00000000
PA
USD
659184.91000000
0.232291353221
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
GYP HOLDINGS III CORP
549300055I1KJWZH9690
GYP Holdings III Corp
36261NAA5
898000.00000000
PA
USD
778880.30000000
0.274471026475
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.63000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96950GAE2
903000.00000000
PA
USD
830073.72000000
0.292511167606
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
1637693.00000000
PA
USD
1531963.54000000
0.539851380689
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
797000.00000000
PA
USD
723554.30000000
0.254974598063
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-3461.91000000
-0.00121994867
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
138659.11000000
NZD
81940.14000000
USD
2024-01-19
-3461.91000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
106000.00000000
PA
USD
97362.59000000
0.034309777789
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
231000.00000000
PA
USD
218819.28000000
0.077110118710
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
569000.00000000
PA
USD
532006.47000000
0.187474714551
Long
DBT
CORP
CA
Y
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
694000.00000000
PA
USD
633228.34000000
0.223144470945
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHGD3
238621.01000000
PA
USD
193468.79000000
0.068176814052
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: SM11139 CDS EUR R F 5.00000 SM11139_FEE CORPORATE / Short: SM11139 CDS EUR P V 03MEVENT SM11139_PRO CORPORATE
000000000
130000.00000000
OU
Notional Amount
21230.46000000
0.007481439893
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Glencore Finance Europe Ltd.
Glencore Finance Europe Ltd.
Y
sell protection
2028-06-20
15724.99000000
EUR
0.00000000
EUR
130000.00000000
EUR
3843.99000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
9070000.00000000
PA
1296685.76000000
0.456941421632
Long
DBT
NUSS
CN
N
2
2033-02-25
Fixed
2.88000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1570.85000000
-0.00055355465
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
50585.31000000
EUR
53605.77000000
USD
2024-01-19
-1570.85000000
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
483000.00000000
PA
522574.46000000
0.184150951623
Long
DBT
NUSS
BE
Y
2
2033-06-22
Fixed
3.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
289000.00000000
PA
USD
286347.53000000
0.100906519895
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-61620.09000000
-0.02171441408
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1646521393.00000000
KRW
1218589.37000000
USD
2024-01-26
-61620.09000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426C2
125000.00000000
PA
USD
117035.42000000
0.041242321652
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
4.50000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAE0
205000.00000000
PA
USD
199602.80000000
0.070338388842
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.89000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAE5
142000.00000000
PA
USD
114154.00000000
0.040226932888
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
181000.00000000
PA
USD
145995.32000000
0.051447552776
Long
DBT
NUSS
DO
Y
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
492000.00000000
PA
USD
462295.57000000
0.162909165417
Long
DBT
CORP
SG
Y
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
SPP DISTRIBUCIA AS
213800AGL5LRVQNANS48
SPP-Distribucia AS
000000000
180000.00000000
PA
140133.12000000
0.049381761600
Long
DBT
CORP
SK
N
2
2031-06-09
Fixed
1.00000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
258241.20000000
PA
USD
237020.57000000
0.083524103952
Long
DBT
CORP
NL
Y
2
2029-05-07
Fixed
5.13000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
47000.00000000
PA
USD
47120.07000000
0.016604726015
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.14000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAB3
977000.00000000
PA
USD
828010.90000000
0.291784246765
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.88000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAE7
100000.00000000
PA
USD
97244.50000000
0.034268163842
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
7.04000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
100000.00000000
PA
109122.18000000
0.038453760810
Long
DBT
CORP
BE
N
2
2029-11-28
Fixed
4.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
61000.00000000
PA
USD
60999.46000000
0.021495709161
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6157.68000000
0.002169915904
N/A
DFE
N/A
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
213671.35000000
USD
201536.82000000
EUR
2024-01-19
6157.68000000
N
N
N
CHINA CONSTRUCTION BANK
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
510000.00000000
PA
USD
507956.81000000
0.178999811711
Long
DBT
CORP
CN
N
2
2029-02-27
Fixed
4.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAG3
6929260.51000000
PA
USD
426776.62000000
0.150392578894
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CS100104 MFS
000000000
4400000.00000000
NC
2770.19000000
0.000976192224
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX Swap
N/A
4400000.00000000
OU
Notional Amount
N/A
2770.19000000
0.00000000
DCR
US
iTraxx Europe Crossover S40
2I667KKS6
buy protection
2028-12-20
0.00000000
N/A
0.00000000
N/A
4400000.00000000
EUR
1.00000000
43750.00000000
EUR
2023-12-20
XXXX
-26800.24000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402NP44
9899.82000000
PA
USD
9832.40000000
0.003464857078
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
ARKEMA
9695000EHMS84KKP2785
Arkema SA
000000000
100000.00000000
PA
110571.84000000
0.038964609098
Long
DBT
CORP
FR
N
N/A
2030-05-20
Fixed
4.25000000
N
N
N
N
N
N
COEUR MINING INC
5493003AVK173D48DR70
Coeur Mining Inc
192108BC1
418000.00000000
PA
USD
360061.44000000
0.126882696906
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8AF2
38677.15000000
PA
USD
34908.23000000
0.012301373806
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPNN3
32028.77000000
PA
USD
27107.98000000
0.009552629712
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
929000.00000000
PA
883904.78000000
0.311480791430
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HOLDINGS S A
000000000
739.00000000
NS
USD
5173.00000000
0.001822922752
N/A
DE
LU
N
2
N/A
N/A
INTELSAT EMERGENCE SA
INTELSAT EMERGENCE SA
2025-12-05
XXXX
5173.00000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) DEC23
000000000
-6.00000000
NC
-12877.38000000
-0.00453788304
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBZ3 Comdty
2023-12-13
-876850800.00000000
JPY
-12877.38000000
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-38113.93000000
-0.01343103618
N/A
DFE
US
N
2
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
20014942.89000000
CZK
856969.15000000
USD
2024-01-19
-38113.93000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
129000.00000000
PA
USD
123997.46000000
0.043695687420
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating LP
88104UAC7
545000.00000000
PA
USD
527287.50000000
0.185811788246
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
82700.53000000
0.029142988157
Long
DBT
CORP
GB
N
2
2049-08-08
Fixed
3.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
19.18000000
0.000006758874
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
28352.16000000
USD
440309060.00000000
IDR
2024-02-12
19.18000000
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
1878657.04000000
PA
USD
93124.47000000
0.032816299078
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.22000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
57000.00000000
PA
USD
42619.17000000
0.015018645788
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAJ1
299000.00000000
PA
USD
249649.63000000
0.087974481066
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
8.63000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751CA7
202000.00000000
PA
USD
206807.52000000
0.072877273051
Long
DBT
CORP
CA
Y
2
2030-11-15
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGZN2
94358.83000000
PA
USD
76434.42000000
0.026934862411
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR24
000000000
-4.00000000
NC
USD
-1520.99000000
-0.00053598439
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYH4 Comdty
2024-03-19
-452541.51000000
USD
-1520.99000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR24
000000000
13.00000000
NC
USD
17119.07000000
0.006032619794
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH4 Comdty
2024-03-19
1496568.43000000
USD
17119.07000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
100156.46000000
0.035294314651
N/A
DFE
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3827668.72000000
USD
3600986.61000000
EUR
2024-01-19
100156.46000000
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AK8
105000.00000000
PA
USD
106008.66000000
0.037356581910
Long
DBT
CORP
CA
Y
2
2028-12-04
Fixed
6.32000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
726000.00000000
PA
USD
659709.45000000
0.232476196813
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
349000.00000000
PA
USD
358000.71000000
0.126156512563
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECU2
119209.37000000
PA
USD
104132.21000000
0.036695336328
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
200000.00000000
PA
USD
208955.40000000
0.073634168338
Long
DBT
CORP
CH
Y
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
163360.00000000
0.057566723519
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
1146000.00000000
PA
USD
1009162.67000000
0.355620644039
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
965000.00000000
PA
USD
550580.75000000
0.194020138409
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
130000.00000000
PA
USD
129960.16000000
0.045796893972
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
112523.74000000
0.039652442641
Long
DBT
CORP
NL
N
2
2028-09-06
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5A2
394644.40000000
PA
USD
318495.01000000
0.112235028055
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
3544.60000000
0.001249087954
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
413985.24000000
USD
4511497.66000000
NOK
2024-01-19
3544.60000000
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
349000.00000000
PA
USD
361204.18000000
0.127285389105
Long
DBT
CORP
US
Y
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
3065000.00000000
PA
828333.24000000
0.291897836736
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
985000.00000000
PA
USD
990444.64000000
0.349024563861
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779BA0
685000.00000000
PA
USD
628093.63000000
0.221335041275
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-968.25000000
-0.00034120335
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
86076026.00000000
KRW
65893.00000000
USD
2024-01-09
-968.25000000
N
N
N
2023-12-18
MFS CHARTER INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer