NPORT-P false 0001126087 XXXXXXXX S000011124 C000030756 C000030755 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 Brighthouse Investment Advisers, LLC 125 High Street, Suite 732 Boston 02110 980-949-5089 Loomis Sayles Global Allocation Portfolio S000011124 5493008O5VHUD60N5O12 2023-12-31 2023-09-30 N 360928554.05 4496356.32 356432197.73 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1309528.05000000 0.00000000 0.00000000 1258937.14000000 EUR USD UST Securities Portfolio Securities HILTON GRAND VAC BOR ESC N/A 43284MAA6 50000.00000000 PA USD 43372.30000000 0.012168457360 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 85000.00000000 PA USD 61028.98000000 0.017122184917 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 9169.00000000 NS 6917338.65000000 1.940716549754 Long EC CORP FR N 2 N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 10000.00000000 PA USD 8606.85000000 0.002414722927 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 35452.00000000 NS USD 7188956.56000000 2.016921200100 Long EC CORP US N 1 N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 105000.00000000 PA USD 96899.22000000 0.027185877318 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 305000.00000000 PA USD 244198.86000000 0.068512009171 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 9283.00000000 NS USD 6001366.67000000 1.683733037649 Long EC CORP US N 1 N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 000000000 215000.00000000 PA USD 197341.62000000 0.055365823081 Long DBT CORP TR Y 2 2028-04-11 Fixed 5.80000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 60000.00000000 PA USD 52643.17000000 0.014769476589 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 30807.00000000 NS USD 9461137.77000000 2.654400424612 Long EC CORP IE N 1 N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 10000.00000000 PA USD 9700.32000000 0.002721504976 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 174880.58000000 0.049064192604 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAD4 200000.00000000 PA USD 198391.14000000 0.055660274594 Long DBT CORP NL N 2 2030-07-28 Fixed 7.00000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 990000.00000000 PA USD 728189.03000000 0.204299452921 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Nbc Global Finance Limited 549300KWU8YQOYSK5Y64 000000000 75000.00000000 PA USD 75000.00000000 0.021041870088 Long RA CORP US N 2 Repurchase Y 5.46000000 2023-10-02 999.43000000 USD 83699.64000000 USD EQT N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 225000.00000000 PA USD 185011.84000000 0.051906601361 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 20000.00000000 PA USD 19636.85000000 0.005509280621 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 235000.00000000 PA 229881.85000000 0.064495253645 Long DBT CORP MX N 2 2028-03-10 Fixed 2.12500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 325000.00000000 PA USD 306160.05000000 0.085895733311 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 450000.00000000 PA USD 412646.27000000 0.115771322744 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N FRAPORT AG 5299001ERX0K10IZUL40 000000000 355000.00000000 PA 336560.34000000 0.094424786016 Long DBT CORP DE Y 2 2028-03-31 Fixed 1.87500000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 2225000.00000000 PA 1288334.04000000 0.361452766670 Long DBT NUSS AU Y 2 2026-09-21 Fixed 0.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 545000.00000000 PA USD 401271.52000000 0.112580042587 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 105000.00000000 PA USD 87390.82000000 0.024518217084 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 45000.00000000 PA USD 34924.00000000 0.009798216946 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 150000.00000000 PA USD 121662.66000000 0.034133465151 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Naturgy Finance BV 2138005FTXOJUBQ5J563 000000000 200000.00000000 PA 191572.87000000 0.053747352573 Long DBT CORP NL Y 2 2028-01-29 Fixed 1.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CC6 245000.00000000 PA USD 217942.57000000 0.061145589929 Long DBT CORP JP N 2 2028-01-19 Fixed 2.34100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 60000.00000000 PA USD 55902.97000000 0.015684040430 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 280000.00000000 PA USD 269447.36000000 0.075595684597 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 18853.00000000 NS USD 9505494.07000000 2.666844951308 Long EC CORP US N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 125000.00000000 PA USD 115987.74000000 0.032541319425 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 830000.00000000 PA USD 774320.50000000 0.217242018238 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CHC8 1870000.00000000 PA USD 1695856.25000000 0.475786492017 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 14982.00000000 NS 8798016.64000000 2.468356309006 Long EC CORP NL N 2 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 55000.00000000 PA USD 44109.20000000 0.012375200748 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 50000.00000000 PA USD 38482.46000000 0.010796572320 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 20000.00000000 PA USD 24274.00000000 0.006810271393 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 115000.00000000 PA USD 65233.09000000 0.018301682736 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAA4 200000.00000000 PA USD 193976.26000000 0.054421643509 Long DBT CORP LU N 2 2027-01-20 Fixed 5.30000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 285000.00000000 PA USD 288776.25000000 0.081018564495 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5500000000.00000000 PA 359914.59000000 0.100977013943 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -58.00000000 NC USD 181712.94000000 0.050981067691 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYZ3 Comdty 2023-12-19 -6652337.94000000 USD 181712.94000000 N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAB9 370000.00000000 PA USD 279417.71000000 0.078392948723 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 45000.00000000 PA USD 31176.84000000 0.008746920227 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 200000.00000000 PA USD 154581.53000000 0.043369126297 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N Institutional Mortgage Securities Canada Inc N/A 45779BCM9 59651.16000000 PA 43586.96000000 0.012228681998 Long ABS-MBS CORP CA N 2 2047-07-12 Fixed 2.61600000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 215000.00000000 PA 171446.28000000 0.048100671345 Long DBT CORP LU Y 2 2030-01-17 Fixed 1.62500000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBU2 205000.00000000 PA USD 155148.86000000 0.043528295420 Long DBT CORP JP N 2 2031-09-13 Fixed 2.56400000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368EDC3 500000.00000000 PA USD 445818.73000000 0.125078130662 Long DBT CORP CA N 2 2027-01-22 Fixed 0.94900000 N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2304.28000000 0.000646484805 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 12100000000.00000000 IDR 785080.61000000 USD 2023-12-20 2304.28000000 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 540000.00000000 PA USD 494228.90000000 0.138660004103 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797FV4 270000.00000000 PA USD 266811.90000000 0.074856284504 Long STIV UST US N 2 2023-12-21 None 0.00000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 1985000.00000000 PA USD 1581846.50000000 0.443800114039 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AV6 200000.00000000 PA USD 162588.38000000 0.045615514264 Long DBT CORP FR N 2 2038-09-21 Fixed 4.87500000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 200000.00000000 PA USD 184818.78000000 0.051852436782 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 425000.00000000 PA USD 371279.10000000 0.104165421183 Long DBT CORP AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 1185000.00000000 PA USD 947596.38000000 0.265855998990 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N National Bank Of Canada BSGEFEIOM18Y80CKCV46 000000000 100000.00000000 PA USD 100000.00000000 0.028055826784 Long RA CORP US N 2 Repurchase Y 5.32000000 2023-10-06 105736.67000000 USD 102477.94000000 USD UST N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 65000.00000000 PA USD 65000.00000000 0.018236287410 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 325000.00000000 PA USD 214161.94000000 0.060084902925 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 13240.00000000 NS USD 7480070.40000000 2.098595594797 Long EC CORP US N 1 N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AD6 105000.00000000 PA USD 103411.40000000 0.029012923259 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 690000.00000000 PA 316044.36000000 0.088668858204 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BZ6 300000.00000000 PA USD 264507.66000000 0.074209810921 Long DBT CORP JP N 2 2027-10-13 Fixed 1.64000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBN8 375000.00000000 PA USD 332967.72000000 0.093416846772 Long DBT CORP NZ N 2 2026-06-22 Fixed 1.25000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAC9 140000.00000000 PA 115706.30000000 0.032462359106 Long DBT CORP LU N 2 2031-09-18 Fixed 0.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 380000.00000000 PA USD 283359.95000000 0.079498976749 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 50719.00000000 NS USD 4849750.78000000 1.360637678326 Long EC CORP US N 1 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 215000.00000000 PA 168383.97000000 0.047241514956 Long DBT CORP LU Y 2 2030-04-20 Fixed 1.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 260000.00000000 PA USD 205360.82000000 0.057615675942 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 000000000 245000.00000000 PA USD 2940.00000000 0.000824841307 Long DBT CORP MX Y 2 2023-09-27 None 0.00000000 Y N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 200000.00000000 PA USD 167427.61000000 0.046973200251 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAE4 365000.00000000 PA USD 312987.50000000 0.087811230857 Long DBT NUSS PE N 2 2027-09-28 Fixed 2.40000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 60000.00000000 PA USD 46879.71000000 0.013152490234 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1445000.00000000 PA 321052.53000000 0.090073941704 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 170000.00000000 PA USD 162515.71000000 0.045595126095 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAH7 59564.41000000 PA USD 59623.97000000 0.016727997745 Long LON CORP US N 2 2030-03-03 Variable 8.15900000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 410000.00000000 PA USD 361983.81000000 0.101557550722 Long DBT CORP NO N 2 2027-05-25 Fixed 1.53500000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 000000000 200000.00000000 PA USD 189956.14000000 0.053293765605 Long DBT CORP MX Y 2 2026-05-02 Fixed 4.12500000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 175000.00000000 PA 164827.67000000 0.046243765588 Long DBT CORP CZ Y 2 2026-12-02 Fixed 0.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 425000.00000000 PA USD 392378.32000000 0.110084981799 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEA5 530000.00000000 PA USD 521470.31000000 0.146302806907 Long DBT UST US N 2 2024-02-29 Fixed 1.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVQ9 125000.00000000 PA USD 120863.12000000 0.033909147593 Long DBT CORP US N 2 2024-06-07 Fixed 0.45000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBF7 135000.00000000 PA 136327.76000000 0.038247880205 Long DBT US N 2 2029-06-30 Fixed 2.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 250000.00000000 PA USD 232514.85000000 0.065233963564 Long DBT CORP CH N 2 2026-06-05 Fixed 2.19300000 N N N N N N DISH DBS CORP N/A 25470XBF1 105000.00000000 PA USD 80718.75000000 0.022646312682 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AF2 200000.00000000 PA USD 193260.00000000 0.054220690844 Long DBT CORP FR N 2 2025-03-17 Fixed 4.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 30000.00000000 PA USD 23395.71000000 0.006563859872 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 835000.00000000 PA USD 797643.74000000 0.223785546053 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 200000.00000000 PA USD 170045.58000000 0.047707693379 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 94000.00000000 PA USD 101917.94000000 0.028593920708 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 600000.00000000 PA USD 502569.16000000 0.140999933002 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 12564CAB2 225000.00000000 PA USD 203393.79000000 0.057063809413 Long DBT CORP KY N 2 2029-04-11 Fixed 3.62500000 N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 115000.00000000 PA USD 97811.95000000 0.027441951266 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 180000.00000000 PA 184594.72000000 0.051789574896 Long DBT NUSS ES Y 2 2025-04-30 Fixed 1.60000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BL1 285000.00000000 PA USD 270245.32000000 0.075819558872 Long DBT CORP US N 2 2033-05-08 Fixed 5.70000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 305000.00000000 PA USD 241717.59000000 0.067815868358 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 310000.00000000 PA 295123.54000000 0.082799349183 Long DBT NUSS ES Y 2 2030-07-30 Fixed 1.95000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 120000.00000000 PA 87107.68000000 0.024438779816 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 40000.00000000 PA USD 39208.45000000 0.011000254816 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 260000.00000000 PA USD 196204.10000000 0.055046682440 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 625000.00000000 PA USD 490882.02000000 0.137721009248 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 235000.00000000 PA USD 229502.10000000 0.064388711643 Long DBT CORP US N 2 2033-01-09 Fixed 6.40000000 N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAF2 260000.00000000 PA USD 244101.20000000 0.068484609851 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 22730.00000000 NS USD 3614297.30000000 1.014020989971 Long EC CORP US N 1 N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 610000.00000000 PA USD 504833.32000000 0.141635161810 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 5000.00000000 PA USD 5306.22000000 0.001488703892 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 230000.00000000 PA USD 217637.50000000 0.061060000018 Long DBT CORP CA N 2 2027-04-15 Fixed 5.12500000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAA6 210000.00000000 PA USD 186998.48000000 0.052463969638 Long DBT CORP MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 40000.00000000 PA USD 35367.19000000 0.009922557565 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 265000.00000000 PA USD 250877.62000000 0.070385790508 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAC6 185000.00000000 PA USD 170394.78000000 0.047805664326 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 89656.00000000 NS USD 11732384.16000000 3.291617377644 Long EC CORP US N 1 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JY0 1315000.00000000 PA 875688.83000000 0.245681741317 Long DBT NUSS XX N 2 2026-07-22 Fixed 1.20000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAD3 250000.00000000 PA USD 207306.40000000 0.058161524497 Long DBT CORP CL N 2 2031-10-26 Fixed 3.17700000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -25.00000000 NC USD 181319.19000000 0.050870597873 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term U.S. Treasury Bond Futures WNZ3 Comdty 2023-12-19 -3148506.69000000 USD 181319.19000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 220000.00000000 PA USD 209213.03000000 0.058696445307 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 1285000.00000000 PA USD 1148605.86000000 0.322250870520 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 000000000 4930000.00000000 PA 440150.90000000 0.123487974095 Long DBT NUSS XX Y 2 2025-03-13 Fixed 1.50000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 2834.00000000 NS USD 128691.94000000 0.036105587772 Long EP CORP US N 1 N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 110000.00000000 PA USD 97027.22000000 0.027221788777 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 3929702.83000000 PA USD 3929702.83000000 1.102510619137 Long RA CORP US N 2 Repurchase N 2.50000000 2023-10-02 4437700.00000000 USD 4008370.65000000 USD UST N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 125000.00000000 PA USD 96662.79000000 0.027119544927 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 155000.00000000 PA USD 131120.70000000 0.036786996470 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 500000000.00000000 PA 351580.97000000 0.098638947951 Long DBT NUSS KR N 2 2025-09-10 Fixed 1.12500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 200000.00000000 PA USD 176896.26000000 0.049629708294 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CY4 590000.00000000 PA USD 490213.30000000 0.137533394323 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 345000.00000000 PA 295822.04000000 0.082995319133 Long DBT CORP BE Y 2 2035-01-23 Fixed 2.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 260000.00000000 PA USD 206677.07000000 0.057984960762 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 125000.00000000 PA USD 96000.80000000 0.026933818159 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 530000.00000000 PA USD 444537.50000000 0.124718670993 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 40000.00000000 PA USD 33368.20000000 0.009361724393 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAA1 200000.00000000 PA USD 176840.76000000 0.049614137310 Long DBT CORP KR N 2 2026-10-16 Fixed 1.75000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AY0 125000.00000000 PA 113748.70000000 0.031913138241 Long DBT US N 2 2030-12-15 Fixed 1.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 200000.00000000 PA USD 156381.35000000 0.043874080679 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 698.12000000 0.000195863337 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 485000.00000000 CAD 358216.61000000 USD 2023-12-20 698.12000000 N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 320000.00000000 PA 291049.28000000 0.081656281854 Long DBT US N 2 2027-09-10 Fixed 0.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 102000.00000000 PA USD 74223.14000000 0.020823915592 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 55000.00000000 PA USD 54041.94000000 0.015161913077 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 000000000 100000.00000000 PA 102813.86000000 0.028845278472 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 1270000.00000000 PA USD 1118476.30000000 0.313797773355 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 75000.00000000 PA USD 55575.00000000 0.015592025735 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 30000.00000000 PA USD 22238.09000000 0.006239080010 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 14420800.00000000 PA 773505.98000000 0.217013497918 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 60000.00000000 PA USD 52445.53000000 0.014714027053 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 160000.00000000 PA USD 134332.81000000 0.037688180488 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAC5 355000.00000000 PA USD 336575.61000000 0.094429070141 Long DBT CORP FR N 2 2027-03-13 Fixed 4.62500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1835000.00000000 PA 104512.08000000 0.029321728133 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 29146.00000000 NS USD 6658695.16000000 1.868151980210 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 115000.00000000 PA USD 89288.89000000 0.025050736316 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 505000.00000000 PA USD 381677.86000000 0.107082879277 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 2495000.00000000 PA USD 1326474.73000000 0.372153452591 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 40000.00000000 PA USD 38650.00000000 0.010843577052 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 245000.00000000 PA USD 190491.44000000 0.053443948446 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10859.81000000 0.003046809482 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 935594000.00000000 KRW 707336.51000000 USD 2023-12-20 10859.81000000 N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 75000.00000000 PA USD 66178.50000000 0.018566925328 Long DBT CORP US N 2 2027-12-15 Fixed 4.87500000 N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 30202.00000000 NS USD 5942243.50000000 1.667145543484 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 15000.00000000 PA USD 13434.75000000 0.003769230188 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 60000.00000000 PA USD 58800.00000000 0.016496826149 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 120000.00000000 PA USD 112598.57000000 0.031590459761 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 150000.00000000 PA USD 93929.46000000 0.026352686597 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N Citigroup Global Markets Inc MBNUM2BPBDO7JBLYG310 000000000 40983.00000000 PA USD 40983.00000000 0.011498119491 Long RA CORP US N 2 Repurchase Y 5.47000000 2023-10-06 0.15000000 USD 13.81000000 USD EQT 43288.83000000 USD 41789.85000000 USD UST N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 10890.00000000 NS USD 2209689.90000000 0.619946770822 Long EC CORP IE N 1 N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAM4 205000.00000000 PA USD 163684.22000000 0.045922961237 Long DBT CORP CL N 2 2031-09-16 Fixed 3.45000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 5000.00000000 PA USD 3829.51000000 0.001074400692 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N DISH DBS CORP N/A 25470XBD6 570000.00000000 PA USD 315996.60000000 0.088655458741 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 125000.00000000 PA USD 85780.03000000 0.024066296632 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 78461.00000000 NS USD 2737504.29000000 0.768029461825 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 14604.00000000 NS USD 6352593.96000000 1.782272757752 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 10083.00000000 NS USD 5141321.70000000 1.442440310595 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 30000.00000000 PA USD 23466.99000000 0.006583858065 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 7595000.00000000 PA 649132.53000000 0.182119498219 Long DBT NUSS NO Y 2 2028-04-26 Fixed 2.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BT2 200000.00000000 PA USD 196617.21000000 0.055162583866 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 4250000.00000000 PA 367644.78000000 0.103145782659 Long DBT NUSS NO Y 2 2027-02-17 Fixed 1.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 95000.00000000 PA USD 85996.30000000 0.024126972969 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAZ1 285000.00000000 PA USD 241459.32000000 0.067743408574 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 975000.00000000 PA USD 650812.50000000 0.182590827693 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 250000.00000000 PA 260068.19000000 0.072964280908 Long DBT CORP GB Y 2 2024-11-19 Fixed 3.12500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCH1 310000.00000000 PA USD 272621.94000000 0.076486339263 Long DBT CORP JP N 2 2026-09-17 Fixed 1.40200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 780000.00000000 PA USD 762734.70000000 0.213991526258 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 5960000.00000000 PA 248048.06000000 0.069591934056 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 400000.00000000 PA USD 322257.92000000 0.090412123835 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N BROOKFIELD FIN I UK PLC 213800JCKNPJE9FDCJ76 11272BAA1 175000.00000000 PA USD 131353.18000000 0.036852220656 Long DBT CORP GB N 2 2032-01-30 Fixed 2.34000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 750000.00000000 PA USD 688149.79000000 0.193066113101 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 55000.00000000 PA USD 49276.79000000 0.013825010847 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 200000.00000000 PA USD 195438.00000000 0.054831746751 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 70000.00000000 PA USD 54157.74000000 0.015194401724 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 104861.15000000 PA USD 103896.58000000 0.029149044520 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 8252400.00000000 PA 432188.52000000 0.121254062554 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 1590000.00000000 PA USD 1542300.00000000 0.432705016500 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 4259.00000000 NS USD 3870834.74000000 1.085994689776 Long EC CORP US N 1 N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 405000.00000000 PA USD 286650.53000000 0.080422176174 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 455000.00000000 PA 243167.68000000 0.068222703097 Long DBT NUSS NZ N 2 2029-04-20 Fixed 3.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 1090000.00000000 PA USD 1088076.78000000 0.305268936681 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 10000.00000000 PA USD 10478.16000000 0.002939734419 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 25000.00000000 PA USD 24335.36000000 0.006827486449 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 000000000 26789.00000000 NS USD 9974884.15000000 2.798536219097 Long EC CORP IE N 1 N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 30000.00000000 PA USD 25748.65000000 0.007223996643 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9986.68000000 -0.00280184564 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 627693.00000000 USD 506000.00000000 GBP 2023-12-20 -9986.68000000 N N N ICAHN ENTERPRISES/FIN N/A 451102BQ9 45000.00000000 PA USD 42806.97000000 0.012009849354 Long DBT CORP US N 2 2025-12-15 Fixed 6.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 965000.00000000 PA USD 636948.25000000 0.178701097728 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBD2 330000.00000000 PA USD 273075.00000000 0.076613448992 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 275616.53000000 PA USD 274668.96000000 0.077060647648 Long LON CORP PA N 2 2028-10-18 Variable 8.68100000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 250000.00000000 PA USD 221693.00000000 0.062197804073 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 40000.00000000 PA USD 32473.87000000 0.009110812717 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBG5 7650.00000000 PA USD 8243.20000000 0.002312697913 Long DBT CORP KY N 2 2032-12-01 Fixed 9.62500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 200000.00000000 PA USD 173484.59000000 0.048672536068 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 230000.00000000 PA USD 188692.00000000 0.052939100676 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 365000.00000000 PA USD 334665.40000000 0.093893144932 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAW6 35000.00000000 PA USD 35149.24000000 0.009861409890 Long LON CORP US N 2 2030-06-20 Variable 9.58400000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 69807.00000000 NS USD 9578218.47000000 2.687248383002 Long EC CORP US N 1 N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 200000.00000000 PA USD 163394.46000000 0.045841666673 Long DBT CORP CL N 2 2031-12-09 Fixed 2.99000000 N N N N N N MS GOVT US LEX N/A 000000000 200000.00000000 NS USD 200000.00000000 0.056111653569 Long STIV RF US N 1 N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 400000.00000000 PA USD 283085.64000000 0.079422016810 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 25000.00000000 PA USD 24148.04000000 0.006774932274 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 55000.00000000 PA USD 53180.30000000 0.014920172851 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N DISH DBS CORP N/A 25470XBE4 560000.00000000 PA USD 475916.47000000 0.133522300463 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 520000.00000000 PA USD 475176.00000000 0.133314555482 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EW9 400000.00000000 PA USD 338467.43000000 0.094959835883 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 418000.00000000 PA USD 313018.94000000 0.087820051609 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 10000.00000000 PA USD 7364.09000000 0.002066056334 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 698900AG2 5000.00000000 PA USD 5146.83000000 0.001443985709 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 108.00000000 NC USD -670459.95000000 -0.18810308223 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USZ3 Comdty 2023-12-19 12958834.95000000 USD -670459.95000000 N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 70000.00000000 PA USD 57065.51000000 0.016010200639 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 1150000.00000000 PA 667417.05000000 0.187249371479 Long DBT NUSS NZ N 2 2024-05-15 Fixed 0.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 8000.00000000 PA USD 8058.84000000 0.002260974191 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 3000000.00000000 PA 518170.14000000 0.145376916928 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TR9 695000.00000000 PA USD 575438.28000000 0.161443967089 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 300000.00000000 PA USD 252313.26000000 0.070788571180 Long DBT CORP IM N 2 2028-11-01 Fixed 3.37500000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 000000000 295000.00000000 PA USD 246165.43000000 0.069063746644 Long DBT CORP CL Y 2 2030-03-06 Fixed 3.15000000 N N N N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 27762.00000000 NS 2786940.47000000 0.781899190855 Long EC CORP GB N 2 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 200000.00000000 PA 123103.24000000 0.034537631780 Long DBT CORP FR Y 2 2041-10-24 Fixed 1.25000000 N N N N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 236300.00000000 NS 6149462.97000000 1.725282679051 Long EC CORP JP N 2 N N N FONTERRA COOPERATIVE GRP 549300NCQQ9E4O5JX172 000000000 500000.00000000 PA 322360.10000000 0.090440791278 Long DBT CORP NZ N 2 2024-02-26 Fixed 5.50000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 633619.00000000 NS 8489148.73000000 2.381700863183 Long EC CORP SE N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 56.00000000 NC USD -51685.07000000 -0.01450067371 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVZ3 Comdty 2023-12-29 5951810.07000000 USD -51685.07000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 330000.00000000 PA USD 286378.67000000 0.080345903603 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDV0 2195000.00000000 PA USD 2162332.23000000 0.606660184958 Long DBT UST US N 2 2024-01-31 Fixed 0.87500000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 570000.00000000 PA USD 533256.09000000 0.149609404929 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 1480000.00000000 PA 735905.55000000 0.206464386406 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 72250.00000000 PA USD 69997.58000000 0.019638399798 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 435000.00000000 PA USD 221154.31000000 0.062046670140 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6358000000.00000000 PA 431027.56000000 0.120928345627 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 2080000.00000000 PA USD 1302008.45000000 0.365289235454 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 110000.00000000 PA USD 104630.20000000 0.029354867676 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 26120.00000000 NS USD 10341169.20000000 2.901300518263 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 1274581.80000000 PA USD 1181863.44000000 0.331581559558 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 495000.00000000 PA USD 441178.85000000 0.123776373966 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEG2 1735000.00000000 PA USD 1707822.86000000 0.479143823390 Long DBT UST US N 2 2024-03-31 Fixed 2.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 2945000.00000000 PA USD 1769945.00000000 0.496572703384 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 85000.00000000 PA USD 85193.46000000 0.023901729569 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 92300000.00000000 PA 597059.45000000 0.167509965093 Long DBT NUSS JP N 2 2033-06-20 Fixed 0.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 23.00000000 NC USD -48765.45000000 -0.01368155018 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 2534202.95000000 USD -48765.45000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 55000.00000000 PA USD 45134.15000000 0.012662758944 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N INVESCO GOVT AND AGCY LEX N/A 000000000 100000.00000000 NS USD 100000.00000000 0.028055826784 Long STIV RF US N 1 N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 26811.94000000 0.007522311444 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 29008000.00000000 MXN 1669642.42000000 USD 2023-12-20 26811.94000000 N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 60000.00000000 PA USD 49318.55000000 0.013836726960 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 27421.00000000 NS USD 8285529.36000000 2.324573765436 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDM0 405000.00000000 PA USD 401789.41000000 0.112725340908 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 250000.00000000 PA USD 288703.65000000 0.080998195965 Long DBT CORP CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 275000.00000000 PA USD 211260.12000000 0.059270773332 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 155000.00000000 PA USD 135848.88000000 0.038113526461 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 40000.00000000 PA USD 38391.30000000 0.010770996628 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CJ7 200000.00000000 PA USD 192528.26000000 0.054015395137 Long DBT CORP GB N 2 2026-03-30 Fixed 3.97100000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 410000.00000000 PA 456008.86000000 0.127937055884 Long DBT NUSS GB Y 2 2033-01-31 Fixed 3.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BW1 20000.00000000 PA USD 19720.53000000 0.005532757737 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 160000.00000000 PA USD 137196.51000000 0.038491615200 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 6000000.00000000 PA 211390.04000000 0.059307223462 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 10000.00000000 PA USD 8626.51000000 0.002420238703 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 125000.00000000 PA 123859.49000000 0.034749803970 Long DBT CORP CZ Y 2 2028-06-05 Fixed 3.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 80000.00000000 PA USD 62443.38000000 0.017519006531 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 200000.00000000 PA USD 195830.00000000 0.054941725592 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735KAA0 250000.00000000 PA USD 208087.50000000 0.058380668560 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAB7 45000.00000000 PA USD 35617.50000000 0.009992784105 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DU3 245000.00000000 PA USD 188664.83000000 0.052931477908 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 100000.00000000 NS USD 100000.00000000 0.028055826784 Long STIV RF US N 1 N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 200000.00000000 PA USD 181445.11000000 0.050905925770 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 225000.00000000 PA USD 216616.87000000 0.060773653833 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 55000.00000000 PA USD 43205.87000000 0.012121764048 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N HEIMSTADEN BOSTAD TRESRY 549300ORG6UYMJBCV938 000000000 210000.00000000 PA 161546.25000000 0.045323136077 Long DBT CORP NL Y 2 2028-07-24 Fixed 1.37500000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 500000.00000000 PA USD 283775.15000000 0.079615464542 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 255000.00000000 PA USD 211874.63000000 0.059443179193 Long DBT CORP AT N 2 2028-09-15 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 9950000.00000000 PA 238085.04000000 0.066796726422 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 1477000.00000000 PA 137231.97000000 0.038501563796 Long DBT NUSS NO Y 2 2024-03-14 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 25.00000000 NC USD -12798.49000000 -0.00359072218 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUZ3 Comdty 2023-12-29 5080571.94000000 USD -12798.49000000 N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 200000.00000000 PA USD 173763.82000000 0.048750876353 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N RAND PARENT LLC N/A 753272AA1 180000.00000000 PA USD 166518.14000000 0.046718040923 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC N/A -3606.57000000 -0.00101185303 N/A DFE XX N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 3786000.00000000 NOK 330879.07000000 EUR 2023-12-20 -3606.57000000 N N N KT Corp 9884005ACF8449EANY26 48268KAE1 210000.00000000 PA USD 192826.67000000 0.054099116529 Long DBT CORP KR N 2 2026-07-18 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 680000.00000000 PA USD 543902.47000000 0.152596334860 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 170000.00000000 PA USD 148352.08000000 0.041621402596 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55200000 N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 14881.00000000 NS USD 5796447.12000000 1.626241163653 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 275000.00000000 PA USD 225723.60000000 0.063328622228 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 292505AE4 25000.00000000 PA USD 23983.59000000 0.006728794467 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 200000.00000000 PA USD 163005.60000000 0.045732568785 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 75000.00000000 PA USD 74867.18000000 0.021004606339 Long LON CORP CA N 2 2030-09-23 Variable 7.56600000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 15000.00000000 PA USD 12091.59000000 0.003392395545 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 325000.00000000 PA USD 297932.64000000 0.083587465413 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 13439.00000000 NS USD 4348457.23000000 1.219995628255 Long EC CORP US N 1 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 200000.00000000 PA USD 160487.12000000 0.045025988398 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -135986.11000000 -0.03815202747 N/A DFE XX N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 10253824.58000000 USD 9535000.00000000 EUR 2023-12-20 -135986.11000000 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 730000.00000000 PA USD 736061.92000000 0.206508257303 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 325000.00000000 PA 315792.04000000 0.088598067742 Long DBT NUSS IT Y 2 2028-02-01 Fixed 2.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 605000.00000000 PA USD 612903.72000000 0.171955206040 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 320000.00000000 PA USD 271621.91000000 0.076205772578 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 200000.00000000 PA USD 165687.21000000 0.046484916641 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AC2 295000.00000000 PA USD 272863.07000000 0.076553990278 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 177536.67000000 PA USD 176020.13000000 0.049383902778 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 20000.00000000 PA USD 17238.40000000 0.004836375644 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 90000.00000000 PA USD 83857.60000000 0.023526943001 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 20000.00000000 PA USD 16925.00000000 0.004748448683 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 200000.00000000 PA USD 199183.60000000 0.055882605799 Long DBT CORP SE N 2 2026-09-12 Fixed 6.13600000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 1330000.00000000 PA USD 1060502.10000000 0.297532632224 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 1025000.00000000 PA USD 582903.36000000 0.163538357003 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 205000.00000000 PA USD 188429.29000000 0.052865395214 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 5875000.00000000 PA 1116511.23000000 0.313246456720 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 200000.00000000 PA USD 162822.36000000 0.045681159288 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 175000.00000000 PA USD 145962.65000000 0.040951028254 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 000000000 100000.00000000 PA 104800.97000000 0.029402778611 Long DBT US N 2 2034-07-06 Fixed 5.12500000 N N N N N N Hsbc Securities,Inc. CYYGQCGNHMHPSMRL3R97 000000000 300000.00000000 PA USD 300000.00000000 0.084167480354 Long RA CORP US N 2 Repurchase Y 5.28000000 2023-10-02 331683.67000000 USD 306134.64000000 USD UST N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 100000.00000000 PA USD 95109.93000000 0.026683877215 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 20000.00000000 PA USD 19263.34000000 0.005404489303 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 235000.00000000 PA USD 264212.85000000 0.074127099538 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 000000000 200000.00000000 PA USD 194500.00000000 0.054568583096 Long DBT CORP MU Y 2 2024-11-11 Fixed 4.75500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 11655000.00000000 PA 482974.21000000 0.135502407772 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 135000.00000000 PA USD 113116.50000000 0.031735769304 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAK3 500000.00000000 PA USD 455853.34000000 0.127893423462 Long DBT CORP US N 2 2026-09-27 Fixed 2.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 635000.00000000 PA USD 391222.16000000 0.109760611552 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 185000.00000000 PA USD 149222.85000000 0.041865704319 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 89217245.00000000 PA 629249.04000000 0.176541020706 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1305500000.00000000 PA 294556.25000000 0.082640191283 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 400000.00000000 PA 343069.20000000 0.096250900503 Long DBT CORP ES Y 2 2030-10-23 Fixed 1.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 135000.00000000 PA USD 103204.42000000 0.028954853309 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131MAH6 200000.00000000 PA USD 181825.12000000 0.051012540718 Long DBT CORP HK Y 2 2029-04-09 Fixed 3.60000000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 52893.53000000 PA USD 49845.76000000 0.013984640085 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 000000000 305000.00000000 PA USD 251435.90000000 0.070542420578 Long DBT CORP IN Y 2 2031-06-03 Fixed 3.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PAJ7 200000.00000000 PA USD 205761.36000000 0.057728050751 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 450000.00000000 PA USD 322087.50000000 0.090364311095 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZN5 730000.00000000 PA USD 650206.17000000 0.182420716798 Long DBT CORP CA N 2 2027-01-12 Fixed 1.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1085000.00000000 PA USD 665833.99000000 0.186805230908 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 525000.00000000 PA 555167.31000000 0.155756778858 Long DBT NUSS ES Y 2 2023-10-31 Fixed 4.40000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 74814ZFF5 310000.00000000 PA 200981.34000000 0.056386976619 Long DBT NUSS CA N 2 2029-09-01 Fixed 2.30000000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 000000000 250000.00000000 PA USD 4937.50000000 0.001385256447 Long DBT CORP MX Y 2 2029-01-28 None 0.00000000 Y N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AH8 10000.00000000 PA USD 10868.73000000 0.003049312062 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 45000.00000000 PA USD 33997.50000000 0.009538279711 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N VICI PROPERTIES / NOTE N/A 92564RAH8 135000.00000000 PA USD 126826.40000000 0.035582195101 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 215000.00000000 PA 233558.98000000 0.065526902868 Long DBT CORP DK Y 2 2027-05-17 Fixed 2.12500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 4868600000.00000000 PA 1097551.90000000 0.307927259936 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 305000.00000000 PA USD 253680.09000000 0.071172046637 Long DBT CORP CL Y 2 2030-01-28 Fixed 3.40000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 55000.00000000 PA USD 46283.61000000 0.012985249451 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 240000.00000000 PA USD 211800.00000000 0.059422241129 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 517000.00000000 PA USD 485698.38000000 0.136266696188 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 15655.00000000 NS USD 7581403.40000000 2.127025405752 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 30000.00000000 PA USD 29534.66000000 0.008286193051 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 1805000.00000000 PA USD 1229994.51000000 0.345085129186 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAM8 85000.00000000 PA USD 68088.39000000 0.019102760758 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 95000.00000000 PA USD 89300.95000000 0.025054119849 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 85000.00000000 PA USD 71675.25000000 0.020109083987 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N RBC US GOVT MONEY MKT FUND N/A 000000000 100000.00000000 NS USD 100000.00000000 0.028055826784 Long STIV RF US N 1 N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 000000000 200000.00000000 PA USD 163128.57000000 0.045767069035 Long DBT CORP MX Y 2 2031-07-01 Fixed 2.43100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 1325000.00000000 PA USD 1054751.01000000 0.295919116375 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 000000000 31575.00000000 NS 3495565.51000000 0.980709804631 Long EC CORP FR N 2 N N N KOREA EAST-WEST POWER CO 988400N0YW2A27V3D553 5006EPAK7 200000.00000000 PA USD 187619.87000000 0.052638305740 Long DBT CORP KR N 2 2025-05-06 Fixed 1.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 235000.00000000 PA USD 198855.60000000 0.055790582687 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 404000.00000000 PA USD 300735.12000000 0.084373724347 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 4200000.00000000 PA 311056.52000000 0.087269478453 Long DBT NUSS SE Y 2 2031-05-12 Fixed 0.12500000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAC1 300000.00000000 PA USD 225302.09000000 0.063210364112 Long DBT CORP KR N 2 2031-01-19 Fixed 2.37500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 000000000 100000.00000000 PA 71417.24000000 0.020036697148 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 260000.00000000 PA USD 248690.82000000 0.069772265688 Long DBT CORP FR N 2 2025-11-24 Fixed 4.75000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 215000.00000000 PA USD 198476.22000000 0.055684144492 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1015000.00000000 PA USD 1007387.50000000 0.282630892050 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 50000.00000000 PA USD 49530.00000000 0.013896051006 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 150000.00000000 PA USD 126420.00000000 0.035468176221 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CA6 340000.00000000 PA USD 317031.85000000 0.088945906688 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.50000000 N N N N N N Aptiv PLC N/A 03835VAE6 100000.00000000 PA 93145.85000000 0.026132838333 Long DBT CORP JE N 2 2028-09-15 Fixed 1.60000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 430000.00000000 PA USD 444857.36000000 0.124808410360 Long DBT CORP NL N 2 2031-09-15 Fixed 8.12500000 N N N N N N SHRIRAM FINANCE LTD 335800TM2YO24B76XL26 000000000 245000.00000000 PA USD 241447.50000000 0.067740092375 Long DBT CORP IN Y 2 2024-03-13 Fixed 4.40000000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 55000.00000000 PA USD 42769.99000000 0.011999474310 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAP3 315000.00000000 PA USD 283322.06000000 0.079488346396 Long DBT CORP KR N 2 2026-05-06 Fixed 1.37500000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 5000.00000000 PA USD 4775.28000000 0.001339744285 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K94 915000.00000000 PA 620852.68000000 0.174185352488 Long DBT NUSS CA N 2 2025-09-01 Fixed 0.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 30000.00000000 PA USD 28905.67000000 0.008109724706 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 15000.00000000 PA USD 10931.61000000 0.003066953566 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 24011500.00000000 PA 1235302.29000000 0.346574270749 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAE4 110000.00000000 PA 80806.77000000 0.022671007421 Long DBT CORP CA N 2 2023-11-07 Fixed 3.25000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 30000.00000000 PA USD 25265.48000000 0.007088439305 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 200000.00000000 PA USD 159767.91000000 0.044824208087 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N Ing Financial Markets Llc KBVRJ5K57JZ3E2AVWX40 000000000 220880.50000000 PA USD 220880.50000000 0.061969850481 Long RA CORP US N 2 Repurchase Y 5.30000000 2023-10-02 234161.38000000 USD 225298.12000000 USD UST N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 000000000 65000.00000000 PA 68664.90000000 0.019264505405 Long DBT NUSS IE Y 2 2024-03-18 Fixed 3.40000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 2865.95000000 0.000804065967 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 2345000.00000000 AUD 1514635.50000000 USD 2023-12-20 2865.95000000 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBB4 245000.00000000 PA USD 204926.14000000 0.057493722874 Long DBT CORP JP N 2 2029-01-22 Fixed 2.71000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDZ8 200000.00000000 PA USD 189681.78000000 0.053216791638 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAT9 240000.00000000 PA USD 220658.36000000 0.061907527267 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 10000.00000000 PA USD 7951.18000000 0.002230769288 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 70000.00000000 PA USD 68621.02000000 0.019252194509 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 165000.00000000 PA USD 137110.66000000 0.038467529272 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 25873.00000000 NS USD 4007210.24000000 1.124255963832 Long EC CORP US N 1 N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAH3 205000.00000000 PA USD 172872.74000000 0.048500876492 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SE4 310000.00000000 PA USD 297441.30000000 0.083449615914 Long DBT NUSS CA N 2 2033-09-08 Fixed 4.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCS7 200000.00000000 PA USD 195463.05000000 0.054838774736 Long DBT CORP JP N 2 2033-01-13 Fixed 5.76600000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -4253.79000000 -0.00119343595 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 660000.00000000 NZD 391330.50000000 USD 2023-12-20 -4253.79000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -128622.94000000 -0.03608622925 N/A DFE JP N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 7114289.46000000 USD 1030640000.00000000 JPY 2023-12-20 -128622.94000000 N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAS9 240000.00000000 PA USD 213841.72000000 0.059995062556 Long DBT NUSS KR N 2 2027-04-18 Fixed 2.12500000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 30000.00000000 PA USD 29650.54000000 0.008318704143 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 160000.00000000 PA USD 157265.60000000 0.044122164327 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 20000.00000000 PA USD 19601.70000000 0.005499418998 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 35000.00000000 PA USD 27522.17000000 0.007721572342 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N DREYFUS TREASURY & AGENCY LEX N/A 000000000 100000.00000000 NS USD 100000.00000000 0.028055826784 Long STIV RF US N 1 N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 31707.00000000 NS USD 7866506.70000000 2.207013493758 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 342000.00000000 NS 5550007.43000000 1.557100471098 Long EC CORP TW N 2 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 15000.00000000 PA USD 15176.33000000 0.004257844857 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AH2 45000.00000000 PA USD 55588.04000000 0.015595684215 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 10000.00000000 PA USD 11915.00000000 0.003342851761 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 365000.00000000 PA USD 301758.38000000 0.084660808401 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 214435.84000000 PA USD 214346.42000000 0.060136660314 Long LON CORP PA N 2 2027-08-08 Variable 8.32700000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 200000.00000000 PA USD 188844.05000000 0.052981759561 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHH7 155000.00000000 PA USD 152130.08000000 0.042681351732 Long DBT UST US N 2 2026-06-15 Fixed 4.12500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 000000000 720000.00000000 PA USD 595249.42000000 0.167002146212 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 200000.00000000 PA USD 193154.91000000 0.054191206975 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 200000.00000000 PA USD 197350.97000000 0.055368446301 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 215000.00000000 PA 256889.75000000 0.072072543287 Long DBT NUSS GB Y 2 2024-09-07 Fixed 2.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 140000.00000000 PA USD 151494.13000000 0.042502930701 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N WESTERN ASST GOV FD N/A 000000000 150000.00000000 NS USD 150000.00000000 0.042083740177 Long STIV RF US N 1 N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 20000.00000000 PA USD 17149.42000000 0.004811411569 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 305000.00000000 PA USD 261156.25000000 0.073269545137 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDY4 360000.00000000 PA USD 292429.69000000 0.082043567293 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 200000.00000000 PA USD 183728.08000000 0.051546431879 Long DBT CORP MX Y 2 2027-10-04 Fixed 4.00000000 N N N N N N GTCR W MERGER SUB LLC N/A 92943EAB2 45000.00000000 PA USD 45017.64000000 0.012630071100 Long LON CORP US N 2 2030-09-20 None 0.00000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 4799.00000000 NS USD 5317627.93000000 1.491904481095 Long EC CORP US N 1 N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAA4 400000.00000000 PA USD 389000.00000000 0.109137166192 Long DBT CORP MU N 2 2024-11-11 Fixed 4.75500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABV8 350000.00000000 PA USD 337509.28000000 0.094691018979 Long DBT CORP US N 2 2024-06-14 Fixed 0.87500000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 000000000 405000.00000000 PA 332125.55000000 0.093180569015 Long DBT NUSS IE Y 2 2031-10-18 None 0.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 500000000.00000000 PA 368686.02000000 0.103437911150 Long DBT NUSS KR N 2 2023-12-10 Fixed 0.87500000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 10000.00000000 PA USD 8554.73000000 0.002400100230 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 135000.00000000 PA USD 108000.00000000 0.030300292927 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 20000.00000000 PA USD 16750.00000000 0.004699350986 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABL0 175000.00000000 PA USD 174810.94000000 0.049044654527 Long DBT CORP US N 2 2030-04-08 Fixed 6.37500000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 59336.28000000 PA USD 56344.68000000 0.015807965823 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 350000.00000000 PA USD 282618.96000000 0.079291085878 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N AIR CANADA 2015-2A PTT N/A 009088AB1 115928.53000000 PA USD 104134.88000000 0.029215901555 Long DBT CORP CA N 2 2027-12-15 Fixed 4.12500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 100000.00000000 PA 105914.68000000 0.029715239160 Long DBT CORP ES Y 2 2033-02-23 Fixed 6.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 125000.00000000 PA USD 50901.25000000 0.014280766531 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 200000.00000000 PA USD 181878.31000000 0.051027463612 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 60000.00000000 PA USD 57941.40000000 0.016255938820 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 135000.00000000 PA USD 127372.50000000 0.035735407971 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 415000.00000000 PA USD 324366.11000000 0.091003593969 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 171120.00000000 PA USD 149706.33000000 0.042001348630 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 45000.00000000 PA USD 26923.95000000 0.007553736775 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 28262.00000000 NS USD 10327217.42000000 2.897386231033 Long EC CORP US N 1 N N N WELLS FARGO GOVT FD LEX N/A 000000000 150000.00000000 NS USD 150000.00000000 0.042083740177 Long STIV RF US N 1 N N NATIONSTAR MTG HLD INC N/A 63861CAD1 55000.00000000 PA USD 44655.96000000 0.012528598786 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N STAR PARENT, INC. 2023 TERM LOAN B 254900GRGCJYRMDRWT73 000000000 142632.52000000 PA USD 139642.80000000 0.039177942085 Long LON CORP US N 2 2030-09-19 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 40491.68000000 0.011360275603 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5516862000.00000000 COP 1366574.68000000 USD 2023-12-20 40491.68000000 N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAF2 310000.00000000 PA USD 240466.80000000 0.067464948882 Long DBT NUSS IN N 2 2031-01-13 Fixed 2.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 50000.00000000 PA USD 38951.71000000 0.010928224287 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 660000.00000000 PA USD 599156.25000000 0.168098239669 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 1120000.00000000 PA 787982.28000000 0.221074943570 Long DBT NUSS SG N 2 2026-06-01 Fixed 2.12500000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 70000.00000000 PA USD 59535.00000000 0.016703036476 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 40505.00000000 NS USD 5874035.10000000 1.648009112928 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 355000.00000000 PA USD 314519.69000000 0.088241099430 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 91514.00000000 NS USD 11633259.68000000 3.263807185234 Long EC CORP US N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 10764.00000000 NS 1774582.90000000 0.497873904574 Long EC CORP FR N 2 N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 892331AR0 240000.00000000 PA USD 234149.10000000 0.065692465913 Long DBT CORP JP N 2 2033-07-13 Fixed 5.12300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHJ3 650000.00000000 PA USD 616941.40000000 0.173088010547 Long DBT UST US N 2 2030-06-30 Fixed 3.75000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 30000.00000000 PA USD 29271.94000000 0.008212484782 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 95000.00000000 PA USD 90541.83000000 0.025402258992 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 475000.00000000 PA USD 417515.50000000 0.117137425479 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 200000.00000000 PA USD 190557.96000000 0.053462611182 Long DBT CORP GB Y 2 2032-05-13 Fixed 5.62500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 10000.00000000 PA USD 8028.40000000 0.002252433997 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 10000.00000000 PA USD 8000.00000000 0.002244466142 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y ETSY INC USD XXXX N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 355000.00000000 PA USD 273962.05000000 0.076862318203 Long DBT CORP NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 200000.00000000 PA USD 196105.97000000 0.055019151257 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 265000.00000000 PA USD 236427.69000000 0.066331743177 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 235000.00000000 PA USD 179808.98000000 0.050446895972 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 25000.00000000 PA USD 19327.50000000 0.005422489921 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 895000.00000000 PA 787993.64000000 0.221078130712 Long DBT NUSS IT Y 2 2030-04-01 Fixed 1.35000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 100000.00000000 PA USD 87371.34000000 0.024512751809 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 50000.00000000 PA USD 37517.75000000 0.010525914953 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 000000000 53007.00000000 PA USD 53007.00000000 0.014871552103 Long RA CORP US N 2 Repurchase Y 5.42000000 2023-10-02 592.06000000 USD 58997.84000000 USD EQT N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 585000.00000000 PA 703493.18000000 0.197370828022 Long DBT NUSS GB Y 2 2027-01-29 Fixed 4.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 35000.00000000 PA USD 33685.07000000 0.009450624891 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 20000.00000000 PA USD 18718.23000000 0.005251554185 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 1045000.00000000 PA 95398.68000000 0.026764888415 Long DBT NUSS SE Y 2 2023-11-13 Fixed 1.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 110000.00000000 PA USD 105053.24000000 0.029473555046 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N Halma PLC 2138007FRGLUR9KGBT40 000000000 116000.00000000 NS 2725276.42000000 0.764598831799 Long EC CORP GB N 2 N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 128472.67000000 PA USD 120478.42000000 0.033801216828 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAB1 200000.00000000 PA USD 193191.14000000 0.054201371601 Long DBT CORP HK N 2 2025-03-11 Fixed 3.20000000 N N N N N N 2023-10-30 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer XXXX