NPORT-P false 0000804239 XXXXXXXX S000035780 C000109625 C000147404 SEI INSTITUTIONAL MANAGED TRUST 811-04878 0000804239 9FTE3UO0Y1HGMNV0D371 2 OLIVER STREET BOSTON 02109 8003455734 SIMT Multi-Asset Income Fund S000035780 0ZCM0U5P3NFTL2OJ8D74 2022-09-30 2022-06-30 N 753661841.46 9944487.14 743717354.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19804231.63000000 USD N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BF0 1000000.00000000 PA USD 1019785.49000000 0.137120034120 Long DBT CORP US N 2 2026-06-01 Fixed 4.87500000 N N N N N N PRECISION MEDICINE GROUP, LLC N/A 74028HAF2 44430.77000000 PA USD -3443.38000000 -0.00046299578 Long LON US N 2 2027-11-18 Floating 3.75000120 N N N N N N AUTOKINITON US HOLDINGS, INC. N/A 05278HAB2 218350.00000000 PA USD 201427.88000000 0.027083928972 Long LON US N 2 2028-04-06 Floating 5.61985920 N N N N N N BRK: JPMORGAN CHASE BANK, N.A. N/A N/A 3000000.00000000 NC -16300.02000000 -0.00219169552 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK, N.A. N/A Y 2032-09-21 0.00000000 PLN -25039.44000000 PLN -3000000.00000000 PLN 8739.42000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KJA8 250000.00000000 PA USD 214568.55000000 0.028850819300 Long DBT USGA US N 2 2034-01-25 Floating 3.97566000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AA2 460000.00000000 PA USD 396291.64000000 0.053285248447 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N BRK: DEUTSCHE BANK AG N/A N/A 340000.00000000 NC 99090.12000000 0.013323626163 N/A DIR XX N 2 BRK: DEUTSCHE BANK AG N/A Y 2052-09-21 90529.05000000 EUR 0.00000000 EUR -340000.00000000 EUR 8561.07000000 N N N AIR CANADA N/A C0102MAP0 600000.00000000 PA USD 550500.00000000 0.074020055710 Long LON US N 2 2028-08-11 Floating 4.25000160 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAA6 420000.00000000 PA USD 395224.20000000 0.053141720803 Long DBT NUSS MX N 2 2170-09-27 Fixed 6.75000000 N N N N N N FORTRESS CREDIT BSL LIMITED N/A 34963GAE8 250000.00000000 PA USD 209387.00000000 0.028154109727 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 8.17428960 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236101 387.00000000 NS USD 22577.58000000 0.003035774258 Long EC US N 1 N N N GYP HOLDINGS III CORP. 549300055I1KJWZH9690 36261NAA5 470000.00000000 PA USD 366473.10000000 0.049275857000 Long DBT CORP US N 2 2029-05-01 Fixed 4.62500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 40000.00000000 PA USD 2408.00000000 0.000323778917 Long DBT NUSS LB N 2 2033-05-17 Fixed 8.20000000 Y N N N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 205887102 814.00000000 NS USD 27871.36000000 0.003747574241 Long EC US N 1 N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAK6 1680000.00000000 PA USD 1240344.00000000 0.166776261545 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 1150000.00000000 PA USD 950755.84000000 0.127838329235 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N BANCO DO BRASIL S.A. N/A G07402DP5 1920000.00000000 PA USD 1684204.80000000 0.226457644186 Long DBT NUSS BR N 2 2170-10-15 Fixed 6.25000000 N N N N N N N/A N/A 88829M105 12743.00000000 NS USD 0.01000000 0.000000001344 Long EC US N 3 N N N T. ROWE PRICE GROUP, INC. 549300SIV6FPS9Y7IH33 74144T108 351.00000000 NS USD 39877.11000000 0.005361863585 Long EC US N 1 N N N RESMED INC. 529900T3QE5253CCXF22 761152107 224.00000000 NS USD 46957.12000000 0.006313839488 Long EC US N 1 N N N Romania 315700IASY927EDWBK92 N/A 900000.00000000 PA 608395.97000000 0.081804729507 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2578.87000000 0.000346754043 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 7590000.00000000 MXN 377489.87000000 USD 2022-07-19 2578.87000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2D5 1000000.00000000 PA USD 976648.19000000 0.131319806419 Long DBT NUSS FR N 2 2025-01-09 Fixed 3.37500000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636Q104 1367.00000000 NS USD 431261.16000000 0.057987239035 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1666000.00000000 PA USD 1272674.06000000 0.171123351177 Long DBT NUSS FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N HGI CRE CLO LTD N/A 40441LAG1 330000.00000000 PA USD 319641.96000000 0.042978956742 Long ABS-MBS KY Y 2 2036-06-16 Floating 3.20928840 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 90.00000000 NS USD 35549.10000000 0.004779920731 Long EC US N 1 N N N GANNETT CO., INC. 549300JQ2PU0RI3ZBA32 36472TAA7 240000.00000000 PA USD 226748.31000000 0.030488505973 Long DBT CORP US N 2 2027-12-01 Fixed 6.00000000 N N N N N N ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 007903107 2598.00000000 NS USD 198669.06000000 0.026712978908 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 1512.00000000 NS USD 68523.84000000 0.009213693831 Long EC US N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FAZ1 180000.00000000 PA USD 124921.19000000 0.016796863657 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N TRITON WATER HOLDINGS, INC. N/A 89678QAB2 784075.42000000 PA USD 691389.86000000 0.092964061680 Long LON US N 2 2028-03-31 Floating 4.50600120 N N N N N N QUIKRETE HOLDING TL 1L B1 N/A 74839XAG4 670000.00000000 PA USD 630637.50000000 0.084795318589 Long LON US N 2 2028-06-11 Floating 4.05956880 N N N N N N PILOT TRAVEL CENTERS LLC N/A 72165NBH1 335701.13000000 PA USD 321014.21000000 0.043163469043 Long LON US N 2 2028-08-04 Floating 3.13400880 N N N N N N EATON CORPORATION PUBLIC LIMITED COMPANY 549300VDIGTMXUNT7H71 G29183103 620.00000000 NS USD 78113.80000000 0.010503156817 Long EC US N 1 N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123101 861.00000000 NS USD 153912.36000000 0.020695007196 Long EC US N 1 N N N ULTIMATE SOFTWARE GRP 4/19 COV-LITE N/A 90385KAB7 243750.00000000 PA USD 229766.06000000 0.030894271683 Long LON US N 2 2026-05-04 Floating 4.75599960 N N N N N N Government of Mongolia 254900PW61ADCBDCLP71 Y6142NAB4 200000.00000000 PA USD 196750.00000000 0.026454942708 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.62500000 N N N N N N TRUGREEN LIMITED PARTNERSHIP N/A 89787RAK8 200000.00000000 PA USD 191000.00000000 0.025681799529 Long LON US N 2 2028-11-02 Floating 9.55956960 N N N N N N DISH DBS Corporation N/A 25470XBE4 580000.00000000 PA USD 454627.20000000 0.061129029376 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N UNITED AIRLINES HOLDINGS, INC. 98450079DA0B78DD6764 910047109 552.00000000 NS USD 19551.84000000 0.002628934216 Long EC US N 1 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CJ7 530000.00000000 PA USD 424681.58000000 0.057102550792 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N INVESCO LTD. ECPGFXU8A2SHKVVGJI15 G491BT108 456.00000000 NS USD 7355.28000000 0.000988988620 Long EC US N 1 N N N TRIDENT TPI HLDNGS, INC. N/A 00216EAE9 675333.08000000 PA USD 632111.76000000 0.084993547122 Long LON US N 2 2028-09-15 Floating 5.05956960 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 150000.00000000 PA USD 145800.00000000 0.019604221839 Long DBT CORP US N 2 2171-03-05 Fixed 6.25000000 N N N N N N V.F. CORPORATION CWAJJ9DJ5Z7P057HV541 918204108 542.00000000 NS USD 23940.14000000 0.003218983644 Long EC US N 1 N N N Government National Mortgage Association N/A 38379VUJ1 340414.70600000 PA USD 34535.58000000 0.004643643152 Long DBT USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N RACKSPACE TECHNOLOGY GLOBAL, INC. N/A 75009XAB6 950300.00000000 PA USD 863585.13000000 0.116117383167 Long LON US N 2 2028-02-15 Floating 3.49999920 N N N N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AD3 330000.00000000 PA USD 228518.25000000 0.030726491545 Long DBT CORP US N 2 2029-07-15 Fixed 8.50000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752103 386.00000000 NS USD 186275.88000000 0.025046595849 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 230.82000000 0.000031035984 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 46001.00000000 AUD 31863.51000000 USD 2022-07-19 230.82000000 N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PC80 320000.00000000 PA USD 274476.19000000 0.036905981607 Long ABS-MBS US Y 2 2061-11-25 Floating 4.50000000 N N N N N N GLOBAL MEDICAL RESPONSE, INC. N/A 00169QAF6 1177055.45000000 PA USD 1092460.47000000 0.146891888921 Long LON US N 2 2025-10-02 Floating 5.24999880 N N N N N N DRYDEN CLO LTD N/A 26252KAJ4 770000.00000000 PA USD 686893.13000000 0.092359432788 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 7.64429040 N N N N N N BRK: CITIBANK, NA N/A N/A 12764846.00000000 NC -48602.49000000 -0.00653507541 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2024-01-02 8904.36000000 BRL 0.00000000 BRL -12764846.00000000 BRL -57506.85000000 N N N CORNERSTONE BUILDING BRANDS, INC. 549300IW41QEWQ6T0H29 21925DAA7 567000.00000000 PA USD 364264.95000000 0.048978949850 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N N/A N/A 011W8HLQ0 -2.00000000 NC USD -5575.00000000 -0.00074961273 N/A DIR US N 1 JP MORGAN N/A Put Written N/A Put Option 3500 Aug 2022 on S&P 500 Future (e-Mini) Sep 2022 -100.00000000 500.00000000 USD 2022-08-22 XXXX -1829.20000000 N N N WP CPP HOLDINGS, LLC N/A 92937JAM5 508688.21000000 PA USD 419306.60000000 0.056379832682 Long LON US N 2 2025-04-30 Floating 4.98999960 N N N N N N VZ Secured Financing B.V. 549300MG611MYCOWY949 91845AAA3 685000.00000000 PA USD 568550.00000000 0.076447052996 Long DBT NUSS NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 910000.00000000 PA USD 643279.00000000 0.086495090677 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L. N/A L9308UAU4 504330.29000000 PA USD 497647.91000000 0.066913580422 Long LON US N 2 2025-02-28 Floating 9.75600000 N N N N N N GNL Quintero S.A. 549300JJJIQXE6E1QY27 P4909LAA8 352960.00000000 PA USD 338594.53000000 0.045527313304 Long DBT NUSS CL N 2 2029-07-31 Fixed 4.63400000 N N N N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AJ3 530000.00000000 PA USD 427259.50000000 0.057449177099 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 1791.00000000 NS USD 228782.34000000 0.030762001003 Long EC US N 1 N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194105 188.00000000 NS USD 21266.56000000 0.002859494924 Long EC US N 1 N N N USD REC 1.800 16NOV22 N/A N/A 28100000.00000000 NC USD 12561.64000000 0.001689034137 N/A DIR US N 1 J.P. MORGAN SECURITIES N/A Put Purchased N/A N/A 0.00000000 1.80000000 USD 2022-11-16 XXXX -78763.36000000 N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K305 475.00000000 NS USD 1035148.50000000 0.139185739580 Long EC US N 1 N N N T-MOBILE US, INC. 549300QHIJYOHPACPG31 872590104 916.00000000 NS USD 123238.64000000 0.016570628516 Long EC US N 1 N N N US FOODS, INC. N/A 90351HAD0 667661.89000000 PA USD 628022.80000000 0.084443746855 Long LON US N 2 2026-09-13 Floating 3.57486120 N N N N N N NGL ENERGY OPERATING LLC 5493008CQD36WWZJ3O79 62922LAA6 1025000.00000000 PA USD 922500.00000000 0.124039057935 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N BLACKROCK, INC. 549300LRIF3NWCU26A80 09247X101 228.00000000 NS USD 138861.12000000 0.018671222231 Long EC US N 1 N N N BRAZIL MINAS SPE N/A G13201AA9 120000.00000000 PA USD 117300.00000000 0.015772120862 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAA9 100000.00000000 PA USD 107500.00000000 0.014454415965 Long DBT NUSS AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 1042.00000000 NS USD 35011.20000000 0.004707594867 Long EC US N 1 N N N CIFC FUNDING LTD N/A 12547DAG1 490000.00000000 PA USD 462295.89000000 0.062160159005 Long ABS-CBDO CORP KY Y 2 2033-07-15 Floating 3.94428960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANRY5 1503094.44270000 PA USD 150874.46000000 0.020286532124 Long DBT USGA US N 2 2045-05-25 Floating 3.97643040 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 760000.00000000 PA USD 625463.57000000 0.084099633599 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978VAS2 1100000.00000000 PA USD 920904.90000000 0.123824581294 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959E102 148.00000000 NS USD 14425.56000000 0.001939656230 Long EC US N 1 N N N American Airlines Pass Through Trust N/A 02378WAA7 325235.00000000 PA USD 301042.00000000 0.040478012009 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAN4 1000000.00000000 PA USD 950230.70000000 0.127767719077 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 500000.00000000 PA USD 493468.27000000 0.066351587351 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N AMERISOURCEBERGEN CORPORATION AI8GXW8LG5WK7E9UD086 03073E105 226.00000000 NS USD 31974.48000000 0.004299278457 Long EC US N 1 N N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327109 242.00000000 NS USD 44615.12000000 0.005998934909 Long EC US N 1 N N N BRK: BANK OF AMERICA, N.A. N/A N/A 2575000.00000000 NC -6763.29000000 -0.00090938983 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -2575000.00000000 BRL -6763.29000000 N N N CONNECTICUT AVENUE SECURITIES N/A 62547NAB5 530000.00000000 PA USD 492202.10000000 0.066181338534 Long ABS-MBS US N 2 2049-10-15 Floating 4.87356840 N N N N N N CARGO AIRCRAFT MANAGEMENT, INC 549300GH5J7LOMV44F11 14180LAA4 320000.00000000 PA USD 291820.80000000 0.039238132377 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 G51502105 1085.00000000 NS USD 51949.80000000 0.006985153660 Long EC US N 1 N N N PERATON CORP N/A 71360HAG2 582485.08000000 PA USD 540254.91000000 0.072642504153 Long LON US N 2 2029-02-01 Floating 9.00470880 N N N N N N Republica de Mocambique N/A N/A 220000.00000000 PA USD 158554.00000000 0.021319120641 Long DBT NUSS MZ N 2 2031-09-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -9942.49000000 -0.00133686405 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 12590000.00000000 MXN 611945.46000000 USD 2022-07-19 -9942.49000000 N N N Bundesrepublik Deutschland N/A N/A 5.00000000 NC 649169.39000000 0.087287110651 N/A DIR DE N 1 STIFEL NICOLAUS & CO., INC. N/A Long Germany Govt. Bond Futures Euro-BOBL Future Sep 2022 2022-09-11 673020.53000000 EUR -23851.14000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 8051.14000000 0.001082553735 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 390000.00000000 CAD 310404.03000000 USD 2022-07-19 8051.14000000 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 445.00000000 NS USD 21667.05000000 0.002913344683 Long EC US N 1 N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875P101 912.00000000 NS USD 100721.28000000 0.013542951420 Long EC US N 1 N N N MSCI INC. 549300HTIN2PD78UB763 55354G100 125.00000000 NS USD 51518.75000000 0.006927194814 Long EC US N 1 N N N HP INC. WHKXQACZ14C5XRO8LW03 40434L105 1668.00000000 NS USD 54677.04000000 0.007351857487 Long EC US N 1 N N N BRK: BANCO SANTANDER CENTRAL HISPANO N/A N/A 1690000.00000000 NC -5160.72000000 -0.00069390877 N/A DIR XX N 2 BRK: BANCO SANTANDER CENTRAL HISPANO N/A Y 2024-01-02 1131.92000000 BRL 0.00000000 BRL -1690000.00000000 BRL -6292.64000000 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348106 375.00000000 NS USD 83966.25000000 0.011290075391 Long EC US N 1 N N N ENGINEERED MACHINERY HOLDINGS, INC. N/A 26658NAP4 721640.99000000 PA USD 676091.01000000 0.090906983153 Long LON US N 2 2028-05-19 Floating 4.75599960 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AA1 175000.00000000 PA USD 148389.74000000 0.019952437460 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N MOHAWK INDUSTRIES, INC. 549300JI1115MG3Q6322 608190104 83.00000000 NS USD 10299.47000000 0.001384863475 Long EC US N 1 N N N ITAU UNIBANCO HOLDING S.A. N/A 465562AA4 1120000.00000000 PA USD 896112.00000000 0.120490935809 Long DBT NUSS BR N 2 2170-08-27 Fixed 4.62500000 N N N N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266AJ0 170000.00000000 PA USD 169430.50000000 0.022781571388 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 375000.00000000 PA USD 322327.05000000 0.043339993093 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 40000.00000000 PA USD 2408.00000000 0.000323778917 Long DBT NUSS LB N 2 2031-11-20 Fixed 7.15000000 Y N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 430000.00000000 PA USD 303322.00000000 0.040784580087 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBE0 640000.00000000 PA USD 547200.00000000 0.073576338755 Long DBT NUSS US N 2 2027-02-15 Fixed 5.87500000 N N N N N N Schlumberger N.V. 213800ZUA17OK3QLGM62 806857108 2180.00000000 NS USD 77956.80000000 0.010482046646 Long EC US N 1 N N N RAYONIER A.M. PRODUCTS INC. 549300ZGRDDK1QM6MM16 75508EAB4 125000.00000000 PA USD 109062.50000000 0.014664509220 Long DBT CORP US N 2 2026-01-15 Fixed 7.62500000 N N N N N N CARLYLE US CLO LTD N/A 14316FAG1 850000.00000000 PA USD 773435.40000000 0.103995879013 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 7.54428960 N N N N N N BELLIS ACQUISITION COMPANY PLC 259400CYE2267UB4A481 N/A 200000.00000000 PA 188239.29000000 0.025310595336 Long DBT NUSS GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N ZIPRECRUITER, INC. 549300HLOVNNFCY2IV80 98980BAA1 200000.00000000 PA USD 168000.00000000 0.022589226810 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N IDERA, INC N/A 45168RAS2 175000.00000000 PA USD 165375.00000000 0.022236270142 Long LON US N 2 2029-03-02 Floating 7.81999920 N N N N N N KNIGHT HEALTH HOLDINGS N/A N/A 648375.00000000 PA USD 531667.50000000 0.071487843723 Long LON US N 2 2028-12-23 Floating 6.30956880 N N N N N N EURO N/A N/A 1.00000000 NC -95813.02000000 -0.01288298833 N/A DFE XX N 2 BNP PARIBAS N/A 1718084.65000000 USD 1549890.53000000 EUR 2022-07-19 -95813.02000000 N N N APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. N/A 03768DAC1 1069200.00000000 PA USD 946242.00000000 0.127231399738 Long LON US N 3 2028-03-11 Floating 5.14157040 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 13427.43000000 0.001805447986 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1110000.00000000 AUD 776721.29000000 USD 2022-07-19 13427.43000000 N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC -569689.74000000 -0.07660030207 N/A DFE NO N 2 MORGAN STANLEY & CO, INC N/A 4739709.82000000 USD 41173385.26000000 NOK 2022-07-19 -569689.74000000 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 2461.00000000 NS USD 242999.14000000 0.032673587430 Long EC US N 1 N N N TWITTER, INC. 549300I8RX485XMK6836 90184L102 1220.00000000 NS USD 45615.80000000 0.006133486025 Long EC US N 1 N N N UFC HOLDINGS, LLC N/A 90266UAJ2 348095.47000000 PA USD 323380.69000000 0.043481665194 Long LON US N 2 2026-04-29 Floating 3.49999920 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 840000.00000000 PA USD 605060.47000000 0.081356239233 Long DBT CORP BR N 2 2031-01-14 Fixed 3.12500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAW6 360000.00000000 PA USD 113487.85000000 0.015259540380 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 Y N N N N N BENEFIT STREET PARTNERS CLO LTD N/A 08180FBN0 340000.00000000 PA USD 320749.54000000 0.043127881598 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 4.66270920 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05973KAA5 1340000.00000000 PA USD 1108850.00000000 0.149095619936 Long DBT NUSS MX N 2 2171-01-24 Fixed 5.87500000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165CAP9 270000.00000000 PA USD 179266.50000000 0.024104116833 Long DBT CORP US N 2 2026-06-15 Fixed 12.00000000 N N Y N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M102 3654.00000000 NS USD 589207.50000000 0.079224653906 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AG4 400000.00000000 PA USD 395668.02000000 0.053201396700 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428X106 378.00000000 NS USD 85696.38000000 0.011522708123 Long EC US N 1 N N N Romania 315700IASY927EDWBK92 N/A 90000.00000000 PA 55554.37000000 0.007469823001 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 761118VZ8 1290273.12400000 PA USD 302968.26000000 0.040737016319 Long ABS-MBS US N 2 2046-02-25 Floating 1.89357120 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEN4 440000.00000000 PA USD 365995.92000000 0.049211695528 Long DBT NUSS DO N 2 2033-02-22 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 430000.00000000 PA USD 372810.00000000 0.050127914567 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14314LAC9 1044773.70420000 PA USD 1018904.06000000 0.137001517321 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 2.46129120 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 721283AA7 983000.00000000 PA USD 798009.23000000 0.107300068415 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571903202 423.00000000 NS USD 57532.23000000 0.007735765431 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW55 360000.00000000 PA USD 205200.00000000 0.027591127033 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Mexico City Airport Trust N/A 59284MAC8 1190000.00000000 PA USD 1021912.50000000 0.137406031211 Long DBT NUSS MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 657.00000000 NS USD 69825.96000000 0.009388776474 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 177700.32000000 0.023893528767 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 69836360000.00000000 IDR 4855479.39000000 USD 2022-07-19 177700.32000000 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 750000.00000000 PA USD 693787.50000000 0.093286447595 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 230000.00000000 PA USD 186300.00000000 0.025049839017 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N WENDY'S INTERNATIONAL, LLC 549300PQTT267ME8D359 950590AG4 570000.00000000 PA USD 579262.50000000 0.077887452354 Long DBT CORP US N 2 2025-12-15 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 38381BG65 197319.24020000 PA USD 22216.43000000 0.002987214144 Long DBT USGA US N 2 2049-01-20 Floating 4.45485960 N N N N N N EXTRA SPACE STORAGE INC. N/A 30225T102 203.00000000 NS USD 34534.36000000 0.004643479111 Long EC US N 1 N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AD6 1100000.00000000 PA USD 914254.00000000 0.122930303386 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBG5 360000.00000000 PA USD 275400.00000000 0.037030196808 Long DBT NUSS US N 2 2029-02-15 Fixed 7.75000000 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 N/A 1480000.00000000 PA USD 1102955.20000000 0.148303006994 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211K100 231.00000000 NS USD 13333.32000000 0.001792793985 Long EC US N 1 N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730109 324.00000000 NS USD 28968.84000000 0.003895141054 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 6467.00000000 NS USD 241930.47000000 0.032529894400 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 902973304 2107.00000000 NS USD 96964.14000000 0.013037767565 Long EC US N 1 N N N BRK: DEUTSCHE BANK AG N/A N/A 500000.00000000 NC 44236.23000000 0.005947989480 N/A DIR XX N 2 BRK: DEUTSCHE BANK AG N/A Y 2032-09-21 42788.61000000 GBP 0.00000000 GBP -500000.00000000 GBP 1447.62000000 N N N CHARTER COMMUNICATIONS, INC. 0J0XRGZE3PBRFEZ7MV65 16119P108 186.00000000 NS USD 87146.58000000 0.011717701556 Long EC US N 1 N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BL7 530000.00000000 PA USD 491575.00000000 0.066097018866 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N PENN VIRGINIA ESCROW LLC N/A 70789PAA2 570000.00000000 PA USD 547051.77000000 0.073556407796 Long DBT CORP US N 2 2026-08-15 Fixed 9.25000000 N N N N N N CALATLANTIC GROUP, INC. N/A 128195AN4 330000.00000000 PA USD 326748.30000000 0.043934472969 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 2115000.00000000 PA USD 1969610.84000000 0.264833249965 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N NIO INC. 549300JBU4TV5OCKJV96 62914VAF3 1350000.00000000 PA USD 1011825.00000000 0.136049669154 Long DBT CORP CN N 2 2027-02-01 Fixed 0.50000000 N N N N N N KOC HOLDING ANONIM SIRKETI 7890005U0H950VH19H45 N/A 2170000.00000000 PA USD 2018273.60000000 0.271376429267 Long DBT NUSS TR N 2 2025-03-11 Fixed 6.50000000 N N N N N N ASSURANT, INC. H3F39CAXWQRVWURFXL38 04621X108 88.00000000 NS USD 15210.80000000 0.002045239352 Long EC US N 1 N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160109 219.00000000 NS USD 31119.90000000 0.004184371901 Long EC US N 1 N N N METIS MERGER SUB, LLC N/A 59155LAA0 287000.00000000 PA USD 228063.74000000 0.030665378275 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N DEERFIELD DAKOTA HOLDING LLC N/A 24440EAB3 245625.00000000 PA USD 229352.34000000 0.030838643023 Long LON US N 2 2027-04-09 Floating 4.78409040 N N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 91822Q2B2 340000.00000000 PA USD 324101.60000000 0.043578598525 Long DBT NUSS UZ N 2 2024-02-20 Fixed 4.75000000 N N N N N N GANNETT HOLDINGS LLC N/A 36474GAA3 490000.00000000 PA USD 410375.00000000 0.055178892574 Long DBT CORP US N 2 2026-11-01 Fixed 6.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 3200000.00000000 PA USD 3207424.00000000 0.431269215565 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. N/A 03768DAB3 19746.19000000 PA USD 17722.21000000 0.002382922745 Long LON US N 2 2026-05-15 Floating 3.80957040 N N N N N N MODERNA, INC. 549300EI6OKH5K5Q2G38 60770K107 549.00000000 NS USD 78424.65000000 0.010544953609 Long EC US N 1 N N N SKYWORKS SOLUTIONS, INC. 549300WZ3ORQ2BVKBD96 83088M102 237.00000000 NS USD 21955.68000000 0.002952153781 Long EC US N 1 N N N BOYNE USA, INC. N/A 103557AC8 520000.00000000 PA USD 450288.80000000 0.060545689485 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N AIR PRODUCTS AND CHEMICALS, INC. 7QEON6Y1RL5XR3R1W237 009158106 344.00000000 NS USD 82725.12000000 0.011123193444 Long EC US N 1 N N N ADAPTHEALTH, LLC N/A 00653VAC5 295000.00000000 PA USD 242637.50000000 0.032624961430 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N AFC GAMMA, INC. 5493005G0MGS3E0E7218 00109KAA3 300000.00000000 PA USD 262907.92000000 0.035350515686 Long DBT CORP US N 2 2027-05-01 Fixed 5.75000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 643000.00000000 PA USD 467801.79000000 0.062900480576 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N TELEDYNE TECHNOLOGIES INCORPORATED 549300VSMO9KYQWDND94 879360105 68.00000000 NS USD 25507.48000000 0.003429727685 Long EC US N 1 N N N CROSBY US ACQUISITION CORP. N/A 22739PAH9 996812.50000000 PA USD 929527.66000000 0.124983994873 Long LON US N 2 2026-06-26 Floating 6.39156960 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 220000.00000000 PA USD 188793.34000000 0.025385092724 Long DBT CORP US N 2 2171-05-15 Fixed 7.12500000 N N N N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376100 178.00000000 NS USD 17296.26000000 0.002325649643 Long EC US N 1 N N N N/A N/A 011C0QHB4 17.00000000 NC USD 70975.00000000 0.009543276029 N/A DIR US N 1 JP MORGAN N/A Put Purchased N/A Put Option 3500 Sep 2022 on S&P 500 Future (e-Mini) Sep 2022 850.00000000 500.00000000 USD 2022-09-19 XXXX -7048.20000000 N N N UNITED AIRLINES PASS THROUGH TRUST 2020-1 N/A 90932VAA3 66400.00000000 PA USD 63054.06000000 0.008478228944 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 92858RAB6 490000.00000000 PA USD 395846.50000000 0.053225395064 Long DBT NUSS GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 410000.00000000 PA USD 24682.00000000 0.003318733905 Long DBT NUSS LB N 2 2027-11-29 Fixed 6.75000000 Y N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460105 211.00000000 NS USD 28063.00000000 0.003773342095 Long EC US N 1 N N N NOBLE CORPORATION N/A G6610J209 2884.00000000 NS USD 73109.40000000 0.009830266777 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 620000.00000000 PA 400952.74000000 0.053911978478 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N THE COOPER COMPANIES, INC. QJKMVPIGLH7530PCUE20 216648402 71.00000000 NS USD 22231.52000000 0.002989243140 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CAW9 1865000.00000000 PA USD 1893142.37000000 0.254551323698 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST N/A 32028GAE5 610724.74000000 PA USD 600569.67000000 0.080752407687 Long ABS-MBS US N 2 2036-11-25 Floating 1.78356960 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 893.00000000 NS USD 115563.13000000 0.015538581872 Long EC US N 1 N N N TABOOLA, INC. N/A 87336JAB6 1417875.00000000 PA USD 1325713.13000000 0.178254967737 Long LON US N 2 2028-09-01 Floating 5.06999880 N N N N N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 94106L109 598.00000000 NS USD 91482.04000000 0.012300646135 Long EC US N 1 N N N PERATON CORP N/A 71360HAB3 1133950.04000000 PA USD 1062465.83000000 0.142858819123 Long LON US N 2 2028-02-01 Floating 4.80957120 N N N N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 446413106 70.00000000 NS USD 15247.40000000 0.002050160576 Long EC US N 1 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 504.00000000 NS USD 132814.08000000 0.017858139147 Long EC US N 1 N N N TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI 789000KAIHOLSQKQ9858 N/A 760000.00000000 PA USD 729584.80000000 0.098099741220 Long DBT NUSS TR N 2 2024-03-28 Fixed 8.12500000 N N N N N N Banco de Bogota S.A. 549300LYHE7LWSKDZT53 P09252AK6 400000.00000000 PA USD 380000.00000000 0.051094679691 Long DBT NUSS CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 450000.00000000 PA USD 416585.25000000 0.056013920823 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 74834L100 175.00000000 NS USD 23271.50000000 0.003129078522 Long EC US N 1 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 BM7280605 1410000.00000000 PA 1057061.46000000 0.142132149244 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N BRK: GOLDMAN SACHS N/A N/A 3625000.00000000 NC USD 40241.83000000 0.005410903721 N/A DIR XX N 2 BRK: GOLDMAN SACHS N/A Y 2047-08-15 41654.83000000 USD 0.00000000 USD -3625000.00000000 USD -1413.00000000 N N N APIDOS CLO N/A 03766AAE5 1380000.00000000 PA USD 1253191.80000000 0.168503772665 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 7.81270920 N N N N N N Government National Mortgage Association N/A 38381BZG2 246336.62580000 PA USD 25942.89000000 0.003488272775 Long DBT USGA US N 2 2049-01-20 Floating 4.45485960 N N N N N N N/A N/A N/A -15916000.00000000 NC USD 264662.00000000 0.035586368727 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2023-06-20 235837.47000000 USD 0.00000000 USD -15916000.00000000 USD 28824.53000000 N N N N/A N/A 011W8HLT7 16.00000000 NC USD 117600.00000000 0.015812458767 N/A DIR US N 1 J.P. MORGAN SECURITIES N/A Put Purchased N/A Put Option 3800 Aug 2022 on S&P 500 Future (e-Mini) Sep 2022 800.00000000 800.00000000 USD 2022-08-22 XXXX 54766.70000000 N N N GLOBAL AIRCRAFT LEASING CO., LTD N/A 37960JAA6 1627902.00000000 PA USD 1233135.77000000 0.165807045221 Long DBT NUSS KY N 2 2024-09-15 Fixed 7.25000000 N N Y N N N WEC ENERGY GROUP, INC. 549300IGLYTZUK3PVP70 92939U106 480.00000000 NS USD 48307.20000000 0.006495370817 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 744573106 773.00000000 NS USD 48915.44000000 0.006577154575 Long EC US N 1 N N N N/A N/A 011W8HLP1 -15.00000000 NC USD -29250.00000000 -0.00393294573 N/A DIR US N 1 JP MORGAN N/A Put Written N/A Put Option 3400 Aug 2022 on S&P 500 Future (e-Mini) Sep 2022 -750.00000000 400.00000000 USD 2022-08-22 XXXX 25468.50000000 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBN9 1325000.00000000 PA USD 977518.75000000 0.131436861641 Long DBT CORP US N 2 2170-08-15 Fixed 4.70000000 N N N N N N ANSYS, INC. 549300VJV8H15Z5FJ571 03662Q105 144.00000000 NS USD 34457.76000000 0.004633179500 Long EC US N 1 N N N HOWMET AEROSPACE INC. 549300HO5WFZUT5N2T22 443201108 627.00000000 NS USD 19719.15000000 0.002651430665 Long EC US N 1 N N N MINERVA MERGER SUB, INC. N/A 60337JAA4 1610000.00000000 PA USD 1338859.90000000 0.180022678269 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N PETSMART LLC N/A 71677HAL9 0.01000000 PA USD 0.01000000 0.000000001344 Long LON US N 2 2028-02-11 Floating 4.50000000 N N N N N N Arcis 11/21 Cov-Lite TLB N/A N/A 700000.00000000 PA USD 673750.00000000 0.090592211689 Long LON US N 2 2028-11-24 Floating 5.30957160 N N N N N N Government National Mortgage Association N/A 38382FV84 833036.85800000 PA USD 144589.46000000 0.019441453014 Long DBT USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N DUPONT DE NEMOURS, INC. 5493004JF0SDFLM8GD76 26614N102 788.00000000 NS USD 43797.04000000 0.005888936132 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135106 13829.00000000 NS USD 1468778.09000000 0.197491436964 Long EC US N 1 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 950000.00000000 PA USD 646665.00000000 0.086950371165 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 2120000.00000000 PA USD 1808508.40000000 0.243171466887 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N PAR PHARMACEUTICAL, INC. N/A 69888XAA7 590000.00000000 PA USD 448400.00000000 0.060291722035 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N PARALLEL LTD N/A 69915XAS5 750000.00000000 PA USD 719461.50000000 0.096738565507 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 3.06271080 N N N N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AQ0 477000.00000000 PA USD 414990.00000000 0.055799424013 Long DBT NUSS CO N 2 2029-03-25 Fixed 6.25000000 N N N N N N OZLM FUNDING LTD N/A 67108WBL2 650000.00000000 PA USD 602452.50000000 0.081005572412 Long ABS-CBDO CORP KY N 2 2029-07-17 Floating 4.04429040 N N N N N N CLOUDERA, INC. N/A 74339VAB4 1172062.50000000 PA USD 1075367.34000000 0.144593552073 Long LON US N 2 2028-10-08 Floating 4.80957120 N N N N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 670.00000000 NS USD 140726.80000000 0.018922080973 Long EC US N 1 N N N PLAYA RESORTS HOLDING B.V. N/A 72812NAD8 620640.04000000 PA USD 584307.77000000 0.078565837761 Long LON US N 2 2024-04-29 Floating 3.80999880 N N N N N N BERRY PETROLEUM COMPANY, LLC DQ2XTZKV7SILNNV77403 08580BAA4 1200000.00000000 PA USD 1056000.00000000 0.141989425669 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109104 952.00000000 NS USD 64983.52000000 0.008737663525 Long EC US N 1 N N N IDEX CORPORATION 549300U5Y5EL6PHYLF13 45167R104 128.00000000 NS USD 23248.64000000 0.003126004773 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 369.86000000 0.000049731258 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 28001.00000000 AUD 19624.81000000 USD 2022-07-19 369.86000000 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAE6 790000.00000000 PA USD 736724.34000000 0.099059721508 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N SYNOPSYS, INC. QG7T915N9S0NY5UKNE63 871607107 238.00000000 NS USD 72280.60000000 0.009718826591 Long EC US N 1 N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 447.00000000 NS USD 133863.09000000 0.017999188700 Long EC US N 1 N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408103 3466.00000000 NS USD 100721.96000000 0.013543042852 Long EC US N 1 N N N MILANO ACQUISITION N/A 59909TAC8 1975000.00000000 PA USD 1863906.25000000 0.250620244259 Long LON US N 2 2027-10-01 Floating 5.00600160 N N N N N N TEXTRON INC. 3PPKBHUG1HD6BO7RNR87 883203101 374.00000000 NS USD 22840.18000000 0.003071083371 Long EC US N 1 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324P102 1490.00000000 NS USD 765308.70000000 0.102903165504 Long EC US N 1 N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 78410G104 167.00000000 NS USD 53448.35000000 0.007186648219 Long EC US N 1 N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 U0201TAB6 649000.00000000 PA USD 549274.66000000 0.073855296882 Long DBT NUSS US N 2 2027-07-15 Fixed 9.75000000 N N N N N N BRK: MORGAN STANLEY N/A CDS860793 -440000.00000000 NC USD 44130.03000000 0.005933709862 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-06-20 75082.11000000 USD 0.00000000 USD -440000.00000000 USD -30952.08000000 N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAA7 230000.00000000 PA USD 179452.90000000 0.024129180118 Long DBT CORP US N 2 2030-01-15 Fixed 5.62500000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661107 1046.00000000 NS USD 182704.82000000 0.024566432252 Long EC US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 250000.00000000 PA USD 245830.74000000 0.033054323470 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851102 1011.00000000 NS USD 256308.72000000 0.034463189343 Long EC US N 1 N N N USA COMPRESSION PARTNERS, LP N/A 91740PAC2 1175000.00000000 PA USD 1068897.50000000 0.143723619435 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N THE CHEESECAKE FACTORY INCORPORATED 529900872XMLK10SY247 163072AA9 138000.00000000 PA USD 105225.00000000 0.014148520185 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 100000.00000000 PA USD 6020.00000000 0.000809447294 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556102 625.00000000 NS USD 339550.00000000 0.045655785498 Long EC US N 1 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 520000.00000000 PA USD 336758.46000000 0.045280435913 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Romania 315700IASY927EDWBK92 N/A 110000.00000000 PA 78302.82000000 0.010528572386 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAL5 330000.00000000 PA USD 305595.36000000 0.041090255353 Long DBT NUSS IE N 2 2026-04-15 Fixed 4.25000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 2570000.00000000 PA USD 143920.00000000 0.019351437634 Long DBT NUSS VE N 2 2027-04-12 Floating 0.00000000 Y N N N N N USD REC 3.00 05MAY23 N/A N/A 2600000.00000000 NC USD 68306.81000000 0.009184512046 N/A DIR US N 1 DEUTSCHE BANK SECURITIES, INC. N/A Call Purchased N/A N/A 0.00000000 3.00000000 USD 2023-05-05 XXXX -22650.96000000 N N N CENTERPOINT ENERGY, INC. 21TPXMRRHFKOBHDC8J74 15189T107 1045.00000000 NS USD 30911.10000000 0.004156296719 Long EC US N 1 N N N GLOBAL AIRCRAFT LEASING CO., LTD N/A 37960JAA6 1449648.00000000 PA USD 1098108.36000000 0.147651302423 Long DBT NUSS KY N 2 2024-09-15 Fixed 7.25000000 N N Y N N N CLUBCORP HOLDINGS INC. N/A 18948TAB9 708759.69000000 PA USD 651428.12000000 0.087590818772 Long LON US N 2 2024-09-18 Floating 3.75599880 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 1370.00000000 NS USD 11850.50000000 0.001593414478 Long EC US N 1 N N N LEIDOS HOLDINGS, INC. 549300IUTGTP6EJP8124 525327102 216.00000000 NS USD 21753.36000000 0.002924949898 Long EC US N 1 N N N W. R. GRACE HOLDINGS LLC N/A 92943GAA9 670000.00000000 PA USD 493287.50000000 0.066327281074 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N TKC HOLDINGS, INC. N/A 87256YAA1 310000.00000000 PA USD 253632.70000000 0.034103372541 Long DBT CORP US N 2 2029-05-15 Fixed 10.50000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89832Q109 2085.00000000 NS USD 98891.55000000 0.013296926503 Long EC US N 1 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604301 1757.00000000 NS USD 111868.19000000 0.015041761409 Long EC US N 1 N N N SURF HOLDINGS S.A R.L. N/A 86875TAB3 461778.56000000 PA USD 432686.51000000 0.058178891145 Long LON GB N 2 2027-03-05 Floating 5.16499920 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 693070AD6 1270000.00000000 PA USD 1272913.16000000 0.171155500487 Long DBT NUSS US N 2 2027-06-01 Fixed 7.87500000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106103 2028.00000000 NS USD 207261.60000000 0.027868329116 Long EC US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 290000.00000000 PA 284306.29000000 0.038227733741 Long DBT NUSS GB N 2 2171-06-27 Fixed 4.94700000 N N N Y Y LLOYDS BANKING GROUP PLC GBP XXXX N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315103 910.00000000 NS USD 105805.70000000 0.014226600923 Long EC US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131102 162.00000000 NS USD 21785.76000000 0.002929306392 Long EC US N 1 N N N CITADEL SECURITIES LP N/A 17288YAD4 638288.16000000 PA USD 612558.76000000 0.082364456932 Long LON US N 2 2028-02-02 Floating 3.64857120 N N N N N N CORTEVA, INC. 549300WZN9I2QKLS0O94 22052L104 1119.00000000 NS USD 60582.66000000 0.008145925283 Long EC US N 1 N N N CANO HEALTH, LLC 254900OGI2T8V1NXN639 13782CAA8 80000.00000000 PA USD 65423.71000000 0.008796851333 Long DBT CORP US N 2 2028-10-01 Fixed 6.25000000 N N N N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 396.00000000 NS USD 111588.84000000 0.015004200097 Long EC US N 1 N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B208 145.00000000 NS USD 2304.05000000 0.000309801833 Long EC US N 1 N N N BIP-V CHINOOK HOLDCO L.L.C. 254900KE9EMWN8JWL297 12657NAA8 1605000.00000000 PA USD 1366721.70000000 0.183768967076 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -8465.99000000 -0.00113833433 N/A DFE CA N 2 MORGAN STANLEY & CO, INC N/A 853503.55000000 USD 1090000.00000000 CAD 2022-07-19 -8465.99000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30959.59000000 0.004162816669 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1130000.00000000 AUD 808006.50000000 USD 2022-07-19 30959.59000000 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46654PAQ9 710000.00000000 PA USD 653200.00000000 0.087829065196 Long ABS-MBS US Y 2 2038-11-15 Floating 5.59000080 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4242.00000000 0.000570377976 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 650000.00000000 CNY 101309.23000000 USD 2022-07-19 4242.00000000 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AE0 740000.00000000 PA USD 521996.00000000 0.070187416895 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N TIKEHAU US CLO LTD N/A 88676JAA4 1200000.00000000 PA USD 1045834.80000000 0.140622616095 Long ABS-CBDO CORP KY Y 2 2035-01-18 Floating 7.12599840 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAH6 915000.00000000 PA USD 716252.76000000 0.096307119343 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 084670702 2862.00000000 NS USD 781383.24000000 0.105064543063 Long EC US N 1 N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAG1 200000.00000000 PA USD 138250.00000000 0.018589051229 Long DBT NUSS MO N 2 2026-01-15 Fixed 5.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 200000.00000000 PA USD 209214.00000000 0.028130848202 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340102 400.00000000 NS USD 37064.00000000 0.004983613705 Long EC US N 1 N N N MTN (MAURITIUS) INVESTMENTS LIMITED 2549009PQD415OQIR074 55377XAB2 320000.00000000 PA USD 313932.80000000 0.042211304896 Long DBT NUSS ZA N 2 2026-10-13 Fixed 6.50000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAM7 470000.00000000 PA USD 342160.00000000 0.046006725271 Long DBT NUSS MO N 2 2027-03-08 Fixed 2.55000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 620000.00000000 PA USD 648563.40000000 0.087205629427 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 60855R100 84.00000000 NS USD 23487.24000000 0.003158086854 Long EC US N 1 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 30000.00000000 PA USD 1806.00000000 0.000242834188 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -26189.06000000 -0.00352137271 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 658829.02000000 USD 920000.00000000 AUD 2022-07-19 -26189.06000000 N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AA2 540000.00000000 PA USD 465211.92000000 0.062552247476 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N LCM XXII LLC N/A 50189HAC4 350000.00000000 PA USD 272190.45000000 0.036598641731 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 6.56271000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 189000.00000000 PA USD 144834.48000000 0.019474398326 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N BRK: CITIBANK, NA N/A N/A 4900000.00000000 NC 1886.74000000 0.000253690463 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2024-12-21 1914.83000000 CNY 0.00000000 CNY -4900000.00000000 CNY -28.09000000 N N N Vaco Holdings, LLC N/A N/A 423937.50000000 PA USD 406628.13000000 0.054675089620 Long LON US N 2 2029-01-21 Floating 5.80111920 N N N N N N Aon plc 635400FALWQYX5E6QC64 G0403H108 335.00000000 NS USD 90342.80000000 0.012147464285 Long EC US N 1 N N N PENTAIR PUBLIC LIMITED COMPANY 549300EVR9D56WPSRP15 G7S00T104 269.00000000 NS USD 12312.13000000 0.001655485101 Long EC US N 1 N N N N/A N/A 00456LAA0 1154000.00000000 PA USD 1223493.91000000 0.164510603778 Long DBT CORP US N 2 2028-03-01 Fixed 8.00000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJY9 375000.00000000 PA USD 323815.45000000 0.043540122886 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI 789000KAIHOLSQKQ9858 90015WAK9 680000.00000000 PA USD 591212.40000000 0.079494232125 Long DBT NUSS TR N 2 2026-01-08 Fixed 6.50000000 N N N N N N REDSTONE HOLDCO N/A 75774EAG0 835800.00000000 PA USD 716004.79000000 0.096273777375 Long LON US N 2 2028-04-27 Floating 5.93399880 N N N N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAH6 690000.00000000 PA USD 424888.20000000 0.057130332851 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N LIBERTY LATIN AMERICA LTD. 213800YWQHEAX7CAVO83 53069QAB5 140000.00000000 PA USD 121187.50000000 0.016294832881 Long DBT CORP CL N 2 2024-07-15 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 4677.00000000 NS USD 526676.97000000 0.070816818639 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200101 1427.00000000 NS USD 201478.13000000 0.027090685571 Long EC US N 1 N N N CIFC FUNDING LTD N/A 12548JAJ1 690000.00000000 PA USD 643705.83000000 0.086552482103 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 4.71270960 N N N N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918KAT5 1760000.00000000 PA USD 1261902.40000000 0.169674997184 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Huarong Finance 2019 Co., Ltd. 549300M6T6OW4AGYHK10 N/A 200000.00000000 PA USD 150000.00000000 0.020168952509 Long DBT NUSS CN N 2 2030-02-24 Fixed 3.37500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 11839.00000000 NS USD 3040610.37000000 0.408839507689 Long EC US N 1 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 351540.00000000 PA USD 226311.48000000 0.030429769950 Long DBT NUSS EC N 2 2030-07-31 Fixed 5.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 200000.00000000 PA 130868.87000000 0.017596586826 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CS3 200000.00000000 PA USD 190288.98000000 0.025586196005 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N N FIRST BRANDS GROUP, LLC N/A 31935HAD9 336600.00000000 PA USD 318423.60000000 0.042815136442 Long LON US N 2 2027-03-30 Floating 6.28706880 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBJ9 525000.00000000 PA USD 395912.84000000 0.053234315119 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N LRS HOLDINGS, LLC N/A 50205HAC4 668325.00000000 PA USD 623213.06000000 0.083797030737 Long LON US N 2 2028-08-31 Floating 5.30957160 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 810000.00000000 PA USD 657655.20000000 0.088428109977 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N AMERICAN TOWER CORPORATION 5493006ORUSIL88JOE18 03027X100 740.00000000 NS USD 189136.60000000 0.025431247355 Long EC US N 1 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 802.38000000 0.000107887760 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 748738.44000000 USD 1090000.00000000 AUD 2022-07-19 802.38000000 N N N DISH DBS Corporation N/A 25470XBD6 1635000.00000000 PA USD 993491.40000000 0.133584539103 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAY2 200000.00000000 PA USD 63558.01000000 0.008545989902 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 Y N N N N N LABL, INC. N/A 50168EAN2 648375.00000000 PA USD 597587.79000000 0.080351465046 Long LON US N 2 2028-10-29 Floating 6.05957040 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION N/A 86361NAD3 1141640.15710000 PA USD 1117236.91000000 0.150223321199 Long ABS-MBS US N 2 2036-10-25 Floating 2.19357000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 2262.00000000 NS USD 71841.12000000 0.009659734250 Long EC US N 1 N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869AF9 360000.00000000 PA USD 232321.36000000 0.031237856512 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N POOL CORPORATION 5493005VZK1KMN6CO617 73278L105 67.00000000 NS USD 23532.41000000 0.003164160398 Long EC US N 1 N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 510000.00000000 PA USD 613774.80000000 0.082527965286 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 592688105 35.00000000 NS USD 40206.95000000 0.005406213767 Long EC US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 525000.00000000 PA USD 511822.50000000 0.068819491306 Long DBT CORP US N 2 2171-06-15 Fixed 5.87500000 N N N N N N SUNNY EXPRESS ENTERPRISES CORP. 254900RHBSC69QS5NZ68 N/A 200000.00000000 PA USD 199729.79000000 0.026855604328 Long DBT NUSS CN N 2 2171-04-23 Fixed 3.35000000 N N N N N N DUKE REALTY LIMITED PARTNERSHIP 2549009GZDBNY1KE9O81 26441YBE6 300000.00000000 PA USD 245367.34000000 0.032992014852 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N BAKER HUGHES COMPANY N/A 05722G100 1383.00000000 NS USD 39927.21000000 0.005368600015 Long EC US N 1 N N N CLOUDERA, INC. N/A 74339VAB4 768075.00000000 PA USD 704708.81000000 0.094754923480 Long LON US N 2 2028-10-08 Floating 4.80957120 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 320000.00000000 PA USD 248017.26000000 0.033348322257 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 1100000.00000000 PA USD 1065169.38000000 0.143222337600 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N USD REC 1.599 22NOV22 N/A N/A 28200000.00000000 NC USD 14785.29000000 0.001988025412 N/A DIR US N 1 DEUTSCHE BANK SECURITIES, INC. N/A Put Purchased N/A N/A 0.00000000 1.85000000 USD 2022-11-22 XXXX -80885.63000000 N N N RV Retailer 1/21 TLB N/A N/A 497496.86000000 PA USD 417066.54000000 0.056078634924 Long LON US N 2 2028-02-08 Floating 5.16780000 N N N N N N OZLM FUNDING LTD N/A 67109UAW2 600000.00000000 PA USD 573609.00000000 0.077127284534 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 3.58599960 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAL8 1188000.00000000 PA USD 980100.00000000 0.131783935699 Long DBT NUSS CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 87706.52000000 0.011792990911 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 36401250000.00000000 IDR 2525935.05000000 USD 2022-07-19 87706.52000000 N N N SUNRUN ATLAS ISSUER LLC N/A 86772FAA9 401124.31750000 PA USD 363549.56000000 0.048882758737 Long ABS-MBS US N 2 2055-02-01 Fixed 3.61000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 250000.00000000 PA 184718.72000000 0.024837220609 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N Joint-stock company National Bank for Foreign Economic Activity of the Republic of Uzbekistan 253400TZJ7T1YULTGN68 N/A 200000.00000000 PA USD 182000.00000000 0.024471662378 Long DBT NUSS UZ N 2 2025-10-21 Fixed 4.85000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 425000.00000000 PA USD 401285.61000000 0.053956736073 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N LKQ CORPORATION DS830JTTZQN6GK0I2E41 501889208 454.00000000 NS USD 22286.86000000 0.002996684139 Long EC US N 1 N N N DRAFTKINGS HOLDINGS INC. 5493008P45UYYL683Z97 26142RAB0 1000000.00000000 PA USD 613000.00000000 0.082423785923 Long DBT CORP US N 2 2028-03-15 Fixed 0.00000000 N N N N N N Republica de Honduras 5493002DW1JNBNG17615 N/A 233333.33000000 PA USD 218866.80000000 0.029428760634 Long DBT NUSS HN N 2 2024-03-15 Fixed 7.50000000 N N N N N N BRK: JPMORGAN CHASE BANK, N.A. N/A N/A -1175000.00000000 NC USD -23907.56000000 -0.00321460294 N/A DCR XX N 2 BRK: JPMORGAN CHASE BANK, N.A. N/A Y 2026-06-20 14931.36000000 USD 0.00000000 USD -1175000.00000000 USD -38838.92000000 N N N VT TOPCO, INC. N/A 39355YAJ3 376911.07000000 PA USD 362776.90000000 0.048778867118 Long LON US N 2 2025-08-01 Floating 4.75599960 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBE7 600000.00000000 PA USD 540037.48000000 0.072613268584 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AY7 825000.00000000 PA USD 685227.39000000 0.092135457915 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429109 352.00000000 NS USD 16913.60000000 0.002274197301 Long EC US N 1 N N N CATALENT, INC. N/A 148806102 291.00000000 NS USD 31221.39000000 0.004198018214 Long EC US N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAD0 560000.00000000 PA USD 347797.65000000 0.046764761905 Long DBT NUSS CN N 2 2050-08-03 Fixed 4.02700000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 680000.00000000 PA USD 710117.20000000 0.095482133887 Long DBT NUSS BR N 2 2026-08-10 Fixed 6.25000000 N N N N N N N/A N/A 65500J106 5098.00000000 NS USD 165685.00000000 0.022277952643 Long EC US N 2 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886F107 166.00000000 NS USD 98127.58000000 0.013194203339 Long EC US N 1 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 400000.00000000 PA 297046.20000000 0.039940738006 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N ADVANCED DRAINAGE SYSTEMS, INC. 6QQTOZ5MF5DHM7K92I60 00790RAB0 390000.00000000 PA USD 380862.30000000 0.051210624276 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N DEALER TIRE, LLC 549300XTS06OMOCRSE50 24229JAA1 1734000.00000000 PA USD 1498002.60000000 0.201420955326 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N API GROUP DE, INC. 549300XP4G7B4QYA0G83 001877AA7 1778000.00000000 PA USD 1412087.60000000 0.189868851627 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N CARNIVAL CORP TL 1L B N/A N/A 718100.00000000 PA USD 642699.50000000 0.086417171290 Long LON US N 2 2028-10-18 Floating 3.99999960 N N N N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAF0 735000.00000000 PA USD 592292.40000000 0.079639448583 Long DBT NUSS LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAC3 400000.00000000 PA USD 363202.96000000 0.048836155011 Long DBT NUSS ES N 2 2029-06-27 Fixed 3.30600000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A G9368PBC7 935000.00000000 PA USD 873701.40000000 0.117477613629 Long LON US N 2 2028-01-31 Floating 3.82399920 N N N N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 22160K105 703.00000000 NS USD 336933.84000000 0.045304017452 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 130000.00000000 PA 85064.77000000 0.011437782042 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.37500000 N N N N N N CERIDIAN HCM HOLDING INC. 549300T64GVCHFJ8L449 15677J108 251.00000000 NS USD 11817.08000000 0.001588920835 Long EC US N 1 N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 21871NAB7 1060000.00000000 PA USD 1033680.20000000 0.138988312427 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -72359.65000000 -0.00972945562 N/A DFE CA N 2 MORGAN STANLEY & CO, INC N/A 2294186.11000000 USD 2865897.29000000 CAD 2022-07-19 -72359.65000000 N N N N/A N/A CDS864346 3814470.00000000 NC USD 109997.44000000 0.014790220957 N/A DCR XX N 2 REF: CDS-CDX.NA.HY.3806/27@500 N/A Y 2027-06-20 0.00000000 USD -170500.27000000 USD 3814470.00000000 USD 280497.71000000 N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAD6 526241.00000000 PA USD 338767.64000000 0.045550589620 Long DBT NUSS AR N 2 2027-06-01 Fixed 6.99000000 N N Y N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJZ4 3400000.00000000 PA USD 3369456.00000000 0.453055986985 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 02156TAB0 1740000.00000000 PA USD 1460103.60000000 0.196325067785 Long DBT NUSS LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A 8100000.00000000 NC -14992.12000000 -0.00201583570 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2032-09-21 0.00000000 ZAR -2774.87000000 ZAR -8100000.00000000 ZAR -12217.25000000 N N N N/A N/A N/A 6.00000000 NC USD 1650.00000000 0.000221858477 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Call Purchased N/A Call Option 99 Dec 2023 on 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2023 15000.00000000 99.00000000 USD 2023-12-21 XXXX 212.40000000 N N N BCPE CYCLE MERGER SUB II, INC. N/A 07335BAA4 430000.00000000 PA USD 151575.00000000 0.020380726511 Long DBT CORP US N 2 2027-07-15 Fixed 10.62500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 170000.00000000 PA USD 10234.00000000 0.001376060399 Long DBT NUSS LB N 2 2024-04-22 Fixed 6.65000000 Y N N N N N LABL, INC. 5493004FUZN8R6Y3VB98 50168AAB6 950000.00000000 PA USD 855474.91000000 0.115026885554 Long DBT CORP US N 2 2026-07-15 Fixed 6.75000000 N N N N N N BRK: CITIBANK, NA N/A N/A 2475000.00000000 NC 289673.63000000 0.038949424578 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2032-09-21 265936.13000000 EUR 0.00000000 EUR -2475000.00000000 EUR 23737.50000000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560105 222.00000000 NS USD 24886.20000000 0.003346190572 Long EC US N 1 N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 1373.00000000 NS USD 43057.28000000 0.005789468236 Long EC US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAK0 800000.00000000 PA USD 672016.00000000 0.090359058598 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1950000.00000000 PA USD 1853517.28000000 0.249223346642 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N OPEN TEXT HOLDINGS, INC. N/A 683720AA4 3000.00000000 PA USD 2595.15000000 0.000348943047 Long DBT NUSS CA N 2 2030-02-15 Fixed 4.12500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874784 1286.00000000 NS USD 65753.18000000 0.008841151765 Long EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 16000.00000000 PA USD 9880.00000000 0.001328461671 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N DISH DBS Corporation N/A 25470XBF1 480000.00000000 PA USD 355396.80000000 0.047786541208 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST N/A 004421HQ9 402299.11230000 PA USD 393002.99000000 0.052843057610 Long ABS-MBS US N 2 2034-11-25 Floating 2.55357000 N N N N N N USD REC 1.599 22NOV22 N/A N/A -28200000.00000000 NC USD -9763.22000000 -0.00131275947 N/A DIR US N 2 DEUTSCHE BANK SECURITIES, INC. N/A Put Written N/A N/A 0.00000000 1.59875000 USD 2022-11-22 XXXX 52024.25000000 N N N TEVA PHARMACEUTICAL FINANCE COMPANY, LLC 5493006PITD7MU7WW480 88163VAD1 950000.00000000 PA USD 794209.50000000 0.106789157922 Long DBT CORP IL N 2 2036-02-01 Fixed 6.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWT5 1144624.41390000 PA USD 258321.58000000 0.034733837861 Long DBT USGA US N 2 2048-06-25 Fixed 4.00000000 N N N N N N CELANESE CORPORATION 549300FHJQTDPPN41627 150870103 187.00000000 NS USD 21993.07000000 0.002957181229 Long EC US N 1 N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680103 680.00000000 NS USD 37740.00000000 0.005074508451 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KFG9 390000.00000000 PA USD 335935.82000000 0.045169823999 Long DBT USGA US N 2 2033-10-25 Floating 4.42566000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAG8 970000.00000000 PA USD 909851.95000000 0.122338405136 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N NESCO HOLDINGS II, INC. 254900FAHT0HW9T6L409 64083YAA9 284000.00000000 PA USD 237850.00000000 0.031981235696 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 96920.75000000 0.013031933359 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 7050000.00000000 NOK 810941.26000000 USD 2022-07-19 96920.75000000 N N N BLACKSTONE MORTGAGE TRUST, INC. 549300OLDJ20R2Y2UW20 09257WAE0 200000.00000000 PA USD 182300.00000000 0.024512000283 Long DBT CORP US N 2 2027-03-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38381WVB1 160219.25240000 PA USD 18191.31000000 0.002445997783 Long DBT USGA US N 2 2049-06-20 Floating 4.50486000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAA9 360000.00000000 PA USD 330762.60000000 0.044474234476 Long DBT NUSS US N 2 2026-04-20 Fixed 5.50000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HV5 1310000.00000000 PA USD 350700.10000000 0.047155024413 Long DBT NUSS AR N 2 2041-07-09 Fixed 2.50000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAP9 1100000.00000000 PA USD 1000723.88000000 0.134557016074 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N FIRST BRANDS GROUP, LLC N/A 31935HAF4 210000.00000000 PA USD 202387.50000000 0.027212959173 Long LON US N 2 2028-03-30 Floating 9.73886040 N N N N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 311900104 938.00000000 NS USD 46824.96000000 0.006296069296 Long EC US N 1 N N N CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L 5493006IRJ2IWXTNIM16 05675M2B9 300000.00000000 PA USD 304731.00000000 0.040974033781 Long DBT NUSS BH N 2 2024-11-14 Fixed 6.25000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 390000.00000000 PA 317730.97000000 0.042722005632 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N Capmark Military Housing Trust N/A 14070AAA1 926271.10000000 PA USD 916089.71000000 0.123177132371 Long ABS-MBS US N 2 2052-10-10 Fixed 6.06300000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 700000.00000000 PA USD 542500.00000000 0.072944378243 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N BRK: BARCLAYS BANK PLC N/A N/A 7450000.00000000 NC -21042.33000000 -0.00282934502 N/A DIR XX N 2 BRK: BARCLAYS BANK PLC N/A Y 2025-01-02 2439.19000000 BRL 0.00000000 BRL -7450000.00000000 BRL -23481.52000000 N N N Government National Mortgage Association N/A 38380ABR7 825070.16220000 PA USD 112460.86000000 0.015121451630 Long DBT USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N BLUEMOUNTAIN CLO LTD. N/A 09630LAE2 890000.00000000 PA USD 800141.15000000 0.107586725703 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 8.04399840 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 318.00000000 NS USD 40306.50000000 0.005419599228 Long EC US N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 2425.58000000 0.000326142718 N/A DFE GB N 2 GOLDMAN, SACHS & CO. N/A 452514.55000000 USD 374529.00000000 GBP 2022-07-19 2425.58000000 N N N NETFLIX, INC. 549300Y7VHGU0I7CE873 64110L106 710.00000000 NS USD 124157.70000000 0.016694205033 Long EC US N 1 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 380000.00000000 PA USD 215650.00000000 0.028996230724 Long DBT NUSS AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135F101 646.00000000 NS USD 313833.26000000 0.042197920779 Long EC US N 1 N N N HOLLEY INC. N/A N/A 93396.43000000 PA USD 87948.62000000 0.011825543600 Long LON US N 2 2028-11-17 Floating 5.57885880 N N N N N N Romania 315700IASY927EDWBK92 N/A 1490000.00000000 PA 1292784.08000000 0.173827338099 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.87500000 N N N N N N ALTERRA MOUNTAIN COMPANY N/A 46124CAJ6 531017.34000000 PA USD 503802.70000000 0.067741151537 Long LON US N 2 2028-08-17 Floating 4.55956920 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 23700.09000000 0.003186706597 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1000000.00000000 CAD 798963.90000000 USD 2022-07-19 23700.09000000 N N N TELEFLEX INCORPORATED UUL85LWXB4NGSWWXIQ25 879369106 77.00000000 NS USD 18930.45000000 0.002545382313 Long EC US N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021106 217.00000000 NS USD 41996.01000000 0.005646770208 Long EC US N 1 N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131LAF2 475000.00000000 PA USD 470283.25000000 0.063234136902 Long DBT NUSS HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N RESOLUTE INVESTMENT MANAGERS, INC. N/A 04635WAH7 304679.34000000 PA USD 283351.79000000 0.038099391973 Long LON US N 2 2024-04-30 Floating 5.24999880 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAC3 380000.00000000 PA USD 333951.94000000 0.044903072122 Long DBT CORP US N 2 2030-04-15 Fixed 6.87500000 N N N N N N MATCH GROUP HOLDINGS II, LLC 5493003RFFE030RC9167 57667JAA0 385000.00000000 PA USD 303187.50000000 0.040766495260 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AD9 130000.00000000 PA USD 74425.00000000 0.010007161936 Long DBT NUSS US N 2 2028-01-15 Fixed 7.00000000 N N N N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724AM8 560000.00000000 PA USD 564857.42000000 0.075950549858 Long DBT CORP US N 2 2025-10-01 Fixed 5.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389X105 2510.00000000 NS USD 175373.70000000 0.023580692178 Long EC US N 1 N N N Mexico City Airport Trust N/A P6629MAB8 200000.00000000 PA USD 138125.00000000 0.018572243769 Long DBT NUSS MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 832696405 183.00000000 NS USD 23425.83000000 0.003149829685 Long EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -42938.67000000 -0.00577351997 N/A DFE CA N 2 MORGAN STANLEY & CO, INC N/A 1430660.90000000 USD 1790000.00000000 CAD 2022-07-19 -42938.67000000 N N N CITIZENS FINANCIAL GROUP, INC. 2138004JDDA4ZQUPFW65 174610105 823.00000000 NS USD 29372.87000000 0.003949466800 Long EC US N 1 N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAJ0 230000.00000000 PA USD 190900.00000000 0.025668353560 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -5318.11000000 -0.00071507138 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 727352.85000000 USD 1050000.00000000 AUD 2022-07-19 -5318.11000000 N N N REDSTONE HOLDCO 2 LP N/A 75774EAK1 910000.00000000 PA USD 778960.00000000 0.104738714980 Long LON US N 2 2029-04-27 Floating 8.97486120 N N N N N N BRK: BANK OF AMERICA, N.A. N/A N/A -980000.00000000 NC USD -10826.38000000 -0.00145571162 N/A DCR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2027-06-20 11447.58000000 USD 0.00000000 USD -980000.00000000 USD -22273.96000000 N N N BANIJAY ENTERTAINMENT SAS 969500CE0IE2EZ5VBG13 060335AA4 650000.00000000 PA USD 611000.00000000 0.082154866556 Long DBT NUSS FR N 2 2025-03-01 Fixed 5.37500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 429000.00000000 PA USD 361977.33000000 0.048671357189 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAF4 1450000.00000000 PA USD 1130923.27000000 0.152063584832 Long DBT CORP US N 2 2026-05-01 Fixed 7.62500000 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAG2 1015000.00000000 PA USD 752269.00000000 0.101149851570 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452100 408.00000000 NS USD 19322.88000000 0.002598148327 Long EC US N 1 N N N ALLEN MEDIA, LLC N/A 01771JAG8 971245.00000000 PA USD 858580.58000000 0.115444472959 Long LON US N 2 2027-02-10 Floating 6.15111840 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAF5 740000.00000000 PA USD 544797.57000000 0.073253308778 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N BRK: DEUTSCHE BANK AG N/A N/A 2602850000.00000000 NC 15414.71000000 0.002072657026 N/A DIR XX N 2 BRK: DEUTSCHE BANK AG N/A Y 2024-06-15 2712.51000000 KRW 0.00000000 KRW -2602850000.00000000 KRW 12702.20000000 N N N ASURION LLC N/A 04649VAY6 504900.00000000 PA USD 455672.25000000 0.061269546468 Long LON US N 2 2027-07-31 Floating 4.30957080 N N N N N N Braskem Netherlands Finance B.V. 2549000TLMHFQ74DS330 10554TAB1 670000.00000000 PA USD 607773.75000000 0.081721066003 Long DBT NUSS BR N 2 2028-01-10 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DT9 150000.00000000 PA USD 154500.00000000 0.020774021085 Long DBT CORP US N 2 2029-03-15 Fixed 7.20000000 N N N N N N ION TRADING TECHNOLOGIES S.a r.l. 5493009ZVXOKZLQ6QJ12 46205YAA9 687000.00000000 PA USD 549455.73000000 0.073879643497 Long DBT NUSS LU N 2 2028-05-15 Fixed 5.75000000 N N N N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130H105 1094.00000000 NS USD 22984.94000000 0.003090547755 Long EC US N 1 N N N IMOLA MERGER CORPORATION N/A 45258LAA5 1054000.00000000 PA USD 881839.64000000 0.118571878802 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 406000.00000000 PA USD 275998.80000000 0.037110711266 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081103 8891.00000000 NS USD 466155.13000000 0.062679071194 Long EC US N 1 N N N EPAM SYSTEMS, INC. 549300XCR4R530HJP604 29414B104 98.00000000 NS USD 28888.44000000 0.003884330496 Long EC US N 1 N N N HOLLEY INC. N/A 43538JAC3 980785.72000000 PA USD 923576.49000000 0.124183802439 Long LON US N 2 2028-11-17 Floating 5.20499880 N N N N N N TWITTER, INC. 549300I8RX485XMK6836 90184LAP7 1270000.00000000 PA USD 1204912.50000000 0.162012153273 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103108 195.00000000 NS USD 29745.30000000 0.003999543620 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 931427108 1095.00000000 NS USD 41500.50000000 0.005580144090 Long EC US N 1 N N N BED BATH & BEYOND INC. 529900ZBUWWUV7BKGX39 075896AC4 1060000.00000000 PA USD 235977.20000000 0.031729419601 Long DBT CORP US N 2 2044-08-01 Fixed 5.16500000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 730000.00000000 PA USD 538223.83000000 0.072369405779 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BS0 760000.00000000 PA USD 625487.60000000 0.084102864665 Long DBT NUSS US N 2 2030-06-01 Fixed 10.50000000 N N N N N N CWABS ASSET-BACKED CERTIFICATES TRUST N/A 12667AAA4 1081846.94900000 PA USD 978081.60000000 0.131512542274 Long ABS-MBS US N 2 2036-12-25 Floating 1.88357040 N N N N N N MORGAN STANLEY RE-REMIC TRUST N/A 61759HBA4 237392.74650000 PA USD 214624.88000000 0.028858393414 Long ABS-MBS US N 2 2036-06-26 Floating 2.50287840 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AW0 500000.00000000 PA USD 503496.32000000 0.067699955779 Long DBT NUSS ZA N 2 2030-04-01 Fixed 5.62500000 N N N N N N DiversiTech Holdings, Inc. N/A N/A 642142.86000000 PA USD 602008.93000000 0.080945930131 Long LON US N 2 2028-12-22 Floating 4.75599960 N N N N N N BRK: BANK OF AMERICA, N.A. N/A N/A 4810000.00000000 NC -13892.81000000 -0.00186802283 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2023-01-02 0.00000000 BRL 0.00000000 BRL -4810000.00000000 BRL -13892.81000000 N N N Republika Srbija 254900W94OCY91V32O78 N/A 500000.00000000 PA 377964.10000000 0.050820933222 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N DEERFIELD DAKOTA HOLDING, LLC N/A 24440EAG2 300000.00000000 PA USD 291000.00000000 0.039127767869 Long LON US N 3 2028-04-07 Floating 7.80957000 N N N N N N STONEMOR INC. N/A 86184WAA4 960000.00000000 PA USD 849600.00000000 0.114236947015 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 832000.00000000 PA USD 50086.40000000 0.006734601486 Long DBT NUSS LB N 2 2030-02-26 Fixed 6.65000000 Y N N N N N Romania 315700IASY927EDWBK92 N/A 650000.00000000 PA 580775.30000000 0.078090862963 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.87500000 N N N N N N EURO N/A N/A 1.00000000 NC -71737.73000000 -0.00964583246 N/A DFE XX N 2 BNP PARIBAS N/A 1696799.10000000 USD 1552555.80000000 EUR 2022-07-19 -71737.73000000 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361702 1057.00000000 NS USD 30621.29000000 0.004117328958 Long EC US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271109 214.00000000 NS USD 31036.42000000 0.004173147207 Long EC US N 1 N N N U.S. RENAL CARE, INC. N/A 90290PAQ7 746250.00000000 PA USD 509315.63000000 0.068482418359 Long LON US N 2 2026-06-26 Floating 6.50000160 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826C839 2625.00000000 NS USD 516836.25000000 0.069493638543 Long EC US N 1 N N N CARRIAGE PURCHASER, INC. N/A 14445LAA5 240000.00000000 PA USD 178712.03000000 0.024029562973 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N THE MOSAIC COMPANY 2YD5STGSJNMUB7H76907 61945C103 614.00000000 NS USD 28999.22000000 0.003899225940 Long EC US N 1 N N N Huarong Finance 2017 Co., Ltd. 5493006V07LYI3HE6G83 N/A 310000.00000000 PA USD 306590.00000000 0.041223994333 Long DBT NUSS CN N 2 2171-05-07 Fixed 4.00000000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953101 651.00000000 NS USD 18846.45000000 0.002534087700 Long EC US N 1 N N N United States of America N/A N/A 45.00000000 NC USD 6945468.75000000 0.933885529180 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2022 2022-09-24 7012092.23000000 USD -66623.48000000 N N N H&E EQUIPMENT SERVICES, INC. 254900KVLRCDMQRYY541 404030AJ7 240000.00000000 PA USD 194100.00000000 0.026098624547 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N TransAlta Corporation GJZNVO2UY6DNFNIYH321 89346DAE7 1020000.00000000 PA USD 941092.82000000 0.126539042626 Long DBT NUSS CA N 2 2040-03-15 Fixed 6.50000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466L302 1564.00000000 NS USD 258122.56000000 0.034707077695 Long EC US N 1 N N N COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION 5493006IEVQEFQO40L83 192446102 812.00000000 NS USD 54801.88000000 0.007368643434 Long EC US N 1 N N N TRC Companies, Inc. N/A N/A 425000.00000000 PA USD 395250.00000000 0.053145189863 Long LON US N 2 2029-12-07 Floating 7.80957000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746108 344.00000000 NS USD 53612.40000000 0.007208706330 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 225000.00000000 PA USD 225430.24000000 0.030311278698 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N N/A N/A L5137X117 2356.00000000 NS USD 23.56000000 0.000003167870 Long EC US N 3 N N N AVERY DENNISON CORPORATION 549300PW7VPFCYKLIV37 053611109 140.00000000 NS USD 22661.80000000 0.003047098453 Long EC US N 1 N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112103 1752.00000000 NS USD 96850.56000000 0.013022495634 Long EC US N 1 N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AT8 400000.00000000 PA USD 386776.00000000 0.052005778506 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 730000.00000000 PA USD 555476.64000000 0.074689213149 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N CHIPOTLE MEXICAN GRILL, INC. N/A 169656105 43.00000000 NS USD 56212.18000000 0.007558271925 Long EC US N 1 N N N PROSPEROUS RAY LIMITED N/A N/A 300000.00000000 PA USD 304236.00000000 0.040907476238 Long DBT NUSS CN N 2 2023-11-12 Fixed 4.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 500000.00000000 PA USD 483603.04000000 0.065025111649 Long DBT NUSS FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 865.00000000 NS USD 67124.00000000 0.009025471788 Long EC US N 1 N N N BHARTI AIRTEL LIMITED 335800KQ1FPKOQ84OR26 08860HAC8 1360000.00000000 PA USD 1137468.91000000 0.152943709514 Long DBT NUSS IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N New Era Cap 12/21 TLB N/A N/A 700000.00000000 PA USD 679000.00000000 0.091298125027 Long LON US N 2 2027-07-13 Floating 6.75000000 N N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281ABK4 335000.00000000 PA USD 300438.05000000 0.040396805083 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 921000.00000000 PA USD 688815.90000000 0.092617967834 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N CITY BREWING COMPANY, LLC N/A 17776EAB1 378100.00000000 PA USD 334618.50000000 0.044992697569 Long LON US N 2 2028-04-05 Floating 4.46900040 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 20000.00000000 PA USD 18669.40000000 0.002510281613 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N PAKISTAN WATER AND POWER DEVELOPMENT AUTHORITY 213800UA74QOTK6IES10 N/A 620000.00000000 PA USD 341611.32000000 0.045932949932 Long DBT NUSS PK N 2 2031-06-04 Fixed 7.50000000 N N N N N N Neptune Energy Bondco PLC 549300CPMT8I2QBRYF88 64073KAA1 600000.00000000 PA USD 576000.00000000 0.077448777637 Long DBT NUSS GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 218.00000000 NS USD 92900.70000000 0.012491398709 Long EC US N 1 N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AQ2 280000.00000000 PA USD 254870.62000000 0.034269822872 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N DCP MIDSTREAM OPERATING, LP 549300Y6CTBSE0QIPL28 23311RAA4 302000.00000000 PA USD 287277.50000000 0.038627241697 Long DBT CORP US N 2 2037-09-15 Fixed 6.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967GF2 675000.00000000 PA USD 661342.96000000 0.088923965019 Long DBT CORP US N 2 2170-08-15 Fixed 5.90000000 N N N N N N Mexico City Airport Trust N/A 59284MAD6 390000.00000000 PA USD 267345.00000000 0.035947124058 Long DBT NUSS MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N ILLINOIS ST N/A 452152GS4 225000.00000000 PA USD 245429.48000000 0.033000370177 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 1186.00000000 NS USD 292799.68000000 0.039369752272 Long EC US N 1 N N N CHENIERE ENERGY PARTNERS, L.P. 5493005UEC8AZ34LDV29 16411QAL5 300000.00000000 PA USD 236250.00000000 0.031766100202 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAK3 1425000.00000000 PA USD 1230997.85000000 0.165519581175 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866108 221.00000000 NS USD 47550.36000000 0.006393606351 Long EC US N 1 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A 5400000.00000000 NC -7921.05000000 -0.00106506187 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2027-09-21 6072.21000000 PLN 0.00000000 PLN -5400000.00000000 PLN -13993.26000000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 140000.00000000 PA USD 138586.45000000 0.018634290190 Long DBT NUSS IE N 2 2023-10-01 Fixed 5.12500000 N N N N N N LEGENDS HOSPITALITY HOLDING COMPANY, LLC N/A 52473NAA6 510000.00000000 PA USD 427380.00000000 0.057465379490 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A 41162CAD3 1649638.07560000 PA USD 1517670.99000000 0.204065560818 Long ABS-MBS US N 2 2036-11-19 Floating 1.85229000 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L105 527.00000000 NS USD 16948.32000000 0.002278865741 Long EC US N 1 N N N RADIOLOGY PARTNERS, INC. 549300SFTAG2177WUZ08 75041VAA2 580000.00000000 PA USD 435591.60000000 0.058569508627 Long DBT CORP US N 2 2028-02-01 Fixed 9.25000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP N/A 466317AL8 300000.00000000 PA USD 280485.18000000 0.037713948500 Long ABS-MBS US Y 2 2037-04-15 Floating 3.44504880 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 373.00000000 NS USD 84779.17000000 0.011399380357 Long EC US N 1 N N N MINERVA MERGER SUB, INC. N/A 60337JAA4 790000.00000000 PA USD 656956.10000000 0.088334109212 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 N/A 200000.00000000 PA USD 172060.00000000 0.023135133125 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502AH4 650000.00000000 PA USD 650936.42000000 0.087524704945 Long DBT CORP US N 2 2028-11-15 Fixed 4.25000000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AF2 480000.00000000 PA USD 378259.88000000 0.050860703707 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -93419.32000000 -0.01256113219 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 1358699.24000000 USD 1840000.00000000 AUD 2022-07-19 -93419.32000000 N N N URBAN ONE, INC. 549300PLGIGPBRQUP240 91705JAC9 740000.00000000 PA USD 633625.00000000 0.085197016893 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAY6 350000.00000000 PA USD 338243.76000000 0.045480148881 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N DOMINO'S PIZZA, INC. 25490005ZWM1IF9UXU57 25754A201 62.00000000 NS USD 24162.02000000 0.003248817559 Long EC US N 1 N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813109 769.00000000 NS USD 49392.87000000 0.006641349662 Long EC US N 1 N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 P75744AB1 500000.00000000 PA USD 434610.35000000 0.058437570062 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 200000.00000000 PA USD 144100.00000000 0.019375640377 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N WWEX UNI TOPCO HOLDINGS, LLC N/A 00435UAB4 778050.00000000 PA USD 704625.42000000 0.094743710887 Long LON US N 2 2028-07-26 Floating 5.25600000 N N N N N N IMM EURO$ FUT OPT Dec22C 96.5 N/A 00MTNJ4C7 -59.00000000 NC USD -42406.25000000 -0.00570193094 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Call Written N/A N/A -147500.00000000 96.50000000 USD 2022-12-22 XXXX -3442.65000000 N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAF7 330000.00000000 PA USD 332474.65000000 0.044704436177 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55000000 N N N N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 4606.80000000 0.000619428869 N/A DFE CA N 2 MORGAN STANLEY & CO, INC N/A 941204.79000000 USD 1220000.00000000 CAD 2022-07-15 4606.80000000 N N N ULTA BEAUTY, INC. 529900CIV6HN8M28YM82 90384S303 89.00000000 NS USD 34307.72000000 0.004613005169 Long EC US N 1 N N N United States of America N/A N/A 194.00000000 NC USD 40743031.25000000 5.478295082579 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2022 2022-10-03 40891824.02000000 USD -148792.77000000 N N N BROADRIDGE FINANCIAL SOLUTIONS, INC. 549300KZDJZQ2YIHRC28 11133T103 173.00000000 NS USD 24661.15000000 0.003315930421 Long EC US N 1 N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 262.00000000 NS USD 14281.62000000 0.001920302103 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 645.27000000 0.000086762799 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 34001.00000000 AUD 24026.13000000 USD 2022-07-19 645.27000000 N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017104 857.00000000 NS USD 49774.56000000 0.006692671578 Long EC US N 1 N N N CARVANA CO. 5493003WEAK2PJ5WS063 146869AH5 555000.00000000 PA USD 315575.86000000 0.042432230223 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N CDW CORPORATION 9845001B052ABF0B6755 12514G108 204.00000000 NS USD 32142.24000000 0.004321835414 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754RAF3 670000.00000000 PA USD 573888.84000000 0.077164911732 Long ABS-MBS US Y 2 2041-10-25 Floating 4.02566040 N N N N N N PAYSAFE FINANCE PLC 894500TDMZ4S0F5X0Z61 70452AAA1 400000.00000000 PA USD 288350.83000000 0.038771561309 Long DBT NUSS US N 2 2029-06-15 Fixed 4.00000000 N N N N N N PETSMART LLC N/A 71677KAB4 290000.00000000 PA USD 261147.90000000 0.035113863954 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAV1 500000.00000000 PA USD 507410.00000000 0.068226187953 Long DBT NUSS BR N 2 2025-01-27 Fixed 5.29900000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64134EAA2 490000.00000000 PA USD 432894.91000000 0.058206912543 Long ABS-CBDO CORP KY Y 2 2034-10-16 Floating 7.04428920 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620M106 947.00000000 NS USD 86811.49000000 0.011672645460 Long EC US N 1 N N N HUSKY INJECTION MOLDING SYSTEMS LTD. N/A 88827AAA1 1465000.00000000 PA USD 1346628.00000000 0.181067174535 Long DBT NUSS CA N 2 2026-04-15 Fixed 7.75000000 N N N N N N N/A N/A 74049LAQ4 35813.66000000 PA USD -2292.07000000 -0.00030819100 Long LON US N 2 2028-09-15 Floating 3.99999960 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J108 537.00000000 NS USD 29202.06000000 0.003926499742 Long EC US N 1 N N N SUMMIT MIDSTREAM HOLDINGS, LLC N/A 86614WAD8 925000.00000000 PA USD 723812.50000000 0.097323599590 Long DBT CORP US N 2 2025-04-15 Fixed 5.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 240000.00000000 PA USD 199438.85000000 0.026816484628 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Samhallsbyggnadsbolaget i Norden AB 549300HX9MRFY47AH564 N/A 430000.00000000 PA 136548.25000000 0.018360234463 Long DBT NUSS SE N 2 2171-03-14 Fixed 2.62500000 N N N N N N RYAN SPECIALTY GROUP LLC N/A 78350UAE5 264613.57000000 PA USD 254029.03000000 0.034156662947 Long LON US N 2 2027-09-01 Floating 4.03409160 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 510000.00000000 PA USD 496802.39000000 0.066799892071 Long DBT NUSS CH N 2 2170-07-31 Fixed 7.00000000 N N N N N N Government National Mortgage Association N/A 38375AN91 1156961.66260000 PA USD 152027.42000000 0.020441558761 Long DBT USGA US N 2 2040-01-16 Floating 5.09070960 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 1133.00000000 NS USD 35700.83000000 0.004800322298 Long EC US N 1 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 100000.00000000 PA USD 6020.00000000 0.000809447294 Long DBT NUSS LB N 2 2035-11-02 Fixed 7.05000000 Y N N N N N GOBIERNO DE LA REPUBLICA DE PANAMA 549300SHS4T08CL0LP14 698299BM5 300000.00000000 PA USD 237707.86000000 0.031962123596 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N L3HARRIS TECHNOLOGIES, INC. 549300UTE50ZMDBG8A20 502431109 303.00000000 NS USD 73235.10000000 0.009847168359 Long EC US N 1 N N N CDK GLOBAL, INC. 5493000L10CYRTHIJ385 15477CAA3 520000.00000000 PA USD 500500.00000000 0.067297071541 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BS2 200000.00000000 PA USD 165544.23000000 0.022259024754 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N VFH PARENT LLC N/A 91820UAS9 290000.00000000 PA USD 274171.80000000 0.036865053424 Long LON US N 2 2029-01-13 Floating 4.43382120 N N N N N N MOUNTAIN PROVINCE DIAMONDS INC. 549300Y5548SJTH51N28 62426EAA3 110000.00000000 PA USD 105187.50000000 0.014143477947 Long DBT NUSS CA N 2 2022-12-15 Fixed 8.00000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 360000.00000000 PA USD 296272.22000000 0.039836668901 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N AVIS BUDGET CAR RENTAL, LLC XN8R4HH1TVC1XOCL5P21 053773BF3 705000.00000000 PA USD 586428.76000000 0.078851025405 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N Western Dental 8/21 N/A N/A 38743.00000000 PA USD 36006.98000000 0.004841487130 Long LON US N 2 2028-08-18 Floating 5.73886080 N N N N N N SUNNOVA HELIOS ISSUER LLC N/A 86745LAC6 459179.67100000 PA USD 439463.83000000 0.059090167446 Long ABS-MBS US N 2 2046-06-20 Fixed 5.32000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 1000000.00000000 PA USD 916090.23000000 0.123177202290 Long DBT NUSS GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AQ3 1650000.00000000 PA USD 1678649.94000000 0.225710739469 Long DBT CORP BE N 2 2029-01-23 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 1373.00000000 NS USD 80842.24000000 0.010870021995 Long EC US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 2230.00000000 NS USD 27718.90000000 0.003727074518 Long EC US N 1 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 487836108 434.00000000 NS USD 30961.56000000 0.004163081555 Long EC US N 1 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KN0 1675000.00000000 PA USD 1617838.56000000 0.217534060567 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N NOBLE CORP WARRANTS N/A N/A 2787.00000000 NC USD 28566.75000000 0.003841076160 N/A DE US N 2 CORPORATE ACTION N/A Call Purchased N/A N/A 2787.00000000 0.01000000 USD 2028-02-05 XXXX 22992.75000000 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBE0 450000.00000000 PA USD 428697.90000000 0.057642583907 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N ENDURANCE INTERNATIONAL GROUP HOLDINGS, INC. 549300UTQC2651SB0W88 29279XAA8 1260000.00000000 PA USD 909230.11000000 0.122254792727 Long DBT CORP US N 2 2029-02-15 Fixed 6.00000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAF8 690000.00000000 PA USD 645642.32000000 0.086812861936 Long ABS-MBS US Y 2 2053-01-15 Fixed 3.86000000 N N N N N N TRC Companies 11/21 TL N/A N/A 800000.00000000 PA USD 749336.00000000 0.100755481319 Long LON US N 2 2028-12-08 Floating 4.80957120 N N N N N N INGERSOLL RAND INC. 5299004C02FMZCUOIR50 45687V106 677.00000000 NS USD 28488.16000000 0.003830508974 Long EC US N 1 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 1360000.00000000 PA USD 1198812.80000000 0.161191989542 Long DBT CORP ZA N 2 2026-09-18 Fixed 4.37500000 N N N N N N SUNNOVA ENERGY CORPORATION 549300TH3GCD8YQUDR46 86745GAF0 410000.00000000 PA USD 356702.97000000 0.047962168413 Long DBT CORP US N 2 2026-09-01 Fixed 5.87500000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36255TAL6 1825826.90930000 PA USD 686886.13000000 0.092358491570 Long ABS-MBS US N 2 2031-09-15 Floating 5.57399880 N N N N N N Republic of Armenia 5299000H77JSW90G7935 042207AC4 290000.00000000 PA USD 215093.00000000 0.028921336681 Long DBT NUSS AM N 2 2029-09-26 Fixed 3.95000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 V7780T103 377.00000000 NS USD 13161.07000000 0.001769633305 Long EC US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 N/A 700000.00000000 PA 720834.68000000 0.096923202855 Long DBT NUSS GB N 2 2171-03-16 Fixed 5.25000000 N N N Y Y HSBC HOLDINGS PLC GBP XXXX N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 150000.00000000 PA USD 143981.71000000 0.019359735141 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 6128.00000000 NS USD 68204.64000000 0.009170774300 Long EC US N 1 N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAH2 340000.00000000 PA USD 349768.20000000 0.047029721434 Long DBT CORP US N 2 2025-02-01 Fixed 6.62500000 N N N N N N THE THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED 529900OMZDJ2H3CXKF72 N/A 630000.00000000 PA USD 589050.00000000 0.079203476506 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.62500000 N N N N N N BRK: BANCO SANTANDER, S.A.-NEW YORK BRANCH N/A N/A 4140000.00000000 NC 31558.33000000 0.004243323060 N/A DIR XX N 2 BRK: BANCO SANTANDER, S.A.-NEW YORK BRANCH N/A Y 2025-01-02 0.00000000 BRL -743.70000000 BRL -4140000.00000000 BRL 32302.03000000 N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222105 1417.00000000 NS USD 128918.66000000 0.017334362207 Long EC US N 1 N N N SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC 549300ICFD46O3KMJC06 84749AAA5 1592000.00000000 PA USD 1294319.26000000 0.174033757916 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N Smyrna Ready Mix Concrete, LLC 549300S7RFWHQFOIOY93 85236FAA1 710000.00000000 PA USD 600113.30000000 0.080691044321 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N J. B. HUNT TRANSPORT SERVICES, INC. 549300XCD1MPI1C5GK90 445658107 139.00000000 NS USD 21888.33000000 0.002943097921 Long EC US N 1 N N N BROWN GROUP HOLDINGS, LLC N/A 11565HAB2 989683.02000000 PA USD 937111.06000000 0.126003656437 Long LON US N 2 2028-06-07 Floating 3.50600040 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PGR4 1125000.00000000 PA USD 1001310.64000000 0.134635911638 Long ABS-MBS US N 2 2057-08-25 Floating 4.74999840 N N N N N N TRIMBLE INC. 549300E2MI7NSZFQWS19 896239100 421.00000000 NS USD 24514.83000000 0.003296256280 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331A109 487.00000000 NS USD 32234.53000000 0.004334244698 Long EC US N 1 N N N BROADSTREET PARTNERS, INC. 549300BS9N54G8DD0R75 11135RAA3 1195000.00000000 PA USD 934979.17000000 0.125717003182 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 740000.00000000 PA USD 546786.00000000 0.073520672446 Long DBT NUSS GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BP1 135000.00000000 PA USD 108677.70000000 0.014612769134 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 320000.00000000 PA 222986.00000000 0.029982626962 Long DBT CORP CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N ROCKET MORTGAGE, LLC 549300FGXN1K3HLB1R50 77313LAB9 160000.00000000 PA USD 113600.00000000 0.015274620034 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 360000.00000000 PA USD 386420.40000000 0.051957964642 Long DBT CORP US N 2 2030-02-01 Fixed 7.50000000 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762P102 319.00000000 NS USD 151690.88000000 0.020396307699 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 G5494J103 796.00000000 NS USD 228873.88000000 0.030774309443 Long EC US N 1 N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978V103 740.00000000 NS USD 127198.60000000 0.017103083484 Long EC US N 1 N N N ADOBE INC. FU4LY2G4933NH2E1CP29 00724F101 749.00000000 NS USD 274178.94000000 0.036866013466 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 48203R104 521.00000000 NS USD 14848.50000000 0.001996524608 Long EC US N 1 N N N CHARLES RIVER LABORATORIES INTERNATIONAL, INC. 549300BSQ0R4UZ5KX287 159864107 86.00000000 NS USD 18401.42000000 0.002474249107 Long EC US N 1 N N N LASERSHIP, INC. N/A 51809EAB1 970125.00000000 PA USD 860985.94000000 0.115767896903 Long LON US N 2 2028-05-07 Floating 5.24999880 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 624.00000000 NS USD 39461.76000000 0.005306015755 Long EC US N 1 N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AH7 260000.00000000 PA USD 158600.00000000 0.021325305787 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 175000.00000000 PA USD 142426.83000000 0.019150666469 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 330000.00000000 PA USD 327086.10000000 0.043979893450 Long DBT NUSS BR N 2 2029-01-15 Fixed 6.00000000 N N N N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296103 540.00000000 NS USD 37924.20000000 0.005099275925 Long EC US N 1 N N N GUITAR CENTER, INC. N/A 40204BAA3 1050000.00000000 PA USD 926625.00000000 0.124593704129 Long DBT CORP US N 2 2026-01-15 Fixed 8.50000000 N N N N N N EQUINIX, INC. 549300EVUN2BTLJ3GT74 29444U700 140.00000000 NS USD 91982.80000000 0.012367978166 Long EC US N 1 N N N CPP 7/19 2nd Lien Incrementa N/A N/A 370000.00000000 PA USD 299700.00000000 0.040297567114 Long LON US N 2 2026-04-30 Floating 8.98999920 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AR2 802000.00000000 PA USD 783845.11000000 0.105395565324 Long DBT NUSS CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBE6 660000.00000000 PA USD 520475.93000000 0.069983028764 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 2685394.00000000 PA USD 630217.88000000 0.084738896617 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 220845.91000000 0.029694871138 N/A DFE US N 2 BARCLAYS CAPITAL INC. N/A 18780028.98000000 EUR 19889083.59000000 USD 2022-07-28 220845.91000000 N N N BENCHMARK MORTGAGE TRUST N/A 08162BBG6 10857280.90800000 PA USD 556515.99000000 0.074828963821 Long DBT USGA US N 2 2052-05-15 Floating 1.19129040 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477103 559.00000000 NS USD 34462.35000000 0.004633796670 Long EC US N 1 N N N BBCMS TRUST N/A 05492JAW2 870000.00000000 PA USD 801610.87000000 0.107784343789 Long ABS-MBS US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Government National Mortgage Association N/A 38380UM67 971416.19280000 PA USD 109550.10000000 0.014730071762 Long DBT USGA US N 2 2048-01-20 Floating 4.10486040 N N N N N N MPT OPERATING PARTNERSHIP, L.P. WUQXXXF7PXTUPGROE843 55342UAL8 544000.00000000 PA 571443.78000000 0.076836149738 Long DBT CORP US N 2 2028-06-05 Fixed 3.69200000 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AP6 450000.00000000 PA USD 346500.00000000 0.046590280297 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 250000.00000000 PA USD 215845.91000000 0.029022572721 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 31251.18000000 0.004202023768 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1040000.00000000 EUR 1119820.00000000 USD 2022-07-19 31251.18000000 N N N TOWNSQUARE MEDIA, INC. 549300XBA8C68H0DR538 892231AB7 902000.00000000 PA USD 803448.04000000 0.108031369085 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 00846U101 462.00000000 NS USD 54871.74000000 0.007378036787 Long EC US N 1 N N N PRESTIGE BRANDS, INC. 549300JBVP4J6D42I235 74112BAM7 810000.00000000 PA USD 671652.00000000 0.090310115274 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N SIGNATURE BANK VLP5AP0XK2GM6GKD1007 82669G104 105.00000000 NS USD 18817.05000000 0.002530134585 Long EC US N 1 N N N RC BUYER, INC. N/A 74934KAD3 300000.00000000 PA USD 285750.00000000 0.038421854531 Long LON US N 2 2029-07-30 Floating 7.50600000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 130000.00000000 PA USD 7280.00000000 0.000978866495 Long DBT NUSS VE N 2 2037-04-12 Floating 0.00000000 Y N N N N N MHP Lux S.A. 222100RHC7R1WZ1J3M44 N/A 1870000.00000000 PA USD 953700.00000000 0.128234200057 Long DBT NUSS UA N 2 2026-04-03 Fixed 6.95000000 N N N N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 02156TAB0 350000.00000000 PA USD 293699.00000000 0.039490674554 Long DBT NUSS LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N WATERS CORPORATION 5T547R1474YC9HOD8Q74 941848103 101.00000000 NS USD 33428.98000000 0.004494850067 Long EC US N 1 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 BM7280605 250000.00000000 PA 187422.24000000 0.025200735052 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N HAWAIIAN BRAND INTELLECTUAL PROPERTY, LTD. N/A 41984LAA5 600000.00000000 PA USD 537720.00000000 0.072301660957 Long DBT NUSS US N 2 2026-01-20 Fixed 5.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2C7 1610000.00000000 PA USD 1586944.80000000 0.213380095379 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.37500000 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095101 924.00000000 NS USD 59487.12000000 0.007998619321 Long EC US N 1 N N N Pearl Second Merger Sub LLC N/A 701885AH8 480000.00000000 PA USD 472241.78000000 0.063497480226 Long DBT CORP US N 2 2027-10-15 Fixed 5.62500000 N N N N N N MOZART DEBT MERGER SUB INC. N/A 62482BAB8 810000.00000000 PA USD 665253.00000000 0.089449707760 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N AXALTA COATING SYSTEMS, LLC 549300G80QONCHILSF69 05453GAC9 1405000.00000000 PA USD 1146999.85000000 0.154225236689 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N TKC HOLDINGS, INC. N/A 87256FAH7 667101.49000000 PA USD 627495.67000000 0.084372869122 Long LON US N 2 2028-05-15 Floating 6.99999840 N N N N N N PEACE PARK CLO N/A 70470NAA1 400000.00000000 PA USD 349579.20000000 0.047004308554 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 7.06271040 N N N N N N Government National Mortgage Association N/A 38380YR23 475262.18950000 PA USD 55413.19000000 0.007450839983 Long DBT USGA US N 2 2048-09-20 Floating 4.60486080 N N N N N N NGL ENERGY PARTNERS LP 5299005YSRP46BE8Z459 62913TAJ1 1150000.00000000 PA USD 1040750.00000000 0.139938915497 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N TRANSOCEAN INC. DOL4HJ22ADYSIWES4H94 893830BQ1 2088000.00000000 PA USD 1959859.44000000 0.263522079808 Long DBT NUSS US N 2 2027-01-30 Fixed 11.50000000 N N N N N N VOYA CLO N/A 92917KAA2 250000.00000000 PA USD 245320.00000000 0.032985649531 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.19429000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859102 199.00000000 NS USD 93145.93000000 0.012524372257 Long EC US N 1 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 721000.00000000 PA USD 43404.20000000 0.005836114990 Long DBT NUSS LB N 2 2029-05-25 Fixed 6.85000000 Y N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 200000.00000000 PA USD 167726.00000000 0.022552384857 Long DBT NUSS MO N 2 2025-08-08 Fixed 5.12500000 N N N N N N HEXION HOLDINGS CORPORATION N/A 00217XAB2 710000.00000000 PA USD 633675.00000000 0.085203739877 Long LON US N 2 2029-03-15 Floating 5.92408080 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742BG9 250000.00000000 PA USD 229945.45000000 0.030918392405 Long DBT NUSS CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 26314.83000000 0.003538283710 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 28214000.00000000 JPY 235365.76000000 USD 2022-09-26 26314.83000000 N N N VERSCEND HOLDING CORP. N/A 92531HAD9 1058576.55000000 PA USD 1010940.61000000 0.135930754355 Long LON US N 2 2025-08-27 Floating 5.05956960 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687106 2889.00000000 NS USD 272721.60000000 0.036670059991 Long EC US N 1 N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849106 1120.00000000 NS USD 25177.60000000 0.003385372124 Long EC US N 1 N N N ASURION LLC N/A 04649VBA7 950000.00000000 PA USD 802750.00000000 0.107937510848 Long LON US N 2 2029-01-20 Floating 6.30956880 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 230000.00000000 PA USD 167331.90000000 0.022499394296 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -89.61000000 -0.00001204893 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 474569.58000000 USD 690000.00000000 AUD 2022-07-19 -89.61000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0LQ7 1080472.39950000 PA USD 159639.26000000 0.021465044357 Long DBT USGA US N 2 2048-01-25 Floating 4.52643120 N N N N N N FANATICS COMMERC TL 1L B N/A N/A 718200.00000000 PA USD 676601.86000000 0.090975671882 Long LON US N 2 2028-11-24 Floating 4.30957080 N N N N N N STONEX GROUP INC. 549300JUF07L8VF02M60 46116VAE5 240000.00000000 PA USD 240600.00000000 0.032350999825 Long DBT CORP US N 2 2025-06-15 Fixed 8.62500000 N N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 518439104 362.00000000 NS USD 92190.54000000 0.012395910820 Long EC US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 646.00000000 NS USD 27022.18000000 0.003633393767 Long EC US N 1 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 418.00000000 NS USD 43643.38000000 0.005868275057 Long EC US N 1 N N N SHOPS AT CRYSTALS TRUST N/A 82510WAL4 885000.00000000 PA USD 739348.29000000 0.099412536994 Long ABS-MBS US N 2 2036-07-05 Floating 3.85547040 N N N N N N RENT-A-CENTER, INC. 529900QUHE15UQNCCJ63 76009NAL4 370000.00000000 PA USD 288600.00000000 0.038805064628 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N United States of America N/A N/A -2.00000000 NC USD -254750.00000000 -0.03425360434 N/A DIR US N 1 UBS INTERNATIONAL INC N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2022 2022-09-24 -256900.68000000 USD 2150.68000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 1080000.00000000 PA USD 1028752.21000000 0.138325696452 Long DBT NUSS IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 873.00000000 NS USD 24112.26000000 0.003242126845 Long EC US N 1 N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92840JAB5 1190000.00000000 PA USD 952000.00000000 0.128005618595 Long DBT NUSS CH N 2 2030-02-01 Fixed 6.37500000 N N N N N N MATCH GROUP, INC. 15OMOPB0A8K0EFUVD031 57667L107 431.00000000 NS USD 30036.39000000 0.004038683489 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY 9845007488EC87F5AF14 500754106 1076.00000000 NS USD 41038.64000000 0.005518042541 Long EC US N 1 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 180000.00000000 PA 165711.48000000 0.022281513136 Long DBT NUSS ID N 2 2027-02-14 Fixed 0.90000000 N N N N N N AG ISSUER, LLC N/A 00119LAA9 1116000.00000000 PA USD 973924.47000000 0.130953575890 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N GETTY IMAGES N/A 37427UAJ9 550230.77000000 PA USD 530972.69000000 0.071394419790 Long LON US N 2 2026-02-19 Floating 6.12500040 N N N N N N NCR CORPORATION 549300YKTY8JX1DV2R67 62886EBA5 530000.00000000 PA USD 448242.20000000 0.060270504297 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N CANYON CAPITAL CLO LTD. N/A 13877FAA7 280000.00000000 PA USD 248806.32000000 0.033454419014 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 7.45428960 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A G9368PBE3 590000.00000000 PA USD 563975.10000000 0.075831913390 Long LON US N 2 2029-01-31 Floating 4.57400160 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BH9 460000.00000000 PA USD 354729.00000000 0.047696749032 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N GARTNER, INC. PP55B5R38BFB8O8HH686 366651107 124.00000000 NS USD 29986.92000000 0.004032031769 Long EC US N 1 N N N MAGNOLIA FINANCE X DESIGNATED ACTIVITY COMPANY 213800P1BCRS8AAU4W28 55960WAB7 950000.00000000 PA USD 928820.95000000 0.124888970871 Long ABS-MBS IE N 2 2024-08-09 Floating 4.18600080 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097103 1330.00000000 NS USD 34300.70000000 0.004612061262 Long EC US N 1 N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST N/A 38237JAB9 94251.07300000 PA USD 83975.32000000 0.011291294940 Long ABS-MBS US Y 2 2049-01-20 Fixed 2.94000000 N N N N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 070830104 444.00000000 NS USD 11952.48000000 0.001607126676 Long EC US N 1 N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925GAD5 565611.39930000 PA USD 506179.61000000 0.068060750103 Long ABS-MBS US N 2 2036-12-25 Floating 2.38744800 N N N N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 1564.00000000 NS USD 29325.00000000 0.003943030215 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 321302.95000000 0.043202292932 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3500388.73000000 GBP 4573222.87000000 USD 2022-07-19 321302.95000000 N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 775000.00000000 PA USD 738276.63000000 0.099268441930 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866F104 876.00000000 NS USD 82379.04000000 0.011076659637 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 14847.66000000 0.001996411662 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1100000.00000000 AUD 771265.00000000 USD 2022-07-19 14847.66000000 N N N ZIFF DAVIS, INC. 5493008OJYGLHD7MXA18 48123VAF9 670000.00000000 PA USD 571138.15000000 0.076795054825 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N BAIN CAPITAL CREDIT CLO N/A 05684LAJ4 450000.00000000 PA USD 412798.05000000 0.055504695110 Long ABS-CBDO CORP KY Y 2 2034-04-18 Floating 3.95429040 N N N N N N GREAT OUTDOORS GROUP, LLC N/A 07014QAN1 798664.75000000 PA USD 725986.26000000 0.097615882671 Long LON US N 2 2028-03-06 Floating 4.80957120 N N N N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AW4 505000.00000000 PA USD 417256.25000000 0.056104143271 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Huarong Finance II Co., Ltd. 549300BHVD63HE2GHX17 N/A 210000.00000000 PA USD 197925.00000000 0.026612932836 Long DBT NUSS CN N 2 2025-11-19 Fixed 5.00000000 N N N N N N HALSEYPOINT CLO N/A 40638CAC3 290000.00000000 PA USD 246892.95000000 0.033197147890 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 9.26271000 N N N N N N Republique Gabonaise N/A 362420AE1 700000.00000000 PA USD 509250.00000000 0.068473593770 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 2392.00000000 NS USD 28775.76000000 0.003869179579 Long EC US N 1 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A 4400000.00000000 NC USD -18851.60000000 -0.00253478016 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2024-09-21 4380.89000000 USD 0.00000000 USD -4400000.00000000 USD -23232.49000000 N N N KINDER MORGAN, INC. 549300WR7IX8XE0TBO16 49456B101 3161.00000000 NS USD 52978.36000000 0.007123453512 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX54 480000.00000000 PA USD 313368.00000000 0.042135362067 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 164900.00000000 PA 35987.25000000 0.004838834241 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.12500000 N N N N N N USD PUT MXN CALL N/A USMXP0326 3670000.00000000 NC USD 31430.75000000 0.004226168693 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A Put Purchased N/A N/A 3670000.00000000 20.09800000 USD 2022-07-22 XXXX -13967.15000000 N N N MEXICAN PESO N/A N/A 1.00000000 NC 10745.87000000 0.001444886278 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 750437.07000000 USD 15410000.00000000 MXN 2022-07-19 10745.87000000 N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC -39298.13000000 -0.00528401411 N/A DFE NO N 2 MORGAN STANLEY & CO, INC N/A 389725.22000000 USD 3460000.00000000 NOK 2022-07-19 -39298.13000000 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAK4 1100000.00000000 PA USD 904783.00000000 0.121656835724 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N BRK: BARCLAYS N/A N/A 80000.00000000 NC 873.78000000 0.000117488182 N/A DIR XX N 2 BRK: BARCLAYS N/A Y 2027-01-04 99.21000000 BRL 0.00000000 BRL -80000.00000000 BRL 774.57000000 N N N N/A N/A 92342NAH6 180000.00000000 PA USD 208800.00000000 0.028075181893 Long DBT CORP US N 2 2027-10-15 Fixed 13.00000000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAA9 222000.00000000 PA USD 203970.27000000 0.027425777926 Long DBT NUSS US N 2 2026-04-20 Fixed 5.50000000 N N N N N N BX TRUST N/A 12434CAQ7 310000.00000000 PA USD 287427.26000000 0.038647378379 Long ABS-MBS US Y 2 2034-09-15 Floating 3.26099880 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 5.00000000 NS USD 20020.70000000 0.002691976983 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754DAB3 386000.00000000 PA USD 366873.62000000 0.049329710792 Long ABS-MBS US Y 2 2042-04-25 Floating 3.92565960 N N N N N N FEDERAL REALTY INVESTMENT TRUST N/A 313745101 92.00000000 NS USD 8808.08000000 0.001184331648 Long EC US N 1 N N N RADNOR RE/ESSENT N/A 750493AC2 1830000.00000000 PA USD 1737217.35000000 0.233585694875 Long ABS-MBS BM N 2 2030-01-25 Floating 3.37357080 N N N N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 343.00000000 NS USD 33092.64000000 0.004449625897 Long EC US N 1 N N N FEDERAL REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAK9 240000.00000000 PA USD 178857.60000000 0.024049136269 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 1075000.00000000 PA USD 1015094.12000000 0.136489233995 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N DIRECTV FINANCING, LLC N/A 25460HAB8 907250.00000000 PA USD 832782.92000000 0.111975727763 Long LON US N 2 2027-08-02 Floating 6.05957040 N N N N N N USD PUT AUD CALL N/A USAUP0032 3620000.00000000 NC USD 213.48000000 0.000028704453 N/A DFE US N 2 BNP PARIBAS N/A Put Purchased N/A N/A 3620000.00000000 0.75400000 USD 2022-07-23 XXXX -41814.72000000 N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAR6 200000.00000000 PA USD 132080.00000000 0.017759434983 Long DBT NUSS MO N 2 2031-08-08 Fixed 3.25000000 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 375000.00000000 PA USD 353603.15000000 0.047545367597 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 G3223R108 64.00000000 NS USD 17937.92000000 0.002411927044 Long EC US N 1 N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 7101901.00000000 PA USD 2101698.02000000 0.282593650368 Long DBT NUSS AR N 2 2037-09-01 Fixed 3.90000000 N N N N N N PAYCOM SOFTWARE, INC. 254900LSB0HNJUDC6Q18 70432V102 81.00000000 NS USD 22689.72000000 0.003050852567 Long EC US N 1 N N N WYNN RESORTS FINANCE, LLC N/A 983133AB5 600000.00000000 PA USD 583956.00000000 0.078518538878 Long DBT CORP US N 2 2025-04-15 Fixed 7.75000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 300000.00000000 PA USD 292117.18000000 0.039277983538 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 2171.00000000 NS USD 134797.39000000 0.018124814382 Long EC US N 1 N N N JACOBS ENGINEERING GROUP INC. 549300CZ8QS1GE53O776 469814107 191.00000000 NS USD 24281.83000000 0.003264927174 Long EC US N 1 N N N CTC Holdings/Chicago Trading Company 2/22 TLB N/A N/A 570000.00000000 PA USD 530100.00000000 0.071277078169 Long LON US N 2 2029-02-20 Floating 6.41779920 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAK7 350000.00000000 PA USD 304432.22000000 0.040933859917 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 097793AE3 475000.00000000 PA USD 426312.50000000 0.057321843778 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N CAB SELAS 9695008EGX5O9K1MS743 N/A 475000.00000000 PA 397777.80000000 0.053485077051 Long DBT NUSS FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N COLGATE ENERGY PARTNERS III, LLC 549300QRLZK0B17DH791 19416MAB5 700000.00000000 PA USD 613375.00000000 0.082474208304 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BH9 260000.00000000 PA USD 245286.60000000 0.032981158577 Long DBT CORP US N 2 2027-03-15 Fixed 7.50000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 92556V106 2064.00000000 NS USD 21610.08000000 0.002905684515 Long EC US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 292.00000000 NS USD 46541.88000000 0.006258006449 Long EC US N 1 N N N SEAWORLD PARKS & ENTERTAINMENT, INC. 549300UZV72O3371JJ53 81282UAG7 1765000.00000000 PA USD 1493525.35000000 0.200818945708 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCS3 175000.00000000 PA USD 174574.87000000 0.023473281749 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N United States of America N/A N/A -486.00000000 NC USD -57606187.50000000 -7.74570973305 N/A DIR US N 1 JEFFERIES LLC N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2022 2022-09-24 -57756576.38000000 USD 150388.88000000 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AV0 300000.00000000 PA USD 253145.14000000 0.034037815378 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N GARDA SECURITY TL N/A N/A 570000.00000000 PA USD 522975.00000000 0.070319052925 Long LON US N 2 2029-02-01 Floating 5.74850160 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AU8 200000.00000000 PA USD 170620.00000000 0.022941511181 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N APX GROUP, INC. 549300OMQVKPRU98OE64 00213MAW4 1216000.00000000 PA USD 941416.51000000 0.126582565880 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N BRK: MORGAN STANLEY N/A CDS862326 660000.00000000 NC USD -10166.90000000 -0.00136703815 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-06-20 0.00000000 USD -15508.07000000 USD 660000.00000000 USD 5341.17000000 N N N CARRIAGE SERVICES, INC. N/A 143905AP2 440000.00000000 PA USD 357831.92000000 0.048113966673 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AA8 500000.00000000 PA USD 424277.13000000 0.057048168573 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N THE REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AJ3 250000.00000000 PA USD 186192.50000000 0.025035384601 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N MCAFEE 5/21 N/A 55910RAB9 805950.00000000 PA USD 722187.62000000 0.097105118739 Long LON US N 2 2028-07-27 Floating 6.23000160 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896100 431.00000000 NS USD 29092.50000000 0.003911768339 Long EC US N 1 N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 77.00000000 NS USD 22634.15000000 0.003043380642 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754DAF4 433000.00000000 PA USD 403767.95000000 0.054290510723 Long ABS-MBS US Y 2 2042-04-25 Floating 5.42566080 N N N N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110D104 318.00000000 NS USD 20746.32000000 0.002789543618 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 395.78000000 0.000053216453 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1660000.00000000 GBP 2016796.70000000 USD 2022-07-19 395.78000000 N N N United States of America N/A N/A -216.00000000 NC USD -24246000.00000000 -3.26010948368 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2022 2022-10-03 -24490935.16000000 USD 244935.16000000 N N N CONNECTICUT AVENUE SECURITIES N/A 30711XYW8 570000.00000000 PA USD 562911.59000000 0.075688914172 Long DBT USGA US N 2 2030-07-25 Floating 5.17357080 N N N N N N LAMB WESTON HOLDINGS, INC. 5493005SMYID1D2OY946 513272104 229.00000000 NS USD 16364.34000000 0.002200343975 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 2801.00000000 NS USD 429001.16000000 0.057683360151 Long EC US N 1 N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857L108 64.00000000 NS USD 111935.36000000 0.015050793066 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20753QAF6 460000.00000000 PA USD 456079.37000000 0.061324287694 Long ABS-MBS US N 2 2031-04-25 Floating 5.97357000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 100000.00000000 PA 69683.13000000 0.009369571598 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N MARATHON CLO LTD. N/A 56578HAJ5 330000.00000000 PA USD 313786.77000000 0.042191669748 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 4.36271040 N N N N N N BRK: BNP PARIBAS N/A N/A 4830000.00000000 NC USD 149921.51000000 0.020158398769 N/A DIR XX N 2 BRK: BNP PARIBAS N/A Y 2026-11-20 0.00000000 USD -7302.54000000 USD -4830000.00000000 USD 157224.05000000 N N N S.P.C.M. SA 969500F7036FEDYPRV54 7846ELAE7 310000.00000000 PA USD 242575.00000000 0.032616557700 Long DBT NUSS FR N 2 2030-03-15 Fixed 3.37500000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 1127580.00000000 PA USD 458806.49000000 0.061690975386 Long DBT NUSS EC N 2 2040-07-31 Fixed 0.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 20076.45000000 0.002699473110 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 700000.00000000 GBP 870366.00000000 USD 2022-07-19 20076.45000000 N N N PAYCHEX, INC. 529900K900DW6SUBM174 704326107 494.00000000 NS USD 56251.78000000 0.007563596529 Long EC US N 1 N N N OCP S.A. 213800D26TAPVTCVWG40 67091TAD7 200000.00000000 PA USD 151000.00000000 0.020303412193 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616C100 273.00000000 NS USD 39366.60000000 0.005293220572 Long EC US N 1 N N N N/A N/A L5137X109 2356.00000000 NS USD 23.56000000 0.000003167870 Long EC US N 3 N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599106 412.00000000 NS USD 20847.20000000 0.002803107911 Long EC US N 1 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 141.00000000 NS USD 33044.76000000 0.004443187967 Long EC US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 827.00000000 NS USD 58518.52000000 0.007868381672 Long EC US N 1 N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBJ9 90000.00000000 PA USD 61875.00000000 0.008319692910 Long DBT CORP US N 2 2027-02-15 Fixed 2.50000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738108 923.00000000 NS USD 82119.31000000 0.011041736423 Long EC US N 1 N N N BRK: BANK OF AMERICA N/A N/A 365382600.00000000 NC -768415.09000000 -0.10332084972 N/A DIR XX N 2 BRK: BANK OF AMERICA N/A Y 2024-07-17 0.00000000 MXN 0.00000000 MXN -365382600.00000000 MXN -768415.09000000 N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918K108 98.00000000 NS USD 7836.08000000 0.001053636835 Long EC US N 1 N N N SUMMIT MIDSTREAM PARTNERS, LP N/A 866142409 28458.00000000 NS USD 362270.34000000 0.048710755221 Long EC US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 700000.00000000 PA USD 690198.52000000 0.092803874481 Long DBT NUSS GB N 2 2025-03-11 Fixed 3.80300000 N N N N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAH4 325000.00000000 PA USD 289808.85000000 0.038967606217 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 302130109 283.00000000 NS USD 27581.18000000 0.003708556730 Long EC US N 1 N N N CAESARS RESORT COLLECTION, LLC N/A 12769LAD1 303495.15000000 PA USD 291886.46000000 0.039246960999 Long LON US N 2 2025-07-21 Floating 4.55956920 N N N N N N EURO N/A N/A 1.00000000 NC 32.60000000 0.000004383385 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 62122.42000000 USD 59348.13000000 EUR 2022-07-28 32.60000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AL4 700000.00000000 PA USD 474250.00000000 0.063767504851 Long DBT NUSS AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N Leviathan Bond LTD 254900D9T8VKYVQNZ220 N/A 1530000.00000000 PA USD 1412496.00000000 0.189923764961 Long DBT NUSS IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N VTR Comunicaciones SpA 213800XDZJKMC1AEUV94 918367AA1 676000.00000000 PA USD 487655.44000000 0.065569996070 Long DBT NUSS CL N 2 2028-01-15 Fixed 5.12500000 N N N N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 55916AAB0 580000.00000000 PA USD 382231.60000000 0.051394739920 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N TRANSDIGM GROUP INCORPORATED N/A 893641100 81.00000000 NS USD 43470.27000000 0.005844998741 Long EC US N 1 N N N COINBASE GLOBAL, INC. 5493004G3J2SC154DU06 19260QAD9 400000.00000000 PA USD 224642.29000000 0.030205331191 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 50000.00000000 PA USD 46430.70000000 0.006243057221 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 5520.98000000 0.000742349222 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 820000.00000000 CNY 127975.03000000 USD 2022-07-19 5520.98000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -17852.85000000 -0.00240048855 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 29369560.35000000 MXN 1431300.00000000 USD 2022-07-25 -17852.85000000 N N N COINBASE GLOBAL, INC. 5493004G3J2SC154DU06 19260QAC1 710000.00000000 PA USD 446913.05000000 0.060091787209 Long DBT CORP US N 2 2028-10-01 Fixed 3.37500000 N N N N N N MV24 CAPITAL B.V N/A 55388RAA4 177780.00000000 PA USD 159091.89000000 0.021391445160 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N CARNIVAL CORPORATION N/A P2121YAN8 533409.29000000 PA USD 494203.71000000 0.066450474381 Long LON PA N 2 2025-06-30 Floating 3.75000120 N N N N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 040413106 342.00000000 NS USD 32059.08000000 0.004310653746 Long EC US N 1 N N N Republic of Iraq 2549004N3P710UQ9X454 N/A 210000.00000000 PA USD 188527.50000000 0.025349347961 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 379.00000000 NS USD 24729.75000000 0.003325154355 Long EC US N 1 N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057104 434.00000000 NS USD 30627.38000000 0.004118147818 Long EC US N 1 N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAD1 270000.00000000 PA USD 221670.00000000 0.029805678018 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N VIRGIN PULSE INC TL N/A N/A 320000.00000000 PA USD 272000.00000000 0.036573033884 Long LON US N 2 2029-04-06 Floating 8.30957040 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040Q104 670.00000000 NS USD 55174.50000000 0.007418745801 Long EC US N 1 N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637209 260.00000000 NS USD 18241.60000000 0.002452759760 Long EC US N 1 N N N B3 S.A. - BRASIL, BOLSA, BALCAO 4GTK5S46E6H318LMDS44 11778EAA4 700000.00000000 PA USD 576100.00000000 0.077462223606 Long DBT NUSS BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N ZIMMER BIOMET HOLDINGS, INC. 2P2YLDVPES3BXQ1FRB91 98956P102 316.00000000 NS USD 33198.96000000 0.004463921650 Long EC US N 1 N N N Government National Mortgage Association N/A 38380Y2Z7 1589460.57320000 PA USD 190872.28000000 0.025664626338 Long DBT USGA US N 2 2048-09-20 Floating 4.60486080 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AR0 530000.00000000 PA USD 444190.45000000 0.059725707275 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 501797AN4 710000.00000000 PA USD 599027.00000000 0.080544980767 Long DBT CORP US N 2 2028-02-01 Fixed 5.25000000 N N N N N N NMI HOLDINGS, INC. 529900KNNGFXJX1C3Z08 629209AA5 410000.00000000 PA USD 401800.00000000 0.054025900789 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N DEL MONTE FOOD TL N/A N/A 830000.00000000 PA USD 780200.00000000 0.104905444987 Long LON US N 2 2029-05-16 Floating 5.68382040 N N N N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 681919106 298.00000000 NS USD 18955.78000000 0.002548788177 Long EC US N 1 N N N USD REC 1.347 22NOV22 N/A N/A -28200000.00000000 NC USD -6521.14000000 -0.00087683041 N/A DIR US N 2 DEUTSCHE BANK SECURITIES, INC. N/A Put Written N/A N/A 0.00000000 1.34750000 USD 2022-11-22 XXXX 27362.31000000 N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PMX4 1720000.00000000 PA USD 1511436.24000000 0.203227238307 Long ABS-MBS US N 2 2059-02-25 Floating 4.50000000 N N N N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 426281101 123.00000000 NS USD 22142.46000000 0.002977268161 Long EC US N 1 N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176E108 973.00000000 NS USD 92522.57000000 0.012440555469 Long EC US N 1 N N N Digicel Group 0.5 Ltd N/A 25381YAB7 92133.00000000 PA USD 64406.55000000 0.008660084321 Long DBT NUSS JM N 2 2025-04-01 Fixed 8.00000000 N N Y N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXEV8 100000.00000000 PA USD 89427.09000000 0.012024338208 Long DBT USGA US N 2 2035-01-01 Fixed 2.68000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 194.67000000 0.000026175266 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 20001.00000000 AUD 13948.40000000 USD 2022-07-19 194.67000000 N N N BRK: MORGAN STANLEY N/A CDS869779 -880000.00000000 NC USD 88259.95000000 0.011867404933 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-06-20 149439.36000000 USD 0.00000000 USD -880000.00000000 USD -61179.41000000 N N N CarMax, Inc. 529900F60CID3NCZM330 143130102 279.00000000 NS USD 25243.92000000 0.003394289490 Long EC US N 1 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CQ7 900000.00000000 PA USD 803228.36000000 0.108001830982 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST N/A 88327HAN3 1741672.55900000 PA USD 1581015.63000000 0.212582861058 Long ABS-MBS US N 2 2034-11-11 Floating 4.60000080 N N N N N N AUST 10Y BOND FUT SEP22 N/A N/A 21.00000000 NC 1716918.20000000 0.230856277593 Long AU N 1 N N N CATHEDRAL LAKE CLO LTD. N/A 14919MAA0 300000.00000000 PA USD 263028.60000000 0.035366742280 Long ABS-CBDO CORP KY Y 2 2034-04-25 Floating 8.39400120 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 N/A 260000.00000000 PA 246808.78000000 0.033185830418 Long DBT NUSS TR N 2 2026-02-16 Fixed 5.20000000 N N N N N N MTN (MAURITIUS) INVESTMENTS LIMITED 2549009PQD415OQIR074 N/A 2150000.00000000 PA USD 2109236.00000000 0.283607204773 Long DBT NUSS ZA N 2 2026-10-13 Fixed 6.50000000 N N N N N N ITT HOLDINGS LLC 549300TH2PHOLK31LB42 45074JAA2 1150000.00000000 PA USD 920000.00000000 0.123702908726 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N NEXTERA ENERGY, INC. N/A 65339F101 3118.00000000 NS USD 241520.28000000 0.032474740383 Long EC US N 1 N N N ATHENAHEALTH GROUP INC. N/A 04686RAB9 76956.58000000 PA USD 70656.14000000 0.009500402214 Long LON US N 2 2029-02-15 Floating 5.00914080 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473P105 636.00000000 NS USD 18755.64000000 0.002521877416 Long EC US N 1 N N N CP ATLAS BUYER, INC. 2549006ZZ07G0NDDCR36 12597YAA7 160000.00000000 PA USD 115548.80000000 0.015536655065 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N BRK: CREDIT AGRICOLE CIB N/A N/A 5240000.00000000 NC 296888.43000000 0.039919524302 N/A DIR XX N 2 BRK: CREDIT AGRICOLE CIB N/A Y 2027-09-21 285565.24000000 EUR 0.00000000 EUR -5240000.00000000 EUR 11323.19000000 N N N APTIV PLC N/A G6095L109 413.00000000 NS USD 36785.91000000 0.004946221812 Long EC US N 1 N N N BRK: MORGAN STANLEY & CO INC (PAS) N/A CDS860813 1290000.00000000 NC USD -8662.62000000 -0.00116477314 N/A DCR XX N 2 BRK: MORGAN STANLEY & CO INC (PAS) N/A Y 2024-12-20 0.00000000 USD -13860.17000000 USD 1290000.00000000 USD 5197.55000000 N N N Samarco Mineracao S.A. - Em Recuperacao Judicial 529900U8HKV15GJC4O60 P84050AB2 200000.00000000 PA USD 122600.61000000 0.016484839205 Long DBT NUSS BR N 2 2023-10-24 Floating 5.74999920 Y N N N N N SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. N/A 81527CAL1 848085.64000000 PA USD 794656.24000000 0.106849226441 Long LON US N 2 2025-12-31 Floating 4.30957080 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 700000.00000000 PA 815045.78000000 0.109590797534 Long DBT NUSS GB N 2 2170-09-15 Fixed 7.12500000 N N N Y Y BARCLAYS PLC GBP XXXX N N N TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST N/A 87666YAA5 650000.00000000 PA USD 632219.12000000 0.085007982713 Long ABS-MBS US Y 2 2037-05-15 Floating 3.46465080 N N N N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AS8 440000.00000000 PA USD 355600.83000000 0.047813975018 Long DBT NUSS IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N GRANITE US HOLDINGS CORPORATION N/A 38748YAA0 860000.00000000 PA USD 808400.00000000 0.108697208059 Long DBT CORP US N 2 2027-10-01 Fixed 11.00000000 N N N N N N United States of America N/A N/A 175.00000000 NC USD 19643750.00000000 2.641292405763 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2022 2022-10-03 19574846.80000000 USD 68903.20000000 N N N GRINDING MEDIA INC. (MOLYCOP LTD.) N/A 39854KAB6 945250.00000000 PA USD 860177.50000000 0.115659194316 Long LON US N 2 2028-10-12 Floating 4.79589840 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 430000.00000000 PA USD 361200.00000000 0.048566837643 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 43284MAA6 1010000.00000000 PA USD 818100.00000000 0.110001466988 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N NOBLE CORP WARRANTS N/A N/A 2787.00000000 NC USD 38552.57000000 0.005183766356 N/A DE US N 2 CORPORATE ACTION N/A Call Purchased N/A N/A 2787.00000000 0.01000000 USD 2028-02-05 XXXX 31585.07000000 N N N Romania 315700IASY927EDWBK92 77586RAF7 200000.00000000 PA USD 155000.00000000 0.020841250926 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251525AX9 400000.00000000 PA USD 345000.00000000 0.046388590772 Long DBT NUSS DE N 2 2171-04-30 Fixed 6.00000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011104 922.00000000 NS USD 73335.88000000 0.009860719206 Long EC US N 1 N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 370000.00000000 PA USD 265247.82000000 0.035665137899 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 1311.00000000 NS USD 105063.54000000 0.014126810325 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211KAK6 411000.00000000 PA USD 414082.50000000 0.055677401850 Long DBT CORP US Y 2 2033-07-15 Fixed 6.87500000 N N N N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 231.00000000 NS USD 75354.51000000 0.010132143557 Long EC US N 1 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BJ0 1170000.00000000 PA USD 1140750.00000000 0.153384883837 Long DBT NUSS US N 2 2027-08-01 Fixed 9.87500000 N N N N N N N/A N/A L5217E120 22512.00000000 NS USD 664104.00000000 0.089295213583 Long EC US N 3 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244109 1803.00000000 NS USD 137731.17000000 0.018519289512 Long EC US N 1 N N N CONSOLIDATED EDISON, INC. 54930033SBW53OO8T749 209115104 540.00000000 NS USD 51354.00000000 0.006905042581 Long EC US N 1 N N N N/A N/A 02862PAA5 882934.00000000 PA USD 1002130.09000000 0.134746094625 Long DBT CORP US N 2 2026-09-01 Fixed 8.50000000 N N N N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 679580100 142.00000000 NS USD 36391.76000000 0.004893224527 Long EC US N 1 N N N Republica del Peru 254900STKLK2DBJJZ530 715638DF6 380000.00000000 PA USD 323056.66000000 0.043438096223 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567RAF3 200000.00000000 PA USD 201499.79000000 0.027093597968 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 1957.00000000 NS USD 120962.17000000 0.016264535081 Long EC US N 1 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 440000.00000000 PA USD 338580.00000000 0.045525359605 Long DBT CORP ZA N 2 2031-03-18 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 12647.33000000 0.001700555987 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 850000.00000000 EUR 902343.00000000 USD 2022-07-19 12647.33000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 256.63000000 0.000034506388 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3554.26000000 NZD 2465.53000000 USD 2022-07-19 256.63000000 N N N FERTITTA ENTERTAINMENT, LLC 984500A0805D8V551D35 31556TAA7 280000.00000000 PA USD 238700.00000000 0.032095526427 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 875000.00000000 PA USD 756972.80000000 0.101782323029 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -4776.08000000 -0.00064219020 N/A DFE MX N 2 DEFAULT N/A 404047.82000000 USD 8185094.55000000 MXN 2022-09-23 -4776.08000000 N N N NEWREZ WAREHOUSE SECURITIZATION TRUST N/A 65246PAF8 430000.00000000 PA USD 426919.82000000 0.057403503833 Long ABS-MBS US Y 2 2055-05-25 Floating 6.87357000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 1000000.00000000 PA USD 894060.00000000 0.120215024539 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AE1 350000.00000000 PA USD 304500.00000000 0.040942973594 Long DBT CORP US N 2 2027-04-15 Fixed 8.37500000 N N N N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 1003.00000000 NS USD 278482.95000000 0.037444729288 Long EC US N 1 N N N XPO CNW, INC. N/A 12612WAB0 1030000.00000000 PA USD 962703.51000000 0.129444809161 Long DBT CORP US N 2 2034-05-01 Fixed 6.70000000 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 199.00000000 NS USD 14550.88000000 0.001956506717 Long EC US N 1 N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776696106 163.00000000 NS USD 64327.95000000 0.008649515790 Long EC US N 1 N N N FIRST HORIZON CORPORATION TF3RXI1ZB1TQ30H9JV10 320517AD7 625000.00000000 PA USD 614579.76000000 0.082636199952 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141G104 541.00000000 NS USD 160687.82000000 0.021606033403 Long EC US N 1 N N N RENEW CLEAN ENERGY PRIVATE LIMITED 3358008RR2HQOCUDCQ35 Y7275HAA6 200000.00000000 PA USD 206670.00000000 0.027788782768 Long DBT NUSS IN N 2 2024-03-12 Fixed 6.67000000 N N N N N N ROUGH COUNTRY LLC N/A N/A 691250.00000000 PA USD 654959.38000000 0.088065630873 Long LON US N 2 2028-07-28 Floating 4.50600120 N N N N N N FMC CORPORATION CKDHZ2X64EEBQCSP7013 302491303 209.00000000 NS USD 22365.09000000 0.003007202920 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 24937.96000000 0.003353150206 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1600000.00000000 NZD 1019305.60000000 USD 2022-07-19 24937.96000000 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 240000.00000000 PA USD 241131.36000000 0.032422446323 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N CROWN CASTLE INTERNATIONAL CORP. 54930012H97VSM0I2R19 22822V101 675.00000000 NS USD 113656.50000000 0.015282217006 Long EC US N 1 N N N N/A N/A N/A 138.00000000 NC USD 26147550.00000000 3.515791294652 N/A DE US N 1 BANK OF AMERICA N/A Long S&P 500 Future (e-Mini) Sep 2022 N/A N/A 2022-09-19 25937985.22000000 USD 209564.78000000 N N N PENSKE AUTOMOTIVE GROUP, INC. 549300W7UTQ0M4C7LB15 70959WAK9 848000.00000000 PA USD 706095.68000000 0.094941401582 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AN9 770000.00000000 PA USD 739669.70000000 0.099455753681 Long DBT NUSS GT N 2 2026-05-03 Fixed 4.50000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 Y8137FAE8 570000.00000000 PA USD 183701.67000000 0.024700468388 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 Y N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAC5 179828.00000000 PA USD 195113.38000000 0.026234883301 Long DBT NUSS US N 2 2028-02-15 Fixed 11.00000000 N N Y N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -12279.67000000 -0.00165112054 N/A DFE CA N 2 MORGAN STANLEY & CO, INC N/A 1058885.82000000 USD 1350000.00000000 CAD 2022-07-19 -12279.67000000 N N N ARCHES BUYER INC. 2549009ADY4208OH2Y47 039524AB9 364000.00000000 PA USD 296883.86000000 0.039918909821 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 158847.44000000 0.021358576491 Long DBT NUSS ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 49271V100 1167.00000000 NS USD 41300.13000000 0.005553202404 Long EC US N 1 N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 1671000.00000000 PA USD 1392620.27000000 0.187251280598 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 N/A 160000.00000000 PA USD 127527.75000000 0.017147340889 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 674.00000000 NC USD 163284925.00000000 21.95523931928 N/A DO US N 1 DEFAULT N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2023 2023-12-21 164766306.40000000 USD -1481381.40000000 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DA2 1747000.00000000 PA USD 174.70000000 0.000023490106 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N BRK: JPMORGAN CHASE BANK, N.A. N/A N/A 14250000.00000000 NC 4958.07000000 0.000666660522 N/A DIR XX N 2 BRK: JPMORGAN CHASE BANK, N.A. N/A Y 2032-09-08 0.00000000 MXN -9308.39000000 MXN -14250000.00000000 MXN 14266.46000000 N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307AZ0 770000.00000000 PA USD 695410.10000000 0.093504621878 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Mexico City Airport Trust N/A 59284MAB0 200000.00000000 PA USD 138125.00000000 0.018572243769 Long DBT NUSS MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036P108 252.00000000 NS USD 58731.12000000 0.007896967800 Long EC US N 1 N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 930000.00000000 PA USD 765639.02000000 0.102947580226 Long DBT NUSS ZA N 2 2030-10-01 Fixed 3.75000000 N N N N N N GRUBHUB HOLDINGS INC. N/A 40010PAA6 300000.00000000 PA USD 209055.00000000 0.028109469112 Long DBT CORP US N 2 2027-07-01 Fixed 5.50000000 N N N N N N GARDA WORLD SECURITY CORPORATION N/A C4000KAD6 678623.09000000 PA USD 627163.10000000 0.084328151865 Long LON US N 2 2026-10-30 Floating 5.90000040 N N N N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 430.00000000 NS USD 37607.80000000 0.005056732881 Long EC US N 1 N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59590AAA7 305000.00000000 PA USD 237970.15000000 0.031997391027 Long DBT CORP US N 2 2030-01-15 Fixed 5.62500000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 175000.00000000 PA USD 159705.34000000 0.021473929453 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N DCERT BUYER INC. N/A 24022KAJ8 990000.00000000 PA USD 915750.00000000 0.123131455072 Long LON US N 2 2029-02-19 Floating 8.05956840 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAP0 200000.00000000 PA USD 141500.00000000 0.019026045200 Long DBT NUSS MO N 2 2029-03-08 Fixed 3.10000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AP2 280000.00000000 PA USD 238000.00000000 0.032001404648 Long DBT NUSS US N 2 2027-02-01 Fixed 6.12500000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD N/A 98878FAS8 450000.00000000 PA USD 409259.25000000 0.055028869182 Long ABS-CBDO CORP KY Y 2 2033-07-15 Floating 5.24428920 N N N N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 G8994E103 358.00000000 NS USD 46493.46000000 0.006251495911 Long EC US N 1 N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 260000.00000000 PA USD 208127.75000000 0.027984791371 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N MONITRONICS INTERNATIONAL N/A 60945HAB0 643401.02000000 PA USD 416068.14000000 0.055944390376 Long LON US N 2 2024-03-29 Floating 8.75000160 N N N N N N Huarong Finance 2019 Co., Ltd. 549300M6T6OW4AGYHK10 N/A 550000.00000000 PA USD 536250.00000000 0.072104005222 Long DBT NUSS CN N 2 2023-02-24 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380TZK5 800358.05200000 PA USD 82800.32000000 0.011133304812 Long DBT USGA US N 2 2047-07-20 Floating 4.06486080 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAH3 460000.00000000 PA USD 422818.20000000 0.056852001307 Long LON US N 2 2028-11-15 Floating 4.75599960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBVK5 596186.81450000 PA USD 117709.04000000 0.015827120251 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N BRK: MORGAN STANLEY N/A N/A -525000.00000000 NC USD -9099.04000000 -0.00122345403 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2024-06-20 4958.04000000 USD 0.00000000 USD -525000.00000000 USD -14057.08000000 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -26378.87000000 -0.00354689450 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 714031.00000000 USD 1000000.00000000 AUD 2022-07-19 -26378.87000000 N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94983RAD6 398443.46080000 PA USD 379286.02000000 0.050998678166 Long ABS-MBS US N 2 2036-04-25 Floating 2.75609160 N N N N N N BRK: BANK OF AMERICA, N.A. N/A N/A 1500000.00000000 NC -4434.58000000 -0.00059627222 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -1500000.00000000 BRL -4434.58000000 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEB0 660000.00000000 PA USD 492216.63000000 0.066183292233 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCN1 790000.00000000 PA USD 639663.00000000 0.086008884461 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 775711104 442.00000000 NS USD 15434.64000000 0.002075336807 Long EC US N 1 N N N LAKESHORE LEARNING MATERIALS N/A 51207KAB5 1346625.00000000 PA USD 1277610.47000000 0.171787099303 Long LON US N 2 2028-09-29 Floating 3.99999960 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 5621.00000000 PA 1321.61000000 0.000177703262 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.50000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAA9 488000.00000000 PA USD 460127.88000000 0.061868649067 Long DBT NUSS GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 650000.00000000 PA USD 600248.16000000 0.080709177554 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association N/A 38380YR64 355073.49360000 PA USD 43092.96000000 0.005794265758 Long DBT USGA US N 2 2048-09-20 Floating 4.60486080 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PES4 1720000.00000000 PA USD 1643865.06000000 0.221033575517 Long ABS-MBS US N 2 2057-05-25 Floating 4.74999840 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAB2 125000.00000000 PA USD 122494.93000000 0.016470629505 Long DBT CORP US N 2 2028-06-15 Fixed 4.25000000 N N N N N N CSMC COMMERCIAL MORTGAGE TRUST N/A 12597HAC0 1436713.07040000 PA USD 1404449.38000000 0.188841818984 Long ABS-MBS US N 2 2022-12-15 Floating 8.32399920 N N N N N N SKYMILES IP LTD. (DELA AIR LINES, INC.) N/A 24736CBS2 480000.00000000 PA USD 476548.80000000 0.064076600772 Long LON US N 2 2027-10-20 Floating 4.74999840 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBA1 850000.00000000 PA USD 811283.50000000 0.109084922556 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470M109 377.00000000 NS USD 6759.61000000 0.000908895020 Long EC US N 1 N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AP4 790000.00000000 PA USD 737320.77000000 0.099139917297 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N National company QazaqGaz JSC 635400YGLXBBSVHONW39 48668NAA9 300000.00000000 PA USD 264780.00000000 0.035602234970 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAJ3 545000.00000000 PA USD 461194.48000000 0.062012063766 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887109 444.00000000 NS USD 109459.32000000 0.014717865512 Long EC US N 1 N N N WYNN RESORTS, LIMITED 254900CEKKWIHTEAB172 983134107 136.00000000 NS USD 7749.28000000 0.001041965735 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1155.57000000 0.000155377576 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 21001.51000000 AUD 15597.30000000 USD 2022-07-19 1155.57000000 N N N DUKE REALTY CORPORATION 254900E47KH1NFFKNF25 264411505 570.00000000 NS USD 31321.50000000 0.004211478973 Long EC US N 1 N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851AH1 1645000.00000000 PA USD 1293759.60000000 0.173958506210 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05971KAE9 600000.00000000 PA USD 568135.49000000 0.076391318112 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 1020000.00000000 PA USD 870131.40000000 0.116997592559 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N BRK: BNP PARIBAS N/A N/A 3900000.00000000 NC 344198.56000000 0.046280829403 N/A DIR XX N 2 BRK: BNP PARIBAS N/A Y 2029-09-21 316205.48000000 EUR 0.00000000 EUR -3900000.00000000 EUR 27993.08000000 N N N State of Qatar 52990074F6OJOAXK4P65 N/A 280000.00000000 PA USD 277581.36000000 0.037323501782 Long DBT NUSS QA N 2 2046-06-02 Fixed 4.62500000 N N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229106 593.00000000 NS USD 11290.72000000 0.001518146636 Long EC US N 1 N N N FRONERI INTERNATIONAL LIMITED N/A G3679YAC6 137550.00000000 PA USD 126259.90000000 0.016976866179 Long LON US N 2 2027-01-29 Floating 3.30957000 N N N N N N BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 05964HAB1 400000.00000000 PA USD 385836.18000000 0.051879410606 Long DBT NUSS ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 5812.95000000 0.000781607416 N/A DFE GB N 2 GOLDMAN, SACHS & CO. N/A 504360.78000000 USD 420000.00000000 GBP 2022-07-19 5812.95000000 N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 562.00000000 NS USD 115041.40000000 0.015468430221 Long EC US N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 1525000.00000000 PA USD 1462294.10000000 0.196619601721 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N OASIS PETROLEUM INC. 529900FA4V2YNIKZ0M71 674215AL2 820000.00000000 PA USD 758500.00000000 0.101987669857 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N BIO-TECHNE CORPORATION 54930073RLKQ51TILZ35 09073M104 66.00000000 NS USD 22878.24000000 0.003076200907 Long EC US N 1 N N N SYMPLR SOFTWARE N/A 87190HAC3 475200.00000000 PA USD 449064.00000000 0.060381003265 Long LON US N 2 2027-12-22 Floating 5.24999880 N N N N N N SHUTTERFLY, LLC 549300I1C8WJQ5FZE154 719245AD4 430000.00000000 PA USD 324632.80000000 0.043650023508 Long DBT CORP US N 2 2026-10-01 Fixed 8.50000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677105 359.00000000 NS USD 88112.96000000 0.011847640704 Long EC US N 1 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PDW5 1270000.00000000 PA USD 958850.00000000 0.128926667426 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N CLEVELAND-CLIFFS INC. 549300TM2WLI2BJMDD86 185899AL5 715000.00000000 PA USD 630393.34000000 0.084762488913 Long DBT CORP US N 2 2031-03-01 Fixed 4.87500000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 N/A 420000.00000000 PA USD 434657.16000000 0.058443864120 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.12500000 N N N N N N GOLUB CAPITAL PARTNERS CLO LTD N/A 38178CAA7 410000.00000000 PA USD 366219.38000000 0.049241741889 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 7.76270880 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 329216.00000000 PA USD 135939.14000000 0.018278333725 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829107 781.00000000 NS USD 66158.51000000 0.008895652308 Long EC US N 1 N N N USD REC 1.545 16NOV22 N/A N/A -28100000.00000000 NC USD -8174.56000000 -0.00109914874 N/A DIR US N 2 J.P. MORGAN SECURITIES N/A Put Written N/A N/A 0.00000000 1.54500000 USD 2022-11-16 XXXX 49430.44000000 N N N F5, INC. 54930015FPK9KT966303 315616102 87.00000000 NS USD 13314.48000000 0.001790260765 Long EC US N 1 N N N BRK: CITIGROUP GLOBAL MARKETS (PAS) N/A N/A 1335000.00000000 NC USD 21497.01000000 0.002890481158 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS (PAS) N/A Y 2048-02-15 0.00000000 USD -260.34000000 USD -1335000.00000000 USD 21757.35000000 N N N THE GEO GROUP, INC. 54930024XOXET7NQVZ63 36162JAA4 990000.00000000 PA USD 889658.55000000 0.119623206965 Long DBT CORP US N 2 2024-10-15 Fixed 5.87500000 N N N N N N SUMMIT MIDSTREAM HOLDINGS, LLC N/A 86614WAE6 1164000.00000000 PA USD 1045062.48000000 0.140518770192 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 8860000.00000000 PA USD 380980.00000000 0.051226450181 Long DBT NUSS VE N 2 2022-10-28 Fixed 6.00000000 Y N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEP9 440000.00000000 PA USD 382465.63000000 0.051426207520 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 N/A 400000.00000000 PA 370087.71000000 0.049761876316 Long DBT NUSS NL N 2 2170-09-22 Fixed 4.37500000 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AF4 325000.00000000 PA USD 291687.50000000 0.039220208901 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N Ciudad de Buenos Aires 5299007MC8RF52X0ON96 N/A 480000.00000000 PA USD 410400.00000000 0.055182254066 Long DBT NUSS AR N 2 2027-06-01 Fixed 7.50000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBL3 370000.00000000 PA USD 225700.00000000 0.030347550543 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N LAS VEGAS SANDS CORP. 549300DUOO1KXOHPM605 517834107 569.00000000 NS USD 19112.71000000 0.002569888935 Long EC US N 1 N N N THE TJX COMPANIES, INC. V167QI9I69W364E2DY52 872540109 1861.00000000 NS USD 103936.85000000 0.013975315944 Long EC US N 1 N N N SPIRIT AIRLINES, INC. 549300DCAFIXFNFR3304 848577AB8 40000.00000000 PA USD 36060.00000000 0.004848616183 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N N N Cidron Aida Finco SARL 98450036A07991DEBF10 N/A 440000.00000000 PA 436836.61000000 0.058736912277 Long DBT NUSS LU N 2 2028-04-01 Fixed 6.25000000 N N N N N N CATSKILL PARK CLO LTD N/A 149421AA7 900000.00000000 PA USD 785308.50000000 0.105592332280 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 7.06271040 N N N N N N PACKERS HOLDINGS, LLC N/A 69519UAF9 1015122.41000000 PA USD 926938.73000000 0.124635888165 Long LON US N 2 2028-03-09 Floating 4.44022920 N N N N N N OWENS-BROCKWAY GLASS CONTAINER INC. V2UQUCDZJ9WY98W8QU33 69073TAT0 200000.00000000 PA USD 186660.00000000 0.025098244503 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N N GREYSTONE SELECT TL 1L B N/A N/A 286430.77000000 PA USD 261368.08000000 0.035143469287 Long LON US N 2 2028-06-16 Floating 6.04428840 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 320000.00000000 PA USD 314400.00000000 0.042274124460 Long DBT NUSS GB N 2 2170-09-15 Fixed 8.00000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587107 1654.00000000 NS USD 117946.74000000 0.015859081318 Long EC US N 1 N N N CBRE GROUP, INC. 52990016II9MJ2OSWA10 12504L109 510.00000000 NS USD 37541.10000000 0.005047764420 Long EC US N 1 N N N FREDDIE MAC STACR REMIC TRUST N/A 35565WBD3 1437874.79000000 PA USD 1464740.33000000 0.196948521033 Long DBT USGA US N 2 2050-06-25 Floating 6.72356880 N N N N N N LCM INVESTMENTS HOLDINGS II, LLC 549300P5V78NNQTG4428 50190EAA2 1205000.00000000 PA USD 917125.50000000 0.123316404366 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 981.00000000 NS USD 135986.22000000 0.018284664087 Long EC US N 1 N N N BRK: MERRILL LYNCH INTERNATIONAL N/A N/A 56950000.00000000 NC 42505.71000000 0.005715304309 N/A DIR XX N 2 BRK: MERRILL LYNCH INTERNATIONAL N/A Y 2024-09-21 12320.02000000 ZAR 0.00000000 ZAR -56950000.00000000 ZAR 30185.69000000 N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 735000.00000000 PA USD 615562.50000000 0.082768338862 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N UNIQUIFY, INC. N/A 90915UAA6 180000.00000000 PA USD 175588.22000000 0.023609536469 Long DBT CORP US N 2 2024-06-15 Fixed 6.00000000 N N N N N N DH Europe Finance II S.a r.l. 222100KDGL314CKTZ511 23291KAH8 175000.00000000 PA USD 156921.23000000 0.021099578904 Long DBT NUSS US N 2 2029-11-15 Fixed 2.60000000 N N N N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 477.00000000 NS USD 11075.94000000 0.001489267385 Long EC US N 1 N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769G100 366.00000000 NS USD 14017.80000000 0.001884828949 Long EC US N 1 N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576109 319.00000000 NS USD 52009.76000000 0.006993215863 Long EC US N 1 N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64132TAQ6 500000.00000000 PA USD 461446.00000000 0.062045883065 Long ABS-CBDO CORP KY Y 2 2033-10-16 Floating 3.94428960 N N N N N N EURO N/A N/A 1.00000000 NC -111086.37000000 -0.01493663814 N/A DFE XX N 2 BNP PARIBAS N/A 2944332.19000000 USD 2706834.53000000 EUR 2022-07-19 -111086.37000000 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 187.00000000 NS USD 36249.95000000 0.004874156800 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6352.11000000 0.000854102699 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 500000.00000000 EUR 529702.50000000 USD 2022-07-19 6352.11000000 N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBF8 175000.00000000 PA USD 171163.60000000 0.023014603465 Long DBT CORP US N 2 2024-11-01 Fixed 3.60000000 N N N N N N USD REC 2.7 02MAY23 N/A N/A 2630000.00000000 NC USD 80041.00000000 0.010762287518 N/A DIR US N 1 SOCIETE GENERALE COWEN SECURITIES CORP. N/A Put Purchased N/A N/A 0.00000000 2.70000000 USD 2033-05-02 XXXX -17621.33000000 N N N Mexico City Airport Trust N/A P6629MAD4 502000.00000000 PA USD 344121.00000000 0.046270400710 Long DBT NUSS MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 650000.00000000 PA USD 638625.00000000 0.085869315310 Long DBT NUSS GB N 2 2170-09-15 Fixed 8.00000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AP4 200000.00000000 PA USD 210750.00000000 0.028337378276 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 053332102 32.00000000 NS USD 68771.84000000 0.009247039833 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 129471.36000000 0.017408678074 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 11586751.20000000 NOK 1303200.00000000 USD 2022-07-25 129471.36000000 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 2193.00000000 NS USD 365485.38000000 0.049143048481 Long EC US N 1 N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AM3 500000.00000000 PA USD 478366.00000000 0.064320940908 Long DBT NUSS TR N 2 2024-10-15 Fixed 8.25000000 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAP2 310000.00000000 PA USD 235962.70000000 0.031727469935 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 226000.00000000 PA USD 223280.41000000 0.030022213237 Long DBT NUSS GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494103 480.00000000 NS USD 41308.80000000 0.005554368169 Long EC US N 1 N N N PARTY CITY HOLDINGS INC. 5493005PYM1JS6EZN307 702150AG8 380000.00000000 PA USD 255550.00000000 0.034361172092 Long DBT CORP US N 2 2026-02-15 Fixed 8.75000000 N N N N N N RADIOLOGY PARTNERS N/A 75041EAB8 640000.00000000 PA USD 571839.99000000 0.076889424010 Long LON US N 2 2025-07-09 Floating 5.89156920 N N N N N N PENN NATIONAL GAMING, INC. N/A 707569AV1 1219000.00000000 PA USD 924977.20000000 0.124372141463 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N N DIGITAL REALTY TRUST, INC. 549300HKCZ31D08NEI41 253868103 436.00000000 NS USD 56605.88000000 0.007611208703 Long EC US N 1 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 890000.00000000 PA USD 810451.80000000 0.108973092437 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BM2 225000.00000000 PA USD 216088.12000000 0.029055140201 Long DBT NUSS GB N 2 2029-11-01 Fixed 3.75400000 N N N Y Y NATWEST GROUP PLC N/A XXXX N N N ALLIANT ENERGY CORPORATION 5493009ML300G373MZ12 018802108 413.00000000 NS USD 24205.93000000 0.003254721684 Long EC US N 1 N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 1868.00000000 NS USD 58300.28000000 0.007839037190 Long EC US N 1 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2N3 675000.00000000 PA USD 596331.18000000 0.080182501663 Long DBT NUSS FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N RALPH LAUREN CORPORATION HO1QNWM0IXBZ0QSMMO20 751212101 70.00000000 NS USD 6275.50000000 0.000843801743 Long EC US N 1 N N N TAPESTRY, INC. 549300LJNVY5SW3VTN33 876030107 445.00000000 NS USD 13581.40000000 0.001826150744 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 955306105 113.00000000 NS USD 34167.81000000 0.004594192915 Long EC US N 1 N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAN5 285000.00000000 PA USD 291605.63000000 0.039209200687 Long DBT NUSS IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 30000.00000000 PA USD 1806.00000000 0.000242834188 Long DBT NUSS LB N 2 2034-05-17 Fixed 8.25000000 Y N N N N N BORGWARNER INC. 549300DSFX2IE88NSX47 099724106 394.00000000 NS USD 13147.78000000 0.001767846336 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABD3 325000.00000000 PA USD 307734.24000000 0.041377848481 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 501797AW4 220000.00000000 PA USD 190022.80000000 0.025550405526 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 424.00000000 NS USD 38312.64000000 0.005151505444 Long EC US N 1 N N N NEWPORT PARENT, INC. N/A 65230LAC2 895792.60000000 PA USD 856153.78000000 0.115118166199 Long LON US N 2 2027-12-10 Floating 7.50600000 N N N N N N Ardagh Metal Packaging Finance Public Limited Company 635400FSFRHBFVPTP424 03969YAC2 210000.00000000 PA USD 207843.30000000 0.027946544314 Long DBT NUSS US N 2 2027-06-15 Fixed 6.00000000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCQ4 1625000.00000000 PA USD 1330550.00000000 0.178905331746 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NORDSON CORPORATION 14OS6Q5N55N95WM84M53 655663102 97.00000000 NS USD 19636.68000000 0.002640341775 Long EC US N 1 N N N HILTON WORLDWIDE HOLDINGS INC. 549300HVGPK36ICB0B89 43300A203 429.00000000 NS USD 47807.76000000 0.006428216273 Long EC US N 1 N N N MISTER CAR WASH N/A 60646CAF4 265562.38000000 PA USD 250404.08000000 0.033669253318 Long LON US N 2 2026-05-14 Floating 4.05956880 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 524.00000000 NS USD 23490.92000000 0.003158581665 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 874054109 262.00000000 NS USD 32102.86000000 0.004316540391 Long EC US N 1 N N N OAKTREE CLO LTD N/A 67401XAJ0 250000.00000000 PA USD 221922.50000000 0.029839629089 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 4.93629120 N N N N N N BRK: CITIBANK, NA N/A N/A 4025000.00000000 NC 4667.52000000 0.000627593261 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2024-09-21 819.64000000 PLN 0.00000000 PLN -4025000.00000000 PLN 3847.88000000 N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DR5 225000.00000000 PA USD 205921.17000000 0.027688095323 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N SCRIPPS ESCROW, INC. N/A 81104PAA7 450000.00000000 PA USD 393959.25000000 0.052971636026 Long DBT CORP US N 2 2027-07-15 Fixed 5.87500000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 895.00000000 NS USD 73577.95000000 0.009893267862 Long EC US N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 6160.00000000 NS USD 387525.60000000 0.052106569484 Long EC US N 1 N N N FAGE International S.A. N/A 30257WAA4 200000.00000000 PA USD 170515.26000000 0.022927427874 Long DBT NUSS LU N 2 2026-08-15 Fixed 5.62500000 N N N N N N ADAPTHEALTH, LLC N/A 00653VAE1 370000.00000000 PA USD 311876.26000000 0.041934783179 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N ALLEN MEDIA, LLC N/A 01771YAA8 490000.00000000 PA USD 252908.60000000 0.034006010284 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N FULL HOUSE RESORTS, INC. 5493009DKIWW0H901Y82 359678AC3 140000.00000000 PA USD 111898.73000000 0.015045867808 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N THERMOSTAT PURCHASER III, INC. 254900K7OD47ERJZN242 74049LAQ4 47368.42000000 PA USD -3078.95000000 -0.00041399464 Long LON US N 2 2028-08-31 Floating 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW6P0 641955.18280000 PA USD 123334.93000000 0.016583575639 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 20338QAA1 120000.00000000 PA USD 94860.00000000 0.012754845567 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N MILEAGE PLUS HOLDINGS LLC N/A 59921PAB2 740000.00000000 PA USD 729640.00000000 0.098107163395 Long LON US N 2 2027-06-21 Floating 7.31342880 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724BV3 640000.00000000 PA USD 159104.00000000 0.021393073467 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N M.D.C. HOLDINGS, INC. 5299005FV4VNV75R8R35 552676AQ1 180000.00000000 PA USD 147033.22000000 0.019770040210 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N TURK TELEKOMUNIKASYON ANONIM SIRKETI 789000A2TXOI10JZLF90 90011QAC4 530000.00000000 PA USD 473025.00000000 0.063602791739 Long DBT NUSS TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 91822Q2C0 660000.00000000 PA USD 476266.56000000 0.064038650870 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAB6 755751.10000000 PA USD 697180.39000000 0.093742654511 Long LON US N 2 2027-02-18 Floating 4.75599960 N N N N N N HARDEES FUNDING LLC N/A 411707AK8 158400.00000000 PA USD 135608.62000000 0.018233892111 Long ABS-MBS US Y 2 2051-06-20 Fixed 2.86500000 N N N N N N SCULPTOR CLO LTD N/A 81125HAA0 450000.00000000 PA USD 402115.05000000 0.054068262312 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 8.31270960 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 S25221AV4 500000.00000000 PA USD 447500.00000000 0.060170708320 Long DBT NUSS ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N II-VI INCORPORATED 549300O5C25A0MMHHU33 902104AC2 420000.00000000 PA USD 366450.00000000 0.049272750981 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N A. O. SMITH CORPORATION 549300XG4US7UJNECY36 831865209 208.00000000 NS USD 11373.44000000 0.001529269141 Long EC US N 1 N N N VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 92343E102 140.00000000 NS USD 23426.20000000 0.003149879435 Long EC US N 1 N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431318AZ7 420000.00000000 PA USD 368839.80000000 0.049594082732 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AM9 390000.00000000 PA USD 202800.00000000 0.027268423793 Long DBT NUSS US N 2 2029-02-15 Fixed 5.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PTU3 640000.00000000 PA USD 616214.40000000 0.082855993129 Long ABS-MBS US N 2 2060-05-25 Floating 4.25000160 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 725000.00000000 PA USD 684614.49000000 0.092053047575 Long DBT NUSS GB N 2 2026-05-07 Fixed 2.85200000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513E101 2372.00000000 NS USD 227972.92000000 0.030653166646 Long EC US N 1 N N N Mexico City Airport Trust N/A 59284MAA2 210000.00000000 PA USD 193380.60000000 0.026001894251 Long DBT NUSS MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 200000.00000000 PA USD 135950.00000000 0.018279793958 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N NEW FORTRESS ENERGY INC. N/A 644393AA8 715000.00000000 PA USD 675675.00000000 0.090851046580 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 45168D104 131.00000000 NS USD 45945.63000000 0.006177834863 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 375.00000000 NS USD 161235.00000000 0.021679607052 Long EC US N 1 N N N BX COMMERCIAL MORTGAGE TRUST N/A 05610HAN3 691030.52220000 PA USD 633067.09000000 0.085122000491 Long ABS-MBS US Y 2 2039-02-15 Floating 5.43980160 N N N N N N Government National Mortgage Association N/A 38382BDB6 2269859.98170000 PA USD 332491.81000000 0.044706743505 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N CNT HOLDINGS I CORP N/A 12656AAC3 742500.00000000 PA USD 703362.83000000 0.094573943436 Long LON US N 2 2027-11-08 Floating 4.69028880 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967424 3072.00000000 NS USD 141281.28000000 0.018996636178 Long EC US N 1 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAT6 430000.00000000 PA USD 404261.92000000 0.054356929773 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AP6 1161000.00000000 PA USD 893970.00000000 0.120202923167 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537101 779.00000000 NS USD 74737.26000000 0.010049148317 Long EC US N 1 N N N OLA NETHERLANDS B.V. N/A 67935LAB8 274312.50000000 PA USD 231566.38000000 0.031136342140 Long LON US N 2 2026-12-15 Floating 7.52865120 N N N N N N UST HOLDINGS LTD TL 1L N/A N/A 487550.00000000 PA USD 461344.19000000 0.062032193725 Long LON US N 2 2028-11-20 Floating 5.39156880 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142103 2245.00000000 NS USD 272947.10000000 0.036700380650 Long EC US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 207000.00000000 PA USD 127408.50000000 0.017131306572 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N JANE STREET GROUP, LLC N/A 47077DAG5 1034431.62000000 PA USD 992278.53000000 0.133421456987 Long LON US N 2 2028-01-26 Floating 3.80957040 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AF5 70000.00000000 PA USD 63935.61000000 0.008596761878 Long DBT NUSS CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N EDUCATION FUNDING CAPITAL TRUST N/A 28140XAC3 708842.78660000 PA USD 546274.94000000 0.073451955481 Long ABS-MBS US N 2 2033-04-25 Floating 1.53399960 N N N N N N MEDNAX, INC. N/A 58502BAE6 250000.00000000 PA USD 214190.00000000 0.028799919587 Long DBT CORP US N 2 2030-02-15 Fixed 5.37500000 N N N N N N RUSSIA, FEDERATION OF (GOVERNMENT) 5493004EHVGF71PDBU58 N/A 444542000.00000000 PA 690156.53000000 0.092798228519 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 53413.15000000 0.007181915238 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 861000.00000000 AUD 645481.63000000 USD 2022-07-19 53413.15000000 N N N ADAPTHEALTH, LLC N/A 00653VAC5 310000.00000000 PA USD 254975.00000000 0.034283857774 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N PRINCIPAL FINANCIAL GROUP, INC. CUMYEZJOAF02RYZ1JJ85 74251V102 407.00000000 NS USD 27183.53000000 0.003655088837 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 4164.00000000 NS USD 739151.64000000 0.099386095498 Long EC US N 1 N N N PARK-OHIO INDUSTRIES, INC. 5493006LQUO5SLMNYM18 700677AR8 900000.00000000 PA USD 711000.00000000 0.095600834896 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505104 11267.00000000 NS USD 350741.71000000 0.047160619281 Long EC US N 1 N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 520000.00000000 PA USD 447200.00000000 0.060130370415 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N HIGHLANDS HOLDINGS BOND ISSUER, LTD. 894500QEH89ZMUFQMM46 43103QAA6 930000.00000000 PA USD 897915.00000000 0.120733366618 Long DBT NUSS BM N 2 2025-10-15 Fixed 7.62500000 N N Y N N N KB HOME 549300LGUCWQURMWLG09 48666KBA6 545000.00000000 PA USD 516407.29000000 0.069435960718 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 642.00000000 NS USD 66889.98000000 0.008994005533 Long EC US N 1 N N N LS GROUP OPCO ACQUISITION LLC N/A 50220KAB0 355500.00000000 PA USD 331059.38000000 0.044514139420 Long LON US N 2 2027-11-02 Floating 3.99999960 N N N N N N AMERICAN AXLE & MANUFACTURING, INC. RY5TAKFOBLDUGX31MS24 02406PBB5 190000.00000000 PA USD 154339.61000000 0.020752455096 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N BIOGEN INC. W8J5WZB5IY3K0NDQT671 09062X103 224.00000000 NS USD 45682.56000000 0.006142462554 Long EC US N 1 N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAU3 1185000.00000000 PA USD 870975.00000000 0.117111022748 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507V109 1211.00000000 NS USD 94288.46000000 0.012677996479 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BX2 425000.00000000 PA USD 378364.24000000 0.050874735919 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10568PAA5 669317.68920000 PA USD 605074.70000000 0.081358152594 Long ABS-MBS US Y 2 2070-01-29 Fixed 3.12500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 650000.00000000 PA USD 383695.00000000 0.051591508221 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N MID-AMERICA APARTMENT COMMUNITIES, INC. 549300FQZKFR5YNSHZ21 59522J103 191.00000000 NS USD 33361.97000000 0.004485839923 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 350000.00000000 PA USD 279466.92000000 0.037577033583 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N SWITCH LTD. 5493002D70VTFFLT8L43 87105NAC4 300000.00000000 PA USD 296952.13000000 0.039928089384 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 830000.00000000 PA USD 659584.40000000 0.088687509598 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N REPUBLICA DEL PARAGUAY 529900UXKJTJPCU0HK83 699149AF7 280000.00000000 PA USD 220651.59000000 0.029668742932 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N MOZART DEBT MERGER SUB INC. N/A 62482BAA0 1160000.00000000 PA USD 987983.60000000 0.132843962059 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JA4J4 345999.11700000 PA USD 316801.85000000 0.042597076451 Long DBT USGA US N 2 2035-01-01 Floating 2.79000000 N N N N N N BEST BUY CO., INC. HL5XPTVRV0O8TUN5LL90 086516101 311.00000000 NS USD 20274.09000000 0.002726047722 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AR5 525000.00000000 PA USD 509960.49000000 0.068569126031 Long DBT CORP US N 2 2028-03-15 Fixed 3.90000000 N N N N N N MONOLITHIC POWER SYSTEMS, INC. 529900TB7O85LSZ1XU31 609839105 63.00000000 NS USD 24194.52000000 0.003253187499 Long EC US N 1 N N N DIGICERT HOLDINGS INC. N/A 24022KAB5 878269.04000000 PA USD 837174.83000000 0.112566262591 Long LON US N 2 2026-10-16 Floating 5.05956960 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69349MAA4 224111.53700000 PA USD 222594.48000000 0.029929983307 Long ABS-MBS US N 2 2022-10-27 Floating 4.35228840 N N N N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AQ2 260000.00000000 PA USD 238923.04000000 0.032125516315 Long DBT NUSS IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N ARCTIC CANADIAN DIAMOND COMPANY LTD. N/A N/A 808441.06000000 PA USD 808441.06000000 0.108702728974 Long LON US N 3 2027-12-31 Floating 17.49999960 N N N N N N Husky III Holding Limited N/A 44810RAA6 600000.00000000 PA USD 582000.00000000 0.078255535738 Long DBT NUSS CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N IIP OPERATING PARTNERSHIP, LP N/A 44988FAD2 320000.00000000 PA USD 290023.62000000 0.038996484123 Long DBT CORP US N 2 2026-05-25 Fixed 5.50000000 N N N N N N Azarbayjan Respublikasi 549300P74FF45UQVU281 N/A 1200000.00000000 PA USD 956458.09000000 0.128605051965 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 753.00000000 NS USD 61738.47000000 0.008301335129 Long EC US N 1 N N N DiversiTech Holdings, Inc. N/A N/A 225000.00000000 PA USD 211500.00000000 0.028438223038 Long LON US N 2 2029-12-21 Floating 7.75599840 N N N N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 416515104 504.00000000 NS USD 32976.72000000 0.004434039330 Long EC US N 1 N N N CHROME HOLDCO SAS 9845000E49865VT3N679 N/A 375000.00000000 PA 295845.14000000 0.039779243859 Long DBT NUSS FR N 2 2029-05-31 Fixed 5.00000000 N N N N N N United States of America N/A N/A 84.00000000 NC USD 10699500.00000000 1.438651382524 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Sep 2022 2022-09-24 10858369.33000000 USD -158869.33000000 N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 930000.00000000 PA 609843.08000000 0.081999307459 Long DBT NUSS SN N 2 2037-06-08 Fixed 5.37500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 1012.00000000 NS USD 215839.36000000 0.029021692010 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BL0 960000.00000000 PA USD 814444.80000000 0.109509989953 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BE2 325000.00000000 PA USD 339494.38000000 0.045648306850 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N GRIFOLS WORLDWIDE OPERATIONS USA N/A 39843PAG8 318336.03000000 PA USD 300152.68000000 0.040358434324 Long LON US N 2 2027-11-15 Floating 3.05957160 N N N N N N GETTY IMAGES, INC. 5493005NV20IG4VEKZ40 374276AJ2 720000.00000000 PA USD 684000.00000000 0.091970423444 Long DBT CORP US N 2 2027-03-01 Fixed 9.75000000 N N N N N N CD&R SMOKEY BUYER, INC. N/A 12510CAA9 441000.00000000 PA USD 389879.53000000 0.052423078167 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 179000.00000000 PA USD 147843.83000000 0.019879034574 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAD7 250000.00000000 PA USD 259050.27000000 0.034831817288 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAQ2 466731.02500000 PA USD 422458.37000000 0.056803618679 Long ABS-MBS US Y 2 2038-10-15 Floating 5.21399880 N N N N N N CMG MEDIA CORPORATION N/A 88146LAA1 850000.00000000 PA USD 671508.50000000 0.090290820309 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N TRIDENT TPI HOLDINGS, INC. N/A 00216EAF6 60211.72000000 PA USD 56358.17000000 0.007577901695 Long LON US N 2 2028-09-15 Floating 5.05956960 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAY4 225000.00000000 PA USD 198478.51000000 0.026687357616 Long DBT NUSS CN N 2 2030-05-01 Fixed 3.40000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 3137G0TF6 330000.00000000 PA USD 314778.85000000 0.042325064511 Long DBT USGA US N 2 2042-12-25 Floating 6.22356840 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 1021000.00000000 PA USD 1062723.95000000 0.142893525857 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAK1 400000.00000000 PA USD 397909.24000000 0.053502750431 Long DBT NUSS IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 460000.00000000 PA USD 483000.00000000 0.064944027081 Long DBT NUSS KW N 2 2030-05-18 Fixed 5.87500000 N N N N N N MAGENTA BUYER N/A N/A 900000.00000000 PA USD 819000.00000000 0.110122480703 Long LON US N 2 2029-07-27 Floating 9.47999880 N N N N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498AL5 454000.00000000 PA USD 412005.00000000 0.055398061858 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N PENN NATIONAL GAMING, INC. N/A 707569109 253.00000000 NS USD 7696.26000000 0.001034836682 Long EC US N 1 N N N BRK: BANK OF AMERICA, N.A. N/A N/A 11150000.00000000 NC 82155.48000000 0.011046599830 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2023-01-02 2931.93000000 BRL 0.00000000 BRL -11150000.00000000 BRL 79223.55000000 N N N ACADEMY, LTD. N/A 00400YAK7 668250.00000000 PA USD 634002.19000000 0.085247733741 Long LON US N 2 2027-11-05 Floating 4.81170960 N N N N N N IHS Holding Limited 213800CLGMKL63VKTD94 44963HAB1 350000.00000000 PA USD 282275.00000000 0.037954607131 Long DBT NUSS NG N 2 2028-11-29 Fixed 6.25000000 N N N N N N ALBEMARLE CORPORATION HDBLS2Q6GV1LSKQPBS54 012653101 177.00000000 NS USD 36989.46000000 0.004973591080 Long EC US N 1 N N N APEX TOOL GROUP, LLC N/A N/A 900000.00000000 PA USD 789471.00000000 0.106152020712 Long LON US N 2 2029-02-08 Floating 6.53396040 N N N N N N EQUINOX HOLDINGS INC. N/A 29446CAR5 245625.00000000 PA USD 216150.00000000 0.029063460566 Long LON US N 2 2024-03-08 Floating 10.00599840 N N N N N N U.S. RENAL CARE, INC. N/A 90290PAN4 1100258.13000000 PA USD 749352.80000000 0.100757740241 Long LON US N 2 2026-06-26 Floating 6.05957040 N N N N N N VOYA CLO N/A 92916PAF1 260000.00000000 PA USD 235079.52000000 0.031608717832 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 8.01271080 N N N N N N PACTIV LLC 549300O4WTC6DL4JIE57 880394AE1 1265000.00000000 PA USD 1100550.00000000 0.147979604564 Long DBT CORP US N 2 2027-04-15 Fixed 8.37500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 1019000.00000000 PA USD 946396.25000000 0.127252140144 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094104 197.00000000 NS USD 48471.85000000 0.006517509604 Long EC US N 1 N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36256AAS1 500000.00000000 PA USD 465565.25000000 0.062599756116 Long ABS-MBS US N 2 2032-11-15 Floating 5.77400040 N N N N N N FOCUS FINANCIAL PARTNERS, LLC N/A 34416DAU2 536201.83000000 PA USD 512630.40000000 0.068928121284 Long LON US N 2 2028-06-30 Floating 3.55956840 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 2257.00000000 NS USD 171667.42000000 0.023082346943 Long EC US N 1 N N N LIVE NATION ENTERTAINMENT, INC. 5493007B9BM9ZXJINO78 538034109 224.00000000 NS USD 18497.92000000 0.002487224466 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 18570.30000000 0.002496956658 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 936847.65000000 BRL 196647.35000000 USD 2022-07-19 18570.30000000 N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902V107 649.00000000 NS USD 45864.83000000 0.006166970520 Long EC US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 1202.00000000 NS USD 128866.42000000 0.017327338033 Long EC US N 1 N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137L204 207.00000000 NS USD 6147.90000000 0.000826644687 Long EC US N 1 N N N ORGANON & CO. 549300AMCKY57OK2CO56 68622V106 346.00000000 NS USD 11677.50000000 0.001570152952 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 2088.00000000 NS USD 193474.08000000 0.026014463542 Long EC US N 1 N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278X109 256.00000000 NS USD 31014.40000000 0.004170186404 Long EC US N 1 N N N ABIOMED, INC. 5493001EZN4ZTB4Z5887 003654100 75.00000000 NS USD 18563.25000000 0.002496008717 Long EC US N 1 N N N AMC ENTERTAINMENT HOLDINGS, INC. N/A 00164DAQ6 366224.49000000 PA USD 307628.57000000 0.041363640126 Long LON US N 2 2026-04-22 Floating 3.84442920 N N N N N N BRK: CREDIT SUISSE INTERNATIONAL N/A N/A 235000.00000000 NC USD 10780.79000000 0.001449581610 N/A DCR XX N 2 BRK: CREDIT SUISSE INTERNATIONAL N/A Y 2022-12-20 8952.59000000 USD 0.00000000 USD 235000.00000000 USD 1828.20000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDB5 160000.00000000 PA USD 138640.00000000 0.018641490506 Long DBT NUSS MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N BAUSCH HEALTH AMERICAS, INC. KOO0397YRO83WY5MGD97 91911XAW4 50000.00000000 PA USD 35062.50000000 0.004714492649 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417E109 372.00000000 NS USD 62916.36000000 0.008459713846 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A CDS862300 660000.00000000 NC USD 13453.91000000 0.001809008479 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-06-20 0.00000000 USD -7869.02000000 USD 660000.00000000 USD 21322.93000000 N N N WARNER BROS. DISCOVERY, INC. 5493006ZCRFWKF6B1K26 934423104 3454.00000000 NS USD 46352.68000000 0.006232566677 Long EC US N 1 N N N AMENTUM GOVERNMENT SERVICES HOLDINGS LLC N/A 57776DAB9 540375.00000000 PA USD 513021.22000000 0.068980670818 Long LON US N 2 2027-01-29 Floating 4.55956920 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36258BAA6 1830000.00000000 PA USD 1797820.73000000 0.241734406163 Long ABS-MBS US N 2 2036-12-15 Floating 2.42399880 N N N N N N KEYSIGHT TECHNOLOGIES, INC. 549300GLKVIO8YRCYN02 49338L103 278.00000000 NS USD 38322.30000000 0.005152804325 Long EC US N 1 N N N DCP Midstream, LP 52990024YYS3MLGW0E91 23311PAA8 300000.00000000 PA USD 263554.14000000 0.035437406222 Long DBT CORP US N 2 2171-06-15 Fixed 7.37500000 N N N N N N PVH CORP. 123WALMHY1GZXG2YDL90 693656100 104.00000000 NS USD 5917.60000000 0.000795678622 Long EC US N 1 N N N CASTLE US HOLDING CORPORATION N/A 14852LAA1 1334000.00000000 PA USD 1139153.77000000 0.153170255256 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N TESLA, INC. 54930043XZGB27CTOV49 88160R101 1324.00000000 NS USD 891608.08000000 0.119885340152 Long EC US N 1 N N N Republique Gabonaise N/A 362420AE1 420000.00000000 PA USD 305550.00000000 0.041084156262 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N AMETEK, INC. 549300WZDEF9KKE40E98 031100100 352.00000000 NS USD 38681.28000000 0.005201072662 Long EC US N 1 N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AX2 280000.00000000 PA USD 228900.00000000 0.030777821529 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 950000.00000000 PA USD 902432.39000000 0.121340773448 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N TERRIER MEDIA BUYER N/A 88145LAE4 869069.26000000 PA USD 798822.39000000 0.107409405651 Long LON US N 2 2026-12-17 Floating 4.55956920 N N N N N N TERADYNE, INC. C3X4YJ278QNZHRJULN75 880770102 234.00000000 NS USD 20954.70000000 0.002817562327 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 370000.00000000 PA USD 279350.00000000 0.037561312557 Long DBT NUSS FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N SALLY HOLDINGS LLC 3GM3SMNQ8UJOJU9DFN26 79546VAL0 580000.00000000 PA USD 544434.40000000 0.073204477055 Long DBT CORP US N 2 2025-12-01 Fixed 5.62500000 N N N N N N FIRST BRANDS GROUP, LLC N/A 31935HAD9 545997.49000000 PA USD 516513.63000000 0.069450259160 Long LON US N 2 2027-03-30 Floating 6.28706880 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 27682.75000000 0.003722213800 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 840000.00000000 GBP 1048030.20000000 USD 2022-07-19 27682.75000000 N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 313.00000000 NS USD 9487.03000000 0.001275623050 Long EC US N 1 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAB5 640000.00000000 PA USD 432320.00000000 0.058129610326 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N N N PRESIDIO HOLDINGS INC N/A 74101XAF7 110000.00000000 PA USD 96711.38000000 0.013003781535 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N FACTSET RESEARCH SYSTEMS INC. 549300ZSJE7NBK6K9P30 303075105 64.00000000 NS USD 24612.48000000 0.003309386268 Long EC US N 1 N N N ESSEX PROPERTY TRUST, INC. 549300TR2H2VEFX0NC60 297178105 95.00000000 NS USD 24843.45000000 0.003340442421 Long EC US N 1 N N N WHEEL BIDCO LIMITED 213800GGDN5YSVU1G348 N/A 610000.00000000 PA 590575.89000000 0.079408647192 Long DBT NUSS GB N 2 2026-07-15 Fixed 6.75000000 N N N N N N 19TH HOLDINGS GOLF, LLC N/A 68250XAB7 920000.00000000 PA USD 869400.00000000 0.116899248746 Long LON US N 3 2029-02-07 Floating 4.49262000 N N N N N N UNITED RENTALS, INC. 5323X5O7RN0NKFCDRY08 911363109 120.00000000 NS USD 29149.20000000 0.003919392203 Long EC US N 1 N N N Naked Juice/Tropicana 1/22 N/A N/A 44922.50000000 PA USD 41721.77000000 0.005609895985 Long LON US N 2 2029-01-24 Floating 4.00111920 N N N N N N HEALTHEQUITY, INC. 529900LRJU1RAFQHM467 42226AAA5 376000.00000000 PA USD 329000.00000000 0.044237235838 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 430000.00000000 PA USD 354750.00000000 0.047699572685 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N Aeropuertos Dominicanos Siglo XXI, S.A. 254900KJA5MXNPYB4W32 007866AC0 350000.00000000 PA USD 319532.50000000 0.042964238785 Long DBT NUSS DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 886.74000000 0.000119230779 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 16001.00000000 AUD 11889.86000000 USD 2022-07-19 886.74000000 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034101 75.00000000 NS USD 14777.25000000 0.001986944356 Long EC US N 1 N N N FIRST BRANDS GROUP, LLC N/A 31935HAF4 1200000.00000000 PA USD 1156500.00000000 0.155502623850 Long LON US N 2 2028-03-30 Floating 9.73886040 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 940000.00000000 PA 607896.08000000 0.081737514456 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAR0 500000.00000000 PA USD 486250.00000000 0.065381021052 Long DBT CORP US N 2 2026-12-01 Fixed 9.75000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 1075077.00000000 PA USD 252302.92000000 0.033924570743 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.50000000 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 1135.00000000 NS USD 37591.20000000 0.005054500850 Long EC US N 1 N N N AMERICAN AIRLINES GROUP INC. N/A 02376R102 1042.00000000 NS USD 13212.56000000 0.001776556634 Long EC US N 1 N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 1524.00000000 NS USD 45399.96000000 0.006104464247 Long EC US N 1 N N N N/A N/A BGH4R5A63 55.84000000 NS USD 57048.94000000 0.007670782410 Long EC US N 3 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 219.00000000 NS USD 19659.63000000 0.002643427625 Long EC US N 1 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 213.00000000 NS USD 15629.94000000 0.002101596783 Long EC US N 1 N N N BRK: CITIGROUP GLOBAL MARKETS N/A N/A 4250000.00000000 NC USD -152021.27000000 -0.02044073183 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS N/A Y 2026-11-18 39869.44000000 USD 0.00000000 USD -4250000.00000000 USD -191890.71000000 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CA1 375000.00000000 PA USD 333195.35000000 0.044801341270 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N MAVERICK PURCHASE N/A 02351UAB0 440000.00000000 PA USD 415800.00000000 0.055908336357 Long LON US N 2 2028-01-31 Floating 10.00000080 N N N N N N PRECISION MEDICINE GROUP, LLC N/A 74028HAE5 663903.84000000 PA USD 612451.29000000 0.082350006550 Long LON US N 2 2027-11-18 Floating 4.00600080 N N N N N N MOZART DEBT MERGER SUB INC. N/A 62482BAA0 500000.00000000 PA USD 425855.00000000 0.057260328473 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 40000.00000000 PA USD 2408.00000000 0.000323778917 Long DBT NUSS LB N 2 2028-03-20 Fixed 7.00000000 Y N N N N N INTUIT INC. VI90HBPH7XSFMB9E4M29 461202103 451.00000000 NS USD 173833.44000000 0.023373589306 Long EC US N 1 N N N RR LTD N/A 749737AA0 750000.00000000 PA USD 662022.75000000 0.089015369367 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 7.29429120 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 053484101 214.00000000 NS USD 41569.50000000 0.005589421809 Long EC US N 1 N N N DIGICEL HOLDINGS (BERMUDA) LIMITED N/A 25381XAA1 60600.00000000 PA USD 56358.00000000 0.007577878836 Long DBT NUSS JM N 2 2024-05-25 Fixed 8.75000000 N N N N N N SABINE PASS LIQUEFACTION, LLC 549300KJYBG7C6WJYZ11 785592AM8 800000.00000000 PA USD 815923.32000000 0.109708791284 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N BOYNE USA, INC. N/A 103557AC8 620000.00000000 PA USD 536882.80000000 0.072189091310 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DH7 325000.00000000 PA USD 318430.37000000 0.042816046734 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC N/A 01957TAH0 547125.00000000 PA USD 500389.58000000 0.067282224502 Long LON US N 2 2028-05-12 Floating 4.80957120 N N N N N N STANDARD INDUSTRIES INC. 54930064UHXCIUWVI755 853496AG2 645000.00000000 PA USD 508743.75000000 0.068405523556 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 1375000.00000000 PA USD 1264918.77000000 0.170080577339 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KU4 1450000.00000000 PA USD 1390859.29000000 0.187014499785 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AU4 624820.00000000 PA USD 487562.93000000 0.065557557204 Long DBT NUSS AR N 2 2026-02-12 Fixed 4.00000000 N N N N N N HUNTER DOUGLAS HOLDING B.V. N/A N8137FAB6 880000.00000000 PA USD 755154.40000000 0.101537821541 Long LON US N 2 2029-02-26 Floating 4.84169040 N N N N N N W. R. BERKLEY CORPORATION SQOAGCLKBDWNVYV1OV80 084423102 343.00000000 NS USD 23413.18000000 0.003148128770 Long EC US N 1 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 234.00000000 NS USD 74664.72000000 0.010039394612 Long EC US N 1 N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 529900LIZJABE4JJS826 N/A 1870000.00000000 PA 1551943.80000000 0.208673872000 Long DBT NUSS XX N 2 2033-01-22 Fixed 2.75000000 N N N N N N BRK: CITIBANK, NA N/A N/A 53200000.00000000 NC 4515.72000000 0.000607182281 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2024-09-18 6066.35000000 MXN 0.00000000 MXN -53200000.00000000 MXN -1550.63000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21282.57000000 0.002861647624 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 830000.00000000 GBP 1029483.03000000 USD 2022-07-19 21282.57000000 N N N LADDER CAPITAL FINANCE HOLDINGS LLLP N/A 505742AM8 10000.00000000 PA USD 8073.22000000 0.001085522605 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC. 549300H5GQ4C1BEKG397 024747AG2 1115000.00000000 PA USD 891432.69000000 0.119861757268 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N ALLISON TRANSMISSION, INC. MWKQ3I0U1GXP2YDSZW75 019736AE7 210000.00000000 PA USD 192082.62000000 0.025827368271 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N LCH IR CNY Q 21DEC27 FIX N/A N/A 3500000.00000000 NC USD 25346.33000000 0.003408059507 N/A DIR XX N 2 LCH IR CNY Q 21DEC27 FIX N/A Y 2027-12-21 35423.38000000 USD 0.00000000 USD -3500000.00000000 USD -10077.05000000 N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 00787CAE2 520000.00000000 PA USD 410574.20000000 0.055205676943 Long DBT NUSS PA N 2 2061-08-11 Fixed 5.12500000 N N N N N N USD REC 3.891 05MAY23 N/A N/A -2600000.00000000 NC USD -22851.02000000 -0.00307254091 N/A DIR US N 2 DEUTSCHE BANK SECURITIES, INC. N/A Call Written N/A N/A 0.00000000 3.89100000 USD 2023-05-05 XXXX 10562.04000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 523.00000000 NS USD 44177.81000000 0.005940134345 Long EC US N 1 N N N API ESCROW CORP. N/A 00185PAA9 143000.00000000 PA USD 115472.50000000 0.015526395791 Long DBT CORP US N 2 2029-10-15 Fixed 4.75000000 N N N N N N JANE STREET GROUP, LLC 5493002N1IVX6KHGYO08 47077WAA6 160000.00000000 PA USD 142400.00000000 0.019147058915 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N N/A N/A BGH4R5AF3 13812.07000000 NS USD 0.01000000 0.000000001344 Long EC US N 3 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137107 2216.00000000 NS USD 82590.32000000 0.011105068278 Long EC US N 1 N N N Akumin Inc. N/A 01021FAB5 500000.00000000 PA USD 356704.49000000 0.047962372792 Long DBT NUSS US N 2 2028-08-01 Fixed 7.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 845.00000000 NS USD 205588.50000000 0.027643364620 Long EC US N 1 N N N DENTSPLY SIRONA INC. 9NHEHR1SOZCYXDO8HO28 24906P109 307.00000000 NS USD 10969.11000000 0.001474903057 Long EC US N 1 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 770323103 184.00000000 NS USD 13779.76000000 0.001852822166 Long EC US N 1 N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HAP6 1600000.00000000 PA USD 1330806.61000000 0.178939835445 Long DBT NUSS US N 2 2024-12-15 Fixed 3.62500000 N N N N N N HOLLEY INC. N/A N/A 70642.86000000 PA USD -4120.60000000 -0.00055405457 Long LON US N 2 2028-11-17 Floating 3.75000120 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 130000.00000000 PA USD 105638.00000000 0.014204052034 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35565HBD6 660000.00000000 PA USD 589857.91000000 0.079312107828 Long DBT USGA US N 2 2050-01-25 Floating 3.92357160 N N N N N N JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY N/A G5080AAF9 794223.87000000 PA USD 756124.95000000 0.101668321386 Long LON US N 2 2028-05-05 Floating 4.55956920 N N N N N N United Group B.V. 213800PC85O8BJ7DU398 N/A 450000.00000000 PA 359193.65000000 0.048297064457 Long DBT NUSS NL N 2 2028-08-15 Fixed 4.62500000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748102 789.00000000 NS USD 122492.25000000 0.016470269153 Long EC US N 1 N N N NFP CORP. VO2L9FZNXDJNQNEYH039 65342RAD2 893000.00000000 PA USD 736760.72000000 0.099064613151 Long DBT CORP US N 2 2028-08-15 Fixed 6.87500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AT5 400000.00000000 PA USD 397993.48000000 0.053514077315 Long DBT CORP AU N 2 2024-03-12 Fixed 4.12500000 N N N N N N NOMURA ASSET SECURITIES CORPORATION N/A 65535VBC1 679755.23960000 PA USD 417571.33000000 0.056146508828 Long ABS-MBS US N 2 2033-05-25 Floating 6.64678440 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAC0 220000.00000000 PA USD 163595.30000000 0.021996972243 Long DBT NUSS MO N 2 2024-10-01 Fixed 4.87500000 N N N N N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741108 975.00000000 NS USD 35217.00000000 0.004735266670 Long EC US N 1 N N N EQUIFAX INC. 5493004MCF8JDC86VS77 294429105 185.00000000 NS USD 33814.30000000 0.004546660072 Long EC US N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023105 878.00000000 NS USD 120040.16000000 0.016140561908 Long EC US N 1 N N N ENPHASE ENERGY, INC. 5493008U7KIGMI59Z314 29355A107 220.00000000 NS USD 42952.80000000 0.005775419889 Long EC US N 1 N N N CQS US CLO LTD N/A 12659UAG7 1850000.00000000 PA USD 1707450.10000000 0.229583199865 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 4.61270880 N N N N N N CARDINAL PARENT, INC. N/A 14153EAC9 617760.00000000 PA USD 583783.20000000 0.078495304245 Long LON US N 2 2027-11-12 Floating 6.13271160 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFY1 1575000.00000000 PA USD 1549183.21000000 0.208302683943 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N LABORATOIRE EIMER SELAS 969500DCZL54LLTFEM37 N/A 225000.00000000 PA 163528.59000000 0.021988002438 Long DBT NUSS FR N 2 2029-02-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38381YXM1 690251.77900000 PA USD 77267.75000000 0.010389397201 Long DBT USGA US N 2 2049-09-20 Floating 4.50486000 N N N N N N Samarco Mineracao S.A. - Em Recuperacao Judicial 529900U8HKV15GJC4O60 P84050AA4 200000.00000000 PA USD 111228.78000000 0.014955786543 Long DBT NUSS BR N 2 2022-11-01 Floating 4.12499880 Y N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DK8 210000.00000000 PA USD 166425.00000000 0.022377452809 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2J2 940000.00000000 PA USD 769461.44000000 0.103461541609 Long DBT NUSS BH N 2 2034-05-18 Fixed 5.62500000 N N N N N N PARK-OHIO INDUSTRIES, INC. 5493006LQUO5SLMNYM18 700677AR8 1170000.00000000 PA USD 924300.00000000 0.124281085365 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N Virtusa 9/21 Cov-Lite N/A 92828KAK8 1668150.00000000 PA USD 1571197.12000000 0.211262667312 Long LON US N 2 2028-02-11 Floating 4.80957120 N N N N N N CATHEDRAL LAKE CLO LTD. N/A 14919HAJ2 700000.00000000 PA USD 668934.70000000 0.089944747976 Long ABS-CBDO CORP KY Y 2 2032-01-15 Floating 5.32428840 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 1160000.00000000 PA 1105875.49000000 0.148695668263 Long DBT NUSS GB N 2 2171-03-31 Fixed 4.50000000 N N N Y Y NATWEST GROUP PLC N/A XXXX N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A 3860000.00000000 NC 110412.77000000 0.014846066097 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2025-09-21 114327.50000000 EUR 0.00000000 EUR -3860000.00000000 EUR -3914.73000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CT5 560000.00000000 PA USD 471172.80000000 0.063353745514 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N DOVER CORPORATION 549300FMC2ALGA7N9E80 260003108 239.00000000 NS USD 28995.48000000 0.003898723060 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2331.31000000 0.000313467204 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 35180000.00000000 JPY 261608.02000000 USD 2022-07-19 2331.31000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 410000.00000000 PA USD 378225.00000000 0.050856013753 Long DBT NUSS CH N 2 2171-01-17 Fixed 7.50000000 N N N N N N ETSY, INC. 54930089Q7XT501AEA40 29786A106 221.00000000 NS USD 16179.41000000 0.002175478346 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550108 357.00000000 NS USD 78986.25000000 0.010620466167 Long EC US N 1 N N N EMPIRE TODAY N/A N/A 655050.00000000 PA USD 499475.63000000 0.067159335075 Long LON US N 2 2028-04-03 Floating 5.74999920 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAZ8 1516000.00000000 PA USD 1345152.21000000 0.180868740279 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SBB1 910000.00000000 PA USD 287885.64000000 0.038709012009 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 Y N N N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229AY2 536000.00000000 PA USD 436840.00000000 0.058737368095 Long DBT CORP US N 2 2046-04-01 Fixed 5.75000000 N N N N N N IHEARTCOMMUNICATIONS, INC. N/A 45174UAF5 0.02000000 PA USD 0.02000000 0.000000002689 Long LON US N 2 2026-05-01 Floating 4.05956880 N N N N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 12421.22000000 0.001670153308 N/A DFE GB N 2 GOLDMAN, SACHS & CO. N/A 1080808.20000000 USD 900000.00000000 GBP 2022-07-19 12421.22000000 N N N ALARM.COM HOLDINGS, INC. 549300HIH92U1EKIHZ32 011642AB1 57000.00000000 PA USD 46540.50000000 0.006257820895 Long DBT CORP US N 2 2026-01-15 Fixed 0.00000000 N N N N N N COPART, INC. 549300KVYX3JWMYEHU61 217204106 323.00000000 NS USD 35097.18000000 0.004719155710 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 100000.00000000 PA 87019.96000000 0.011700676270 Long DBT NUSS EG N 2 2025-04-11 Fixed 4.75000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 290000.00000000 PA USD 233670.40000000 0.031419248003 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PPH6 2230000.00000000 PA USD 1982075.96000000 0.266509306053 Long ABS-MBS US N 2 2059-08-25 Floating 4.25000160 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAM0 1519000.00000000 PA USD 1171014.14000000 0.157454190519 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -18914.52000000 -0.00254324037 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 768455.34000000 USD 1090000.00000000 AUD 2022-07-19 -18914.52000000 N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 N/A 300000.00000000 PA 358869.11000000 0.048253426912 Long DBT NUSS GB N 2 2171-06-08 Fixed 9.25000000 N N N Y Y VIRGIN MONEY UK PLC GBP XXXX N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 80000.00000000 PA USD 4816.00000000 0.000647557835 Long DBT NUSS LB N 2 2028-11-03 Fixed 6.65000000 Y N N N N N TK Elevator Holdco GmbH 2549008GCHWX9EEMIS56 92537VAA8 1546000.00000000 PA USD 1387535.00000000 0.186567516804 Long DBT NUSS DE N 2 2028-07-15 Fixed 7.62500000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 930000.00000000 PA USD 751421.40000000 0.101035883543 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N NRG ENERGY, INC. 5E2UPK5SW04M13XY7I38 629377508 400.00000000 NS USD 15268.00000000 0.002052930446 Long EC US N 1 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GQ0 450000.00000000 PA USD 433013.57000000 0.058222867529 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N CAESARS RESORT COLLECTION LLC N/A 12769LAB5 702911.11000000 PA USD 675525.69000000 0.090830970405 Long LON US N 2 2024-12-23 Floating 3.80957040 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4576.47000000 -0.00061535070 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 4800000.00000000 MXN 232521.40000000 USD 2022-07-19 -4576.47000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFM6 1350000.00000000 PA USD 1344002.94000000 0.180714209799 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38378WUZ4 122563.22120000 PA USD 16570.19000000 0.002228022501 Long DBT USGA US N 2 2043-08-20 Floating 4.45485960 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 475000.00000000 PA 409642.25000000 0.055080367241 Long DBT NUSS SE N 2 2027-02-15 Fixed 3.25000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -102969.66000000 -0.01384526788 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 1275608.57000000 USD 1705279.26000000 AUD 2022-07-19 -102969.66000000 N N N VOC ESCROW LTD N/A 91832VAA2 650000.00000000 PA USD 522281.50000000 0.070225805135 Long DBT NUSS US N 2 2028-02-15 Fixed 5.00000000 N N N N N N PDS Holdco Inc N/A 74049LAQ4 1200.00000000 PA USD -84.74000000 -0.00001139411 Long LON US N 2 2028-08-18 Floating 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 21532.09000000 0.002895198004 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 71380000.00000000 JPY 547602.90000000 USD 2022-07-19 21532.09000000 N N N NORTONLIFELOCK INC. YF6ZV0M6AU4FY94MK914 668771108 981.00000000 NS USD 21542.76000000 0.002896632689 Long EC US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 6698.00000000 NS USD 573616.72000000 0.077128322563 Long EC US N 1 N N N MEXICAN PESO N/A N/A 1.00000000 NC -8646.04000000 -0.00116254380 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 335445.93000000 USD 6616000.00000000 MXN 2022-07-19 -8646.04000000 N N N JAPANESE YEN N/A N/A 1.00000000 NC -46308.57000000 -0.00622663566 N/A DFE JP N 2 GOLDMAN, SACHS & CO. N/A 1040521.97000000 USD 134900000.00000000 JPY 2022-07-19 -46308.57000000 N N N DISH DBS Corporation N/A 25470XAW5 100000.00000000 PA USD 84250.00000000 0.011328228326 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGH1 515000.00000000 PA USD 457434.12000000 0.061506446950 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCX6 200000.00000000 PA USD 184083.00000000 0.024751741899 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC. 2549003BGLQITAJ6ZT28 37960XAB3 455000.00000000 PA USD 349111.45000000 0.046941415037 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N ABG INTERMEDIATE TL 1L N/A N/A 337601.40000000 PA USD 314813.31000000 0.042329697992 Long LON US N 2 2028-12-21 Floating 3.99999960 N N N N N N STERIS PUBLIC LIMITED COMPANY N/A G8473T100 165.00000000 NS USD 34014.75000000 0.004573612515 Long EC US N 1 N N N FOUNDATION BUILDING MATERIALS, INC. 549300ZVE6MONHB01I28 350392AA4 355000.00000000 PA USD 260037.50000000 0.034964559921 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AP2 760000.00000000 PA USD 646000.00000000 0.086860955475 Long DBT NUSS US N 2 2027-02-01 Fixed 6.12500000 N N N N N N Transportadora de Gas del Sur S.A. 5299002TRC7IFQYSW596 893870AX3 1250000.00000000 PA USD 1100950.00000000 0.148033388437 Long DBT NUSS AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N UNITED WHOLESALE MORTGAGE, LLC 549300HW662MN1WU8550 913229AA8 1360000.00000000 PA USD 1041284.00000000 0.140010716968 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N APA CORPORATION N/A 03743Q108 582.00000000 NS USD 20311.80000000 0.002731118197 Long EC US N 1 N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AF7 210000.00000000 PA USD 167296.08000000 0.022494577950 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N EURO N/A N/A 1.00000000 NC -59495.61000000 -0.00799976088 N/A DFE XX N 2 BNP PARIBAS N/A 2901217.20000000 USD 2714932.13000000 EUR 2022-07-19 -59495.61000000 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 579780206 412.00000000 NS USD 34299.00000000 0.004611832680 Long EC US N 1 N N N Government National Mortgage Association N/A 38380W4A4 1520346.54000000 PA USD 175092.23000000 0.023542845811 Long DBT USGA US N 2 2048-05-20 Floating 4.60486080 N N N N N N United States of America N/A N/A 51.00000000 NC USD 6045093.75000000 0.812821391740 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2022 2022-09-24 5955977.02000000 USD 89116.73000000 N N N OXFORD FINANCE LLC 549300LDNS0EYYWL5V49 69145LAC8 465000.00000000 PA USD 445237.50000000 0.059866493287 Long DBT CORP US N 2 2027-02-01 Fixed 6.37500000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 620000.00000000 PA USD 624389.60000000 0.083955227933 Long DBT NUSS CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N SMR MORTGAGE TRUST N/A 78458MAL8 819901.90800000 PA USD 772197.31000000 0.103829405823 Long ABS-MBS US Y 2 2039-02-15 Floating 7.27864920 N N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281ABA6 110000.00000000 PA USD 109175.00000000 0.014679635935 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 10439.37000000 0.001403674385 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 800000.00000000 EUR 847800.00000000 USD 2022-07-19 10439.37000000 N N N WESTROCK COMPANY 5493004Z9TCQW68YVL89 96145D105 376.00000000 NS USD 14979.84000000 0.002014184543 Long EC US N 1 N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 989701107 250.00000000 NS USD 12725.00000000 0.001710999471 Long EC US N 1 N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAB7 340000.00000000 PA USD 290278.40000000 0.039030741761 Long DBT NUSS US N 2 2029-04-20 Fixed 5.75000000 N N N N N N ICEBOX HOLDCO III, INC. N/A 26658NAB5 132857.14000000 PA USD -8303.57000000 -0.00111649539 Long LON US N 2 2028-12-22 Floating 0.00000000 N N N N N N LIBERTY TRIPADVISOR HOLDINGS, INC. 5299006PCRAU736ZJ155 531465AA0 70000.00000000 PA USD 44170.00000000 0.005939084215 Long DBT CORP US N 2 2051-06-30 Fixed 0.50000000 N N N N N N HLF FINANCING SARL, LLC 549300VKVJUV5OGV2R51 40390DAC9 2719000.00000000 PA USD 1876110.00000000 0.252261156621 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506101 389.00000000 NS USD 46337.68000000 0.006230549782 Long EC US N 1 N N N TUTOR PERINI N/A 90110FAM6 733700.00000000 PA USD 685092.38000000 0.092117304513 Long LON US N 3 2027-08-18 Floating 5.74999920 N N N N N N IDERA, INC N/A 45168RAQ6 1064996.23000000 PA USD 979136.23000000 0.131654347490 Long LON US N 2 2028-03-02 Floating 4.82000040 N N N N N N INSTALLED BUILDING PRODUCTS, INC. 549300I95Y9P9YM5FI86 45780RAA9 450000.00000000 PA USD 399797.21000000 0.053756606280 Long DBT CORP US N 2 2028-02-01 Fixed 5.75000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123AY6 60000.00000000 PA USD 43776.00000000 0.005886107100 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Government National Mortgage Association N/A 38381AQL3 467330.81890000 PA USD 54344.31000000 0.007307118717 Long DBT USGA US N 2 2048-10-20 Floating 4.55486040 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 104.00000000 NS USD 65703.04000000 0.008834409956 Long EC US N 1 N N N HUDSON RIVER TRADING LLC N/A 44413EAF5 1030572.54000000 PA USD 961266.54000000 0.129251594630 Long LON US N 2 2028-03-20 Floating 4.14857160 N N N N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281ABK4 320000.00000000 PA USD 286985.60000000 0.038587992915 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135B101 902.00000000 NS USD 76318.22000000 0.010261723698 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RHJ4 700000.00000000 PA USD 689246.33000000 0.092675843315 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206R102 11347.00000000 NS USD 237833.12000000 0.031978966016 Long EC US N 1 N N N BRK: MORGAN STANLEY & CO INC (PAS) N/A CDS860797 -1290000.00000000 NC USD -8163.01000000 -0.00109759574 N/A DCR XX N 2 BRK: MORGAN STANLEY & CO INC (PAS) N/A Y 2024-12-20 7260.87000000 USD 0.00000000 USD -1290000.00000000 USD -15423.88000000 N N N BRK: CITIBANK, NA N/A N/A 430000.00000000 NC 94384.45000000 0.012690903264 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2042-09-21 81055.22000000 EUR 0.00000000 EUR -430000.00000000 EUR 13329.23000000 N N N PROLOGIS, INC. 529900DFH19P073LZ636 74340W103 1182.00000000 NS USD 139062.30000000 0.018698272830 Long EC US N 1 N N N JUMP FINANCIAL, LLC N/A 48138UAB3 1901098.37000000 PA USD 1758515.99000000 0.236449503266 Long LON US N 2 2028-08-07 Floating 5.64856920 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123DD9 900000.00000000 PA USD 643500.00000000 0.086524806267 Long DBT NUSS TR N 2 2033-09-20 Fixed 6.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 680000.00000000 PA 530191.42000000 0.071289370473 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 732.00000000 NS USD 103380.36000000 0.013900490475 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 117.47000000 0.000015794979 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 12001.00000000 AUD 8369.98000000 USD 2022-07-19 117.47000000 N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AE6 860000.00000000 PA USD 844950.00000000 0.113611709487 Long DBT NUSS TR N 2 2023-04-06 Fixed 5.00400000 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A 25525PAA5 234000.00000000 PA USD 230782.50000000 0.031030941883 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N ALIGN TECHNOLOGY, INC. 549300N5YSE0U3LCP840 016255101 112.00000000 NS USD 26507.04000000 0.003564128206 Long EC US N 1 N N N CINTAS CORPORATION N/A 172908105 135.00000000 NS USD 50426.55000000 0.006780337947 Long EC US N 1 N N N The Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 41809JAA3 700000.00000000 PA USD 651140.00000000 0.087552078248 Long DBT NUSS JO N 2 2028-01-15 Fixed 7.75000000 N N N N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187109 274.00000000 NS USD 12814.98000000 0.001723098153 Long EC US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 529.00000000 NS USD 43557.86000000 0.005856776065 Long EC US N 1 N N N N/A N/A N/A 153.00000000 NC USD 36838575.00000000 4.953303131359 N/A DO US N 1 MORGAN STANLEY & CO, INC N/A Long Interest Rate Futures 3M -- 90 Day EuroDollar Future (Consolidated) Dec 2022 2022-12-22 37442208.80000000 USD -603633.80000000 N N N TCI SYMPHONY CLO N/A 87230XAD8 730000.00000000 PA USD 658132.23000000 0.088492251280 Long ABS-CBDO CORP KY Y 2 2032-10-13 Floating 7.77143160 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AT6 500000.00000000 PA USD 427262.50000000 0.057449580478 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NABORS INDUSTRIES, INC. 549300VFQWRKICUFNU92 62957HAJ4 1390000.00000000 PA USD 1320500.00000000 0.177554011928 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBD2 200000.00000000 PA USD 198287.60000000 0.026661687917 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N N/A N/A N/A -206.00000000 NC USD -2068240.00000000 -0.27809489559 N/A DE US N 1 JPM CHASE N/A Call Written Call Option 3760 Jul 2022 on S&P 500 Index N/A N/A -20600.00000000 760.00000000 USD 2022-07-18 XXXX 621787.31000000 N N N Bundesrepublik Deutschland N/A N/A -11.00000000 NC -1710955.22000000 -0.23005449719 N/A DIR DE N 1 BNP PARIBAS N/A Short Germany Govt. Bond Futures Euro-Bund Future Sep 2022 2022-09-11 -1824914.85000000 EUR 113959.63000000 N N N CityMD/Summit Health 11/21 TLB N/A N/A 665788.74000000 PA USD 625841.42000000 0.084150439191 Long LON US N 2 2028-12-22 Floating 3.75000120 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 625000.00000000 PA USD 491622.89000000 0.066103458140 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N WHITEHORSE LTD N/A 96525YAJ8 250000.00000000 PA USD 228659.00000000 0.030745416746 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.69428840 N N N N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC -61425.67000000 -0.00825927614 N/A DFE NO N 2 MORGAN STANLEY & CO, INC N/A 846341.83000000 USD 7750000.00000000 NOK 2022-07-19 -61425.67000000 N N N PULTEGROUP, INC. N/A 745867101 424.00000000 NS USD 16803.12000000 0.002259342195 Long EC US N 1 N N N COMMSCOPE, INC. 549300Z6K4JXMFE8QY54 203372AX5 410000.00000000 PA USD 330744.95000000 0.044471861262 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N W.P. CAREY INC. 54930042CRNE713E3Q67 92936UAE9 700000.00000000 PA USD 690276.95000000 0.092814420154 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS, LLC 549300I7CIEWU1BBLQ53 16412XAG0 850000.00000000 PA USD 853132.16000000 0.114711880130 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. N/A 18453HAD8 760000.00000000 PA USD 546485.60000000 0.073480280757 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A 34730000.00000000 NC 5504.79000000 0.000740172320 N/A DIR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2024-09-21 0.00000000 HKD -15487.27000000 HKD -34730000.00000000 HKD 20992.06000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 43712.64000000 0.005877587734 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1260000.00000000 AUD 910154.32000000 USD 2022-07-19 43712.64000000 N N N MV24 CAPITAL B.V N/A N53766AA4 2213361.00000000 PA USD 1980694.04000000 0.266323493528 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PRE1 830000.00000000 PA USD 745270.94000000 0.100208894638 Long ABS-MBS US N 2 2059-11-25 Floating 4.25000160 N N N N N N ALLIANT HOLDINGS INTERMEDIATE, LLC 5493006Q26653NF8SI73 01883LAA1 760000.00000000 PA USD 674408.80000000 0.090680793729 Long DBT CORP US N 2 2027-10-15 Fixed 6.75000000 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 368266AV4 500000.00000000 PA USD 137500.00000000 0.018488206467 Long DBT NUSS RU N 2 2027-03-23 Fixed 4.95000000 N N N N N N MEDLINE BORROWER, LP N/A 58503UAC7 950000.00000000 PA USD 879491.00000000 0.118256081412 Long LON US N 1 2028-10-23 Floating 4.30957080 N N N N N N VERISK ANALYTICS, INC. 549300I1YSWNIRKBWP67 92345Y106 246.00000000 NS USD 42580.14000000 0.005725312143 Long EC US N 1 N N N Romania 315700IASY927EDWBK92 N/A 590000.00000000 PA 548963.44000000 0.073813450339 Long DBT NUSS RO N 2 2026-12-08 Fixed 2.00000000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 1250000.00000000 PA USD 1149769.54000000 0.154597648329 Long DBT NUSS IE N 2 2025-02-15 Fixed 2.87500000 N N N N N N Applovin 10/21 Cov-Lite TLB N/A N/A 468825.00000000 PA USD 443822.56000000 0.059676240902 Long LON US N 2 2028-10-25 Floating 4.05956880 N N N N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 444.00000000 NS USD 80919.00000000 0.010880343120 Long EC US N 1 N N N N/A N/A 011C0QH60 17.00000000 NC USD 53550.00000000 0.007200316046 N/A DIR US N 1 JP MORGAN N/A Put Purchased N/A Put Option 3400 Sep 2022 on S&P 500 Future (e-Mini) Sep 2022 850.00000000 400.00000000 USD 2022-09-19 XXXX -4653.06000000 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -8410.77000000 -0.00113090947 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 826716.80000000 USD 1190000.00000000 AUD 2022-07-19 -8410.77000000 N N N NEW ZEALAND DOLLAR N/A N/A 1.00000000 NC -51773.95000000 -0.00696150892 N/A DFE NZ N 2 CITIGROUP GLOBAL MARKETS N/A 1058571.18000000 USD 1620000.00000000 NZD 2022-07-19 -51773.95000000 N N N LOYALTY VENTURES N/A N/A 932187.50000000 PA USD 724309.69000000 0.097390451600 Long LON US N 2 2027-11-03 Floating 5.55957000 N N N N N N USD REC 2.35625 02MAY23 N/A N/A -2630000.00000000 NC USD -47868.79000000 -0.00643642234 N/A DIR US N 2 SOCIETE GENERALE COWEN SECURITIES CORP. N/A Put Written N/A N/A 0.00000000 2.35625000 USD 2033-05-02 XXXX 12588.84000000 N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC -39067.99000000 -0.00525306956 N/A DFE NO N 2 MORGAN STANLEY & CO, INC N/A 384431.10000000 USD 3410000.00000000 NOK 2022-07-19 -39067.99000000 N N N COPPER RIVER CLO LTD. N/A 217563AC9 3000000.00000000 PA USD 192300.00000000 0.025856597117 Long ABS-CBDO CORP KY N 2 2021-01-20 Variable 0.00000000 N N N N N N GLOBAL TEL*LINK TL 1L N/A 37959JAB7 572856.93000000 PA USD 530700.39000000 0.071357806418 Long LON US N 2 2025-11-29 Floating 5.30957160 N N N N N N SPENCER SPIRIT IH LLC N/A 84823UAB8 593297.35000000 PA USD 580689.78000000 0.078079363971 Long LON US N 2 2026-06-19 Floating 7.05957120 N N N N N N Amentum/Aecom Maverick 2/22 Cov-Lite N/A 57776DAE3 970000.00000000 PA USD 920898.60000000 0.123823734198 Long LON US N 2 2029-02-15 Floating 5.59717920 N N N N N N SYMPHONY CLO, LTD. N/A 87166DAA6 250000.00000000 PA USD 221215.75000000 0.029744599707 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 6.24429000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 690000.00000000 PA USD 693252.66000000 0.093214533178 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N N/A N/A N/A -6091500.00000000 NC USD 904.76000000 0.000121653743 N/A DCR XX N 2 BRK: BNP PARIBAS N/A Y 2025-06-25 0.00000000 USD -140183.75000000 USD -6091500.00000000 USD 141088.51000000 N N N ON SEMICONDUCTOR CORPORATION ZV20P4CNJVT8V1ZGJ064 682189105 687.00000000 NS USD 34562.97000000 0.004647326003 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BK2 180000.00000000 PA USD 182023.20000000 0.024474781843 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N CARDINAL HEALTH, INC. CCU46N3GJMF4OK4N7U60 14149Y108 466.00000000 NS USD 24357.82000000 0.003275144765 Long EC US N 1 N N N TYLER TECHNOLOGIES, INC. 25490040SMU4Z8LBCW70 902252105 69.00000000 NS USD 22941.12000000 0.003084655732 Long EC US N 1 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 2139.00000000 NS USD 191975.25000000 0.025812931335 Long EC US N 1 N N N BX TRUST N/A 05608BAN0 1970000.00000000 PA USD 1831079.34000000 0.246206348334 Long ABS-MBS US N 2 2034-04-15 Floating 3.47400000 N N N N N N OPTION CARE HEALTH, INC. 549300DI3Q5ACSYJRI17 68404LAA0 740000.00000000 PA USD 634550.00000000 0.085321392100 Long DBT CORP US N 2 2029-10-31 Fixed 4.37500000 N N N N N N JAY PARK CLO, LTD. N/A 47206WAE2 590000.00000000 PA USD 542770.50000000 0.072980749588 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 6.26271120 N N N N N N Verisure Midholding AB 549300496LYEZ55X1M49 N/A 500000.00000000 PA 397311.11000000 0.053422326061 Long DBT NUSS SE N 2 2029-02-15 Fixed 5.25000000 N N N N N N RENT-A-CENTER, INC. 529900QUHE15UQNCCJ63 76009NAL4 600000.00000000 PA USD 468000.00000000 0.062927131830 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 23330JAB7 750000.00000000 PA USD 701611.50000000 0.094338460158 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N DIAMOND SPORTS GROUP, LLC 5493002K6DHWNZH8YA34 25277LAC0 500000.00000000 PA USD 60000.00000000 0.008067581003 Long DBT CORP US N 2 2027-08-15 Fixed 6.62500000 N N N N N N Emirate of Abu Dhabi 213800FER4348CINTA77 29135LAJ9 1630000.00000000 PA USD 1447019.46000000 0.194565778463 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N HOST HOTELS & RESORTS, INC. N6EL63S0K3PB1YFTDI24 44107P104 1182.00000000 NS USD 18533.76000000 0.002492043501 Long EC US N 1 N N N N/A N/A N/A -2375000.00000000 NC USD 5824.35000000 0.000783140257 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2024-12-20 30777.04000000 USD 0.00000000 USD -2375000.00000000 USD -24952.69000000 N N N DCERT BUYER INC. N/A 24022KAJ8 1200000.00000000 PA USD 1110000.00000000 0.149250248572 Long LON US N 2 2029-02-19 Floating 8.05956840 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 230000.00000000 PA USD 58719.00000000 0.007895338149 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N ALLEGION PUBLIC LIMITED COMPANY 984500560CAC2E6FB757 G0176J109 146.00000000 NS USD 14293.40000000 0.001921886038 Long EC US N 1 N N N NORWEIGAN KRONE N/A N/A 1.00000000 NC 8437.44000000 0.001134495511 N/A DFE NO N 2 MORGAN STANLEY & CO, INC N/A 610380.34000000 USD 6110000.00000000 NOK 2022-07-19 8437.44000000 N N N CONNECTICUT AVENUE SECURITIES N/A 20754HAD0 593607.26000000 PA USD 579892.32000000 0.077972137752 Long ABS-MBS US N 2 2039-07-25 Floating 5.72357160 N N N N N N FRANKLIN RESOURCES, INC. RIFQSET379FOGTEFKS80 354613101 359.00000000 NS USD 8368.29000000 0.001125197623 Long EC US N 1 N N N DISH DBS Corporation N/A 25470XBD6 860000.00000000 PA USD 522570.40000000 0.070264650537 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N B. RILEY FINANCIAL, INC. N/A 05580M819 7350.00000000 NS USD 160450.50000000 0.021574123431 Long EP US N 2 N N N TRANSOCEAN POSEIDON LIMITED N/A 89383JAA6 440625.00000000 PA USD 387750.00000000 0.052136742237 Long DBT NUSS US N 2 2027-02-01 Fixed 6.87500000 N N N N N N THE DEMOCRATIC SOCIALIST REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAR7 250000.00000000 PA USD 84905.04000000 0.011416304797 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 Y N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KWS4 775000.00000000 PA USD 765214.00000000 0.102890432172 Long DBT USGA US N 2 2042-05-25 Floating 3.12566040 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KND7 540000.00000000 PA USD 461914.38000000 0.062108861292 Long DBT USGA US N 2 2041-11-25 Floating 4.57566120 N N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAA9 67929.00000000 PA USD 73702.97000000 0.009910078011 Long DBT NUSS US N 2 2028-02-15 Fixed 11.00000000 N N Y N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAD1 920000.00000000 PA USD 552491.95000000 0.074287892677 Long DBT NUSS HK N 2 2029-12-04 Fixed 5.37500000 N N N N N N VERICAST MERGER SUB, INC. N/A 92348BAA1 240000.00000000 PA USD 230234.40000000 0.030957244531 Long DBT CORP US N 2 2026-09-15 Fixed 11.00000000 N N N N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 AW5744700 480000.00000000 PA USD 488400.00000000 0.065670109371 Long DBT NUSS TR N 2 2170-07-15 Fixed 13.87500000 N N N N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 3794.00000000 NS USD 545539.26000000 0.073353036181 Long EC US N 1 N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 560000.00000000 PA USD 429139.20000000 0.057701920965 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAC7 3225000.00000000 PA USD 3229789.51000000 0.434276474959 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 521.00000000 NS USD 37626.62000000 0.005059263412 Long EC US N 1 N N N USD PUT NOK CALL N/A N/A 3620000.00000000 NC USD 64.33000000 0.000008649791 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A Put Purchased N/A N/A 3620000.00000000 8.69000000 USD 2022-07-22 XXXX -50423.81000000 N N N LEGACY MORTGAGE ASSET TRUST N/A 52474JAB2 660000.00000000 PA USD 636265.08000000 0.085552001214 Long ABS-MBS US Y 2 2066-10-25 Fixed 3.84400000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 370222.00000000 PA USD 79736.18000000 0.010721301518 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.12500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 140000.00000000 PA 86417.91000000 0.011619724818 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046109 210.00000000 NS USD 29866.20000000 0.004015799796 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 4176.41000000 0.000561558766 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 630000.00000000 EUR 663597.90000000 USD 2022-07-19 4176.41000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 55209.20000000 0.007423411552 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 630000.00000000 GBP 820469.79000000 USD 2022-07-19 55209.20000000 N N N SCRIPPS ESCROW II, INC. N/A 81105DAB1 580000.00000000 PA USD 462579.00000000 0.062198225886 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058100 1136.00000000 NS USD 47382.56000000 0.006371044016 Long EC US N 1 N N N PPG INDUSTRIES, INC. 549300BKPEP01R3V6C59 693506107 362.00000000 NS USD 41391.08000000 0.005565431512 Long EC US N 1 N N N ONE CALL CORPORATION N/A 68235XAB7 962725.00000000 PA USD 765366.38000000 0.102910921138 Long LON US N 2 2027-04-22 Floating 6.68750040 N N N N N N VIRGIN PULSE INC N/A 92770HAD9 975174.81000000 PA USD 827679.62000000 0.111289539660 Long LON US N 2 2028-04-06 Floating 5.05956960 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654105 822.00000000 NS USD 120085.98000000 0.016146722851 Long EC US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 2069.00000000 NS USD 185816.89000000 0.024984880199 Long EC US N 1 N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 91911KAN2 140000.00000000 PA USD 122959.90000000 0.016533149224 Long DBT NUSS US N 2 2025-11-01 Fixed 5.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1697.85000000 0.000228292373 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 250000.00000000 CNY 39031.40000000 USD 2022-07-19 1697.85000000 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 518.00000000 NS USD 70007.70000000 0.009413213177 Long EC US N 1 N N N BBVA Bancomer SA (Houston Branch) N/A 05533UAF5 210000.00000000 PA USD 177555.00000000 0.023873989085 Long DBT NUSS MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N HORNBLOWER SUB L N/A N/A 658123.34000000 PA USD 488110.34000000 0.065631161780 Long LON US N 2 2025-04-27 Floating 5.50000080 N N N N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 370334104 928.00000000 NS USD 70017.60000000 0.009414544328 Long EC US N 1 N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424108 335.00000000 NS USD 19852.10000000 0.002669307080 Long EC US N 1 N N N DIAMOND SPORTS GROUP, LLC 5493002K6DHWNZH8YA34 25277LAF3 330000.00000000 PA USD 82500.00000000 0.011092923880 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Government National Mortgage Association N/A 38379MNK6 1423351.51950000 PA USD 176170.49000000 0.023687828309 Long DBT USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N VENTAS, INC. ORQTRC074CWLT3DKHT41 92276F100 661.00000000 NS USD 33995.23000000 0.004570987862 Long EC US N 1 N N N PECF USS INTERMEDIATE HO N/A N/A 568575.00000000 PA USD 511717.50000000 0.068805373039 Long LON US N 2 2028-12-15 Floating 5.30957160 N N N N N N MADISON IAQ LLC N/A 55759VAB4 277900.00000000 PA USD 252424.91000000 0.033940973480 Long LON US N 2 2028-06-21 Floating 4.52442960 N N N N N N MARTIN MARIETTA MATERIALS, INC. 5299005MZ4WZECVATV08 573284106 103.00000000 NS USD 30821.72000000 0.004144278713 Long EC US N 1 N N N USD REC 2.0125 02MAY23 N/A N/A -2630000.00000000 NC USD -27040.38000000 -0.00363584093 N/A DIR US N 2 SOCIETE GENERALE COWEN SECURITIES CORP. N/A Put Written N/A N/A 0.00000000 2.01250000 USD 2033-05-02 XXXX 10164.32000000 N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787107 352.00000000 NS USD 78524.16000000 0.010558333692 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 274.00000000 NS USD 20815.78000000 0.002798883188 Long EC US N 1 N N N BRK: CITIGROUP GLOBAL MARKETS N/A N/A 4250000.00000000 NC USD 231762.49000000 0.031162711029 N/A DIR XX N 2 BRK: CITIGROUP GLOBAL MARKETS N/A Y 2023-11-18 0.00000000 USD -11035.16000000 USD -4250000.00000000 USD 242797.65000000 N N N CONSTELLATION ENERGY CORPORATION. 549300F8Y20RYGNGV346 21037T109 542.00000000 NS USD 31034.92000000 0.004172945517 Long EC US N 1 N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AC1 320000.00000000 PA USD 232374.89000000 0.031245054139 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAB4 720000.00000000 PA USD 651600.00000000 0.087613929702 Long DBT NUSS MX N 2 2170-09-27 Fixed 7.50000000 N N N N N N CINEMARK USA INC. N/A 172442AS4 157128.20000000 PA USD 147612.52000000 0.019847932704 Long LON US N 2 2025-03-31 Floating 2.99000160 N N N N N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 57060D108 67.00000000 NS USD 17152.67000000 0.002306342577 Long EC US N 1 N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 N/A 230000.00000000 PA USD 211600.00000000 0.028451669007 Long DBT NUSS ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N GENERAC HOLDINGS INC. 529900S2H2AHJHSFFI84 368736104 108.00000000 NS USD 22742.64000000 0.003057968174 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 55066.38000000 0.007404208020 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 900000.00000000 AUD 673953.30000000 USD 2022-07-19 55066.38000000 N N N United States of America N/A N/A 42.00000000 NC USD 5822250.00000000 0.782857891668 N/A DIR US N 1 NOMURA SECURITIES INTERNATIONAL, INC. N/A Long U.S. Treasury Futures US Long Bond (CBT) Sep 2022 2022-09-24 5809611.76000000 USD 12638.24000000 N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502101 245.00000000 NS USD 25690.70000000 0.003454363388 Long EC US N 1 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BL0 370000.00000000 PA USD 313900.60000000 0.042206975294 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EAY3 600000.00000000 PA USD 511558.87000000 0.068784043700 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAT6 1350000.00000000 PA USD 1223131.12000000 0.164461823150 Long DBT NUSS FR N 2 2030-01-10 Fixed 2.82900000 N N N N N N Government National Mortgage Association N/A 38381AQC3 295121.11720000 PA USD 31789.77000000 0.004274442409 Long DBT USGA US N 2 2048-10-20 Floating 4.55486040 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAA0 400000.00000000 PA USD 381730.96000000 0.051327424025 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N UNIFRAX ESCROW ISSUER CORPORATION N/A 90473LAA0 275000.00000000 PA USD 219421.13000000 0.029503295670 Long DBT CORP US N 2 2028-09-30 Fixed 5.25000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865100 385.00000000 NS USD 59197.60000000 0.007959690553 Long EC US N 1 N N N PARK AEROSPACE HOLDINGS LIMITED 635400CPI3EOIFF6OC33 70014LAC4 170000.00000000 PA USD 169377.35000000 0.022774424855 Long DBT NUSS IE N 2 2023-03-15 Fixed 4.50000000 N N N N N N Greenko Investment Company 21380023V4N5Y8KXN552 39530XAA2 410000.00000000 PA USD 395609.00000000 0.053193460889 Long DBT NUSS IN N 2 2023-08-16 Fixed 4.87500000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 N/A 800000.00000000 PA 802902.16000000 0.107957970233 Long DBT NUSS ES N 2 2170-12-24 Fixed 5.87500000 N N N N N N FORTINET, INC. 549300O0QJWDBAS0QX03 34959E109 1050.00000000 NS USD 59409.00000000 0.007988115331 Long EC US N 1 N N N B. RILEY FINANCIAL, INC. N/A 05580M827 8400.00000000 NS USD 201600.00000000 0.027107072173 Long EP US N 2 N N N Independent State of Papua New Guinea 254900NKI6OC90ZW9W36 69888UAB1 290000.00000000 PA USD 249410.16000000 0.033535611150 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AR8 219000.00000000 PA USD 162060.00000000 0.021790536291 Long DBT NUSS CO N 2 2031-04-27 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 30268.42000000 0.004069882170 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1080000.00000000 EUR 1160705.27000000 USD 2022-07-19 30268.42000000 N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZX9 700000.00000000 PA USD 708532.00000000 0.095268988397 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N CLOUDERA, INC. N/A 74339VAE8 390000.00000000 PA USD 339300.00000000 0.045622170577 Long LON US N 2 2029-10-08 Floating 7.05957120 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 228.00000000 NS USD 109113.96000000 0.014671428515 Long EC US N 1 N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HT0 1315672.00000000 PA USD 283361.49000000 0.038100696232 Long DBT NUSS AR N 2 2035-07-09 Fixed 1.12500000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 N/A 1400000.00000000 PA 1344923.84000000 0.180838033721 Long DBT NUSS NL N 2 2170-12-29 Fixed 4.62500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 5504.12000000 0.000740082232 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 727523.45000000 USD 14840000.00000000 MXN 2022-07-19 5504.12000000 N N N INTELSAT JACKSON 1/22 EXIT COV-LITE N/A N/A 1143363.28000000 PA USD 1045971.60000000 0.140641010180 Long LON US N 2 2029-02-01 Floating 4.91952960 N N N N N N EyeCare Partners 10/21 2nd Lien Cov-Lite TL N/A N/A 430000.00000000 PA USD 406350.00000000 0.054637692349 Long LON US N 2 2029-11-15 Floating 7.75599840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWXZ8 546537.03500000 PA USD 83879.61000000 0.011278425804 Long DBT USGA US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 180000.00000000 PA USD 142920.00000000 0.019216977951 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 1552.00000000 NS USD 26740.96000000 0.003595581015 Long EC US N 1 N N N BRK: CITIBANK, NA N/A N/A 790000.00000000 NC USD 2781.79000000 0.000374038602 N/A DIR XX N 2 BRK: CITIBANK, NA N/A Y 2032-09-21 30886.58000000 USD 0.00000000 USD -790000.00000000 USD -28104.79000000 N N N BRK: BANK OF AMERICA, N.A. N/A N/A 2525000.00000000 NC -7528.09000000 -0.00101222459 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2025-01-02 0.00000000 BRL 0.00000000 BRL -2525000.00000000 BRL -7528.09000000 N N N Bundesrepublik Deutschland 529900AQBND3S6YJLY83 N/A 360000.00000000 PA 362201.71000000 0.048701527253 Long DBT NUSS DE N 2 2026-08-15 Fixed 0.00000000 N N N N N N TEAMSYSTEM S.P.A. 81560062081DF3AB7A90 N/A 550000.00000000 PA 483398.33000000 0.064997586407 Long DBT NUSS IT N 2 2028-02-15 Fixed 3.50000000 N N N N N N LCH IR KRW Q 21DEC32 FIX N/A N/A 1039920000.00000000 NC -28370.73000000 -0.00381471937 N/A DIR XX N 2 LCH IR KRW Q 21DEC32 FIX N/A Y 2032-12-21 0.00000000 KRW -21595.18000000 KRW -1039920000.00000000 KRW -6775.55000000 N N N DIVIDEND SOLAR LOANS LLC N/A 255388AA8 6476.88200000 PA USD 6041.82000000 0.000812381204 Long ABS-MBS US N 2 2039-08-22 Fixed 3.67000000 N N N N N N PHOENIX GUARANTOR INC. N/A 71913BAE2 40274.34000000 PA USD 37572.74000000 0.005052018724 Long LON US N 2 2026-03-05 Floating 4.30957080 N N N N N N DOW INC. 5493003S21INSLK2IP73 260557103 1136.00000000 NS USD 58628.96000000 0.007883231399 Long EC US N 1 N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671D857 2289.00000000 NS USD 66976.14000000 0.009005590579 Long EC US N 1 N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473PAJ4 50000.00000000 PA USD 45808.98000000 0.006159460947 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N ADVANCE AUTO PARTS, INC. 529900UCNQ5H9FSL0Y70 00751Y106 103.00000000 NS USD 17828.27000000 0.002397183539 Long EC US N 1 N N N United States of America N/A N/A 206.00000000 NC USD 31794812.50000000 4.275120422471 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Sep 2022 2022-09-24 32302610.49000000 USD -507797.99000000 N N N PACIFIC BELLS TL 1L B N/A N/A 259356.70000000 PA USD 239256.56000000 0.032170361308 Long LON US N 2 2028-11-10 Floating 5.26629960 N N N N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 375000.00000000 PA 275099.84000000 0.036989837389 Long DBT NUSS DE N 2 2026-05-15 Fixed 6.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 62548QAD3 480000.00000000 PA USD 430912.61000000 0.057940373113 Long ABS-MBS US N 2 2050-03-25 Floating 5.37356880 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 495.00000000 NS USD 74383.65000000 0.010001602029 Long EC US N 1 N N N CF INDUSTRIES HOLDINGS, INC. 529900CG8YAQFZ2JMV97 125269100 361.00000000 NS USD 30948.53000000 0.004161329545 Long EC US N 1 N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062101 249.00000000 NS USD 29626.02000000 0.003983505269 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -114836.57000000 -0.01544088884 N/A DFE JP N 2 GOLDMAN, SACHS & CO. N/A 1287188.63000000 USD 159070771.00000000 JPY 2022-07-19 -114836.57000000 N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AA5 330000.00000000 PA USD 302817.90000000 0.040716798961 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N LD HOLDINGS GROUP LLC N/A 521088AA2 860000.00000000 PA USD 584800.00000000 0.078632022851 Long DBT CORP US N 2 2025-11-01 Fixed 6.50000000 N N N N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971T101 241.00000000 NS USD 22010.53000000 0.002959528895 Long EC US N 1 N N N EXPEDIA GROUP, INC. N/A 30212P303 221.00000000 NS USD 20957.43000000 0.002817929402 Long EC US N 1 N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156R108 1085.00000000 NS USD 68127.15000000 0.009160355019 Long EC US N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -236357.04000000 -0.03178049276 N/A DFE JP N 2 GOLDMAN, SACHS & CO. N/A 3704680.45000000 USD 470600000.00000000 JPY 2022-07-19 -236357.04000000 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 206.00000000 NS USD 29041.88000000 0.003904961990 Long EC US N 1 N N N VT TOPCO, INC. N/A 91838LAE0 320000.00000000 PA USD 299200.00000000 0.040230337272 Long LON US N 2 2026-07-31 Floating 7.75599840 N N N N N N THE INTERPUBLIC GROUP OF COMPANIES, INC. 5493008IUOJ5VWTRC333 460690100 661.00000000 NS USD 18197.33000000 0.002446807230 Long EC US N 1 N N N CALPINE CORPORATION 43R4VPJBXTU2O15HEF41 131347CR5 1875000.00000000 PA USD 1525125.00000000 0.205067824643 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Cellnex Finance Company, S.A 549300OUROMFTRFA7T23 N/A 400000.00000000 PA 311184.80000000 0.041841809686 Long DBT NUSS ES N 2 2029-01-15 Fixed 1.25000000 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 98.00000000 NS USD 15177.26000000 0.002040729574 Long EC US N 1 N N N N/A N/A N/A -26200000.00000000 NC USD 28145.40000000 0.003784421573 N/A DCR XX N 2 BRK: CREDIT SUISSE INTERNATIONAL N/A Y 2025-06-20 234736.67000000 USD 0.00000000 USD -26200000.00000000 USD -206591.27000000 N N N DIAMOND SPORTS GROUP N/A 25277BAE8 99361.84000000 PA USD 98699.10000000 0.013271049737 Long LON US N 2 2026-05-25 Floating 9.18077040 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -5735.93000000 -0.00077125133 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 686511.54000000 USD 990000.00000000 AUD 2022-07-19 -5735.93000000 N N N TUTOR PERINI CORPORATION 549300FHXYVPW8LJ6D98 901109AF5 220000.00000000 PA USD 179797.20000000 0.024175474587 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N PRIME SECURITY SERVICES BORROWER, LLC 549300O6QPZVWXV2DC15 74166MAE6 330000.00000000 PA USD 276076.51000000 0.037121160128 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BBA1 640000.00000000 PA USD 514895.17000000 0.069232641541 Long ABS-MBS US N 2 2059-10-25 Floating 3.49999920 N N N N N N ALLIED UNIVERSAL HOLDCO LLC N/A 01957TAH0 675360.64000000 PA USD 617671.33000000 0.083051891476 Long LON US N 2 2028-05-12 Floating 4.80957120 N N N N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440101 370.00000000 NS USD 25641.00000000 0.003447680742 Long EC US N 1 N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 023771S58 660000.00000000 PA USD 683034.00000000 0.091840535390 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N USD REC 1.290 16NOV22 N/A N/A -28100000.00000000 NC USD -5387.83000000 -0.00072444591 N/A DIR US N 2 J.P. MORGAN SECURITIES N/A Put Written N/A N/A 0.00000000 1.29000000 USD 2022-11-16 XXXX 28332.17000000 N N N CSMC TRUST N/A 12649AAQ2 320000.00000000 PA USD 250739.42000000 0.033714343028 Long ABS-MBS US N 2 2037-09-15 Fixed 4.37330000 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAH9 390000.00000000 PA USD 240240.00000000 0.032302594339 Long DBT NUSS MO N 2 2028-08-26 Fixed 5.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 5997.00000000 NS USD 234902.49000000 0.031584914434 Long EC US N 1 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 400000.00000000 PA USD 338356.00000000 0.045495240636 Long DBT NUSS CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N DP World Limited 549300M3U2DNF4QVSS04 N/A 200000.00000000 PA USD 187096.40000000 0.025156922709 Long DBT NUSS AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAD6 150000.00000000 PA USD 132520.48000000 0.017818661784 Long DBT NUSS AU N 2 2030-05-13 Fixed 3.25000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KAH2 178717.48000000 PA USD 170766.77000000 0.022961245829 Long DBT USGA US N 2 2051-01-25 Floating 2.72566080 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 390000.00000000 PA USD 386572.02000000 0.051978351420 Long DBT CORP US N 2 2024-12-15 Fixed 5.50000000 N N N N N N Banco de Bogota S.A. 549300LYHE7LWSKDZT53 059514AC3 580000.00000000 PA USD 551000.00000000 0.074087285552 Long DBT NUSS CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503M108 152.00000000 NS USD 17204.88000000 0.002313362717 Long EC US N 1 N N N FRONTIER COMMUNICATIONS PARENT, INC. N/A 35906ABF4 395000.00000000 PA USD 335750.00000000 0.045144838701 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N ESSEX PORTFOLIO, L.P. 5493003GN3O58H286O74 29717PAU1 400000.00000000 PA USD 353486.94000000 0.047529742037 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAK8 590000.00000000 PA USD 444175.60000000 0.059723710549 Long DBT NUSS BR N 2 2032-01-15 Fixed 3.12500000 N N N N N N AQGEN ISLAND HOLDINGS, INC. N/A 03836BAB5 740000.00000000 PA USD 688200.00000000 0.092535154114 Long LON US N 2 2028-08-02 Floating 4.56249960 N N N N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 295.00000000 NS USD 64012.05000000 0.008607039976 Long EC US N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAA6 250000.00000000 PA USD 199171.41000000 0.026780524730 Long DBT NUSS CN N 2 2030-01-21 Fixed 3.68000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 3963.69000000 0.000532956502 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 400000.00000000 EUR 422644.00000000 USD 2022-07-19 3963.69000000 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 410000.00000000 PA USD 373272.14000000 0.050190053765 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N N/A N/A BGH5LNP38 56.61000000 NS USD 0.01000000 0.000000001344 Long EC US N 3 N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAE6 470000.00000000 PA USD 291183.80000000 0.039152481558 Long DBT NUSS MO N 2 2029-12-15 Fixed 5.12500000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36258BAU2 595000.00000000 PA USD 560509.64000000 0.075365948736 Long ABS-MBS US N 2 2036-12-15 Floating 4.57400160 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 1015.00000000 NS USD 55936.65000000 0.007521224249 Long EC US N 1 N N N DEXCOM, INC. 549300YSK3QDSFR5EU59 252131107 600.00000000 NS USD 44718.00000000 0.006012768122 Long EC US N 1 N N N CLARIVATE SCIENCE HOLDINGS CORPORATION N/A 18064PAD1 936000.00000000 PA USD 768456.00000000 0.103326350465 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N PRECISION MEDICINE 2/21 COV-LITE N/A 74028HAF2 43261.54000000 PA USD 39908.77000000 0.005366120579 Long LON US N 2 2027-11-18 Floating 0.00000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AS2 540000.00000000 PA USD 364365.00000000 0.048992402541 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 H84989104 502.00000000 NS USD 56801.30000000 0.007637484814 Long EC US N 1 N N N POLYCONCEPT NA TL 1L N/A N/A 670000.00000000 PA USD 629384.60000000 0.084626854052 Long LON US N 2 2029-05-18 Floating 6.81109920 N N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 230000.00000000 PA 194718.41000000 0.026181775760 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N AIB GROUP PUBLIC LIMITED COMPANY 635400AKJBGNS5WNQL34 00135TAA2 550000.00000000 PA USD 550389.54000000 0.074005203294 Long DBT NUSS IE N 2 2023-10-12 Fixed 4.75000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 10683.74000000 0.001436532297 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 750499.20000000 USD 15410000.00000000 MXN 2022-07-19 10683.74000000 N N N CFK TRUST N/A 12529AAJ3 500000.00000000 PA USD 425669.65000000 0.057235406371 Long ABS-MBS US N 2 2039-03-15 Floating 3.57275160 N N N N N N Garmin Ltd. 2549001E0HIPIJQ0W046 H2906T109 255.00000000 NS USD 25053.75000000 0.003368719292 Long EC US N 1 N N N BANCO DO BRASIL S.A. N/A P3772WAF9 200000.00000000 PA USD 196660.00000000 0.026442841337 Long DBT NUSS BR N 2 2170-12-18 Fixed 9.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076102 1635.00000000 NS USD 448431.45000000 0.060295950793 Long EC US N 1 N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92840JAD1 370000.00000000 PA USD 326525.00000000 0.043904448121 Long DBT NUSS CH N 2 2027-05-01 Fixed 7.87500000 N N N N N N SWF ESCROW ISSUER CORPORATION N/A 78500AAA6 1165000.00000000 PA USD 783462.50000000 0.105344119704 Long DBT CORP US N 2 2029-10-01 Fixed 6.50000000 N N N N N N FIRSTENERGY CORP. 549300SVYJS666PQJH88 337932107 939.00000000 NS USD 36048.21000000 0.004847030903 Long EC US N 1 N N N VT TOPCO, INC. 5493007T812R37X02Y38 75774EAH8 22597.40000000 PA USD -960.39000000 -0.00012913373 Long LON US N 2 2025-08-01 Floating 3.75000120 N N N N N N Republic of Armenia 5299000H77JSW90G7935 042207AD2 1300000.00000000 PA USD 899548.00000000 0.120952939281 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 3368.00000000 NS USD 259336.00000000 0.034870236453 Long EC US N 1 N N N Commerzbank Aktiengesellschaft 851WYGNLUQLFZBSYGB56 N/A 400000.00000000 PA 377405.83000000 0.050745868414 Long DBT NUSS DE N 2 2171-04-09 Fixed 6.12500000 N N N N N N CP ATLAS BUYER, INC. 2549006ZZ07G0NDDCR36 12597YAA7 955000.00000000 PA USD 689681.90000000 0.092734409919 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516106 1091.00000000 NS USD 189626.71000000 0.025497147390 Long EC US N 1 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 250000.00000000 PA USD 64500.00000000 0.008672649579 Long DBT NUSS UA N 2 2027-09-01 Fixed 7.75000000 N N N N N N Clarios Global LP 549300474L1ZLXZY2P98 69867DAC2 640000.00000000 PA USD 618544.00000000 0.083169230408 Long DBT NUSS US N 2 2027-05-15 Fixed 8.50000000 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 300000.00000000 PA USD 97500.00000000 0.013109819131 Long DBT NUSS RU N 2 2037-08-16 Fixed 7.28800000 N N N N N N VIRTUSA CORPORATION C77OMXDER63WLJCSKT03 92837TAA0 275000.00000000 PA USD 220976.25000000 0.029712396613 Long DBT CORP US N 2 2028-12-15 Fixed 7.12500000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 1480000.00000000 PA 1101184.49000000 0.148064917888 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N NABORS INDUSTRIES, INC. 549300VFQWRKICUFNU92 62957HAH8 1597000.00000000 PA USD 1589015.00000000 0.213658453815 Long DBT CORP US N 2 2025-02-01 Fixed 9.00000000 N N N N N N N/A N/A 011W8HLS8 15.00000000 NC USD 81375.00000000 0.010941656736 N/A DIR US N 1 JP MORGAN N/A Put Purchased N/A Put Option 3700 Aug 2022 on S&P 500 Future (e-Mini) Sep 2022 750.00000000 700.00000000 USD 2022-08-22 XXXX -38094.00000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AK4 200000.00000000 PA USD 173769.83000000 0.023365036326 Long DBT NUSS CH N 2 2171-03-12 Fixed 7.25000000 N N N N N N AIMCO CLO LTD N/A 00140LAK0 360000.00000000 PA USD 340237.80000000 0.045748266868 Long ABS-CBDO CORP KY Y 2 2032-01-17 Floating 3.75121080 N N N N N N SOHO TRUST N/A 83410JAJ7 440000.00000000 PA USD 335743.36000000 0.045143945888 Long ABS-MBS US Y 2 2038-08-10 Floating 2.78647560 N N N N N N DELL INTERNATIONAL L.L.C. N/A 24703TAD8 1600000.00000000 PA USD 1660730.93000000 0.223301355058 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N FLEETCOR TECHNOLOGIES, INC. 549300DG6RR0NQSFLN74 339041105 135.00000000 NS USD 28364.85000000 0.003813928750 Long EC US N 1 N N N Republic of Lebanon 529900QPC4K9S1KHL354 N/A 860000.00000000 PA USD 51772.00000000 0.006961246728 Long DBT NUSS LB N 2 2025-02-26 Fixed 6.20000000 Y N N N N N Willis Towers Watson Public Limited Company 549300WHC56FF48KL350 G96629103 185.00000000 NS USD 36517.15000000 0.004910084427 Long EC US N 1 N N N BRK: MORGAN STANLEY N/A CDS865428 1450000.00000000 NC USD -128805.56000000 -0.01731915481 N/A DCR XX N 2 BRK: MORGAN STANLEY N/A Y 2026-06-20 0.00000000 USD -224759.06000000 USD 1450000.00000000 USD 95953.50000000 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 12541W209 225.00000000 NS USD 22808.25000000 0.003066790073 Long EC US N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAG5 250000.00000000 PA USD 246659.56000000 0.033165766344 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N USD REC 3.4455 05MAY23 N/A N/A -2600000.00000000 NC USD -39499.55000000 -0.00531109698 N/A DIR US N 2 DEUTSCHE BANK SECURITIES, INC. N/A Call Written N/A N/A 0.00000000 3.44550000 USD 2023-05-05 XXXX 18045.16000000 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 285512109 431.00000000 NS USD 52431.15000000 0.007049875829 Long EC US N 1 N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A -1160000.00000000 NC USD -39095.51000000 -0.00525676989 N/A DCR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2027-06-20 0.00000000 USD -12385.93000000 USD -1160000.00000000 USD -26709.58000000 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 6656.00000000 NS USD 337792.00000000 0.045419405374 Long EC US N 1 N N N SIMON PROPERTY GROUP, INC. 529900GQL5X8H7AO3T64 828806109 507.00000000 NS USD 48124.44000000 0.006470796966 Long EC US N 1 N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAB7 950000.00000000 PA USD 456019.00000000 0.061316170363 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 430000.00000000 PA USD 399362.50000000 0.053698155311 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 910000.00000000 PA USD 293475.00000000 0.039460555585 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CD6 880000.00000000 PA USD 840348.58000000 0.112993004011 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7560.96000000 0.001016644287 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1150000.00000000 CNY 179295.29000000 USD 2022-07-19 7560.96000000 N N N EXPEDIA GROUP, INC. N/A 30212PBK0 647000.00000000 PA USD 621607.57000000 0.083581157060 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448C104 1316.00000000 NS USD 46928.56000000 0.006309999319 Long EC US N 1 N N N JAMAICA GOVERNMENT OF 529900Y93KNSXZI8KK56 470160CB6 740000.00000000 PA USD 775724.48000000 0.104303667985 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N EATON VANCE CLO LTD N/A 27830RAE9 500000.00000000 PA USD 451756.50000000 0.060743035963 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 7.54428960 N N N N N N Sultanate of Oman 549300SZ20F0QTKNQC75 68205LAS2 1600000.00000000 PA USD 1542848.00000000 0.207450853612 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Joint Stock Company National Company KazMunayGas 2138001H1M69RFJCSH88 48667QAN5 600000.00000000 PA USD 531456.00000000 0.071459405500 Long DBT NUSS KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N RESIDENTIAL ACCREDIT LOANS INCORPORATED N/A 75116AAA8 814458.82850000 PA USD 336783.53000000 0.045283806817 Long ABS-MBS US N 2 2047-02-25 Floating 1.77356880 N N N N N N SCIENTIFIC GAMES INTERNATIONAL, INC. RLTHESQ0RNFQJWPBJN60 80874YBG4 320000.00000000 PA USD 328032.00000000 0.044107078864 Long DBT CORP US N 2 2025-07-01 Fixed 8.62500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 470000.00000000 PA USD 351513.00000000 0.047264326690 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY 635400RUXIFEZSRU8X70 G7997R103 337.00000000 NS USD 24075.28000000 0.003237154526 Long EC US N 1 N N N BIG COMMERCIAL MORTGAGE TRUST N/A 05551UAF2 480000.00000000 PA USD 457577.66000000 0.061525747293 Long ABS-MBS US Y 2 2039-02-15 Floating 6.71424840 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 80555.00000000 PA USD 18317.78000000 0.002463002899 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N SOVOS BRANDS INTERMEDIATE, INC. N/A 84611UAH1 215531.03000000 PA USD 203004.37000000 0.027295903318 Long LON US N 2 2028-06-08 Floating 4.25000160 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -19762.55000000 -0.00265726621 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 67620300.00000000 MXN 3320368.47000000 USD 2022-07-19 -19762.55000000 N N N ADAPTHEALTH, LLC N/A 00653VAA9 670000.00000000 PA USD 592628.40000000 0.079684627037 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 2909.00000000 NS USD 121508.93000000 0.016338052257 Long EC US N 1 N N N NATIONSTAR MORTGAGE HOLDINGS INC. N/A 63861CAC3 1754000.00000000 PA USD 1406951.37000000 0.189178235767 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N SRS DISTRIBUTION INC. 549300ZQ3XP75BCYM468 78471RAC0 1360000.00000000 PA USD 1073006.38000000 0.144276098139 Long DBT CORP US N 2 2029-07-01 Fixed 6.12500000 N N N N N N WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 06BTX5UWZD0GQ5N5Y745 929740108 312.00000000 NS USD 25608.96000000 0.003443372653 Long EC US N 1 N N N Chubb Limited E0JAN6VLUDI1HITHT809 H1467J104 674.00000000 NS USD 132494.92000000 0.017815224995 Long EC US N 1 N N N ZF NORTH AMERICA CAPITAL, INC. 529900JYGMS9CW9IQX78 98877DAC9 600000.00000000 PA USD 553500.00000000 0.074423434761 Long DBT CORP DE N 2 2025-04-29 Fixed 4.75000000 N N N N N N SAGA PLC 2138004WWUJN94K2LH95 N/A 610000.00000000 PA 643766.24000000 0.086560604813 Long DBT NUSS GB N 2 2026-07-15 Fixed 5.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 1262.00000000 NS USD 100720.22000000 0.013542808893 Long EC US N 1 N N N CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) N/A 12668BBN2 489854.10640000 PA USD 399250.94000000 0.053683154989 Long ABS-MBS US N 2 2037-02-25 Floating 2.18356920 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 375000.00000000 PA USD 296660.63000000 0.039888894386 Long DBT NUSS FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N United States of America N/A N/A 59.00000000 NC USD 8178875.00000000 1.099728943057 N/A DIR US N 1 CITICORP SECURITY SERVICES INC. N/A Long U.S. Treasury Futures US Long Bond (CBT) Sep 2022 2022-09-24 8230322.41000000 USD -51447.41000000 N N N VORNADO REALTY TRUST N/A 929042109 297.00000000 NS USD 8491.23000000 0.001141728097 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 921.00000000 NS USD 50958.93000000 0.006851921594 Long EC US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 439.00000000 NS USD 41520.62000000 0.005582849419 Long EC US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 750000.00000000 PA USD 726419.08000000 0.097674079511 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 237.00000000 NS USD 74102.79000000 0.009963837682 Long EC US N 1 N N N SWIRE PACIFIC MTN FINANCING LIMITED 549300B8O4ENACYK5559 N/A 200000.00000000 PA USD 202866.00000000 0.027277298132 Long DBT NUSS HK N 2 2023-10-09 Fixed 4.50000000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC -7102.26000000 -0.00095496763 N/A DFE MX N 2 CITIGROUP GLOBAL MARKETS N/A 1203166.19000000 USD 24214080.49000000 MXN 2022-07-19 -7102.26000000 N N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 760759100 316.00000000 NS USD 41354.92000000 0.005560569450 Long EC US N 1 N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAF1 330000.00000000 PA USD 315578.97000000 0.042432648393 Long DBT NUSS CA N 2 2026-12-15 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEG2 1360000.00000000 PA USD 1342893.76000000 0.180565069807 Long SN UST US N 2 2024-03-31 Fixed 2.25000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224AD9 400000.00000000 PA USD 400081.25000000 0.053794798208 Long DBT NUSS CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N Telecom Argentina S.A. 549300MKPIRSJD8SB782 879273AT7 28000.00000000 PA USD 26320.00000000 0.003538978867 Long DBT NUSS AR N 2 2025-08-06 Fixed 8.50000000 N N N N N N IMPAC CMB TRUST N/A 45254NPG6 704046.88420000 PA USD 661304.69000000 0.088918819247 Long ABS-MBS US N 2 2035-05-25 Floating 2.05356960 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64135JAG7 2975000.00000000 PA USD 2918245.93000000 0.392386423827 Long ABS-CBDO CORP JE Y 2 2034-07-25 Floating 4.70143080 N N N N N N CARROLS RESTAURANT GROUP, INC 529900HZEMNWQSAKFJ98 14574XAF1 280000.00000000 PA USD 204400.00000000 0.027483559286 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMM1 1428000.00000000 PA USD 1158441.67000000 0.155763700184 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 16076.19000000 0.002161599417 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 400846.00000000 GBP 502983.57000000 USD 2022-07-19 16076.19000000 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 2805.00000000 NS USD 304763.25000000 0.040978370106 Long EC US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAF6 325000.00000000 PA USD 284781.25000000 0.038291596712 Long DBT CORP US N 2 2027-12-31 Fixed 6.50000000 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 350000.00000000 PA USD 308000.00000000 0.041413582486 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BW8 690000.00000000 PA USD 666786.37000000 0.089655884204 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N ALASKA AIR GROUP, INC. 529900G48RT4KWLC6C27 011659109 188.00000000 NS USD 7529.40000000 0.001012400740 Long EC US N 1 N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST N/A 38237GAA7 149253.01900000 PA USD 127124.15000000 0.017093072961 Long ABS-MBS US Y 2 2048-07-20 Fixed 1.93000000 N N N N N N CSMC TRUST N/A 22945AAD1 1190000.00000000 PA USD 1013414.35000000 0.136263372652 Long ABS-MBS US N 2 2057-07-25 Floating 2.97484920 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 350000.00000000 PA USD 321465.11000000 0.043224096914 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N BRK: JPM N/A N/A -1450000.00000000 NC USD 40522.79000000 0.005448681513 N/A DCR XX N 2 BRK: JPM N/A Y 2026-06-20 167226.19000000 USD 0.00000000 USD -1450000.00000000 USD -126703.40000000 N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AH0 325000.00000000 PA USD 173062.50000000 0.023269928958 Long DBT NUSS US N 2 2028-01-30 Fixed 5.00000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AN9 2150000.00000000 PA USD 2193000.00000000 0.294870085693 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAB9 390000.00000000 PA USD 333262.80000000 0.044810410576 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N FRONERI INTERNATIONAL LIMITED N/A G3679YAD4 330000.00000000 PA 300433.76000000 0.040396228251 Long LON XX N 2 2027-01-29 Floating 2.37499920 N N N N N N N/A N/A N/A 824.00000000 NS USD 0.01000000 0.000000001344 Long EC US N 3 N N N THE CHARLES SCHWAB CORPORATION 549300VSGCJ7E698NM85 808513105 2398.00000000 NS USD 151505.64000000 0.020371400387 Long EC US N 1 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAG7 350000.00000000 PA USD 346272.06000000 0.046559631557 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N PLAYTIKA HOLDING CORP. 254900E35Z4TKA4UFG64 72815LAA5 868000.00000000 PA USD 716100.00000000 0.096286579281 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAH3 230000.00000000 PA USD 172406.53000000 0.023181727439 Long DBT CORP US N 2 2171-02-15 Fixed 6.25000000 N N N N N N CLARK EQUIPMENT COMPANY N/A N/A 100000.00000000 PA USD 96125.00000000 0.012924937066 Long LON US N 2 2029-04-20 Floating 3.47160960 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 1012000.00000000 PA USD 870320.00000000 0.117022951655 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N SOLAREDGE TECHNOLOGIES, INC. 5493000K6Y58XXPDF853 83417M104 86.00000000 NS USD 23536.48000000 0.003164707649 Long EC US N 1 N N N ATLANTIC AVIATION 7/21 2ND LIEN COV-LITE TL N/A N/A 125000.00000000 PA USD 119218.75000000 0.016030115380 Long LON US N 2 2029-09-21 Floating 6.80956920 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409V104 549.00000000 NS USD 185045.94000000 0.024881218506 Long EC US N 1 N N N REGENCY CENTERS CORPORATION 529900053A7X7FJ97S58 758849103 251.00000000 NS USD 14886.81000000 0.002001675759 Long EC US N 1 N N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DA2 650000.00000000 PA USD 65.00000000 0.000008739879 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BK2 709000.00000000 PA USD 477892.42000000 0.064257263491 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N UDR, INC. P3CH2EG5X6Z1XWU1OO74 902653104 495.00000000 NS USD 22789.80000000 0.003064309292 Long EC US N 1 N N N FORTUNE BRANDS HOME & SECURITY, INC. 54930032LHW54PQUJD44 34964C106 219.00000000 NS USD 13113.72000000 0.001763266639 Long EC US N 1 N N N GLOBAL INFRASTRUCTURE SOLUTIONS INC. 2549003BGLQITAJ6ZT28 37960XAA5 1271000.00000000 PA USD 991086.39000000 0.133261162220 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N Ardagh Metal Packaging Finance Public Limited Company 635400FSFRHBFVPTP424 03969YAB4 360000.00000000 PA USD 288900.00000000 0.038845402533 Long DBT NUSS US N 2 2029-09-01 Fixed 4.00000000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903100 117.00000000 NS USD 11783.07000000 0.001584347861 Long EC US N 1 N N N QUANTA SERVICES, INC. SHVRXXEACT60MMH07S24 74762E102 237.00000000 NS USD 29705.58000000 0.003994202881 Long EC US N 1 N N N BRK: BARCLAYS BANK PLC N/A N/A -2690000.00000000 NC USD 35898.25000000 0.004826867329 N/A DCR XX N 2 BRK: BARCLAYS BANK PLC N/A Y 2026-12-20 59011.74000000 USD 0.00000000 USD -2690000.00000000 USD -23113.49000000 N N N OCP CLO LTD N/A 67118YAJ2 3200000.00000000 PA USD 3068460.80000000 0.412584267689 Long ABS-CBDO CORP JE Y 2 2035-07-20 Floating 5.46054120 N N N N N N ADTALEM GLOBAL EDUCATION N/A 00737RAE0 449776.35000000 PA USD 427962.20000000 0.057543661918 Long LON US N 2 2028-08-12 Floating 5.59514160 N N N N N N Metinvest B.V. 635400TMCKVEU87EJ582 591555AD9 375000.00000000 PA USD 220125.00000000 0.029597937808 Long DBT NUSS UA N 2 2023-04-23 Fixed 7.75000000 N N N N N N ALLEN MEDIA, LLC N/A 01771YAA8 570000.00000000 PA USD 294199.80000000 0.039558011963 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBL3 900000.00000000 PA USD 549000.00000000 0.073818366185 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AD2 420000.00000000 PA USD 331220.40000000 0.044535790119 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044101 1026.00000000 NS USD 48560.58000000 0.006529440212 Long EC US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 331.00000000 NS USD 37283.84000000 0.005013173322 Long EC US N 1 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBQ3 53000.00000000 PA USD 40289.29000000 0.005417285177 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N MARRIOTT OWNERSHIP RESORTS, INC. BW4532OH033VURR0IT68 57164PAH9 280000.00000000 PA USD 232869.87000000 0.031311608993 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 16276.57000000 0.002188542449 N/A DFE US N 2 BARCLAYS CAPITAL INC. N/A 1338532.97000000 GBP 1644186.97000000 USD 2022-09-22 16276.57000000 N N N BIO-RAD LABORATORIES, INC. 549300ZC1GPV35XYDK53 090572207 35.00000000 NS USD 17325.00000000 0.002329514014 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 520000.00000000 PA USD 309483.20000000 0.041613013089 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802104 71.00000000 NS USD 32264.53000000 0.004338278488 Long EC US N 1 N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809H107 447.00000000 NS USD 47355.18000000 0.006367362510 Long EC US N 1 N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312106 1160.00000000 NS USD 211746.40000000 0.028471353904 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 4005.00000000 NS USD 365135.85000000 0.049096050788 Long EC US N 1 N N N PDS HOLDCO INC. N/A 74049LAP6 438900.00000000 PA USD 407904.88000000 0.054846761021 Long LON US N 2 2028-08-18 Floating 5.28143040 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AX6 750000.00000000 PA USD 765937.50000000 0.102987713753 Long DBT NUSS CH N 2 2170-12-23 Fixed 9.75000000 N N N N N N Lids Holdings 12/21 Cov-Lite N/A N/A 1046250.00000000 PA USD 1030483.01000000 0.138558419272 Long LON US N 2 2026-12-14 Floating 7.32597840 N N N N N N INEOS QUATTRO FINANCE 2 PLC 213800V48W4Y5MT5Q131 45674GAA2 205000.00000000 PA USD 172146.70000000 0.023146790780 Long DBT NUSS GB N 2 2026-01-15 Fixed 3.37500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556H206 880.00000000 NS USD 21718.40000000 0.002920249187 Long EC US N 1 N N N BRK: BANK OF AMERICA, N.A. N/A N/A 4280000.00000000 NC -6320.32000000 -0.00084982822 N/A DIR XX N 2 BRK: BANK OF AMERICA, N.A. N/A Y 2023-01-02 0.00000000 BRL -102.28000000 BRL -4280000.00000000 BRL -6218.04000000 N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAR0 220000.00000000 PA USD 180085.40000000 0.024214225868 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N Huarong Finance II Co., Ltd. 549300BHVD63HE2GHX17 N/A 1190000.00000000 PA USD 1088850.00000000 0.146406426268 Long DBT NUSS CN N 2 2026-06-03 Fixed 4.62500000 N N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. 549300E0AN7M2AQHSY29 03762UAD7 440000.00000000 PA USD 327800.00000000 0.044075884218 Long DBT CORP US N 2 2029-06-15 Fixed 4.62500000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 3956.00000000 NS USD 599690.04000000 0.080634132915 Long EC US N 1 N N N XYLEM INC. 549300DF5MV96DRYLQ48 98419M100 312.00000000 NS USD 24392.16000000 0.003279762111 Long EC US N 1 N N N Government National Mortgage Association N/A 38379FW96 491798.16300000 PA USD 43051.81000000 0.005788732742 Long DBT USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131LAB1 425000.00000000 PA USD 418754.99000000 0.056305663377 Long DBT NUSS HK N 2 2025-03-11 Fixed 3.20000000 N N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC 635400YUJMWFYRBL5293 N/A 350000.00000000 PA 272198.89000000 0.036599776570 Long DBT NUSS US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Corporacion Lindley S.A. 549300XI785GPWS6HA82 P31442AC3 95000.00000000 PA USD 94591.50000000 0.012718743142 Long DBT NUSS PE N 2 2023-04-12 Fixed 4.62500000 N N N N N N Syngenta Finance N.V. 54930042S3BYCEGOCN86 N/A 200000.00000000 PA 182865.15000000 0.024587990173 Long DBT NUSS CH N 2 2027-09-10 Fixed 1.25000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 650000.00000000 PA USD 508469.00000000 0.068368580758 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002101 431.00000000 NS USD 54620.63000000 0.007344272616 Long EC US N 1 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 130000.00000000 PA USD 97346.60000000 0.013089193015 Long DBT NUSS US N 2 2029-02-15 Fixed 7.00000000 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639106 1240.00000000 NS USD 73990.80000000 0.009948779542 Long EC US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 1939.00000000 NS USD 25711.14000000 0.003457111744 Long EC US N 1 N N N GOTO GROUP, INC. 549300D12V5KRBV00592 541056AA5 560000.00000000 PA USD 389908.57000000 0.052426982876 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAM2 330000.00000000 PA USD 326752.80000000 0.043935078037 Long DBT NUSS ID N 2 2029-02-20 Fixed 4.45000000 N N N N N N FIVE POINT OPERATING COMPANY, LP N/A 33834YAA6 780000.00000000 PA USD 654225.00000000 0.087966886371 Long DBT CORP US N 2 2025-11-15 Fixed 7.87500000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 183.00000000 NS USD 14984.04000000 0.002014749274 Long EC US N 1 N N N CGMS COMMERCIAL MORTGAGE TRUST N/A 125333AG9 1620000.00000000 PA USD 1617075.90000000 0.217431513545 Long ABS-MBS US N 2 2030-07-10 Floating 3.87748080 N N N N N N WHEEL PROS, INC. N/A 96289WAA7 575000.00000000 PA USD 406001.75000000 0.054590866764 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AF5 600000.00000000 PA USD 539170.02000000 0.072496630187 Long DBT NUSS CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N NORWEGIAN CRUISE LINE HOLDINGS LTD. N/A G66721104 566.00000000 NS USD 6293.92000000 0.000846278490 Long EC US N 1 N N N FOCUS FINANCIAL PARTNERS, LLC N/A 34416DAT5 573227.16000000 PA USD 549323.59000000 0.073861875994 Long LON US N 2 2024-07-03 Floating 3.05957160 N N N N N N NOMURA RESECURITIZATION TRUST N/A 65540WCC1 321794.28900000 PA USD 292482.63000000 0.039327121829 Long ABS-MBS US N 2 2036-03-26 Floating 2.37392280 N N N N N N HENRY SCHEIN, INC. VGO3WGL8H45T73F4RR92 806407102 227.00000000 NS USD 17419.98000000 0.002342284995 Long EC US N 1 N N N THE MICHAELS COMPANIES, INC. 549300H9LWMBP7HYLR98 55916AAA2 240000.00000000 PA USD 188632.80000000 0.025363506566 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECF2 550000.00000000 PA USD 440312.42000000 0.059204268589 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N HEALTHPEAK PROPERTIES, INC. PZ9HF5U52KPF0MH0QN75 42250P103 771.00000000 NS USD 19976.61000000 0.002686048655 Long EC US N 1 N N N CSMC TRUST N/A 12656DAA1 950000.00000000 PA USD 842889.69000000 0.113334680857 Long ABS-MBS US N 2 2041-12-15 Fixed 3.15950000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -50380.92000000 -0.00677420255 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 683020.88000000 USD 920000.00000000 AUD 2022-07-19 -50380.92000000 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281ABJ7 700000.00000000 PA USD 713658.75000000 0.095958329579 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N ADS TACTICAL, INC. N/A 00737BAD7 1140000.00000000 PA USD 1041675.00000000 0.140063290704 Long LON US N 2 2026-03-19 Floating 7.34514120 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079K107 436.00000000 NS USD 953728.20000000 0.128237991820 Long EC US N 1 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 412.00000000 NS USD 60988.36000000 0.008200475576 Long EC US N 1 N N N DELL INTERNATIONAL L.L.C. N/A 24703TAA4 141000.00000000 PA USD 142424.63000000 0.019150370657 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N N/A N/A BGH4QPU68 3600.00000000 NS USD 0.01000000 0.000000001344 Long EC US N 3 N N N THARALDSON HOTEL PORTFOLIO TRUST N/A 88327HAQ6 583257.78720000 PA USD 527162.97000000 0.070882166045 Long ABS-MBS US N 2 2034-11-11 Floating 5.37248160 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CJ6 625000.00000000 PA USD 549742.83000000 0.073918246872 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N UNITED AIRLINES INC. N/A 90932RAJ3 732600.00000000 PA USD 679032.29000000 0.091302466730 Long LON US N 2 2028-04-21 Floating 5.39156880 N N N N N N US FOODS, INC. 5493000JOOFAOUY1JZ87 90290MAD3 1171000.00000000 PA USD 1023676.49000000 0.137643216748 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446R109 900.00000000 NS USD 17793.00000000 0.002392441146 Long EC US N 1 N N N USD PUT JPY CALL N/A USJPP0153 2029037.00000000 NC USD 1845.95000000 0.000248205852 N/A DFE US N 2 MORGAN STANLEY & CO, INC N/A Put Purchased N/A N/A 2029037.00000000 113.00000000 USD 2022-09-22 XXXX -10277.55000000 N N N Government National Mortgage Association N/A 38381YXT6 697431.71900000 PA USD 78791.23000000 0.010594243840 Long DBT USGA US N 2 2049-09-20 Floating 4.50486000 N N N N N N Cenovus Energy Inc. 549300F4XPHJ7NOSP309 15135UAS8 456000.00000000 PA USD 469340.23000000 0.063107338732 Long DBT NUSS CA N 2 2025-07-15 Fixed 5.37500000 N N N N N N COSTAR GROUP, INC. N/A 22160NAA7 625000.00000000 PA USD 520370.38000000 0.069968836544 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N H-FOOD HOLDINGS, LLC 549300JY2LK0EQ95YT44 577088AA5 1090000.00000000 PA USD 763000.00000000 0.102592738433 Long DBT CORP US N 2 2026-06-01 Fixed 8.50000000 N N N N N N PHOENIX NEWCO, INC. N/A 71911KAC8 1050000.00000000 PA USD 983850.00000000 0.132288159511 Long LON US N 2 2028-11-15 Floating 4.30957080 N N N N N N AMERICAN WATER WORKS COMPANY, INC. 549300DXHIJQMD5WFW18 030420103 276.00000000 NS USD 41060.52000000 0.005520984519 Long EC US N 1 N N N QORVO, INC. 254900YAUJV2EUEVBR11 74736K101 188.00000000 NS USD 17732.16000000 0.002384260619 Long EC US N 1 N N N AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A. 254900FO1PHX49ZIGB14 00787CAD4 640000.00000000 PA USD 519151.51000000 0.069804947670 Long DBT NUSS PA N 2 2041-08-11 Fixed 4.00000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475105 656.00000000 NS USD 103497.12000000 0.013916189987 Long EC US N 1 N N N ENGINEERED MACHINERY HOLDINGS, INC. N/A 26658NAL3 323375.00000000 PA 293557.14000000 0.039471600103 Long LON XX N 2 2028-05-21 Floating 3.75000120 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAR6 1110000.00000000 PA USD 62160.00000000 0.008358013920 Long DBT NUSS VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 61174X109 572.00000000 NS USD 53024.40000000 0.007129644036 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754AAF0 680000.00000000 PA USD 570686.33000000 0.076734303251 Long ABS-MBS US Y 2 2041-12-25 Floating 3.67566120 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 30000.00000000 PA USD 30750.00000000 0.004134635264 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320102 583.00000000 NS USD 55781.44000000 0.007500354761 Long EC US N 1 N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DT9 630000.00000000 PA USD 377333.68000000 0.050736167148 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N EBAY INC. OML71K8X303XQONU6T67 278642103 960.00000000 NS USD 40003.20000000 0.005378817606 Long EC US N 1 N N N Vertex Aerospace 11/21 TL N/A N/A 1110000.00000000 PA USD 1051036.80000000 0.141322075368 Long LON US N 2 2028-12-06 Floating 5.05956960 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 N/A 200000.00000000 PA USD 131500.00000000 0.017681448366 Long DBT NUSS CN N 2 2024-01-27 Fixed 8.00000000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAB7 731000.00000000 PA USD 624098.56000000 0.083916094787 Long DBT NUSS US N 2 2029-04-20 Fixed 5.75000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940X102 438.00000000 NS USD 48460.32000000 0.006515959284 Long EC US N 1 N N N SPIRIT REALTY, L.P. 549300GTBVIBJRX5BW73 84861TAE8 600000.00000000 PA USD 550721.12000000 0.074049787436 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 43296.10000000 0.005821579898 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1290000.00000000 AUD 930367.35000000 USD 2022-07-19 43296.10000000 N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BQ9 359000.00000000 PA USD 292240.36000000 0.039294546281 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 560000.00000000 PA USD 453742.80000000 0.061010113232 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724BM3 200000.00000000 PA USD 49112.00000000 0.006603583971 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 442.00000000 NS USD 50171.42000000 0.006746033248 Long EC US N 1 N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BN3 290000.00000000 PA USD 247915.20000000 0.033334599301 Long DBT CORP US N 2 2030-07-15 Fixed 4.00000000 N N N N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123BJ8 1980000.00000000 PA USD 1257220.80000000 0.169045510730 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.00000000 N N N N N N ENTERCOM MEDIA CORP N/A 12506KAE9 325413.09000000 PA USD 287583.82000000 0.038668429387 Long LON US N 2 2024-11-18 Floating 4.13271000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 590000.00000000 PA USD 551860.94000000 0.074203047272 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N BRK: BARCLAYS BANK PLC N/A N/A -390000.00000000 NC USD -4892.06000000 -0.00065778483 N/A DCR XX N 2 BRK: BARCLAYS BANK PLC N/A Y 2027-06-20 801.60000000 USD 0.00000000 USD -390000.00000000 USD -5693.66000000 N N N United States of America N/A N/A 399.00000000 NC USD 83796234.38000000 11.26721514473 N/A DIR US N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Sep 2022 2022-10-03 84039002.28000000 USD -242767.90000000 N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667101 525.00000000 NS USD 104438.25000000 0.014042734029 Long EC US N 1 N N N NORTHERN OIL AND GAS, INC. OKFF0PIZDDMNH4UCYE51 665531AG4 600000.00000000 PA USD 565500.00000000 0.076036950961 Long DBT CORP US N 2 2028-03-01 Fixed 8.12500000 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAL5 100000.00000000 PA USD 92604.66000000 0.012451593264 Long DBT NUSS IE N 2 2026-04-15 Fixed 4.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 40000.00000000 PA USD 34384.39000000 0.004623314193 Long DBT NUSS MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N SINCLAIR TELEVISION GROUP, INC. 549300CQGEN0CH65UD62 829259AW0 495000.00000000 PA USD 417346.75000000 0.056116311872 Long DBT CORP US N 2 2027-02-15 Fixed 5.12500000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 P7807HAT2 3790000.00000000 PA USD 223610.00000000 0.030066529804 Long DBT NUSS VE N 2 2024-05-16 Fixed 6.00000000 Y N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387108 428.00000000 NS USD 64212.84000000 0.008634038136 Long EC US N 1 N N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 025537AN1 300000.00000000 PA USD 252424.54000000 0.033940923730 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 40412C101 372.00000000 NS USD 62518.32000000 0.008406193513 Long EC US N 1 N N N INTUITIVE SURGICAL, INC. 54930052SRG011710797 46120E602 572.00000000 NS USD 114806.12000000 0.015436794547 Long EC US N 1 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 570000.00000000 PA USD 574035.60000000 0.077184645035 Long DBT NUSS CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N PTC INC. 54930050SSMU8SKDJ030 69370C100 170.00000000 NS USD 18077.80000000 0.002430735264 Long EC US N 1 N N N ACRISURE LLC N/A 00488PAL9 362600.00000000 PA USD 331779.00000000 0.044610899298 Long LON US N 2 2027-02-15 Floating 4.55956920 N N N N N N FIRSTCASH, INC. 549300V2X3UU7K0DG350 31944TAA8 340000.00000000 PA USD 293586.65000000 0.039475568009 Long DBT CORP US N 2 2030-01-01 Fixed 5.62500000 N N N N N N MOTOROLA SOLUTIONS, INC. 6S552MUG6KGJVEBSEC55 620076307 260.00000000 NS USD 54496.00000000 0.007327514906 Long EC US N 1 N N N MARATHON CLO LTD. N/A 565764AN7 750000.00000000 PA USD 267.75000000 0.000036001580 Long ABS-CBDO CORP KY N 3 2019-12-20 Variable 0.00000000 N N N N N N SUMMIT MIDSTREAM HOLDINGS, LLC N/A 86614WAE6 290000.00000000 PA USD 260367.80000000 0.035008971955 Long DBT CORP US N 2 2026-10-15 Fixed 8.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 7178.00000000 NS USD 281664.72000000 0.037872549075 Long EC US N 1 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46591JAN6 1730000.00000000 PA USD 1635555.15000000 0.219916227650 Long ABS-MBS US N 2 2029-09-15 Floating 3.92400000 N N N N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156109 138.00000000 NS USD 18975.00000000 0.002551372492 Long EC US N 1 N N N HILLENBRAND, INC. U246OE781574J2BUD366 431571AE8 589000.00000000 PA USD 475617.50000000 0.063951378468 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92840JAB5 150000.00000000 PA USD 120000.00000000 0.016135162007 Long DBT NUSS CH N 2 2030-02-01 Fixed 6.37500000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46645WAN3 1790000.00000000 PA USD 1732379.54000000 0.232935204474 Long ABS-MBS US N 2 2033-07-05 Floating 4.26985920 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 86578.75000000 0.011641351314 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1701400.00000000 AUD 1256551.96000000 USD 2022-07-26 86578.75000000 N N N KOC HOLDING ANONIM SIRKETI 7890005U0H950VH19H45 N/A 1330000.00000000 PA USD 1307922.00000000 0.175862778030 Long DBT NUSS TR N 2 2023-03-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 62.00000000 NC USD 15007875.00000000 2.017954120987 N/A DO US N 1 MORGAN STANLEY & CO, INC N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2023 2023-09-22 14965280.20000000 USD 42594.80000000 N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 74049LAQ4 13043.42000000 PA USD -1067.86000000 -0.00014358411 Long LON US N 2 2029-02-15 Floating 0.00000000 N N N N N N Elastic N.V. 2549003I48WHHH937I59 28415LAA1 695000.00000000 PA USD 580172.10000000 0.078009756882 Long DBT NUSS US N 2 2029-07-15 Fixed 4.12500000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 1258.00000000 NS USD 407881.34000000 0.054843595840 Long EC US N 1 N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 6572.00000000 NS USD 280230.08000000 0.037679647835 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833100 24326.00000000 NS USD 3325850.72000000 0.447192834842 Long EC US N 1 N N N BCPE EMPIRE TOPCO, INC. 254900WAPTMZOCP01B52 05552VAA0 990000.00000000 PA USD 805944.15000000 0.108366995246 Long DBT CORP US N 2 2027-05-01 Fixed 7.62500000 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GDP2 446000.00000000 PA USD 411470.68000000 0.055326217360 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N CASTLE US HOLDING CORPORATION N/A 14852DAC5 363833.34000000 PA USD 317990.34000000 0.042756880440 Long LON US N 2 2027-01-29 Floating 4.80957120 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599ED3 700000.00000000 PA USD 721000.00000000 0.096945431730 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HX1 181039.00000000 PA USD 41167.31000000 0.005535343468 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A N/A -210000.00000000 NC USD -1200.83000000 -0.00016146322 N/A DCR XX N 2 BRK: MORGAN STANLEY & CO INTERNATIONAL PLC N/A Y 2027-06-20 2137.33000000 USD 0.00000000 USD -210000.00000000 USD -3338.16000000 N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAB4 250000.00000000 PA USD 226250.00000000 0.030421503368 Long DBT NUSS MX N 2 2170-09-27 Fixed 7.50000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724BY7 420000.00000000 PA USD 103874.40000000 0.013966918937 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N EQM Midstream Partners, LP 549300NELT611CL6XM83 26885BAN0 330000.00000000 PA USD 317012.85000000 0.042625447444 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AT6 520000.00000000 PA USD 444353.00000000 0.059747563697 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 1240.00000000 NS USD 33641.20000000 0.004523385101 Long EC US N 1 N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAB8 600000.00000000 PA USD 564730.57000000 0.075933493647 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N COMMSCOPE, INC. N/A 20337EAQ4 936000.00000000 PA USD 838309.68000000 0.112718854162 Long LON US N 2 2026-04-06 Floating 4.30957080 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 340000.00000000 PA USD 276707.77000000 0.037206039148 Long DBT NUSS CH N 2 2033-02-11 Fixed 2.74600000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 450000.00000000 PA USD 417316.06000000 0.056112185304 Long DBT NUSS GB N 2 2030-07-18 Fixed 3.96000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369105 251.00000000 NS USD 68264.47000000 0.009178819023 Long EC US N 1 N N N IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES, INC. N/A 46285MAA8 820000.00000000 PA USD 661832.41000000 0.088989776311 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -959.72000000 -0.00012904364 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 910000.00000000 EUR 951537.99000000 USD 2022-07-19 -959.72000000 N N N THE AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 340000.00000000 PA USD 273451.05000000 0.036768141608 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35566ABD0 210000.00000000 PA USD 212292.86000000 0.028544830743 Long DBT USGA US Y 2 2050-10-25 Floating 5.72565960 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V308 70655.00000000 NS USD 2679661.53000000 0.360306440939 Long EP US N 3 N N N BBVA Bancomer SA (Houston Branch) N/A P16259AM8 200000.00000000 PA USD 169100.00000000 0.022737132462 Long DBT NUSS MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAF0 975000.00000000 PA USD 788204.11000000 0.105981675084 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 617726AL8 730000.00000000 PA USD 500458.80000000 0.067291531802 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N thermostat purch 08/31 TL N/A N/A 262005.81000000 PA USD 244975.43000000 0.032939318758 Long LON US N 2 2028-08-31 Floating 6.07485960 N N N N N N SPIRIT IP CAYMAN LTD. N/A 84859BAA9 502651.00000000 PA USD 515855.64000000 0.069361786033 Long DBT NUSS US N 2 2025-09-20 Fixed 8.00000000 N N N N N N PARTICLE LUXEMBOURG S.A.R.L. N/A N/A 369296.27000000 PA USD 355447.66000000 0.047793379828 Long LON US N 3 2027-02-18 Floating 6.25600080 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 370000.00000000 PA USD 339012.50000000 0.045583513418 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N NEWS CORPORATION 549300ITS31QK8VRBQ14 65249B109 509.00000000 NS USD 7930.22000000 0.001066294870 Long EC US N 1 N N N BX TRUST N/A 12433RAA0 1100000.00000000 PA USD 1028510.45000000 0.138293189479 Long ABS-MBS US N 2 2037-05-15 Floating 6.81186600 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1200000.00000000 PA USD 1158242.76000000 0.155736954808 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAU3 1070000.00000000 PA USD 981600.88000000 0.131985743548 Long DBT NUSS SA N 2 2060-04-22 Fixed 4.50000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AC1 680000.00000000 PA USD 493796.64000000 0.066395739877 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26245BAC9 330000.00000000 PA USD 294427.98000000 0.039588692974 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 7.46271000 N N N N N N GRAB HOLDINGS N/A G4123KAB8 611750.00000000 PA USD 556692.50000000 0.074852697300 Long LON US N 2 2026-01-29 Floating 5.50000080 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 86448000000.00000000 PA 5947924.15000000 0.799755998088 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N NUSTAR LOGISTICS, L.P. N62BF2PKP51FIIOIUN20 67059TAH8 670000.00000000 PA USD 582113.36000000 0.078270778087 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967HQ7 1250000.00000000 PA USD 1166587.50000000 0.156858985906 Long DBT CORP US N 2 2170-11-15 Fixed 6.30000000 N N N N N N BLUE RACER MIDSTREAM, LLC N/A 095796AH1 570000.00000000 PA USD 538746.46000000 0.072439678443 Long DBT CORP US N 2 2025-12-15 Fixed 7.62500000 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 500000.00000000 PA USD 477905.96000000 0.064259084075 Long DBT CORP US N 2 2027-11-01 Fixed 5.37500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 280000.00000000 PA USD 72800.00000000 0.009788664951 Long DBT NUSS UA N 2 2024-02-01 Fixed 8.99400000 N N N N N N ROYAUME DU MAROC 529900F3MBW9XY5K1X07 N/A 290000.00000000 PA 201007.81000000 0.027027446493 Long DBT NUSS MA N 2 2031-11-27 Fixed 1.50000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 1467.00000000 NS USD 225404.55000000 0.030307824429 Long EC US N 1 N N N BRISTOL PARK CLO, LTD. N/A 11015DAE1 500000.00000000 PA USD 468741.50000000 0.063026833685 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 8.04429000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AR0 375000.00000000 PA USD 332069.88000000 0.044650010931 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 400557.05000000 0.053858774126 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 8245440.85000000 EUR 9031066.45000000 USD 2022-07-19 400557.05000000 N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903109 177.00000000 NS USD 35277.87000000 0.004743451231 Long EC US N 1 N N N IHS Holding Limited 213800CLGMKL63VKTD94 44963HAA3 440000.00000000 PA USD 360377.60000000 0.048456257999 Long DBT NUSS NG N 2 2026-11-29 Fixed 5.62500000 N N N N N N CHEVRON CORPORATION N/A 166764100 3109.00000000 NS USD 450121.02000000 0.060523129840 Long EC US N 1 N N N Chamberlain/Chariot Buyer 10/21 Cov-Lite N/A N/A 573562.50000000 PA USD 516682.31000000 0.069472939820 Long LON US N 2 2028-11-03 Floating 4.50600120 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 760000.00000000 PA USD 430844.00000000 0.057931147834 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y N N N N N Republique du Senegal 549300NP14ZLQGWIUZ97 N/A 510000.00000000 PA 431766.91000000 0.058055242020 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75000000 N N N N N N SPX FLOW, INC. N/A 78470DAT5 880000.00000000 PA USD 817960.00000000 0.109982642632 Long LON US N 2 2029-04-05 Floating 5.63409000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450Y103 1859.00000000 NS USD 129832.56000000 0.017457244912 Long EC US N 1 N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 726503AE5 250000.00000000 PA USD 177500.00000000 0.023866593803 Long DBT CORP US N 2 2170-11-15 Fixed 6.12500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 500000.00000000 PA USD 357500.00000000 0.048069336815 Long DBT NUSS GH N 2 2026-01-18 Fixed 8.12500000 N N N N N N AUTODESK, INC. FRKKVKAIQEF3FCSTPG55 052769106 340.00000000 NS USD 58466.40000000 0.007861373633 Long EC US N 1 N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 550241103 1286.00000000 NS USD 14030.26000000 0.001886504317 Long EC US N 1 N N N US FOODS, INC. 5493000JOOFAOUY1JZ87 90290MAE1 580000.00000000 PA USD 488963.93000000 0.065745935221 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N BALL CORPORATION 0BGI85ALH27ZJP15DY16 058498106 492.00000000 NS USD 33834.84000000 0.004549421874 Long EC US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 710000.00000000 PA USD 429930.56000000 0.057808326981 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N BOSTON PROPERTIES, INC. 549300OF70FSEUQBT254 101121101 203.00000000 NS USD 18062.94000000 0.002428737193 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RJX1 1009000.00000000 PA USD 921059.72000000 0.123845398342 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N OCEAN TRAILS CLO N/A 67516BAE1 590000.00000000 PA USD 517291.35000000 0.069554831145 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 8.61428880 N N N N N N AMERIPRISE FINANCIAL, INC. 6ZLKQF7QB6JAEKQS5388 03076C106 170.00000000 NS USD 40405.60000000 0.005432924183 Long EC US N 1 N N N 2022-06-30 SEI INSTITUTIONAL MANAGED TRUST Peter Rodriguez Peter Rodriguez CFO XXXX