0001752724-24-128430.txt : 20240530 0001752724-24-128430.hdr.sgml : 20240530 20240530140521 ACCESSION NUMBER: 0001752724-24-128430 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240530 DATE AS OF CHANGE: 20240530 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST CENTRAL INDEX KEY: 0000804239 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04878 FILM NUMBER: 241003825 BUSINESS ADDRESS: STREET 1: 2 OLIVER ST CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 8003455734 MAIL ADDRESS: STREET 1: SEI INVESTMENTS STREET 2: 1 FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST DATE OF NAME CHANGE: 19890509 0000804239 S000035780 SIMT MULTI-ASSET INCOME FUND C000109625 Class F SIOAX C000147404 Class Y SLIYX NPORT-P 1 primary_doc.xml 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 2024-09-30 2024-03-31 N 571655896.49 9711649.36 561944247.13 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 13649287.75000000 USD N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BF0 395000.00000000 PA USD 392592.49000000 0.069863245687 Long DBT CORP US N 2 2026-06-01 Fixed 4.87500000 N N N N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 21871NAC5 270000.00000000 PA USD 282414.60000000 0.050256693869 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -3788.39000000 -0.00067415762 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 248680.30000000 USD 220000.00000000 CHF 2024-04-19 -3788.39000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KJA8 590000.00000000 PA USD 623919.10000000 0.111028647981 Long DBT USGA US N 2 2034-01-25 Floating 8.37038880 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AA2 300000.00000000 PA USD 299317.80000000 0.053264679108 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2880000.00000000 NC -89279.65000000 -0.01588763484 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2031-06-19 0.00000000 EUR -66478.38000000 EUR -2880000.00000000 EUR -22801.27000000 N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05971PAA6 420000.00000000 PA USD 417024.55000000 0.074211018642 Long DBT NUSS MX N 2 2172-09-27 Fixed 6.75000000 N N N N N N FORTRESS CREDIT BSL LIMITED N/A 34963GAE8 250000.00000000 PA USD 233223.00000000 0.041502871715 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.70559880 N N N N N N GYP HOLDINGS III CORP. 549300055I1KJWZH9690 36261NAA5 385000.00000000 PA USD 357926.65000000 0.063694334772 Long DBT CORP US N 2 2029-05-01 Fixed 4.62500000 N N N N N N STONEX GROUP INC. 549300JUF07L8VF02M60 861896AA6 455000.00000000 PA USD 461618.43000000 0.082146659985 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBK6 1080000.00000000 PA USD 936251.54000000 0.166609329089 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 1099000.00000000 PA USD 1104468.62000000 0.196544163525 Long DBT NUSS BR N 2 2172-10-15 Fixed 6.25000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 900000.00000000 PA 744822.83000000 0.132543901606 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N WYNN RESORTS FINANCE, LLC N/A 983133AC3 760000.00000000 PA USD 786520.96000000 0.139964233821 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N PHOENIX GUARANTOR N/A 71913BAJ1 425802.21000000 PA USD 420007.04000000 0.074741763465 Long LON US N 2 2031-02-21 Floating 8.57625840 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 489000.00000000 PA USD 331900.44000000 0.059062877090 Long DBT NUSS FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N INNOVATIVE INDUSTRIAL PROPERTIES, INC. 5493008BQ0545EZXRR30 45781V101 1511.00000000 NS USD 156448.94000000 0.027840651594 Long EC US N 1 N N N ENLINK MIDSTREAM PARTNERS, LP 88CPW63VL7KHJWS0NY83 29336UAH0 669000.00000000 PA USD 655659.20000000 0.116676912940 Long DBT CORP US N 2 2172-12-15 Floating 9.70088040 N N N N N N GANNETT CO., INC. 549300JQ2PU0RI3ZBA32 36472TAA7 240000.00000000 PA USD 213600.00000000 0.038010888284 Long DBT CORP US N 2 2027-12-01 Fixed 6.00000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92540DAC9 336758.23450000 PA USD 339263.01000000 0.060373072904 Long ABS-MBS US Y 2 2068-12-25 Fixed 6.96769000 N N N N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 2270000.00000000 NC 39623.45000000 0.007051135446 N/A DIR BR N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2027-01-04 1582.62000000 BRL 0.00000000 BRL -2270000.00000000 BRL 38040.83000000 N N N TRITON WATER HOLDINGS, INC. N/A 89678QAB2 770251.89000000 PA USD 761494.13000000 0.135510619405 Long LON US N 2 2028-03-31 Floating 8.85975120 N N N N N N BRAZILIAN REAL N/A N/A 1.00000000 NC -1011.96000000 -0.00018008192 N/A DFE BR N 2 BRAZILIAN REAL N/A 258178.14000000 USD 1290000.00000000 BRL 2024-04-19 -1011.96000000 N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 26600000.00000000 PA 1551303.26000000 0.276059994905 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N DISH DBS Corporation N/A 25470XBE4 540000.00000000 PA USD 425200.64000000 0.075665983266 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC -135999.97000000 -0.02420168383 N/A DFE AU N 2 AUSTRALIAN DOLLAR N/A 5114118.21000000 USD 7627502.23000000 AUD 2024-04-19 -135999.97000000 N N N Turkiye Cumhuriyeti 5493000PCHOG3B6S3Q85 900123CJ7 530000.00000000 PA USD 510792.80000000 0.090897415999 Long DBT NUSS TR N 2 2026-04-14 Fixed 4.25000000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAC7 230000.00000000 PA USD 242853.78000000 0.043216703657 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 2170000.00000000 NC -15266.85000000 -0.00271679086 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2027-06-19 0.00000000 EUR -9388.01000000 EUR -2170000.00000000 EUR -5878.84000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EH3 140000.00000000 PA USD 140159.32000000 0.024941855124 Long DBT CORP US N 2 2173-03-05 Fixed 6.25000000 N N N N N N Government National Mortgage Association N/A 38379VUJ1 248378.28550000 PA USD 29416.53000000 0.005234777320 Long DBT USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PC80 320000.00000000 PA USD 269967.39000000 0.048041668079 Long ABS-MBS US Y 2 2061-11-25 Floating 4.50000000 N N N N N N CORNERSTONE BUILDING BRANDS, INC. 549300IW41QEWQ6T0H29 21925DAA7 457000.00000000 PA USD 407348.60000000 0.072489148537 Long DBT CORP US N 2 2029-01-15 Fixed 6.12500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 205000.00000000 PA USD 206631.80000000 0.036770872031 Long DBT NUSS US N 2 2032-03-15 Fixed 6.25000000 N N N N N N VZ Secured Financing B.V. 549300MG611MYCOWY949 91845AAA3 485000.00000000 PA USD 416422.65000000 0.074103908372 Long DBT NUSS NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N ACCESSION RISK MGMT GROUP INC N/A N/A 122142.15000000 PA USD 121836.79000000 0.021681295007 Long LON US N 2 2029-11-01 Floating 10.99814040 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N/A -210000.00000000 NC USD 4440.36000000 0.000790178033 N/A DCR US N 2 Citibank, N.A. E57ODZWZ7FF32TWEFA76 Y 2029-06-20 4536.70000000 USD 0.00000000 USD -210000.00000000 USD -96.34000000 N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AJ3 330000.00000000 PA USD 289527.38000000 0.051522438654 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N BRAZIL MINAS SPE N/A G13201AA9 80000.00000000 PA USD 78500.00000000 0.013969357351 Long DBT NUSS BR N 2 2028-02-15 Fixed 5.33300000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119AJ8 170000.00000000 PA USD 190163.06000000 0.033840200512 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 4424.48000000 0.000787352130 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 1998259.00000000 BRL 402784.66000000 USD 2024-04-19 4424.48000000 N N N SIMPLO TECHNOLOGY CO., LTD. N/A N/A 9808.00000000 NS 138369.62000000 0.024623371572 Long EC TW N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANRY5 1173824.24300000 PA USD 96039.13000000 0.017090508620 Long DBT USGA US N 2 2045-05-25 Floating 0.16512840 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 560000.00000000 PA USD 467157.60000000 0.083132375210 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 2035000.00000000 PA USD 2177331.44000000 0.387463961259 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 209770.60000000 0.037329432781 Long DBT NUSS CA N 2 2082-10-31 Fixed 8.12500000 N N N Y Y LA BANQUE TORONTO-DOMINION CAD XXXX N N N NEPTUNE BIDCO US INC. N/A 64069JAF9 784075.00000000 PA USD 716871.93000000 0.127569938416 Long LON US N 2 2028-10-11 Floating 10.17344160 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BU5 150000.00000000 PA USD 151194.00000000 0.026905516120 Long DBT NUSS US N 2 2032-03-15 Fixed 6.25000000 N N N N N N ZOETIS INC. 549300HD9Q1LOC9KLJ48 98978VAS2 1030000.00000000 PA USD 867900.06000000 0.154445937374 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N American Airlines Pass Through Trust N/A 02378WAA7 269622.50000000 PA USD 265758.89000000 0.047292750367 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAN4 940000.00000000 PA USD 911698.79000000 0.162240078914 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 487516.43000000 0.086755302236 Long DBT CORP DE N 2 2025-12-15 Fixed 4.25000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAE3 860000.00000000 PA USD 865214.18000000 0.153967975367 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 62547NAB5 486481.95540000 PA USD 478732.59000000 0.085192186314 Long ABS-MBS US N 2 2049-10-25 Floating 8.68487040 N N N N N N CARGO AIRCRAFT MANAGEMENT, INC 549300GH5J7LOMV44F11 14180LAA4 260000.00000000 PA USD 235127.65000000 0.041841811033 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N PERATON CORP N/A 71360HAG2 579775.23000000 PA USD 580644.89000000 0.103327846661 Long LON US N 2 2029-02-01 Floating 13.17574080 N N N N N N United States of America N/A N/A 108.00000000 NC USD 22084312.50000000 3.929982843100 N/A DIR US N 1 US 2YR NOTE (CBT) JUN24 N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Jun 2024 2024-07-01 22105565.57000000 USD -21253.07000000 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 15962.00000000 NS USD 1977532.18000000 0.351908964296 Long EC US N 1 N N N CORECIVIC, INC. 529900JFA3K6PTLT8B15 21871NAA9 230000.00000000 PA USD 217644.72000000 0.038730660757 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N ENGINEERED MACHINERY HOLDINGS, INC. N/A 26658NAP4 708980.62000000 PA USD 705882.37000000 0.125614306687 Long LON US N 2 2028-05-19 Floating 9.10974960 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AA1 165000.00000000 PA USD 141852.85000000 0.025243224879 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N ITAU UNIBANCO HOLDING S.A. N/A 465562AA4 920000.00000000 PA USD 865653.02000000 0.154046068523 Long DBT NUSS BR N 2 2172-08-27 Fixed 4.62500000 N N N N N N DARLING INGREDIENTS INC. L1N0SPPKS7EXZYUMZ898 237266AJ0 190000.00000000 PA USD 188290.61000000 0.033506991300 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BL7 355000.00000000 PA USD 295245.19000000 0.052539943510 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS, INC. 254900XBEE6V1ENYS150 18453HAA4 230000.00000000 PA USD 216806.12000000 0.038581428870 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 430000.00000000 PA USD 363457.50000000 0.064678569423 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 47837RAE0 140000.00000000 PA USD 137713.94000000 0.024506690957 Long DBT NUSS US N 2 2032-12-01 Fixed 4.90000000 N N N N N N CAESARS ENTERTAINMENT, INC. 549300FA4CTCW903Y781 12769GAC4 710000.00000000 PA USD 716252.26000000 0.127459665911 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N ZIPRECRUITER, INC. 549300HLOVNNFCY2IV80 98980BAA1 330000.00000000 PA USD 290639.22000000 0.051720294581 Long DBT CORP US N 2 2030-01-15 Fixed 5.00000000 N N N N N N KNIGHT HEALTH HOLDINGS LLC N/A 49902TAB8 127000.00000000 PA USD 54187.09000000 0.009642787567 Long LON US N 2 2028-12-23 Floating 10.69074000 N N N N N N APOLLO COMMERCIAL REAL ESTATE FINANCE, INC. N/A 03768DAC1 317831.80000000 PA USD 313064.32000000 0.055710921786 Long LON US N 3 2028-03-11 Floating 8.94074040 N N N N N N CARVAL CLO LTD N/A 14686BAA5 730000.00000000 PA USD 732147.66000000 0.130288309514 Long ABS-CBDO CORP JE Y 2 2035-01-20 Floating 7.51781160 N N N N N N UFC HOLDINGS, LLC N/A 90266UAJ2 335286.10000000 PA USD 335705.21000000 0.059739949597 Long LON US N 2 2026-04-29 Floating 8.33565960 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733RAF9 440000.00000000 PA USD 368384.76000000 0.065555393062 Long DBT CORP BR N 2 2031-01-14 Fixed 3.12500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAW6 360000.00000000 PA USD 211467.74000000 0.037631444948 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.75000000 Y N N N N N BANCO MERCANTIL DEL NORTE S.A. N/A 05973KAA5 1340000.00000000 PA USD 1277028.98000000 0.227251900259 Long DBT NUSS MX N 2 2173-01-24 Fixed 5.87500000 N N N N N N NCL CORPORATION LTD. UNZWILHE4KMRP9K2L524 62886HBA8 330000.00000000 PA USD 325759.76000000 0.057970120997 Long DBT NUSS US N 2 2026-03-15 Fixed 5.87500000 N N N N N N USD P/MXN C N/A USMXP0360 -823443.00000000 NC USD -11578.22000000 -0.00206038589 N/A DFE US N 1 USD P/MXN C N/A Put Written N/A N/A -823443.00000000 16.79560000 USD 2024-06-04 XXXX -6909.30000000 N N N YAMATO KOGYO CO.,LTD. N/A N/A 1949.00000000 NS 110517.81000000 0.019667041804 Long EC JP N 1 N N N MICHAELS STORES INC. N/A 59408UAB3 99744.25000000 PA USD 89271.10000000 0.015886113338 Long LON US N 2 2028-04-15 Floating 9.85974840 N N N N N N Romania 315700IASY927EDWBK92 N/A 90000.00000000 PA 68282.70000000 0.012151152066 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD N/A 14314LAC9 860755.67960000 PA USD 861597.50000000 0.153324374152 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 6.61860000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 721283AA7 803000.00000000 PA USD 768587.60000000 0.136772927906 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579ECH8 460000.00000000 PA USD 411827.02000000 0.073286099484 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Mexico City Airport Trust N/A 59284MAC8 1190000.00000000 PA USD 1116566.77000000 0.198697072832 Long DBT NUSS MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N FREEPORT-MCMORAN INC. 549300IRDTHJQ1PVET45 35671DBC8 320000.00000000 PA USD 306358.18000000 0.054517540052 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N ACRISURE LLC N/A 00488PAR6 335575.00000000 PA USD 336413.94000000 0.059866070649 Long LON US N 2 2030-11-11 Floating 9.82626120 N N N N N N STONEX GROUP INC. 549300JUF07L8VF02M60 861896AA6 260000.00000000 PA USD 263781.96000000 0.046940948563 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 120000.00000000 PA USD 114388.80000000 0.020355898398 Long DBT CORP US N 2 2027-12-15 Fixed 5.50000000 N N N N N N ISOLVED, INC. N/A 46488HAB2 300000.00000000 PA USD 301314.00000000 0.053619910078 Long LON US N 2 2030-10-14 Floating 9.48439080 N N N N N N AMERICAN AIRLINES, INC. IWUQB36BXD6OWD6X4T14 023771T32 210000.00000000 PA USD 213262.14000000 0.037950764882 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 8606.00000000 NS USD 1506136.06000000 0.268022329206 Long EC US N 1 N N N OSAIC HOLDINGS, INC. N/A 00775KAG3 400000.00000000 PA USD 401324.00000000 0.071417049297 Long LON US N 2 2028-08-17 Floating 9.82626120 N N N N N N Government National Mortgage Association N/A 38381BG65 156212.86790000 PA USD 14551.93000000 0.002589568284 Long DBT USGA US N 2 2049-01-20 Floating 0.60676920 N N N N N N N/A N/A N/A 5370000.00000000 NC 6206.82000000 0.001104525943 N/A DIR PL N 2 N/A N/A Y 2026-06-19 5133.33000000 PLN 0.00000000 PLN -5370000.00000000 PLN 1073.49000000 N N N WESTERN MIDSTREAM OPERATING, LP L6D8A6MLSY454J2JXJ60 958254AD6 880000.00000000 PA USD 808820.14000000 0.143932453109 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 1480000.00000000 PA USD 1428200.00000000 0.254153327006 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAB8 460000.00000000 PA USD 434777.51000000 0.077370221729 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 815000.00000000 PA USD 814342.22000000 0.144915127107 Long DBT CORP US N 2 2029-04-20 Fixed 5.16400000 N N N N N N COREVEST AMERICAN FINANCE N/A 124762AA3 520000.00000000 PA USD 522650.23000000 0.093007488317 Long ABS-MBS US Y 2 2030-12-28 Fixed 7.55300000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAF8 980000.00000000 PA USD 675614.55000000 0.120228039249 Long DBT NUSS IL N 2 2046-10-01 Fixed 4.10000000 N N N N N N OCEAN TRAILS CLO N/A 67515XAU8 500000.00000000 PA USD 488682.50000000 0.086962808587 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 9.32559840 N N N N N N OCEAN TRAILS CLO N/A 67515JAA3 650000.00000000 PA USD 652624.05000000 0.116136797081 Long ABS-CBDO CORP JE Y 2 2035-01-20 Floating 7.31781000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BL7 530000.00000000 PA USD 516968.73000000 0.091996444957 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N CALATLANTIC GROUP, LLC N/A 128195AN4 330000.00000000 PA USD 309780.71000000 0.055126591575 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250N105 35158.00000000 NS 1271741.44000000 0.226310963497 Long EC CA N 1 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 1975000.00000000 PA USD 1852827.47000000 0.329717312609 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PETRONAS GAS BERHAD N/A N/A 43248.00000000 NS 160455.12000000 0.028553565735 Long EC MY N 1 N N N METIS MERGER SUB, LLC N/A 59155LAA0 232000.00000000 PA USD 220653.23000000 0.039266035932 Long DBT CORP US N 2 2029-05-15 Fixed 6.50000000 N N N N N N GANNETT HOLDINGS LLC N/A 36474GAA3 160000.00000000 PA USD 146319.92000000 0.026038156053 Long DBT CORP US N 2 2026-11-01 Fixed 6.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175AY0 2990000.00000000 PA USD 2953611.31000000 0.525605756280 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 19390.86000000 PA USD 19318.14000000 0.003437732497 Long LON US N 2 2026-05-15 Floating 8.19074160 N N N N N N ADAPTHEALTH, LLC N/A 00653VAC5 240000.00000000 PA USD 206530.92000000 0.036752920072 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N BANK N/A 06540KBQ1 600000.00000000 PA USD 415528.74000000 0.073944833873 Long ABS-MBS US Y 2 2032-11-15 Floating 3.99999960 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BA4 443000.00000000 PA USD 234512.33000000 0.041732312626 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 390000.00000000 NC -5284.53000000 -0.00094040112 N/A DIR GB N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2034-06-19 0.00000000 GBP -1365.95000000 GBP -390000.00000000 GBP -3918.58000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BK3 270000.00000000 PA USD 277686.63000000 0.049415334602 Long DBT NUSS CH N 2 2172-04-12 Fixed 7.75000000 N N N Y Y UBS Group AG N/A XXXX N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 320000.00000000 PA USD 312411.58000000 0.055594764355 Long DBT CORP US N 2 2172-05-15 Fixed 7.12500000 N N N N N N United States of America N/A N/A -24.00000000 NC USD -2750625.00000000 -0.48948361230 N/A DIR US N 1 US 10YR ULTRA FUT JUN24 N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2024 2024-06-21 -2748442.86000000 USD -2182.14000000 N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AR8 18000.00000000 PA USD 10355.22000000 0.001842748645 Long DBT NUSS US N 2 2030-10-15 Fixed 14.00000000 N N N N N N JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 N/A 320000.00000000 NC -25895.67000000 -0.00460822761 N/A DIR XX N 2 JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 Y 2044-06-19 0.00000000 EUR -20180.76000000 EUR -320000.00000000 EUR -5714.91000000 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBK2 75000.00000000 PA USD 73617.83000000 0.013100557640 Long DBT CORP US N 2 2030-07-26 Fixed 4.59600000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AM6 740000.00000000 PA USD 757575.00000000 0.134813196125 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N TOPBUILD CORP. 5493007YSKHOL4RWII46 89055FAC7 40000.00000000 PA USD 35407.69000000 0.006300925791 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 15.98000000 0.000002843698 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 3365.94000000 NOK 326.47000000 USD 2024-04-19 15.98000000 N N N PERATON CORP N/A 71360HAB3 510308.40000000 PA USD 509354.12000000 0.090641397718 Long LON US N 2 2028-02-01 Floating 9.17625960 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 365000.00000000 PA USD 358306.34000000 0.063761901973 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 88167AAQ4 320000.00000000 PA USD 307514.11000000 0.054723241953 Long DBT NUSS IL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 BM7280605 1410000.00000000 PA 1309602.24000000 0.233048429036 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC 426.70000000 0.000075932799 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 155413.61000000 USD 140000.00000000 CHF 2024-04-19 426.70000000 N N N APIDOS CLO N/A 03766AAE5 1380000.00000000 PA USD 1369430.58000000 0.243695097332 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 12.32942040 N N N N N N Government National Mortgage Association N/A 38381BZG2 197844.57900000 PA USD 18174.64000000 0.003234242559 Long DBT USGA US N 2 2049-01-20 Floating 0.60676920 N N N N N N United States of America N/A N/A 50.00000000 NC USD 6450000.00000000 1.147800699614 N/A DIR US N 1 US ULTRA BOND CBT JUN24 N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2024 2024-06-21 6354265.98000000 USD 95734.02000000 N N N GLOBAL AIRCRAFT LEASING CO., LTD N/A 37960JAA6 1371913.00000000 PA USD 1304865.55000000 0.232205518014 Long DBT NUSS KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 2052.00000000 NS USD 143640.00000000 0.025561254650 Long EC US N 1 N N N ALLY FINANCIAL INC. 549300JBN1OSM8YNAI90 02005NBN9 1235000.00000000 PA USD 979113.80000000 0.174236822425 Long DBT CORP US N 2 2172-08-15 Fixed 4.70000000 N N N N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 60337JAA4 1000000.00000000 PA USD 914618.70000000 0.162759687401 Long DBT CORP US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38382FV84 669697.38600000 PA USD 135173.33000000 0.024054580270 Long DBT USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AX2 950000.00000000 PA USD 688465.00000000 0.122514823048 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 1045000.00000000 PA USD 988607.83000000 0.175926319212 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 525000.00000000 PA USD 516735.25000000 0.091954896351 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N PARALLEL LTD N/A 69915XAS5 750000.00000000 PA USD 746046.75000000 0.132761702572 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 7.57941840 N N N N N N MILLICOM INTERNATIONAL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AQ0 297000.00000000 PA USD 290043.25000000 0.051614239576 Long DBT NUSS GT N 2 2029-03-25 Fixed 6.25000000 N N N N N N BERRY PETROLEUM COMPANY, LLC DQ2XTZKV7SILNNV77403 08580BAA4 410000.00000000 PA USD 404728.26000000 0.072022849609 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 580135101 1109.00000000 NS USD 312682.55000000 0.055642984441 Long EC US N 1 N N N Republica de Guatemala 529900QKDFFU9UWW5315 P5015VAE6 790000.00000000 PA USD 760769.96000000 0.135381750749 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBC0 70000.00000000 PA USD 59716.09000000 0.010626693004 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 300000.00000000 PA USD 290306.43000000 0.051661073404 Long DBT CORP US N 2 2172-09-15 Fixed 5.37500000 N N N N N N MILANO ACQUISITION N/A 59909TAC8 1241799.49000000 PA USD 1185297.61000000 0.210927973024 Long LON US N 2 2027-10-01 Floating 9.44813880 N N N N N N CAESARS ENTERTAINMENT, INC. N/A 12768EAG1 218350.00000000 PA USD 218714.64000000 0.038921056869 Long LON US N 2 2030-02-06 Floating 8.66265840 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332PAJ0 345000.00000000 PA USD 347323.23000000 0.061807418044 Long DBT CORP US N 2 2032-01-31 Fixed 7.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 230000.00000000 PA USD 227197.56000000 0.040430622995 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAN0 520000.00000000 PA USD 337493.14000000 0.060058118171 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N J.P. MORGAN SECURITIES 984500653R409CC5AB28 N/A 1.00000000 NC -5255.29000000 -0.00093519775 N/A DFE NZ N 2 J.P. MORGAN SECURITIES 984500653R409CC5AB28 219645.10000000 USD 358573.81000000 NZD 2024-06-20 -5255.29000000 N N N Romania 315700IASY927EDWBK92 N/A 110000.00000000 PA 94291.15000000 0.016779449292 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 2570000.00000000 PA USD 235107.79000000 0.041838276875 Long DBT NUSS VE N 2 2027-04-12 Floating 0.00000000 Y N N N N N GLOBAL AIRCRAFT LEASING CO., LTD N/A 37960JAA6 686201.00000000 PA USD 652665.33000000 0.116144143005 Long DBT NUSS KY N 2 2024-09-15 Fixed 6.50000000 N N Y N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEU5 525000.00000000 PA USD 509187.46000000 0.090611739972 Long DBT CORP US N 2 2033-07-20 Fixed 4.88900000 N N N N N N SCHRODERS PLC 2138001YYBULX5SZ2H24 G78602144 45634.00000000 NS 217098.87000000 0.038633524786 Long EC GB N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC -2180.17000000 -0.00038796909 N/A DFE GB N 2 BRITISH STERLING POUND N/A 1252761.25000000 USD 990000.00000000 GBP 2024-04-19 -2180.17000000 N N N W. R. GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAA9 550000.00000000 PA USD 492189.23000000 0.087586843804 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N LEARFIELD COMMUNICATIONS, LLC N/A 00165HAJ2 628875.00000000 PA USD 625139.48000000 0.111245818992 Long LON US N 2 2028-06-30 Floating 10.82625840 N N N N N N Equitrans Midstream Corporation 549300RH0NLJNZ5SXU64 294600200 14041.00000000 NS USD 305391.75000000 0.054345560357 Long EP US N 2 N N N MORGAN STANLEY & CO, INC 9R7GPTSO7KV3UQJZQ078 N/A 1.00000000 NC -5483.30000000 -0.00097577295 N/A DFE CH N 2 MORGAN STANLEY & CO, INC 9R7GPTSO7KV3UQJZQ078 268481.96000000 USD 234593.90000000 CHF 2024-06-20 -5483.30000000 N N N SUMMIT MIDSTREAM HOLDINGS, LLC N/A 86614WAH9 940000.00000000 PA USD 941512.27000000 0.167545494914 Long DBT CORP US N 2 2026-10-15 Fixed 12.00000000 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657NAA8 939000.00000000 PA USD 887464.11000000 0.157927430440 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46654PAQ9 710000.00000000 PA USD 676468.12000000 0.120379935101 Long ABS-MBS US Y 2 2038-11-15 Floating 9.70548120 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 035198AE0 740000.00000000 PA USD 625403.60000000 0.111292820096 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 1165224.00000000 0.207355801923 Long ABS-CBDO CORP KY Y 2 2035-01-18 Floating 12.46952160 N N N N N N ACRISURE, LLC 549300R0Z1Q47XRTGO22 00489LAH6 745000.00000000 PA USD 683223.71000000 0.121582116640 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N The State of Qatar 52990074F6OJOAXK4P65 N/A 200000.00000000 PA USD 194268.00000000 0.034570689350 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N MAJORDRIVE HOLDINGS IV, LLC 25490044R1FR5N8FIT62 56085RAA8 855000.00000000 PA USD 801886.80000000 0.142698640318 Long DBT CORP US N 2 2029-06-01 Fixed 6.37500000 N N N N N N The State of Qatar 52990074F6OJOAXK4P65 74727PAY7 620000.00000000 PA USD 602206.99000000 0.107164899912 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N INDONESIA RUPIAH N/A N/A 1.00000000 NC -16856.76000000 -0.00299972107 N/A DFE ID N 2 INDONESIA RUPIAH N/A 1353037.22000000 USD 21212917538.00000000 IDR 2024-04-19 -16856.76000000 N N N JAPANESE YEN N/A N/A 1.00000000 NC -5053.90000000 -0.00089935968 N/A DFE JP N 2 JAPANESE YEN N/A 93349.72000000 USD 13316771.00000000 JPY 2024-04-19 -5053.90000000 N N N HOWARD MIDSTREAM ENERGY PARTNERS, LLC N/A 442722AA2 618000.00000000 PA USD 616594.67000000 0.109725239318 Long DBT CORP US N 2 2027-01-15 Fixed 6.75000000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 154000.00000000 PA USD 140891.49000000 0.025072147409 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BT3 20000.00000000 PA USD 20611.16000000 0.003667830057 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAR5 495000.00000000 PA USD 460194.97000000 0.081893350158 Long DBT CORP US N 2 2034-01-27 Fixed 5.05300000 N N N N N N ACCELERATE360 HOLDINGS, LLC N/A 00456LAA0 1154000.00000000 PA USD 1197275.02000000 0.213059396214 Long DBT CORP US N 2 2028-03-01 Fixed 8.00000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBN9 400000.00000000 PA USD 412008.40000000 0.073318376708 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RJY9 355000.00000000 PA USD 305782.95000000 0.054415175804 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 15518.00000000 NS USD 1421759.16000000 0.253007156361 Long EC US N 1 N N N REDSTONE HOLDCO N/A 75774EAG0 513687.10000000 PA USD 422723.39000000 0.075225147718 Long LON US N 2 2028-04-27 Floating 10.19463840 N N N N N N PROJECT ALPHA INTERMEDIATE HOLDING, INC. N/A 74339DAH1 230000.00000000 PA USD 231085.60000000 0.041122513697 Long LON US N 2 2030-10-28 Floating 10.06265880 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAH6 690000.00000000 PA USD 565820.70000000 0.100689828731 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N ARETEC GROUP INC N/A 04009DAF1 359097.74000000 PA USD 360893.23000000 0.064222248353 Long LON US N 2 2030-08-09 Floating 9.92625840 N N N N N N CK HUTCHISON HOLDINGS LIMITED 254900Z8HM1VEPOQ2G79 N/A 142749.00000000 NS 689445.69000000 0.122689340360 Long EC HK N 1 N N N CIFC FUNDING LTD N/A 12548JAJ1 690000.00000000 PA USD 683061.36000000 0.121553225874 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 9.22942080 N N N N N N DAVITA INC. M2XHYMU3TZNEZURC6H66 23918KAT5 879000.00000000 PA USD 735953.30000000 0.130965536840 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 351540.00000000 PA USD 238146.51000000 0.042379028029 Long DBT NUSS EC N 2 2030-07-31 Fixed 6.00000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CS3 200000.00000000 PA USD 186514.00000000 0.033190837160 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBJ9 495000.00000000 PA USD 384200.10000000 0.068369789701 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N LRS HOLDINGS, LLC N/A 50205HAC4 406600.00000000 PA USD 405583.50000000 0.072175042643 Long LON US N 2 2028-08-31 Floating 9.69073920 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 360000.00000000 PA USD 383917.32000000 0.068319467982 Long DBT CORP US N 2 2031-11-15 Fixed 8.62500000 N N N N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 530000.00000000 PA USD 493134.15000000 0.087754995716 Long DBT CORP US N 2 2028-11-15 Fixed 4.12500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 N/A 6970000.00000000 NC 22238.08000000 0.003957346322 N/A DIR CA N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Y 2026-06-19 26868.28000000 CAD 0.00000000 CAD -6970000.00000000 CAD -4630.20000000 N N N Bank of America B4TYDEB6GKMZO031MB27 N/A -1160000.00000000 NC USD 4081.73000000 0.000726358534 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2029-06-20 3755.49000000 USD 0.00000000 USD -1160000.00000000 USD 326.24000000 N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAY2 200000.00000000 PA USD 117499.92000000 0.020909533392 Long DBT NUSS LK N 2 2024-03-14 Fixed 6.85000000 Y N N N N N LABL, INC. N/A 50168EAN2 637000.00000000 PA USD 623030.59000000 0.110870534431 Long LON US N 2 2028-10-29 Floating 10.42625880 N N N N N N BHN MERGER SUB I TL 1L B N/A BL4589018 260000.00000000 PA USD 260161.20000000 0.046296621298 Long LON US N 2 2029-02-27 Floating 10.31870160 N N N N N N SPRINT CAPITAL CORPORATION 549300L17W0GQBR1PO80 852060AT9 480000.00000000 PA USD 582024.96000000 0.103573435082 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N VENTURE GLOBAL LNG, INC. 54930011XLBUWMQUC829 92332YAA9 865000.00000000 PA USD 882460.89000000 0.157037089445 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 495000.00000000 PA USD 493911.04000000 0.087893246086 Long DBT CORP US N 2 2172-06-15 Fixed 5.87500000 N N N N N N BANK OF CHINA LIMITED 54930053HGCFWVHYZX42 N/A 4042654.00000000 NS 1668415.75000000 0.296900583736 Long EC HK N 1 N N N CLOUDERA, INC. N/A 74339VAB4 443480.41000000 PA USD 441263.01000000 0.078524339781 Long LON US N 2 2028-10-08 Floating 9.32919726 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAV1 570000.00000000 PA USD 596243.94000000 0.106103753716 Long DBT CORP US N 2 2030-08-15 Fixed 9.87500000 N N N N N N N/A N/A 90355YAA5 150500.00000000 PA USD 130935.00000000 0.023300354202 Long DBT CORP US N 2 2028-06-28 Fixed 10.62500000 N N N N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 699149AH3 320000.00000000 PA USD 280971.36000000 0.049999864120 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 1030000.00000000 PA USD 994466.70000000 0.176968926202 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N OZLM FUNDING LTD N/A 67109UAW2 600000.00000000 PA USD 598572.60000000 0.106518147139 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 7.87903920 N N N N N N GFL ENVIRONMENTAL INC. 549300FYK4MBXWIVZU26 36168QAL8 963000.00000000 PA USD 887576.20000000 0.157947377259 Long DBT NUSS US N 2 2028-08-01 Fixed 4.00000000 N N N N N N SUNRUN ATLAS ISSUER LLC N/A 86772FAA9 376433.63580000 PA USD 344057.29000000 0.061226232274 Long ABS-MBS US N 2 2055-02-01 Fixed 3.61000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CH4 280000.00000000 PA USD 284122.16000000 0.050560560313 Long DBT CORP US N 2 2172-06-15 Fixed 6.70000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 250000.00000000 PA 220236.95000000 0.039191957409 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 192760.00000000 0.034302335326 Long DBT NUSS UZ N 2 2025-10-21 Fixed 4.85000000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572Q105 7366.00000000 NS USD 1585826.14000000 0.282203465574 Long EC US N 1 N N N DRAFTKINGS HOLDINGS INC. 5493008P45UYYL683Z97 26142RAB0 680000.00000000 PA USD 586500.00000000 0.104369784546 Long DBT CORP US N 2 2028-03-15 Fixed 0.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 802000.00000000 PA USD 789135.60000000 0.140429518414 Long DBT NUSS CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 N/A -1175000.00000000 NC USD 20599.03000000 0.003665671479 N/A DCR US N 2 JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 Y 2026-06-20 8371.86000000 USD 0.00000000 USD -1175000.00000000 USD 12227.17000000 N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBE7 560000.00000000 PA USD 510055.71000000 0.090766248182 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AY7 775000.00000000 PA USD 653765.94000000 0.116340000514 Long DBT CORP US N 2 2030-06-15 Fixed 1.95000000 N N N N N N N/A N/A N/A -22.00000000 NC USD -5206987.50000000 -0.92660215432 N/A DO US N 1 3 MONTH SOFR FUT MAR24 N/A Short Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Mar 2024 2024-06-21 -5201540.25000000 USD -5447.25000000 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAD0 560000.00000000 PA USD 356650.43000000 0.063467226832 Long DBT NUSS CN N 2 2050-08-03 Fixed 4.02700000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 380000.00000000 PA USD 385905.58000000 0.068673286001 Long DBT NUSS BR N 2 2026-08-10 Fixed 6.25000000 N N N N N N Hughes Satellite Systems Corporation N/A 444454AF9 415000.00000000 PA USD 244436.37000000 0.043498331239 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 N/A 400000.00000000 PA 342190.01000000 0.060893943082 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N ADVANCED DRAINAGE SYSTEMS, INC. 6QQTOZ5MF5DHM7K92I60 00790RAB0 350000.00000000 PA USD 351811.25000000 0.062606077346 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N DEALER TIRE, LLC 549300XTS06OMOCRSE50 24229JAA1 1414000.00000000 PA USD 1407534.06000000 0.250475748650 Long DBT CORP US N 2 2028-02-01 Fixed 8.00000000 N N N N N N 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 90205FAL4 280000.00000000 PA USD 258656.22000000 0.046028804693 Long ABS-MBS US N 2 2034-09-15 Floating 7.15445280 N N N N N N API GROUP DE, INC. 549300XP4G7B4QYA0G83 001877AA7 1051000.00000000 PA USD 946932.19000000 0.168509989173 Long DBT CORP US N 2 2029-07-15 Fixed 4.12500000 N N N N N N Enagas S.A. 213800OU3FQKGM4M2U23 N/A 13317.00000000 NS 197972.32000000 0.035229886418 Long EC ES N 1 N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAF0 535000.00000000 PA USD 440328.70000000 0.078358075956 Long DBT NUSS LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAB8 280000.00000000 PA USD 279323.77000000 0.049706669554 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAC3 400000.00000000 PA USD 366119.94000000 0.065152360197 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 920161.55000000 0.163746057495 Long LON US N 2 2028-01-31 Floating 7.93981080 N N N N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAD6 226241.00000000 PA USD 174205.57000000 0.031000507770 Long DBT NUSS AR N 2 2027-06-01 Fixed 6.99000000 N N Y N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 02156TAB0 970000.00000000 PA USD 362950.91000000 0.064588419910 Long DBT NUSS LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BR7 440000.00000000 PA USD 445807.12000000 0.079332980500 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBH2 800000.00000000 PA USD 698878.48000000 0.124367939269 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N ACCESSION RISK MGMT GROUP INC N/A N/A 41835.28000000 PA USD 41730.70000000 0.007426128163 Long LON US N 2 2029-11-01 Floating 10.99814040 N N N N N N GREAT-WEST LIFECO INC. 549300X81X4VZEESFU46 39138C106 14862.00000000 NS 475759.72000000 0.084663153405 Long EC CA N 1 N N N CK INFRASTRUCTURE HOLDINGS LIMITED 5299005U11RQ1C27MR12 N/A 34145.00000000 NS 199814.86000000 0.035557773038 Long EC HK N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAK0 750000.00000000 PA USD 637350.00000000 0.113418724945 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 1244000.00000000 PA USD 1175485.00000000 0.209181783780 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 2687.63000000 0.000478273425 Long DBT CORP CA N 2 2030-02-15 Fixed 4.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 16000.00000000 PA USD 10642.48000000 0.001893867595 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N FS COMMERCIAL MORTGAGE TRUST N/A 30334RAC8 380000.00000000 PA USD 394982.49000000 0.070288554784 Long ABS-MBS US Y 2 2039-11-10 Floating 7.54369920 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -6314.45000000 -0.00112367908 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 243611.37000000 USD 213177.00000000 CHF 2024-04-19 -6314.45000000 N N N DISH DBS Corporation N/A 25470XBF1 110000.00000000 PA USD 75598.05000000 0.013452944911 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N PRKCM TRUST N/A 693981AC6 269709.41540000 PA USD 265936.67000000 0.047324386957 Long ABS-MBS US Y 2 2058-02-25 Fixed 7.30400000 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST N/A 004421HQ9 278194.49880000 PA USD 274359.39000000 0.048823240277 Long ABS-MBS US N 2 2034-11-25 Floating 6.37389000 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY, LLC 5493006PITD7MU7WW480 88163VAD1 470000.00000000 PA USD 457329.55000000 0.081383438363 Long DBT CORP IL N 2 2036-02-01 Fixed 6.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBWT5 920435.92090000 PA USD 181021.58000000 0.032213441266 Long DBT USGA US N 2 2048-06-25 Fixed 4.00000000 N N N N N N MPH ACQUISITION HOLDINGS LLC. 5493002WXOPRPTXWTU06 553283AC6 70000.00000000 PA USD 55203.54000000 0.009823668501 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N PECF USS INTERMEDIATE HOLDING III CORPORATION 254900DIL842DEXPYJ91 69291HAA3 470000.00000000 PA USD 246849.63000000 0.043927779536 Long DBT CORP US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Bank of America B4TYDEB6GKMZO031MB27 CDS866006 848000.00000000 NC USD -61125.40000000 -0.01087748478 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2029-06-20 0.00000000 USD -59603.15000000 USD 848000.00000000 USD -1522.25000000 N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KFG9 390000.00000000 PA USD 428928.98000000 0.076329454779 Long DBT USGA US N 2 2033-10-25 Floating 8.82038880 N N N N N N ACCESSION RISK MGMT GROUP INC N/A N/A 149932.11000000 PA USD 148807.62000000 0.026480851216 Long LON US N 2 2029-11-01 Floating 11.34790920 N N N N N N Government National Mortgage Association N/A 38381WVB1 125970.78620000 PA USD 12148.82000000 0.002161926216 Long DBT USGA US N 2 2049-06-20 Floating 0.65676960 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAA9 172499.99170000 PA USD 171325.23000000 0.030487940907 Long DBT NUSS US N 2 2026-04-20 Fixed 5.50000000 N N N N N N INTERNET BRANDS N/A 45567YAN5 320000.00000000 PA USD 317744.00000000 0.056543687674 Long LON US N 2 2028-05-03 Floating 9.57625920 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HV5 1310000.00000000 PA USD 528006.26000000 0.093960613120 Long DBT NUSS AR N 2 2041-07-09 Fixed 3.50000000 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAP9 1030000.00000000 PA USD 959693.82000000 0.170780967133 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST N/A 46590KAK0 80000.00000000 PA USD 71486.46000000 0.012721272682 Long ABS-MBS US N 2 2049-01-15 Floating 4.72330080 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 94989AAZ8 390000.00000000 PA USD 379979.77000000 0.067618766797 Long ABS-MBS US N 2 2047-12-15 Fixed 3.95900000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 390000.00000000 PA 391449.76000000 0.069659892773 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 906431.05000000 PA USD 867858.78000000 0.154438591449 Long ABS-MBS US N 2 2052-10-10 Fixed 6.06300000 N N N N N N ALLEGIANT TRAVEL COMPANY 549300JM9OZXOHWL2K18 01748XAD4 240000.00000000 PA USD 238722.17000000 0.042481468796 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 220000.00000000 PA USD 190224.77000000 0.033851182029 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A 5500000.00000000 NC -15482.47000000 -0.00275516122 N/A DIR BR N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2025-01-02 89836.55000000 BRL 0.00000000 BRL -5500000.00000000 BRL -105319.02000000 N N N ZF NORTH AMERICA CAPITAL, INC. 529900JYGMS9CW9IQX78 98877DAE5 160000.00000000 PA USD 168594.72000000 0.030002036832 Long DBT CORP DE N 2 2030-04-14 Fixed 7.12500000 N N N N N N JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 N/A 1200000.00000000 NC -9696.69000000 -0.00172556086 N/A DIR BR N 2 JP MORGAN CHASE BANK N.A. 984500653R409CC5AB28 Y 2027-01-04 0.00000000 BRL -19778.71000000 BRL -1200000.00000000 BRL 10082.02000000 N N N Government National Mortgage Association N/A 38380ABR7 645297.22100000 PA USD 100946.04000000 0.017963710904 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 831827.82000000 0.148026752520 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 12.44628000 N N N N N N SITC International Holdings Co Ltd 529900JUV4MOM9CE3V12 N/A 71531.00000000 NS 130696.97000000 0.023257995907 Long EC HK N 1 N N N RXO, INC. 549300KL8CA6GP8XPM30 98379JAA3 90000.00000000 PA USD 92362.50000000 0.016436239088 Long DBT CORP US N 2 2027-11-15 Fixed 7.50000000 N N N N N N YPF S.A 5493003N7447U18U5U53 984245AQ3 380000.00000000 PA USD 343204.11000000 0.061074405824 Long DBT NUSS AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1490000.00000000 PA 1483434.49000000 0.263982503171 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.87500000 N N N N N N ALTERRA MOUNTAIN COMPANY N/A 46124CAJ6 271677.83000000 PA USD 272471.13000000 0.048487217618 Long LON US N 2 2028-08-17 Floating 8.94074040 N N N N N N United States of America N/A N/A 102.00000000 NC USD 11301281.25000000 2.011103647331 N/A DIR US N 1 US 10YR NOTE (CBT)JUN24 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2024 2024-06-21 11267460.31000000 USD 33820.94000000 N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131LAF2 200000.00000000 PA USD 192682.64000000 0.034288568836 Long DBT NUSS HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 12398.00000000 NS USD 1603681.30000000 0.285380855519 Long EC US N 1 N N N MATCH GROUP HOLDINGS II, LLC 5493003RFFE030RC9167 57667JAA0 135000.00000000 PA USD 114716.63000000 0.020414236925 Long DBT CORP US N 2 2031-10-01 Fixed 3.62500000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 21164.97000000 0.003766382538 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 7850000.00000000 CNY 1103411.44000000 USD 2024-04-19 21164.97000000 N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -4911.31000000 -0.00087398527 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 349986.28000000 USD 310000.00000000 CHF 2024-04-19 -4911.31000000 N N N ROCKFORD TOWER CLO N/A 77341RAE6 800000.00000000 PA USD 804079.20000000 0.143088785783 Long ABS-CBDO CORP KY Y 2 2036-01-20 Floating 8.55092160 N N N N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AD9 130000.00000000 PA USD 57926.92000000 0.010308303767 Long DBT NUSS US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Cirsa Finance International S.a r.l. 254900KUJN6DHWH2K029 ZF6567621 131000.00000000 PA 144485.81000000 0.025711769581 Long DBT NUSS ES N 2 2029-03-15 Fixed 6.50000000 N N N N N N Mexico City Airport Trust N/A P6629MAB8 200000.00000000 PA USD 168757.44000000 0.030030993441 Long DBT NUSS MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAJ0 190000.00000000 PA USD 180487.46000000 0.032118392691 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N UNITED AIRLINES, INC. K1OQBWM7XEOO08LDNP29 90932LAH0 210000.00000000 PA USD 195300.02000000 0.034754341021 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287Y109 11166.00000000 NS USD 2033328.60000000 0.361838137926 Long EC US N 1 N N N ROCKET MORTGAGE, LLC 549300FGXN1K3HLB1R50 74841CAA9 500000.00000000 PA USD 449772.80000000 0.080038687520 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 349000.00000000 PA USD 320384.73000000 0.057013615075 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N ALLEN MEDIA, LLC N/A 01771JAG8 703898.65000000 PA USD 611730.16000000 0.108859582267 Long LON US N 2 2027-02-10 Floating 10.99814040 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAF5 300000.00000000 PA USD 244177.26000000 0.043452221683 Long DBT NUSS CN N 2 2031-07-13 Fixed 3.06100000 N N N N N N OSMOSIS BUYER LIMITED N/A 00132UAN4 466643.48000000 PA USD 468393.39000000 0.083352288486 Long LON US N 2 2028-07-31 Floating 9.57625920 N N N N N N ASURION LLC N/A 04649VAY6 245975.00000000 PA USD 235917.08000000 0.041982292941 Long LON US N 2 2027-07-31 Floating 8.69073840 N N N N N N SPIRIT AEROSYSTEMS, INC. ZD2NBKV6GCC3UMGBM518 85205TAN0 280000.00000000 PA USD 305420.36000000 0.054350651609 Long DBT CORP US N 2 2029-11-30 Fixed 9.37500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 100000.00000000 PA 101249.55000000 0.018017721600 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307AS6 430000.00000000 PA USD 369852.74000000 0.065816625383 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N IMOLA MERGER CORPORATION N/A 45258LAA5 569000.00000000 PA USD 533523.25000000 0.094942381334 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAF6 1370000.00000000 PA USD 1000100.00000000 0.177971392199 Long DBT CORP US N 2 2025-12-15 Fixed 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 406000.00000000 PA USD 292038.56000000 0.051969312167 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DS1 730000.00000000 PA USD 582483.21000000 0.103654982318 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BS0 240000.00000000 PA USD 262502.64000000 0.046713288967 Long DBT NUSS US N 2 2030-06-01 Fixed 10.50000000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385101 21001.00000000 NS 1603571.65000000 0.285361342907 Long EC CA N 1 N N N MORGAN STANLEY RE-REMIC TRUST N/A 61759HBA4 164527.83400000 PA USD 146159.19000000 0.026009553571 Long ABS-MBS US N 2 2036-06-26 Floating 4.11446160 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AW0 500000.00000000 PA USD 506666.13000000 0.090163060230 Long DBT NUSS ZA N 2 2030-04-01 Fixed 5.62500000 N N N N N N ICEBOX HOLDCO III, INC. N/A 45114NAB3 762098.40000000 PA USD 761778.32000000 0.135561192038 Long LON US N 2 2028-12-22 Floating 9.10974960 N N N N N N SOTERA HEALTH HOLDINGS, LLC N/A 83601MAB6 187800.00000000 PA USD 186979.31000000 0.033273640749 Long LON US N 2 2026-12-11 Floating 9.07940880 N N N N N N STONEMOR INC. N/A 86184WAA4 320000.00000000 PA USD 220834.47000000 0.039298288242 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N PUBLIC STORAGE. N/A 74460D109 5406.00000000 NS USD 1568064.36000000 0.279042692937 Long EC US N 1 N N N Romania 315700IASY927EDWBK92 N/A 650000.00000000 PA 661205.27000000 0.117663856045 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.87500000 N N N N N N HCL TECHNOLOGIES LIMITED 549300C1F8OLYSOQYB65 Y3121G147 50333.00000000 NS 931524.86000000 0.165768199382 Long EC IN N 1 N N N CARRIAGE PURCHASER, INC. N/A 14445LAA5 260000.00000000 PA USD 231004.74000000 0.041108124369 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N NOVATEK MICROELECTRONICS CORP. N/A N/A 32550.00000000 NS 599057.92000000 0.106604511579 Long EC TW N 1 N N N H&E EQUIPMENT SERVICES, INC. 254900KVLRCDMQRYY541 404030AJ7 290000.00000000 PA USD 265490.13000000 0.047244923558 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N UBS SECURITIES T6FIZBDPKLYJKFCRVK44 N/A 1.00000000 NC USD 33.21000000 0.000005909838 N/A DFE US N 2 UBS SECURITIES T6FIZBDPKLYJKFCRVK44 209519.09000000 EUR 226668.23000000 USD 2024-05-08 33.21000000 N N N TransAlta Corporation N/A 89346DAE7 780000.00000000 PA USD 777577.32000000 0.138372680914 Long DBT NUSS CA N 2 2040-03-15 Fixed 6.50000000 N N N N N N ENERGIZE HOLDCO LLC N/A 29280KAE5 425000.00000000 PA USD 405875.00000000 0.072226916117 Long LON US N 2 2029-12-07 Floating 12.19074120 N N N N N N BAJAJ AUTO LIMITED. 335800DLAO5NCNN8G863 Y05490100 3334.00000000 NS 365695.66000000 0.065076858045 Long EC IN N 1 N N N FOCUS FINANCIAL PARTNERS, LLC N/A 34416DAZ1 313121.24000000 PA USD 311947.04000000 0.055512097791 Long LON US N 2 2028-06-30 Floating 8.07626160 N N N N N N Republica de Colombia 549300MHDRBVRF6B9117 195325DR3 730000.00000000 PA USD 604923.48000000 0.107648309078 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A 1010000.00000000 NC -20427.62000000 -0.00363516845 N/A DIR XX N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2029-06-19 0.00000000 EUR -14726.31000000 EUR -1010000.00000000 EUR -5701.31000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 250000.00000000 PA USD 244219.03000000 0.043459654805 Long DBT NUSS FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N AMC ENTERTAINMENT HOLDINGS, INC. 549300ZO77UNR6NRBR11 00165CBA1 190000.00000000 PA USD 126906.84000000 0.022583528641 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N BHARTI AIRTEL LIMITED 335800KQ1FPKOQ84OR26 08860HAC8 1360000.00000000 PA USD 1195097.35000000 0.212671872005 Long DBT NUSS IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 13537.00000000 NS USD 1384564.36000000 0.246388207917 Long EC US N 1 N N N SILVERBOW RESOURCES, INC. 5493007QR70AVQSNF619 82836GAA0 1450000.00000000 PA USD 1432239.53000000 0.254872175899 Long DBT CORP US N 2 2028-12-15 Floating 13.07927160 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 861000.00000000 PA USD 716184.45000000 0.127447598877 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N BARCLAYS BANK PLC 213800IQAOC5HG62T347 N/A -980000.00000000 NC USD 15386.39000000 0.002738063442 N/A DCR US N 2 BARCLAYS BANK PLC 213800IQAOC5HG62T347 Y 2029-06-20 15888.86000000 USD 0.00000000 USD -980000.00000000 USD -502.47000000 N N N Neptune Energy Bondco PLC 549300CPMT8I2QBRYF88 64073KAA1 800000.00000000 PA USD 799991.12000000 0.142361297243 Long DBT NUSS GB N 2 2025-05-15 Fixed 6.62500000 N N N N N N ARDAGH PACKAGING FINANCE PLC 6354001JXMLKNZDZR978 03969AAR1 250000.00000000 PA USD 157500.00000000 0.028027691502 Long DBT NUSS US N 2 2027-08-15 Fixed 5.25000000 N N N N N N VERICAST CORP. 549300J73P7FL8TVF308 92342NAK9 180000.00000000 PA USD 205200.00000000 0.036516078071 Long DBT CORP US N 2 2027-12-15 Fixed 12.50000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AQ2 280000.00000000 PA USD 266836.62000000 0.047484536297 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N N/A N/A N/A 1.00000000 NC 301932.14000000 0.053729910314 N/A DO GB N 1 ICE 3MTH SONIA FU DEC24 N/A Long Interest Rate Futures Three Month Sonia Index Interest Rate Future Dec 2024 2025-03-21 302559.90000000 GBP -627.76000000 N N N Mexico City Airport Trust N/A 59284MAD6 390000.00000000 PA USD 329118.08000000 0.058567746120 Long DBT NUSS MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 7.99000000 0.000001421849 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 1048.11000000 CAD 782.82000000 USD 2024-04-19 7.99000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDA1 1870000.00000000 PA USD 1826841.99000000 0.325093102977 Long DBT CORP US N 2 2028-04-26 Fixed 4.32300000 N N N N N N ILLINOIS ST N/A 452152GS4 192857.13950000 PA USD 208783.03000000 0.037153691147 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAK3 1335000.00000000 PA USD 1173878.22000000 0.208895851500 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N LEGENDS HOSPITALITY HOLDING COMPANY, LLC N/A 52473NAA6 330000.00000000 PA USD 326929.79000000 0.058178332044 Long DBT CORP US N 2 2026-02-01 Fixed 5.00000000 N N N N N N UNITED AIRLINES TL B 1L N/A N/A 600000.00000000 PA USD 599904.00000000 0.106755074558 Long LON US N 2 2031-02-22 Floating 8.07573960 N N N N N N ATHENAHEALTH GROUP INC. 254900AA3KZN4Q7A5Z33 60337JAA4 330000.00000000 PA USD 301824.17000000 0.053710696664 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 204460.00000000 0.036384392409 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 N/A 9770000.00000000 PA 543791.38000000 0.096769632001 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502AH4 610000.00000000 PA USD 591533.14000000 0.105265449912 Long DBT CORP US N 2 2028-11-15 Fixed 4.25000000 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 N/A 320000.00000000 PA 280940.46000000 0.049994365354 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N SPARK NEW ZEALAND LIMITED 529900HUN51H3Y7QBB66 N/A 102378.00000000 NS 291796.47000000 0.051926231381 Long EC NZ N 1 N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 P75744AF2 480000.00000000 PA USD 434997.08000000 0.077409295000 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N URBAN ONE, INC. 549300PLGIGPBRQUP240 91705JAC9 800000.00000000 PA USD 678837.89000000 0.120801644196 Long DBT CORP US N 2 2028-02-01 Fixed 7.37500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 536170000.00000000 NC 709.20000000 0.000126204690 N/A DIR KR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2034-06-19 0.00000000 KRW -2008.25000000 KRW -536170000.00000000 KRW 2717.45000000 N N N CHEVRON CORPORATION N/A 166764100 9666.00000000 NS USD 1524714.84000000 0.271328489932 Long EC US N 1 N N N SOCIETE BIC S.A. 969500UR00DF63I0VH67 N/A 1198.00000000 NS 85651.83000000 0.015242051224 Long EC FR N 1 N N N Republica Del Paraguay 529900UXKJTJPCU0HK83 P75744AB1 500000.00000000 PA USD 484482.70000000 0.086215439071 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 350000.00000000 PA USD 364577.50000000 0.064877877451 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Republica de Angola 549300QHR2R3J8JSGK83 N/A 200000.00000000 PA USD 172172.00000000 0.030638626675 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 494602.02000000 PA USD 491397.00000000 0.087445863626 Long LON US N 2 2028-07-26 Floating 9.60975000 N N N N N N MediaTek Inc. 254900UEGBK1I4DM4E14 N/A 48792.00000000 NS 1768516.57000000 0.314713884701 Long EC TW N 1 N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567PAF7 330000.00000000 PA USD 326988.77000000 0.058188827747 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55000000 N N N N N N N/A N/A BL4342947 189914.28000000 PA USD -1424.36000000 -0.00025346998 Long LON US N 2 2029-11-01 Floating 0.00000000 N N N N N N BCE Inc. 5493001I9203PRB5KR45 05534B760 4069.00000000 NS 138404.63000000 0.024629601727 Long EC CA N 1 N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 8787.89000000 0.001563836634 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 300000.00000000 CHF 342731.41000000 USD 2024-04-19 8787.89000000 N N N THE SCOTTS MIRACLE-GRO COMPANY 2TH9E0JTOUXOEGI2R879 810186AX4 676000.00000000 PA USD 582938.12000000 0.103735935188 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754RAF3 1020000.00000000 PA USD 1049291.34000000 0.186725168085 Long ABS-MBS US Y 2 2041-10-25 Floating 8.42038920 N N N N N N PETROBRAS GLOBAL FINANCE B.V. 549300FNENFFSMO3GT38 71647NAV1 290000.00000000 PA USD 286844.39000000 0.051044990933 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 486282.37000000 0.086535696821 Long ABS-CBDO CORP KY Y 2 2034-10-16 Floating 11.57559840 N N N N N N HUSKY INJECTION MOLDING SYSTEMS LTD. 5493003ZDHRVP2N4C109 88827AAA1 1190000.00000000 PA USD 1188583.90000000 0.211512780150 Long DBT NUSS CA N 2 2026-04-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association N/A 38375AN91 931992.48700000 PA USD 104247.37000000 0.018551194452 Long DBT USGA US N 2 2040-01-16 Floating 1.15885080 N N N N N N USA COMPRESSION PARTNERS, LP 5493000B1PEOKXRZEO65 91740PAG3 510000.00000000 PA USD 516352.46000000 0.091886777493 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N CDK GLOBAL II LLC 5493000L10CYRTHIJ385 15477CAA3 570000.00000000 PA USD 581859.73000000 0.103544031809 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 154970.58000000 0.027577572115 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91087BAM2 360000.00000000 PA USD 300315.60000000 0.053442241206 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N PDS HOLDCO INC. N/A 74049LAQ4 39246.00000000 PA USD 23580.17000000 0.004196176065 Long LON US N 2 2028-08-18 Floating 10.10477160 N N N N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 2940000.00000000 NC -1406.65000000 -0.00025031842 N/A DIR BR N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2026-01-02 228.27000000 BRL 0.00000000 BRL -2940000.00000000 BRL -1634.92000000 N N N SUNNOVA HELIOS ISSUER LLC N/A 86745LAC6 393992.71600000 PA USD 307549.61000000 0.054729559306 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 957821.99000000 0.170447868252 Long DBT NUSS GB N 2 2026-04-18 Fixed 1.64500000 N N N N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431318BC7 350000.00000000 PA USD 379468.25000000 0.067527739973 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BN6 1110000.00000000 PA USD 1111731.21000000 0.197836567538 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 2692.22000000 0.000479090232 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 1830000.00000000 CNY 254986.62000000 USD 2024-04-19 2692.22000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 CDS865909 -325000.00000000 NC USD 7341.37000000 0.001306423197 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Y 2029-06-20 7167.75000000 USD 0.00000000 USD -325000.00000000 USD 173.62000000 N N N The State of Qatar 52990074F6OJOAXK4P65 74727PBE0 450000.00000000 PA USD 397125.00000000 0.070669822144 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N RAND PARENT, LLC N/A 753272AA1 685000.00000000 PA USD 678328.10000000 0.120710925232 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448YAF8 312547.46120000 PA USD 270409.06000000 0.048120264844 Long ABS-MBS US Y 2 2053-01-15 Fixed 3.86000000 N N N N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 4710000.00000000 NC -29528.72000000 -0.00525474193 N/A DIR BR N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2029-01-02 0.00000000 BRL -4351.20000000 BRL -4710000.00000000 BRL -25177.52000000 N N N ENERGIZE HOLDCO LLC N/A 29280KAB1 786001.95000000 PA USD 783337.40000000 0.139397707868 Long LON US N 2 2028-12-08 Floating 9.19073880 N N N N N N SUNNOVA ENERGY CORPORATION 549300TH3GCD8YQUDR46 86745GAF0 600000.00000000 PA USD 467100.42000000 0.083122199824 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 1753568.29430000 PA USD 317015.16000000 0.056413987974 Long ABS-MBS US N 2 2031-09-15 Floating 9.62300160 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 4522.08000000 0.000804720401 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 150000.00000000 CHF 171493.84000000 USD 2024-04-19 4522.08000000 N N N UBS SECURITIES T6FIZBDPKLYJKFCRVK44 N/A 1.00000000 NC USD -244.67000000 -0.00004353990 N/A DFE US N 2 UBS SECURITIES T6FIZBDPKLYJKFCRVK44 161763.00000000 CAD 119453.78000000 USD 2024-06-20 -244.67000000 N N N SALLY HOLDINGS LLC 3GM3SMNQ8UJOJU9DFN26 79546VAQ9 230000.00000000 PA USD 228201.86000000 0.040609341792 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N N CHICONY ELECTRONICS CO., LTD. 254900JBP5GB5B1IHS51 N/A 29413.00000000 NS 203570.84000000 0.036226163189 Long EC TW N 1 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 140000.00000000 PA USD 135450.96000000 0.024103985527 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Banco Santander 7245000NHIQTPK869X55 N/A 4140000.00000000 NC 5606.19000000 0.000997641675 N/A DIR BR N 2 Banco Santander 7245000NHIQTPK869X55 Y 2025-01-02 0.00000000 BRL -57304.38000000 BRL -4140000.00000000 BRL 62910.57000000 N N N SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC 549300ICFD46O3KMJC06 84749AAA5 515000.00000000 PA USD 511547.90000000 0.091031788760 Long DBT CORP US N 2 2026-09-30 Fixed 6.37500000 N N N N N N BROWN GROUP HOLDINGS, LLC N/A 11565HAB2 471047.56000000 PA USD 470472.88000000 0.083722341211 Long LON US N 2 2028-06-07 Floating 8.17625880 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PGR4 1125000.00000000 PA USD 1034094.49000000 0.184020833967 Long ABS-MBS US N 2 2057-08-25 Floating 4.74999840 N N N N N N BROADSTREET PARTNERS, INC. 549300BS9N54G8DD0R75 11135RAA3 970000.00000000 PA USD 897797.47000000 0.159766289019 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 810000.00000000 PA USD 714825.00000000 0.127205679860 Long DBT NUSS GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 71424VAA8 230000.00000000 PA USD 238605.22000000 0.042460657123 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BP1 110000.00000000 PA USD 102080.58000000 0.018165606378 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N COMSYS Holdings Corporation 529900BXEDA1UA6QX260 N/A 6029.00000000 NS 140780.90000000 0.025052467521 Long EC JP N 1 N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 34163.05000000 0.006079437626 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 21212917538.00000000 IDR 1370343.51000000 USD 2024-04-19 34163.05000000 N N N AMC NETWORKS INC. 549300VGG9K75226LR46 00164VAG8 220000.00000000 PA USD 221597.20000000 0.039434018789 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPH9 79008.92300000 PA USD 80625.20000000 0.014347544335 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N FOOT LOCKER, INC. 549300X383CBNP6MTV94 344849AA2 530000.00000000 PA USD 446233.34000000 0.079408827882 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N EVERTEC GROUP LLC N/A U3000JAQ2 252000.00000000 PA USD 252630.00000000 0.044956417169 Long LON US N 2 2030-10-30 Floating 8.82626040 N N N N N N JB HI-FI LIMITED 529900TPC8H040Y3ZQ65 N/A 6557.00000000 NS 274848.15000000 0.048910216877 Long EC AU N 1 N N N BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 N/A 1.00000000 NC USD 1.51000000 0.000000268709 N/A DFE US N 2 BROWN BROTHERS HARRIMAN & CO. 5493006KMX1VFTPYPW14 4195.26000000 MYR 887.89000000 USD 2024-03-29 1.51000000 N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBL4 165000.00000000 PA USD 141390.00000000 0.025160859057 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N ESSENTIAL PROPERTIES REALTY TRUST, INC. 2549009LXQLVYCGLZO50 29670E107 8712.00000000 NS USD 232261.92000000 0.041331844072 Long EC US N 1 N N N JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 23190000.00000000 NC -52528.74000000 -0.00934767822 N/A DIR US N 2 JPMORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Y 2029-01-02 0.00000000 BRL 0.00000000 BRL -23190000.00000000 BRL -52528.74000000 N N N Bank of America B4TYDEB6GKMZO031MB27 N/A 6140000.00000000 NC USD -54992.65000000 -0.00978613986 N/A DIR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2036-09-22 70249.51000000 USD 0.00000000 USD -6140000.00000000 USD -125242.16000000 N N N ESAB CORPORATION 549300ZNV0SWBXEIWT04 29605JAA4 300000.00000000 PA USD 301404.90000000 0.053636086060 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 P3579EBE6 660000.00000000 PA USD 653255.62000000 0.116249187234 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 2435394.00000000 PA USD 1276877.07000000 0.227224867328 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.75000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP N/A 505742AP1 270000.00000000 PA USD 245437.80000000 0.043676539310 Long DBT CORP US N 2 2029-06-15 Fixed 4.75000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162BBG6 10412173.74500000 PA USD 368218.19000000 0.065525751332 Long DBT USGA US N 2 2052-05-15 Floating 1.00102680 N N N N N N MSC INDUSTRIAL DIRECT CO., INC. 0XVKH0LN6YGOWO2EGO17 553530106 2443.00000000 NS USD 237068.72000000 0.042187231422 Long EC US N 1 N N N Government National Mortgage Association N/A 38380UM67 2266627.44720000 PA USD 189025.17000000 0.033637708894 Long DBT USGA US N 2 2048-01-20 Floating 0.25677000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 230000.00000000 PA USD 201056.28000000 0.035778688193 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N TOWNSQUARE MEDIA, INC. 549300XBA8C68H0DR538 892231AB7 732000.00000000 PA USD 713700.00000000 0.127005482064 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N ROYAL CARIBBEAN CRUISES LTD. K2NEH8QNVW44JIWK7Z55 780153BR2 250000.00000000 PA USD 268141.25000000 0.047716699898 Long DBT NUSS US N 2 2029-01-15 Fixed 9.25000000 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 130000.00000000 PA USD 11700.00000000 0.002082057083 Long DBT NUSS VE N 2 2037-04-12 Floating 0.00000000 Y N N N N N Industria de Diseno Textil, S.A. 549300TTCXZOGZM2EY83 E6282N100 40479.00000000 NS 2040278.35000000 0.363074870936 Long EC ES N 1 N N N MHP Lux S.A. 222100RHC7R1WZ1J3M44 N/A 1284000.00000000 PA USD 1067325.00000000 0.189934322746 Long DBT NUSS UA N 2 2026-04-03 Fixed 6.95000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 5216.60000000 0.000928312733 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 180000.00000000 CHF 205582.71000000 USD 2024-04-19 5216.60000000 N N N AVIENT CORPORATION SM8L9RZYIB34LNTWO040 05368VAA4 410000.00000000 PA USD 420376.28000000 0.074807471051 Long DBT CORP US N 2 2030-08-01 Fixed 7.12500000 N N N N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 02156TAB0 350000.00000000 PA USD 130961.67000000 0.023305100224 Long DBT NUSS LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N PT Bank Rakyat Indonesia (Persero) Tbk 254900HB6S4B12GBNP64 N/A 3056137.00000000 NS 1166170.22000000 0.207524185176 Long EC ID N 1 N N N CAESARS ENTERTAINMENT, INC. N/A 12768EAH9 520000.00000000 PA USD 520000.00000000 0.092535870356 Long LON US N 2 2031-02-06 Floating 8.04045960 N N N N N N Bank of America B4TYDEB6GKMZO031MB27 N/A 4360000.00000000 NC -19321.03000000 -0.00343824678 N/A DIR BR N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2025-01-02 0.00000000 BRL -93204.16000000 BRL -4360000.00000000 BRL 73883.13000000 N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAB8 660000.00000000 PA USD 623811.21000000 0.111009448568 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N AXALTA COATING SYSTEMS, LLC 549300G80QONCHILSF69 05453GAC9 792000.00000000 PA USD 708734.03000000 0.126121769840 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N ADVANCED DRAINAGE SYSTEMS, INC. 6QQTOZ5MF5DHM7K92I60 00790RAA2 210000.00000000 PA USD 203721.59000000 0.036252989694 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N PEACE PARK CLO N/A 70470NAA1 400000.00000000 PA USD 393743.60000000 0.070068089852 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 11.57942160 N N N N N N Government National Mortgage Association N/A 38380YR23 378930.55760000 PA USD 37454.14000000 0.006665098929 Long DBT USGA US N 2 2048-09-20 Floating 0.75677040 N N N N N N TRANSOCEAN INC. DOL4HJ22ADYSIWES4H94 893830BQ1 1210000.00000000 PA USD 1261084.99000000 0.224414609890 Long DBT NUSS US N 2 2027-01-30 Fixed 11.50000000 N N N N N N VOYA CLO N/A 92917KAA2 229145.94000000 PA USD 229363.63000000 0.040816082942 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.72559920 N N N N N N Ressources Teck Limitee T8KI5SQ2JRWHL7XY0E11 878742BG9 230000.00000000 PA USD 212020.60000000 0.037729828374 Long DBT NUSS CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N VERSCEND HOLDING CORP. N/A 92531HAD9 541986.77000000 PA USD 541986.77000000 0.096448495160 Long LON US N 2 2025-08-27 Floating 9.44074080 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD -42358.11000000 -0.00753777802 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 24288036.50000000 MXN 1414109.43000000 USD 2024-04-19 -42358.11000000 N N N STATION CASINOS 3/24 TLB N/A BL4598845 530000.00000000 PA USD 528977.10000000 0.094133377590 Long LON US N 2 2031-03-07 Floating 7.57544040 N N N N N N MALAYSIAN RINGGIT N/A N/A 1.00000000 NC -2549.23000000 -0.00045364464 N/A DFE CN N 2 MALAYSIAN RINGGIT N/A 242848.89000000 USD 1742997.00000000 CNY 2024-04-19 -2549.23000000 N N N ASURION LLC N/A 04649VBA7 450000.00000000 PA USD 400851.00000000 0.071332877246 Long LON US N 2 2029-01-20 Floating 10.69074000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0LQ7 818874.72990000 PA USD 87675.44000000 0.015602159902 Long DBT USGA US N 2 2048-01-25 Floating 0.71512920 N N N N N N SHOPS AT CRYSTALS TRUST N/A 82510WAL4 885000.00000000 PA USD 818623.58000000 0.145677010518 Long ABS-MBS US N 2 2036-07-05 Floating 3.73110120 N N N N N N Far EasTone Telecommunications Co., Ltd. 529900L7W7BWDLVZL253 N/A 81995.00000000 NS 207270.94000000 0.036884609293 Long EC TW N 1 N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD N/A 39808MAJ2 250000.00000000 PA USD 249359.25000000 0.044374375442 Long ABS-CBDO CORP KY Y 2 2041-03-15 Floating 10.66259880 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457100 41679.00000000 NS USD 1624230.63000000 0.289037682705 Long EC US N 1 N N N DT MIDSTREAM, INC. N/A 23345M107 4865.00000000 NS USD 297251.50000000 0.052896973590 Long EC US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAW7 330000.00000000 PA USD 327131.41000000 0.058214211048 Long DBT NUSS IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DH5 1200000.00000000 PA USD 1411413.74000000 0.251166151661 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N AG ISSUER, LLC N/A 00119LAA9 911000.00000000 PA USD 892081.17000000 0.158749052874 Long DBT CORP US N 2 2028-03-01 Fixed 6.25000000 N N N N N N GETTY IMAGES N/A 37427UAJ9 352187.50000000 PA USD 351638.09000000 0.062575262901 Long LON US N 2 2026-02-19 Floating 9.94813920 N N N N N N CANYON CAPITAL CLO LTD. N/A 13877FAA7 280000.00000000 PA USD 266146.72000000 0.047361766111 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 11.98559880 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 250000.00000000 PA USD 245278.75000000 0.043648235790 Long DBT NUSS US N 2 2027-09-15 Fixed 5.87500000 N N N N N N MAGNOLIA FINANCE X DESIGNATED ACTIVITY COMPANY 213800P1BCRS8AAU4W28 55960WAB7 915000.00000000 PA USD 913448.36000000 0.162551421189 Long ABS-MBS IE N 2 2024-08-09 Floating 8.47904040 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BF1 1260000.00000000 PA USD 1256719.34000000 0.223637726770 Long DBT CORP US N 2 2172-12-15 Fixed 6.20000000 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST N/A 38237JAB9 90110.03100000 PA USD 67641.09000000 0.012036975259 Long ABS-MBS US Y 2 2049-01-20 Fixed 2.94000000 N N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES N/A 92925GAD5 469462.51840000 PA USD 402185.63000000 0.071570379455 Long ABS-MBS US N 2 2036-12-25 Floating 4.36355280 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 630000.00000000 PA USD 616219.51000000 0.109658478247 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A 61691ABQ5 190000.00000000 PA USD 165299.96000000 0.029415722439 Long ABS-MBS US N 2 2048-12-15 Floating 4.55882040 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 9213.00000000 NS USD 1604996.73000000 0.285614941018 Long EC US N 1 N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431150 2787.00000000 NC USD 70789.80000000 0.012597299529 N/A DE US N 2 NOBLE CORP PLC WT N/A Call Purchased NOBLE CORPORATION PLC Nobel Corp Equity Warrants Exp 4th Feb 2028 2787.00000000 23.13000000 USD 2028-02-07 XXXX 65215.80000000 N N N ZIFF DAVIS, INC. 5493008OJYGLHD7MXA18 48123VAF9 440000.00000000 PA USD 396656.83000000 0.070586509609 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AW4 415000.00000000 PA USD 382972.50000000 0.068151333865 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAJ6 820000.00000000 PA USD 795627.88000000 0.141584842991 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N HALSEYPOINT CLO N/A 40638CAC3 290000.00000000 PA USD 258024.60000000 0.045916405643 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 13.77942120 N N N N N N United States of America N/A N/A 135.00000000 NC USD 14447109.38000000 2.570915078103 N/A DIR US N 1 US 5YR NOTE (CBT) JUN24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2024 2024-07-01 14433337.33000000 USD 13772.05000000 N N N XPO, INC. 54930096DB9LCLPN7H13 983793AK6 160000.00000000 PA USD 164664.32000000 0.029302608015 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DR3 340000.00000000 PA USD 357241.06000000 0.063572331565 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N GATWICK AIRPORT FINANCE PLC 213800BDRHDHRGTQ1D63 N/A 510000.00000000 PA 619206.65000000 0.110190050554 Long DBT NUSS GB N 2 2026-04-07 Fixed 4.37500000 N N N N N N AADVANTAGE LOYALTY IP LTD. N/A 00253XAA9 143999.99590000 PA USD 143019.33000000 0.025450804191 Long DBT NUSS US N 2 2026-04-20 Fixed 5.50000000 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08163VAL1 500000.00000000 PA USD 404007.50000000 0.071894587775 Long ABS-MBS US Y 2 2056-07-15 Fixed 4.00000000 N N N N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 14066.00000000 NS USD 1225851.90000000 0.218144754797 Long EC US N 1 N N N BX TRUST N/A 12434CAQ7 297352.56420000 PA USD 286945.22000000 0.051062933994 Long ABS-MBS US Y 2 2034-09-15 Floating 7.37647920 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 20754DAB3 386000.00000000 PA USD 398032.04000000 0.070831233175 Long ABS-MBS US Y 2 2042-04-25 Floating 8.32038840 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CY9 50000.00000000 PA USD 37736.34000000 0.006715317434 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAK9 240000.00000000 PA USD 231600.00000000 0.041214053028 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 1005000.00000000 PA USD 949584.96000000 0.168982059136 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N DIRECTV FINANCING, LLC N/A 25460HAB8 369118.05000000 PA USD 369273.08000000 0.065713472801 Long LON US N 2 2027-08-02 Floating 10.44074160 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 355000.00000000 PA USD 338985.59000000 0.060323705017 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 3055149.55000000 PA USD 1244828.11000000 0.221521639621 Long DBT NUSS AR N 2 2037-09-01 Fixed 6.37500000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 300000.00000000 PA USD 282370.01000000 0.050248758919 Long DBT CORP DE N 2 2028-12-15 Fixed 4.37500000 N N N N N N CTC HOLDINGS, L.P. N/A 12658UAB9 231030.02000000 PA USD 229874.87000000 0.040907059939 Long LON US N 2 2029-02-20 Floating 10.47574080 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAK7 330000.00000000 PA USD 308015.94000000 0.054812544406 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N CIVITAS RESOURCES, INC. IIVIHPH28S64K95M2381 097793AE3 385000.00000000 PA USD 376396.44000000 0.066981100335 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N BOOST NEWCO BORROWER, LLC N/A 92943EAB2 320000.00000000 PA USD 320867.20000000 0.057099472347 Long LON US N 2 2031-01-31 Floating 8.32626000 N N N N N N CAB SELAS 9695008EGX5O9K1MS743 N/A 325000.00000000 PA 317276.63000000 0.056460517501 Long DBT NUSS FR N 2 2028-02-01 Fixed 3.37500000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 19416MAB5 360000.00000000 PA USD 354003.26000000 0.062996153409 Long DBT CORP US N 2 2029-07-01 Fixed 5.87500000 N N N N N N Bundesrepublik Deutschland N/A N/A 48.00000000 NC 6914388.78000000 1.230440353347 N/A DIR DE N 1 EURO-BUND FUTURE JUN24 N/A Long Germany Govt. Bond Futures Euro-Bund Future Jun 2024 2024-06-09 6878942.89000000 EUR 35445.89000000 N N N SEAWORLD PARKS & ENTERTAINMENT, INC. 549300UZV72O3371JJ53 81282UAG7 717000.00000000 PA USD 675305.88000000 0.120173110312 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 165000.00000000 PA USD 166707.20000000 0.029666145859 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N GARDA WORLD SECURITY CORPORATION N/A C4000KAE4 650753.19000000 PA USD 651163.16000000 0.115876826451 Long LON US N 2 2029-02-01 Floating 9.58250880 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 200000.00000000 PA USD 179488.00000000 0.031940535189 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275R102 26711.00000000 NS USD 1333146.01000000 0.237238127591 Long EC US N 1 N N N APX GROUP, INC. 549300OMQVKPRU98OE64 00213MAW4 821000.00000000 PA USD 789391.91000000 0.140475129700 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -2230.71000000 -0.00039696286 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 191465.37000000 USD 170000.00000000 CHF 2024-04-19 -2230.71000000 N N N CARRIAGE SERVICES, INC. N/A 143905AP2 290000.00000000 PA USD 257142.59000000 0.045759448791 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N ARCOSA, INC. 549300WFHLTCZV7D6V29 039653AA8 410000.00000000 PA USD 377828.57000000 0.067235953020 Long DBT CORP US N 2 2029-04-15 Fixed 4.37500000 N N N N N N MAGENTA BUYER LLC N/A 55910RAB9 413249.94000000 PA USD 243015.76000000 0.043245528580 Long LON US N 2 2028-07-27 Floating 10.57426920 N N N N N N BX TRUST N/A 05612HAG6 540000.00000000 PA USD 540466.83000000 0.096178016370 Long ABS-MBS US Y 2 2029-04-15 Floating 0.00000000 N N N N N N VICI PROPERTIES INC. 254900RKH6RY9KCJQH63 925652109 43897.00000000 NS USD 1307691.63000000 0.232708429115 Long EC US N 1 N N N CONNECTICUT AVENUE SECURITIES N/A 20754DAF4 433000.00000000 PA USD 458044.59000000 0.081510682303 Long ABS-MBS US Y 2 2042-04-25 Floating 9.82038960 N N N N N N CONNECTICUT AVENUE SECURITIES N/A 30711XYW8 570000.00000000 PA USD 612335.78000000 0.108967354524 Long DBT USGA US N 2 2030-07-25 Floating 8.98486920 N N N N N N NABORS INDUSTRIES LTD. N/A 629571AA8 100000.00000000 PA USD 99380.90000000 0.017685188612 Long DBT NUSS US N 2 2026-01-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 3560000.00000000 NC -13315.67000000 -0.00236957137 N/A DIR PL N 2 N/A N/A Y 2034-06-19 0.00000000 PLN -6057.44000000 PLN -3560000.00000000 PLN -7258.23000000 N N N CONNECTICUT AVENUE SECURITIES N/A 20753QAF6 459870.90000000 PA USD 494497.02000000 0.087997523335 Long ABS-MBS US N 2 2031-04-25 Floating 9.78486840 N N N N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 AR7769417 100000.00000000 PA 87793.89000000 0.015623238506 Long DBT NUSS CI N 2 2048-03-22 Fixed 6.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 N/A 240000.00000000 PA 308810.85000000 0.054954001500 Long DBT NUSS GB N 2 2173-03-27 Fixed 8.50000000 N N N Y Y LLOYDS BANKING GROUP PLC GBP XXXX N N N SNF GROUP SA 969500F7036FEDYPRV54 7846ELAE7 310000.00000000 PA USD 268340.03000000 0.047752073514 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 546650.78000000 0.097278472516 Long DBT NUSS EC N 2 2040-07-31 Fixed 2.50000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 10061.00000000 NS USD 1591549.59000000 0.283221974088 Long EC US N 1 N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 200000.00000000 PA USD 170200.00000000 0.030287702182 Long DBT NUSS MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N NEXSTAR MEDIA INC. 5493006PK6I4I2OOT688 65343HAA9 240000.00000000 PA USD 230236.75000000 0.040971457787 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N JANE STREET GROUP N/A 47077DAH3 766099.91000000 PA USD 766291.43000000 0.136364316195 Long LON US N 2 2028-01-26 Floating 7.94073960 N N N N N N CK ASSET HOLDINGS LIMITED 5299006GJZSGP78B8S35 N/A 110031.00000000 NS 452695.44000000 0.080558781820 Long EC HK N 1 N N N MERLIN ENTERTAINMENTS GROUP U.S. HOLDINGS INC. 549300HBQPPKS1187K54 59010UAA5 345000.00000000 PA USD 347597.51000000 0.061856227156 Long DBT CORP GB N 2 2031-02-15 Fixed 7.37500000 N N N N N N Bank of America B4TYDEB6GKMZO031MB27 N/A 365382600.00000000 NC -266110.46000000 -0.04735531351 N/A DIR MX N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2024-07-17 0.00000000 MXN 0.00000000 MXN -365382600.00000000 MXN -266110.46000000 N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 9593.85000000 0.001707260115 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 2259550.00000000 AUD 1484297.72000000 USD 2024-04-19 9593.85000000 N N N SUMMIT MIDSTREAM PARTNERS, LP N/A 866142409 28458.00000000 NS USD 798816.06000000 0.142152191090 Long EC US N 1 N N N BERRY GLOBAL, INC. 549300AP2Q7ERHX6RI89 08576PAH4 305000.00000000 PA USD 285110.21000000 0.050736387365 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N YPF S.A 5493003N7447U18U5U53 984245AL4 400000.00000000 PA USD 391818.92000000 0.069725586123 Long DBT NUSS AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N ITALGAS S.P.A. 815600F25FF44EF1FA76 N/A 25503.00000000 NS 148732.84000000 0.026467543846 Long EC IT N 1 N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAT7 36000.00000000 PA USD 35495.44000000 0.006316541219 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N MV24 CAPITAL B.V N/A 55388RAA4 161272.00000000 PA USD 151337.03000000 0.026930968823 Long DBT NUSS BR N 2 2034-06-01 Fixed 6.74800000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -530.78000000 -0.00009445421 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 200896.89000000 USD 180000.00000000 CHF 2024-04-19 -530.78000000 N N N GIBSON ENERGY INC. 549300WYW5D9I3FR0643 374825206 7694.00000000 NS 131109.29000000 0.023331369734 Long EC CA N 1 N N N Republic of Iraq 2549004N3P710UQ9X454 N/A 140000.00000000 PA USD 131723.20000000 0.023440617227 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N Morgan Stanley & Co International 4PQUHN3JPFGFNF3BB653 N/A 35350000.00000000 NC USD -194708.29000000 -0.03464904053 N/A DIR US N 2 Morgan Stanley & Co International 4PQUHN3JPFGFNF3BB653 Y 2027-10-26 60235.15000000 USD 0.00000000 USD -35350000.00000000 USD -254943.44000000 N N N B3 S.A - Brasil, Bolsa, Balcao 4GTK5S46E6H318LMDS44 11778EAA4 300000.00000000 PA USD 263139.45000000 0.046826611597 Long DBT NUSS BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 123918AJ3 560000.00000000 PA USD 560394.69000000 0.099724250735 Long ABS-MBS US Y 2 2040-06-15 Floating 11.19633120 N N N N N N Government National Mortgage Association N/A 38380Y2Z7 1263512.48570000 PA USD 137549.63000000 0.024477451402 Long DBT USGA US N 2 2048-09-20 Floating 0.75677040 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AR0 530000.00000000 PA USD 492615.59000000 0.087662716099 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N NMI HOLDINGS, INC. 529900KNNGFXJX1C3Z08 629209AA5 410000.00000000 PA USD 414111.48000000 0.073692627358 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343V104 49970.00000000 NS USD 2096741.20000000 0.373122638181 Long EC US N 1 N N N FIRST BRANDS GROUP, LLC N/A 31935HAG2 113850.00000000 PA USD 113802.18000000 0.020251507259 Long LON US N 2 2027-03-30 Floating 10.57426920 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PMX4 1720000.00000000 PA USD 1554466.34000000 0.276622876368 Long ABS-MBS US N 2 2059-02-25 Floating 4.50000000 N N N N N N WHITEBOX CLO LTD N/A 96467KAA7 770000.00000000 PA USD 775279.12000000 0.137963707958 Long ABS-CBDO CORP KY Y 2 2036-04-20 Floating 7.46781120 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AN9 810000.00000000 PA USD 790856.78000000 0.140735808585 Long DBT NUSS CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N LIFEPOINT HEALTH, INC. N/A 75915TAG7 759513.14000000 PA USD 761275.21000000 0.135471661804 Long LON US N 2 2028-11-16 Floating 11.08734840 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DR8 840000.00000000 PA USD 847066.06000000 0.150738452137 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N United States of America N/A N/A 64.00000000 NC USD 7335000.00000000 1.305289632817 N/A DIR US N 1 US 10YR ULTRA FUT JUN24 N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2024 2024-06-21 7298144.04000000 USD 36855.96000000 N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CQ7 900000.00000000 PA USD 802124.07000000 0.142740863367 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 189054109 5600.00000000 NS USD 857416.00000000 0.152580261187 Long EC US N 1 N N N CIM TRUST N/A 12569UAA9 511303.67810000 PA USD 504230.00000000 0.089729542134 Long ABS-MBS US Y 2 2062-05-25 Floating 5.00000040 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CDS860813 1290000.00000000 NC USD -8139.63000000 -0.00144847643 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-12-20 0.00000000 USD -4082.84000000 USD 1290000.00000000 USD -4056.79000000 N N N KELLANOVA LONOZNOJYIBXOHXWDB86 487836108 17240.00000000 NS USD 987679.60000000 0.175761137344 Long EC US N 1 N N N Morgan Stanley & Co International 4PQUHN3JPFGFNF3BB653 N/A 8120000.00000000 NC USD 265352.31000000 0.047220397994 N/A DIR US N 2 Morgan Stanley & Co International 4PQUHN3JPFGFNF3BB653 Y 2035-10-26 62463.50000000 USD 0.00000000 USD -8120000.00000000 USD 202888.81000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 N/A 700000.00000000 PA 869241.17000000 0.154684592722 Long DBT NUSS GB N 2 2172-09-15 Fixed 7.12500000 N N N Y Y BARCLAYS PLC GBP XXXX N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AS8 440000.00000000 PA USD 413183.65000000 0.073527516672 Long DBT NUSS IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N CNX MIDSTREAM PARTNERS LP N/A 12654AAA9 350000.00000000 PA USD 311944.40000000 0.055511627993 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 820000.00000000 PA USD 764733.23000000 0.136087028901 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAF7 200000.00000000 PA USD 169484.40000000 0.030160358588 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251525AX9 200000.00000000 PA USD 184645.62000000 0.032858352219 Long DBT NUSS DE N 2 2172-04-30 Fixed 6.00000000 N N N N N N PERMIAN RESOURCES OPERATING, LLC 5493004CTVUMQLRPOE23 27034RAC7 490000.00000000 PA USD 546007.00000000 0.097163909549 Long DBT CORP US N 2 2031-07-15 Fixed 9.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558103 19811.00000000 NS USD 1451155.75000000 0.258238385286 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211KAK6 71000.00000000 PA USD 73988.96000000 0.013166601558 Long DBT CORP US Y 2 2033-07-15 Fixed 6.87500000 N N N N N N N/A N/A L5217E120 22561.00000000 NS USD 620427.50000000 0.110407305203 Long EC US N 3 N N N N/A N/A 02862PAA5 1073210.00000000 PA USD 1196629.19000000 0.212944468443 Long DBT CORP US N 2 2026-09-01 Fixed 8.50000000 N N N N N N Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III 254900G208H6Q0L5B953 71567RAF3 200000.00000000 PA USD 198175.01000000 0.035265955833 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55000000 N N N N N N MULTIPLAN CORPORATION N/A 17144CAB0 420000.00000000 PA USD 293990.26000000 0.052316624202 Long DBT CORP US N 2 2027-10-15 Fixed 6.00000000 N N N N N N VISTAJET MALTA FINANCE P.L.C. 5299001UK94VGT0CPQ36 92840JAD1 400000.00000000 PA USD 338169.64000000 0.060178503779 Long DBT NUSS CH N 2 2027-05-01 Fixed 7.87500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 440000.00000000 PA USD 370677.52000000 0.065963397951 Long DBT CORP ZA N 2 2031-03-18 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PER9 1425000.00000000 PA USD 1466013.45000000 0.260882366442 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N AGRICULTURAL BANK OF CHINA LIMITED 549300E7TSGLCOVSY746 N/A 1613375.00000000 NS 680274.90000000 0.121057365294 Long EC HK N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 15309.00000000 NS 1485008.69000000 0.264262637723 Long EC CH N 1 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAN8 485000.00000000 PA USD 518843.30000000 0.092330031431 Long DBT CORP US N 2 2030-07-25 Fixed 9.37500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 815000.00000000 PA USD 721759.75000000 0.128439743566 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N LCH IR EUR A 19JUN34 N/A N/A 600000.00000000 NC -25213.99000000 -0.00448692021 N/A DIR XX N 2 LCH IR EUR A 19JUN34 N/A Y 2034-06-19 0.00000000 EUR -24021.37000000 EUR -600000.00000000 EUR -1192.62000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 1135.38000000 0.000202044954 N/A DFE BR N 2 BRAZILIAN REAL N/A 192237.64000000 USD 970000.00000000 BRL 2024-04-19 1135.38000000 N N N NEWREZ WAREHOUSE SECURITIZATION TRUST N/A 65246PAF8 468000.00180000 PA USD 468266.90000000 0.083329779135 Long ABS-MBS US Y 2 2055-05-25 Floating 10.69389000 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AT2 830000.00000000 PA USD 795774.95000000 0.141611014627 Long DBT NUSS ZM N 2 2027-10-15 Fixed 6.87500000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 77582.22000000 0.013806035099 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 3676227.86000000 EUR 4051133.25000000 USD 2024-04-19 77582.22000000 N N N NOBLE CORPORATION PLC 549300I3HBUNXO0OG954 G65431135 2787.00000000 NC USD 82690.29000000 0.014715034529 N/A DE US N 2 NOBLE CORP PLC WT N/A Call Purchased NOBLE CORPORATION PLC Nobel Corp Equity Warrants Exp 4th Feb 2028 2787.00000000 19.27000000 USD 2028-02-07 XXXX 75722.79000000 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAV7 600000.00000000 PA USD 627882.14000000 0.111733885204 Long DBT NUSS ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AG3 1232000.00000000 PA USD 1125133.86000000 0.200221617312 Long DBT NUSS CH N 2 2172-12-02 Fixed 3.87500000 N N N N N N FIRST HORIZON CORPORATION TF3RXI1ZB1TQ30H9JV10 320517AD7 585000.00000000 PA USD 570879.02000000 0.101589974969 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N BNP Paribas 74KKBLHM4AWY05GPNY79 N/A 4470000.00000000 NC -2854.55000000 -0.00050797743 N/A DIR BR N 2 BNP Paribas 74KKBLHM4AWY05GPNY79 Y 2027-01-04 0.00000000 BRL 0.00000000 BRL -4470000.00000000 BRL -2854.55000000 N N N PENSKE AUTOMOTIVE GROUP, INC. 549300W7UTQ0M4C7LB15 70959WAK9 688000.00000000 PA USD 617014.82000000 0.109800006522 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 Y8137FAE8 570000.00000000 PA USD 339134.07000000 0.060350127567 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 Y N N N N N ICAHN ENTERPRISES L.P. 549300T0G4GS0SINS786 451102BW6 551000.00000000 PA USD 548461.38000000 0.097600675298 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N UBS SECURITIES T6FIZBDPKLYJKFCRVK44 N/A 1.00000000 NC USD 234.48000000 0.000041726559 N/A DFE US N 2 UBS SECURITIES T6FIZBDPKLYJKFCRVK44 234892.59000000 CHF 263568.00000000 USD 2024-06-20 234.48000000 N N N GS MORTGAGE SECURITIES TRUST N/A 36250GAW5 240000.00000000 PA USD 212995.51000000 0.037903317115 Long ABS-MBS US N 2 2050-05-10 Floating 4.06791360 N N N N N N AMMC CLO LIMITED N/A 03165UAJ7 250000.00000000 PA USD 248612.25000000 0.044241444105 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 4.50000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 1561000.00000000 PA USD 1318333.73000000 0.234602229088 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N MEXICAN PESO N/A N/A 1.00000000 NC 2537.02000000 0.000451471834 N/A DFE MX N 2 MEXICAN PESO N/A 91996.50000000 USD 1576440.00000000 MXN 2024-04-19 2537.02000000 N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAG4 530000.00000000 PA USD 541093.43000000 0.096289522094 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N JAPAN TOBACCO INC. 353800Z0ENYBQO0XRJ31 N/A 57222.00000000 NS 1522945.69000000 0.271013663326 Long EC JP N 1 N N N ENTERCOM MEDIA CORP N/A 12506KAE9 1140000.00000000 PA USD 653790.00000000 0.116344282077 Long LON US N 2 2024-11-18 Floating 8.07427080 N N N N N N R. R. DONNELLEY & SONS COMPANY SU4X0P4WWRGOQDTSV032 257867BG5 230000.00000000 PA USD 249177.40000000 0.044342014581 Long DBT CORP US N 2 2028-07-31 Fixed 9.75000000 N N N N N N Mexico City Airport Trust N/A 59284MAB0 200000.00000000 PA USD 168757.44000000 0.030030993441 Long DBT NUSS MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 730000.00000000 PA USD 637916.00000000 0.113519446681 Long DBT NUSS AU N 2 2030-10-01 Fixed 3.75000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 165000.00000000 PA USD 133998.45000000 0.023845506148 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N DCERT BUYER INC. N/A 24022KAJ8 740000.00000000 PA USD 664379.40000000 0.118228703896 Long LON US N 2 2029-02-19 Floating 12.32625960 N N N N N N AUTOMATIC DATA PROCESSING, INC. HGBOLILQXWER4SAL2I23 053015103 645.00000000 NS USD 161082.30000000 0.028665174672 Long EC US N 1 N N N NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 N/A 9570000.00000000 NC 1354.86000000 0.000241102210 N/A DIR CN N 2 NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 Y 2026-06-19 1878.76000000 CNY 0.00000000 CNY -9570000.00000000 CNY -523.90000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 48885.00000000 NS USD 2132363.70000000 0.379461790184 Long EC US N 1 N N N Government National Mortgage Association N/A 38380TZK5 991342.64500000 PA USD 78173.61000000 0.013911275077 Long DBT USGA US N 2 2047-07-20 Floating 0.21677040 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAH3 451950.00000000 PA USD 234562.05000000 0.041741160479 Long LON US N 2 2028-11-15 Floating 9.32427000 N N N N N N MATADOR RESOURCES COMPANY 549300CI3Q2UUK5R4G79 576485AF3 625000.00000000 PA USD 639421.88000000 0.113787423443 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBVK5 476991.34420000 PA USD 95011.91000000 0.016907711127 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A -525000.00000000 NC USD 823.77000000 0.000146592834 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2024-06-20 571.55000000 USD 0.00000000 USD -525000.00000000 USD 252.22000000 N N N WELLS FARGO MORTGAGE BACKED SECURITIES TRUST N/A 94983RAD6 285794.71560000 PA USD 265582.54000000 0.047261368250 Long ABS-MBS US N 2 2036-04-25 Floating 6.26514840 N N N N N N BOSIDENG INTERNATIONAL HOLDINGS LIMITED 254900G7F1RDM4B3S169 N/A 183920.00000000 NS 91884.21000000 0.016351125662 Long EC HK N 1 N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PEB0 660000.00000000 PA USD 619462.99000000 0.110235667179 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 6918.26000000 0.001231129250 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 220000.00000000 CHF 251810.17000000 USD 2024-04-19 6918.26000000 N N N Republica Argentina 549300KPBYGYF7HCHO27 N/A 5621.00000000 PA 2898.74000000 0.000515841209 Long DBT NUSS AR N 2 2029-07-09 Fixed 0.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BJ2 610000.00000000 PA USD 565825.79000000 0.100690734515 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST N/A 55361AAZ7 290000.00000000 PA USD 301958.38000000 0.053734579816 Long ABS-MBS US N 2 2056-12-15 Floating 7.01821080 N N N N N N Government National Mortgage Association N/A 38380YR64 278328.09790000 PA USD 32414.59000000 0.005768292880 Long DBT USGA US N 2 2048-09-20 Floating 0.75677040 N N N N N N ALLIANT ENERGY FINANCE, LLC 54930033ER6EOI5DL570 01882YAB2 115000.00000000 PA USD 110141.22000000 0.019600026259 Long DBT CORP US N 2 2028-06-15 Fixed 4.25000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162100 5138.00000000 NS USD 1460836.16000000 0.259961049065 Long EC US N 1 N N N SKYMILES IP LTD. (DELA AIR LINES, INC.) N/A 24736CBS2 360000.00000000 PA USD 370951.20000000 0.066012100291 Long LON US N 2 2027-10-20 Floating 9.06780960 N N N N N N Bank of America B4TYDEB6GKMZO031MB27 CDS861783 598000.00000000 NC USD 62058.93000000 0.011043609809 N/A DCR US N 2 Bank of America B4TYDEB6GKMZO031MB27 Y 2028-12-20 75467.66000000 USD 0.00000000 USD 598000.00000000 USD -13408.73000000 N N N NEWELL BRANDS INC. 549300LWGYFM1TVO1Z12 651229BC9 70000.00000000 PA USD 68837.87000000 0.012249946565 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 210000.00000000 PA USD 218746.50000000 0.038926726471 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Republica de Guatemala 529900QKDFFU9UWW5315 401494AP4 790000.00000000 PA USD 756297.10000000 0.134585789224 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.37500000 N N N N N N Republique du Benin 635400Q11P6AE5A5Y230 N/A 1480000.00000000 PA 1342905.84000000 0.238974924444 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.87500000 N N N N N N Joint Stock Company National Company QazaqGaz 635400YGLXBBSVHONW39 48668NAA9 300000.00000000 PA USD 281946.00000000 0.050173304814 Long DBT NUSS KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N GLOBAL PARTNERS LP 549300PCHWTW9P4DU444 37954FAJ3 440000.00000000 PA USD 436453.51000000 0.077668471957 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307AY3 600000.00000000 PA USD 404430.66000000 0.071969890619 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 N/A 56802.00000000 NS 1516431.58000000 0.269854454021 Long EC SG N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 1155000.00000000 PA USD 1113024.10000000 0.198066641963 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N THE CHEMOURS COMPANY 549300M1BOLNXL8DOV14 163851AH1 525000.00000000 PA USD 452585.70000000 0.080539253193 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N LOGISTA INTEGRAL SA 9598000ANNAL42UJ7X28 N/A 3662.00000000 NS 102433.01000000 0.018228322564 Long EC ES N 1 N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05971KAE9 600000.00000000 PA USD 580040.08000000 0.103220218547 Long DBT NUSS ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N DIRECTV FINANCING, LLC N/A 25461LAA0 160000.00000000 PA USD 151365.79000000 0.026936086768 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N The State of Qatar 52990074F6OJOAXK4P65 N/A 280000.00000000 PA USD 256766.72000000 0.045692561372 Long DBT NUSS QA N 2 2046-06-02 Fixed 4.62500000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 05964HAB1 200000.00000000 PA USD 193788.35000000 0.034485333908 Long DBT NUSS ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 1425000.00000000 PA USD 1372496.19000000 0.244240633658 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N CHORD ENERGY CORPORATION 529900FA4V2YNIKZ0M71 674215AL2 580000.00000000 PA USD 582419.18000000 0.103643587949 Long DBT CORP US N 2 2026-06-01 Fixed 6.37500000 N N N N N N BUCKHORN PARK CLO, LTD N/A 118382AW0 400000.00000000 PA USD 395046.40000000 0.070299927798 Long ABS-CBDO CORP KY Y 2 2034-07-18 Floating 8.65951920 N N N N N N WW INTERNATIONAL, INC. N/A 92941PAC7 80000.00000000 PA USD 34933.60000000 0.006216559770 Long LON US N 2 2028-04-13 Floating 8.94074040 N N N N N N SANOFI SA 549300E9PC51EN656011 N/A 12140.00000000 NS 1192589.50000000 0.212225591077 Long EC FR N 1 N N N BX TRUST N/A 05608RAL9 550000.00000000 PA USD 538656.25000000 0.095855817147 Long ABS-MBS US Y 2 2036-10-15 Floating 7.68398040 N N N N N N HKT Trust and HKT Limited N/A N/A 197586.00000000 NS 230495.33000000 0.041017473028 Long EC HK N 1 N N N PRETIUM PKG HOLDINGS, INC. N/A 74142KAJ8 781576.29000000 PA USD 789720.31000000 0.140533569661 Long LON US N 2 2028-10-02 Floating 12.80643120 N N N N N N Gobierno de la Republica Dominicana 254900EHU7Q8FGVPI369 25714PDW5 1270000.00000000 PA USD 1206424.71000000 0.214687616460 Long DBT NUSS DO N 2 2048-02-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 52.00000000 NC USD 12405900.00000000 2.207674527030 N/A DO US N 1 3 MONTH SOFR FUT DEC24 N/A Long Interest Rate Futures CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 2025-03-21 12560996.70000000 USD -155096.70000000 N N N Republica del Ecuador 5299003Y2U5XK0A35H71 N/A 329216.00000000 PA USD 161815.38000000 0.028795628894 Long DBT NUSS EC N 2 2030-07-31 Fixed 0.00000000 N N N N N N BOMBARDIER INC. W7L3VLU8EHQY34Z36697 097751BT7 430000.00000000 PA USD 430300.57000000 0.076573534153 Long DBT NUSS CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N Autokiniton Group/L&W (AGG) 1/24 N/A N/A 214500.00000000 PA USD 215036.25000000 0.038266474138 Long LON US N 2 2028-04-06 Floating 9.44074080 N N N N N N CLARIOS GLOBAL LP N/A C8000CAL7 418950.00000000 PA USD 419603.56000000 0.074669962748 Long LON US N 2 2030-05-06 Floating 8.32626000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 3836.00000000 NS USD 506160.20000000 0.090073028166 Long EC US N 1 N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 8860000.00000000 PA USD 622756.11000000 0.110821689728 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 240000.00000000 PA USD 232681.97000000 0.041406593481 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N BURFORD CAPITAL GLOBAL FINANCE LLC 549300JVAOO67CSCH406 12116LAE9 370000.00000000 PA USD 391602.08000000 0.069686998665 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N Corporation de Securite Garda World 549300ZF1NDXLMCHNO20 36485MAM1 205000.00000000 PA USD 210225.45000000 0.037410374974 Long DBT NUSS CA N 2 2028-02-15 Fixed 7.75000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 1858.00000000 NS 501270.12000000 0.089202820842 Long EC CH N 1 N N N GREYSTONE SELECT FINANCIAL LLC N/A 39808KAB3 0.02000000 PA USD 0.02000000 0.000000003559 Long LON US N 2 2028-06-16 Floating 10.57118040 N N N N N N Gray Television 10/21 Cov-Lite TLD N/A 389376AZ7 380000.00000000 PA USD 355300.00000000 0.063226912957 Long LON US N 2 2028-12-01 Floating 3089.06562000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBZ3 280000.00000000 PA USD 232583.72000000 0.041389109540 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 320000.00000000 PA USD 319161.09000000 0.056795863936 Long DBT NUSS GB N 2 2172-09-15 Fixed 8.00000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N LCM INVESTMENTS HOLDINGS II, LLC 549300P5V78NNQTG4428 50190EAA2 980000.00000000 PA USD 900750.34000000 0.160291762857 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N United States of America N/A N/A 141.00000000 NC USD 15089203.13000000 2.685177970424 N/A DIR US N 1 US 5YR NOTE (CBT) JUN24 N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2024 2024-07-01 15040411.62000000 USD 48791.51000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 930000.00000000 PA USD 1055139.29000000 0.187765831822 Long DBT NUSS IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N USI, INC. 2549006D7UF7072T7I27 90346KAB5 265000.00000000 PA USD 265488.13000000 0.047244567651 Long DBT CORP US N 2 2032-01-15 Fixed 7.50000000 N N N N N N INGEVITY CORPORATION 5493009UTFC4B5IMGF87 45688CAB3 595000.00000000 PA USD 537387.10000000 0.095629967340 Long DBT CORP US N 2 2028-11-01 Fixed 3.87500000 N N N N N N TransAlta Corporation N/A 89346DAH0 280000.00000000 PA USD 291056.92000000 0.051794625799 Long DBT NUSS CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LLC N/A 64132TAQ6 500000.00000000 PA USD 491364.50000000 0.087440080134 Long ABS-CBDO CORP KY Y 2 2033-10-16 Floating 8.47559880 N N N N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 N/A 49536.00000000 NS 1107599.95000000 0.197101394961 Long EC GB N 1 N N N United States of America N/A N/A 236.00000000 NC USD 26148062.50000000 4.653141772256 N/A DIR US N 1 US 10YR NOTE (CBT)JUN24 N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2024 2024-06-21 26018173.90000000 USD 129888.60000000 N N N Chunghwa Telecom Co., Ltd. N/A N/A 204369.00000000 NS 801422.02000000 0.142615931045 Long EC TW N 1 N N N Mexico City Airport Trust N/A P6629MAD4 502000.00000000 PA USD 423634.04000000 0.075387201161 Long DBT NUSS MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 450000.00000000 PA USD 448820.28000000 0.079869183160 Long DBT NUSS GB N 2 2172-09-15 Fixed 8.00000000 N N N Y Y BARCLAYS PLC GBP XXXX N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 845467AP4 160000.00000000 PA USD 165929.60000000 0.029527769142 Long DBT CORP US N 2 2028-09-15 Fixed 8.37500000 N N N N N N TRIUMPH GROUP, INC. 5493007L6S47Q14SL582 896818AU5 481000.00000000 PA USD 507085.59000000 0.090237704645 Long DBT CORP US N 2 2028-03-15 Fixed 9.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 480000.00000000 PA USD 520068.00000000 0.092547971201 Long DBT NUSS CH N 2 2172-05-13 Fixed 9.25000000 N N N N N N BUILDERS FIRSTSOURCE, INC. 549300W0SKP6L3H7DP63 12008RAP2 210000.00000000 PA USD 188342.68000000 0.033516257344 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. N/A 81527CAP2 227900.00000000 PA USD 228248.69000000 0.040617675359 Long LON US N 2 2028-02-24 Floating 9.07625880 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 226000.00000000 PA USD 224415.23000000 0.039935497364 Long DBT NUSS GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N OSB GROUP PLC 213800ZBKL9BHSL2K459 N/A 22742.00000000 NS 108422.47000000 0.019294168514 Long EC GB N 1 N N N Republic of South Africa 378900AAFB4F17004C49 836205AW4 890000.00000000 PA USD 843319.50000000 0.150071738309 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 221179.18000000 0.039359630626 Long DBT NUSS GB N 2 2029-11-01 Fixed 3.75400000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAN5 285000.00000000 PA USD 287747.67000000 0.051205732858 Long DBT NUSS IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N IHEARTMEDIA, INC. N/A 45174J509 168843.00000000 NS USD 352881.87000000 0.062796598025 Long EC US N 1 N N N Carnival Holdings (Bermuda) Limited N/A 14366RAA7 430000.00000000 PA USD 469069.37000000 0.083472581558 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585ABD3 305000.00000000 PA USD 292633.36000000 0.052075158967 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N BATH & BODY WORKS, INC. GR3KVMWVCR54YWQNXU90 501797AW4 430000.00000000 PA USD 439244.57000000 0.078165151123 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N Ardagh Metal Packaging Finance Public Limited Company 635400FSFRHBFVPTP424 03969YAC2 210000.00000000 PA USD 203861.43000000 0.036277874725 Long DBT NUSS US N 2 2027-06-15 Fixed 6.00000000 N N N N N N ANGI GROUP, LLC N/A 001846AA2 587000.00000000 PA USD 509526.74000000 0.090672116068 Long DBT CORP US N 2 2028-08-15 Fixed 3.87500000 N N N N N N CCO HOLDINGS, LLC N/A 1248EPCQ4 1320000.00000000 PA USD 1077283.02000000 0.191706388223 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Smyrna Ready Mix Concrete, LLC 549300S7RFWHQFOIOY93 83283WAE3 900000.00000000 PA USD 962001.90000000 0.171191698271 Long DBT CORP US N 2 2031-11-15 Fixed 8.87500000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS, INC. 5493007X5NC5XI1BB106 12543DBG4 480000.00000000 PA USD 441792.05000000 0.078618484352 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N ACCESSION RISK MGMT GROUP INC N/A N/A 63486.66000000 PA USD 63327.94000000 0.011269434703 Long LON US N 2 2029-11-01 Floating 10.99814040 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574PAE5 600000.00000000 PA USD 609145.74000000 0.108399675432 Long ABS-MBS US N 2 2065-05-25 Floating 5.09660640 N N N N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934AV7 720000.00000000 PA USD 745858.80000000 0.132728256194 Long DBT NUSS ZM N 2 2029-03-01 Fixed 9.37500000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DR5 215000.00000000 PA USD 196573.67000000 0.034980991620 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 1356.13000000 0.000241328211 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 210000.00000000 EUR 228340.35000000 USD 2024-04-19 1356.13000000 N N N ADAPTHEALTH, LLC N/A 00653VAE1 305000.00000000 PA USD 266001.54000000 0.047335930807 Long DBT CORP US N 2 2030-03-01 Fixed 5.12500000 N N N N N N FULL HOUSE RESORTS, INC. 5493009DKIWW0H901Y82 359678AC3 420000.00000000 PA USD 401368.55000000 0.071424977130 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N UBS SECURITIES T6FIZBDPKLYJKFCRVK44 N/A 1.00000000 NC USD 7890.95000000 0.001404222934 N/A DFE US N 2 UBS SECURITIES T6FIZBDPKLYJKFCRVK44 921147.97000000 GBP 1171510.46000000 USD 2024-04-10 7890.95000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW6P0 513609.25770000 PA USD 102305.73000000 0.018205672630 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 85571BBB0 210000.00000000 PA USD 211671.39000000 0.037667685198 Long DBT CORP US N 2 2029-04-01 Fixed 7.25000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724BV3 640000.00000000 PA USD 222958.08000000 0.039676192280 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N Y N N N N TURK TELEKOMUNIKASYON ANONIM SIRKETI 789000A2TXOI10JZLF90 90011QAC4 330000.00000000 PA USD 328808.70000000 0.058512690837 Long DBT NUSS TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 N/A 1412980000.00000000 NC 1498.81000000 0.000266718630 N/A DIR KR N 2 NOMURA GLOBAL FINANCIAL PRODUCTS 0Z3VO5H2G7GRS05BHJ91 Y 2029-06-19 0.00000000 KRW -1778.10000000 KRW -1412980000.00000000 KRW 3276.91000000 N N N Republic of Uzbekistan 213800L6VDKUM3TCM927 91822Q2C0 660000.00000000 PA USD 550275.00000000 0.097923415500 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N KAMAN/RUBY3/24 COV-LITE TLB N/A N/A 390000.00000000 PA USD 390245.70000000 0.069445625966 Long LON US N 2 2031-03-27 Floating 0.00000000 N N N N N N EYECARE PARTNERS, LLC N/A 30233PAB6 243643.39000000 PA USD 127912.78000000 0.022762539282 Long LON US N 2 2027-02-18 Floating 9.32427000 N N N N N N SCULPTOR CLO LTD N/A 81125HAA0 450000.00000000 PA USD 426233.70000000 0.075849820009 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 12.82942080 N N N N N N THE TRUST N/A 87256GAC6 270000.00000000 PA USD 285941.07000000 0.050884241890 Long ABS-MBS US Y 2 2038-12-05 Floating 9.53160120 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 710000.00000000 PA USD 724200.00000000 0.128873994831 Long DBT NUSS FR N 2 2173-03-23 Fixed 8.12500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MU2 450000.00000000 PA USD 431435.84000000 0.076775559533 Long DBT CORP US N 2 2173-03-10 Fixed 4.00000000 N N N N N N ESKOM HOLDINGS SOC LIMITED 3789001900ED06F65111 S25221AV4 500000.00000000 PA USD 478025.00000000 0.085066268129 Long DBT NUSS ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N HILCORP ENERGY I, L.P. 549300ITPIHLG0LHEC09 431318AZ7 180000.00000000 PA USD 177515.22000000 0.031589471892 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 87854XAE1 855000.00000000 PA USD 852801.20000000 0.151759040928 Long DBT NUSS GB N 2 2026-02-01 Fixed 6.50000000 N N N N N N RUBIS SCA 969500MGFIKUGLTC9742 N/A 5050.00000000 NS 178563.17000000 0.031775958364 Long EC FR N 1 N N N United States of America N/A N/A 59.00000000 NC USD 7105812.50000000 1.264504892841 N/A DIR US N 1 US LONG BOND(CBT) JUN24 N/A Long U.S. Treasury Futures US Long Bond (CBT) Jun 2024 2024-06-21 6986709.03000000 USD 119103.47000000 N N N BAUSCH HEALTH COMPANIES INC. B3BS7ACMDUWISF18KY76 071734AM9 390000.00000000 PA USD 162746.12000000 0.028961257425 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 585688.26000000 0.104225332493 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 702743.01000000 0.125055646283 Long DBT NUSS GB N 2 2026-05-07 Fixed 2.85200000 N N N N N N Mexico City Airport Trust N/A 59284MAA2 210000.00000000 PA USD 203098.88000000 0.036142176210 Long DBT NUSS MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N PHINIA INC. 254900HG6MORZE1FFM18 71880KAA9 290000.00000000 PA USD 292796.47000000 0.052104184978 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association N/A 38382BDB6 1806910.32330000 PA USD 302924.90000000 0.053906575527 Long DBT USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAT6 430000.00000000 PA USD 389924.00000000 0.069388378294 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N CSC HOLDINGS, LLC 3HG2WD2W22M120IUNG49 126307BB2 590000.00000000 PA USD 421879.56000000 0.075074985135 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N UST GLOBAL INC. N/A 90355HAB0 230200.00000000 PA USD 228906.28000000 0.040734695865 Long LON US N 2 2028-11-20 Floating 8.93710080 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 207000.00000000 PA USD 136774.36000000 0.024339489317 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 10474.52000000 0.001863978509 N/A DFE US N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 140000.00000000 CHF 166314.83000000 USD 2024-04-19 10474.52000000 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AF5 110000.00000000 PA USD 108088.04000000 0.019234655493 Long DBT NUSS CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAE5 240000.00000000 PA USD 235371.02000000 0.041885119600 Long DBT NUSS MO N 2 2028-08-08 Fixed 5.40000000 N N N N N N HIGHLANDS HOLDINGS BOND ISSUER, LTD. 894500QEH89ZMUFQMM46 43103QAA6 420000.00000000 PA USD 415003.43000000 0.073851353069 Long DBT NUSS BM N 2 2025-10-15 Fixed 7.62500000 N N Y N N N KB HOME 549300LGUCWQURMWLG09 48666KBA6 440000.00000000 PA USD 455333.56000000 0.081028244763 Long DBT CORP US N 2 2030-07-15 Fixed 7.25000000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KSJ9 510000.00000000 PA USD 543051.06000000 0.096637889394 Long DBT USGA US Y 2 2042-02-25 Floating 10.07039160 N N N N N N PRAIRIE ACQUIROR LP 254900Q6KU2LVSIISH22 73943NAA4 770000.00000000 PA USD 792669.57000000 0.141058401086 Long DBT CORP US N 2 2029-08-01 Fixed 9.00000000 N N N N N N VITAL ENERGY, INC. 549300X0PTWU2QSLSL14 516806AK2 290000.00000000 PA USD 294601.67000000 0.052425426811 Long DBT CORP US N 2 2032-04-15 Fixed 7.87500000 N N N N N N LIFEPOINT HEALTH, INC. 549300G8ZVHRTBBBSZ90 53219LAU3 960000.00000000 PA USD 790992.38000000 0.140759939093 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N CINEMARK USA, INC. 54930008H2137JSCPQ09 172441BF3 419000.00000000 PA USD 396647.52000000 0.070584852861 Long DBT CORP US N 2 2028-07-15 Fixed 5.25000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023BX2 395000.00000000 PA USD 362063.45000000 0.064430493211 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 640450.32320000 PA USD 599679.38000000 0.106715102621 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 450000.00000000 PA USD 356409.00000000 0.063424263495 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36269JAL2 400000.00000000 PA USD 405900.56000000 0.072231464611 Long ABS-MBS US Y 2 2041-03-10 Floating 8.66571840 N N N N N N RADIANT OPTO-ELECTRONICS CORPORATION N/A N/A 23758.00000000 NS 128056.46000000 0.022788107655 Long EC TW N 1 N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 23406.00000000 NS USD 1431979.08000000 0.254825827884 Long EC US N 1 N N N COHEN & STEERS, INC. 549300XXIA338A0X2K65 19247A100 1416.00000000 NS USD 108876.24000000 0.019374918518 Long EC US N 1 N N N KT&G Corporation 988400ZJV6ISYBLQX875 N/A 5369.00000000 NS 373686.39000000 0.066498837190 Long EC KR N 1 N N N ILLINOIS TOOL WORKS INC. 76NA4I14SZCFAYMNSV04 452308109 417.00000000 NS USD 111893.61000000 0.019911870362 Long EC US N 1 N N N AT&T INC. 549300Z40J86GGSTL398 00206RJZ6 330000.00000000 PA USD 257597.23000000 0.045840353614 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N IHEARTCOMMUNICATIONS, INC. 54930076J6KDZL504O62 45174HBD8 680000.00000000 PA USD 379865.54000000 0.067598439158 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 253748.29000000 0.045155420897 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 62482BAA0 940000.00000000 PA USD 855594.11000000 0.152256049309 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 984848AR2 540000.00000000 PA USD 554850.00000000 0.098737553206 Long DBT NUSS TR N 2 2034-01-17 Fixed 9.25000000 N N N N N N UNITED RENTALS (NORTH AMERICA), INC. NGIZXNT70J2LYT3FBI09 911365BR4 20000.00000000 PA USD 20024.86000000 0.003563495863 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N DIGICERT HOLDINGS INC. N/A 24022KAB5 862585.66000000 PA USD 857850.06000000 0.152657503725 Long LON US N 2 2026-10-16 Floating 9.32626080 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69349MAA4 159703.74200000 PA USD 159856.42000000 0.028447024916 Long ABS-MBS US N 2 2031-11-27 Floating 9.13584960 N N N N N N UNICREDIT, SOCIETA PER AZIONI 549300TRUWO2CD2G5692 904678AQ2 260000.00000000 PA USD 267210.79000000 0.047551121194 Long DBT NUSS IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N MACQUARIE AIRFINANCE HOLDINGS LIMITED 549300MCGUSL5B852H65 55609NAB4 415000.00000000 PA USD 438913.13000000 0.078106170183 Long DBT NUSS GB N 2 2029-03-30 Fixed 8.12500000 N N N N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 14040.00000000 NS USD 646822.80000000 0.115104443777 Long EC US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 630000.00000000 PA USD 427601.79000000 0.076093276545 Long DBT NUSS FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N Husky III Holding Limited N/A 44810RAA6 485000.00000000 PA USD 485816.26000000 0.086452750870 Long DBT NUSS CA N 2 2025-02-15 Fixed 13.00000000 N N Y N N N RYAN, LLC 549300TG86D8HZC6TE67 78350LBB0 70000.00000000 PA USD 306.60000000 0.000054560572 Long LON US N 2 2030-11-14 Floating 0.00000000 N N N N N N ICEBOX HOLDCO III, INC. N/A 45114NAF4 225000.00000000 PA USD 217125.00000000 0.038638174713 Long LON US N 2 2029-12-21 Floating 12.35975040 N N N N N N CHROME HOLDCO SAS 9845000E49865VT3N679 N/A 375000.00000000 PA 287880.83000000 0.051229429159 Long DBT NUSS FR N 2 2029-05-31 Fixed 5.00000000 N N N N N N TRANSDIGM INC. 88Q84GB3X55CF5OC7582 893647BL0 785000.00000000 PA USD 768320.63000000 0.136725419634 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N ONEOK, INC. 2T3D6M0JSY48PSZI1Q41 682680BE2 305000.00000000 PA USD 322927.69000000 0.057466143954 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N GETTY IMAGES, INC. 5493005NV20IG4VEKZ40 374276AJ2 625000.00000000 PA USD 624666.88000000 0.111161718122 Long DBT CORP US N 2 2027-03-01 Fixed 9.75000000 N N N N N N ADVISOR GROUP HOLDINGS I N/A 00775KAJ7 170000.00000000 PA USD 170562.70000000 0.030352245951 Long LON US N 2 2028-08-17 Floating 0.00000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST N/A 05609KAQ2 390965.08000000 PA USD 387121.39000000 0.068889643763 Long ABS-MBS US Y 2 2038-10-15 Floating 9.32947920 N N N N N N PREMIER INVESTMENTS LIMITED N/A N/A 4897.00000000 NS 104821.61000000 0.018653382525 Long EC AU N 1 N N N NXP B.V. 724500RKKW4NOJ9YQF60 62954HAY4 215000.00000000 PA USD 195141.87000000 0.034726197660 Long DBT NUSS CN N 2 2030-05-01 Fixed 3.40000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 951000.00000000 PA USD 956161.46000000 0.170152370966 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAQ8 200000.00000000 PA USD 173832.68000000 0.030934150654 Long DBT NUSS MO N 2 2029-03-08 Fixed 2.85000000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 260000.00000000 PA USD 261865.24000000 0.046599861345 Long DBT NUSS KW N 2 2030-05-18 Fixed 5.87500000 N N N N N N GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC -3969.20000000 -0.00070633341 N/A DFE CH N 2 GOLDMAN, SACHS & CO. KD3XUN7C6T14HNAYLU02 204335.31000000 USD 180000.00000000 CHF 2024-04-19 -3969.20000000 N N N Republique de Cote d'Ivoire 254900ICW11T82O6H590 221625AT3 1020000.00000000 PA USD 1011279.00000000 0.179960735458 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498AL5 89000.00000000 PA USD 84413.30000000 0.015021650356 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N IHS Holding Limited 213800CLGMKL63VKTD94 44963HAB1 350000.00000000 PA USD 305900.00000000 0.054436005273 Long DBT NUSS NG N 2 2028-11-29 Fixed 6.25000000 N N N N N N SANDS CHINA LTD. 549300EVO6UZDGY05787 80007RAS4 200000.00000000 PA USD 167333.04000000 0.029777516338 Long DBT NUSS MO N 2 2031-08-08 Fixed 3.25000000 N N N N N N VERUS SECURITIZATION TRUST N/A 92540EAC7 674356.02000000 PA USD 671318.38000000 0.119463520345 Long ABS-MBS US Y 2 2069-01-25 Floating 6.11799840 N N N N N N CITADEL SECURITIES LP N/A 17288YAM4 627116.81000000 PA USD 626295.29000000 0.111451499539 Long LON US N 2 2030-07-29 Floating 7.57626120 N N N N N N VOYA CLO N/A 92916PAF1 260000.00000000 PA USD 254557.94000000 0.045299501027 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 12.52941840 N N N N N N CUSHMAN & WAKEFIELD U.S. BORROWER, LLC. 549300870CMN3WI5IF97 23166MAC7 380000.00000000 PA USD 401569.56000000 0.071460747583 Long DBT CORP US N 2 2031-09-01 Fixed 8.87500000 N N N N N N SoftBank Corp. 353800M1YCTS9JRBJ535 N/A 15573.00000000 NS 199723.76000000 0.035541561466 Long EC JP N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 1019000.00000000 PA USD 994250.19000000 0.176930397468 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N SPIRIT IP CAYMAN LTD. N/A 84859BAB7 860000.00000000 PA USD 652847.67000000 0.116176591064 Long DBT NUSS US N 2 2025-09-20 Fixed 8.00000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36256AAS1 500000.00000000 PA USD 490884.70000000 0.087354697998 Long ABS-MBS US N 2 2032-11-15 Floating 10.07232840 N N N N N N FOCUS FINANCIAL PARTNERS, LLC N/A 34416DAU2 276747.39000000 PA USD 275468.82000000 0.049020667336 Long LON US N 2 2028-06-30 Floating 7.82625960 N N N N N N TALLGRASS ENERGY PARTNERS, LP 549300IQ3DN0F3VERF65 87470LAL5 420000.00000000 PA USD 422510.49000000 0.075187261397 Long DBT CORP US N 2 2029-02-15 Fixed 7.37500000 N N N N N N USD P/AUD C N/A USAUP0046 2142061.00000000 NC USD 946.03000000 0.000168349441 N/A DFE US N 1 USD P/AUD C N/A Put Purchased N/A N/A 2142061.00000000 0.66860000 USD 2024-04-18 XXXX -22959.37000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDB5 73000.00000000 PA USD 68854.68000000 0.012252937965 Long DBT NUSS MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N CASTLE US HOLDING CORPORATION 254900VXLMLPIE9ID612 14852LAA1 1334000.00000000 PA USD 658662.50000000 0.117211360978 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N ASBURY AUTOMOTIVE GROUP, INC. 549300JH4DTA7U42GL91 043436AX2 225000.00000000 PA USD 203859.43000000 0.036277518818 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 890000.00000000 PA USD 856970.41000000 0.152500966844 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 390000.00000000 PA USD 263653.10000000 0.046918017462 Long DBT NUSS FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N CHINA CONSTRUCTION BANK CORPORATION 5493001KQW6DM7KEDR62 N/A 2587649.00000000 NS 1560567.47000000 0.277708594397 Long EC HK N 1 N N N CME IR MXN M 13JUN29 N/A N/A 31910000.00000000 NC 13014.89000000 0.002316046487 N/A DIR MX N 2 CME IR MXN M 13JUN29 N/A Y 2029-06-13 106.80000000 MXN 0.00000000 MXN -31910000.00000000 MXN 12908.09000000 N N N FIRST BRANDS GROUP, LLC N/A 31935HAD9 536346.02000000 PA USD 536614.19000000 0.095492425225 Long LON US N 2 2027-03-30 Floating 10.57426920 N N N N N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 02154CAH6 670000.00000000 PA USD 536831.74000000 0.095531139030 Long DBT NUSS LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N XPO, INC. 54930096DB9LCLPN7H13 983793AK6 310000.00000000 PA USD 319037.12000000 0.056773803029 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N TRINITAS CLO LTD N/A 89642MAG3 430000.00000000 PA USD 430075.25000000 0.076533437649 Long ABS-CBDO CORP BM Y 2 2035-01-20 Floating 8.26781040 N N N N N N WHEEL BIDCO LIMITED 213800GGDN5YSVU1G348 N/A 610000.00000000 PA 658646.81000000 0.117208568886 Long DBT NUSS GB N 2 2026-07-15 Fixed 6.75000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO LTD N/A 38138BAN0 500000.00000000 PA USD 498344.50000000 0.088682196240 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 8.42942160 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 45344LAD5 230000.00000000 PA USD 231772.23000000 0.041244701975 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N 19TH HOLDINGS GOLF, LLC N/A 68250XAB7 906200.00000000 PA USD 882983.16000000 0.157130029270 Long LON US N 3 2029-02-07 Floating 8.67261960 N N N N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 343498101 10839.00000000 NS USD 257426.25000000 0.045809927108 Long EC US N 1 N N N GLOBAL AUTO HOLDINGS LIMITED 984500ADEF1BB0584352 00033GAB1 660000.00000000 PA USD 638648.93000000 0.113649874211 Long DBT NUSS GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 98000.00000000 PA USD 87205.09000000 0.015518459428 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS, LLC 549300GKHS6RS20NLH85 92328MAC7 300000.00000000 PA USD 254880.81000000 0.045356956904 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N CBS Radio/Entercom Media 1/24 DIP TL N/A N/A 42789.70000000 PA USD 42682.73000000 0.007595545326 Long LON US N 2 2024-08-19 Floating 11.44073880 N N N N N N TRITON WATER HOL TL 1L B N/A BL4591832 340000.00000000 PA USD 335964.20000000 0.059786037799 Long LON US N 2 2028-03-31 Floating 9.32559120 N N N N N N Aeropuertos Dominicanos Siglo XXI, S.A. 254900KJA5MXNPYB4W32 007866AC0 350000.00000000 PA USD 354375.00000000 0.063062305879 Long DBT NUSS DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N FIRST BRANDS GROUP, LLC N/A 31935HAF4 1200000.00000000 PA USD 1185000.00000000 0.210875012254 Long LON US N 2 2028-03-30 Floating 14.07426840 N N N N N N TRUIST INSURANCE 3/24 TLB N/A BL4597227 380000.00000000 PA USD 379365.40000000 0.067509437446 Long LON US N 2 2031-03-24 Floating 0.00000000 N N N N N N Republica Argentina 549300KPBYGYF7HCHO27 040114HS2 175077.00000000 PA USD 91792.87000000 0.016334871380 Long DBT