NPORT-P
false
0000814679
XXXXXXXX
S000006796
C000018404
Advanced Series Trust
811-05186
0000814679
549300VWSUPW8FKG9V43
655 Broad Street
17th Floor
Newark
07102-4077
1-888-778-2888
AST Prudential Growth Allocation Portfolio
S000006796
K27HID1DPWFC3M3VU702
2022-12-31
2022-03-31
N
17077030102.50
731736770.29
16345293332.21
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
78965817.71000000
0.00000000
2868187.62000000
EUR
USD
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
2300000.00000000
PA
2326625.81000000
0.014234224878
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1600.00000000
NS
822131.83000000
0.005029777155
Long
EC
CORP
JP
N
2
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
26660.00000000
NS
USD
679830.00000000
0.004159178952
Long
EC
CORP
US
N
1
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBM6
9385000.00000000
PA
USD
8528715.04000000
0.052178415319
Long
DBT
CORP
GB
N
2
2031-06-24
Fixed
2.64500000
N
N
N
N
N
N
K. WAH INT'L
529900ZOP51K5LHLPK04
K Wah International Holdings Ltd
000000000
7637000.00000000
NS
2880821.90000000
0.017624779448
Long
EC
CORP
HK
N
2
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
386.00000000
NS
USD
59266.44000000
0.000362590250
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS GS_21-PJ-A
000000000
-30660000.00000000
OU
Other
USD
-1125.97000000
-0.00000688864
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
Default Event
2021-08-14
0.00000000
USD
0.00000000
USD
N/A
N/A
-30660000.00000000
USD
2.50000000
USD
2024-06-17
XXXX
-1125.97000000
N
N
N
Central Park Funding Trust
N/A
Central Park Funding Trust 2021-3
154811AA1
5652969.50000000
PA
USD
5620804.10000000
0.034387905960
Long
ABS-MBS
CORP
US
N
2
2023-03-01
Floating
3.39714000
N
N
N
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
000000000
337573.00000000
NS
0.42000000
0.000000002569
Long
EC
CORP
RU
N
3
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-10885.57000000
-0.00006659758
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-752148.71000000
USD
669698.75000000
EUR
2022-04-19
-10885.57000000
N
N
N
eGain Corp
N/A
eGain Corp
28225C806
98100.00000000
NS
USD
1135998.00000000
0.006950000693
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
920000.00000000
PA
USD
776747.73000000
0.004752118632
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Titan Co Ltd
549300RO9VJWPK37FE54
Titan Co Ltd
000000000
77807.00000000
NS
2595838.84000000
0.015881261885
Long
EC
CORP
IN
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
213030.00000000
NS
USD
31724427.60000000
0.194089068670
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
7796.00000000
NS
USD
4021098.84000000
0.024600958565
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
1830000.00000000
PA
USD
1972189.22000000
0.012065792763
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
54930039Y2EMGXN6LM88
New York State Urban Development Corp
650035VB1
2000000.00000000
PA
USD
2363401.48000000
0.014459217292
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.83800000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
1000000.00000000
PA
USD
960412.51000000
0.005875774086
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
268959.00000000
NS
3517383.94000000
0.021519246357
Long
EC
CORP
ES
N
2
N
N
N
ConnectOne Bancorp Inc
549300E2M5ZYAZKUK134
ConnectOne Bancorp Inc
20786W107
23700.00000000
NS
USD
758637.00000000
0.004641317745
Long
EC
CORP
US
N
1
N
N
N
DA AN GENE CO LTD OF SUN YAT-SEN UNIVERSITY
30030092WPRQ87CXPM21
DA AN GENE CO LTD OF SUN YAT-SEN UNIVERSITY
000000000
29500.00000000
NS
86511.76000000
0.000529276276
Long
EC
CORP
CN
N
2
N
N
N
Toho Holdings Co Ltd
353800Z8BQ3ZHELA4J90
Toho Holdings Co Ltd
000000000
92900.00000000
NS
1402552.02000000
0.008580769959
Long
EC
CORP
JP
N
2
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp
928881101
995.00000000
NS
USD
25263.05000000
0.000154558559
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
2210000.00000000
PA
USD
2196187.99000000
0.013436210322
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
624.00000000
NS
USD
71984.64000000
0.000440399805
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
5395.00000000
NS
USD
187799.95000000
0.001148954296
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
67300.00000000
NS
USD
8870140.00000000
0.054267242683
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
2500000.00000000
PA
2901594.74000000
0.017751867042
Long
DBT
NUSS
PE
N
2
2026-01-30
Fixed
2.75000000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
5265.00000000
NS
800638.38000000
0.004898280891
Long
EC
CORP
DK
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
600000.00000000
PA
USD
252000.00000000
0.001541728220
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
193830.00000000
NS
USD
6844137.30000000
0.041872220711
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust Inc
758075402
41400.00000000
NS
USD
435942.00000000
0.002667079697
Long
EC
CORP
US
N
1
N
N
N
Myriad Genetics Inc
52990044IHUOUMETT163
Myriad Genetics Inc
62855J104
14600.00000000
NS
USD
367920.00000000
0.002250923201
Long
EC
CORP
US
N
1
N
N
N
Rosneft Oil Co PJSC
253400JT3MQWNDKMJE44
Rosneft Oil Co PJSC
000000000
19154.00000000
NS
0.02000000
0.000000000122
Long
EC
CORP
RU
N
3
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
1571.00000000
NS
USD
274076.66000000
0.001676792544
Long
EC
CORP
US
N
1
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
153625.00000000
NS
1711571.91000000
0.010471344106
Long
EC
CORP
ES
N
2
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
1539000.00000000
PA
USD
1329893.94000000
0.008136250068
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
Zais Clo 7 llc
549300XFDOUEB0QTZS87
Zais Clo 7 Ltd
98887VAA1
6841068.29000000
PA
USD
6828441.73000000
0.041776195698
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
1.53129000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
1000000.00000000
PA
USD
987817.58000000
0.006043437458
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
58329.00000000
NS
5186203.15000000
0.031729030764
Long
EC
CORP
AU
N
2
N
N
N
SolarWinds Corp
N/A
SolarWinds Corp
83417Q204
473.00000000
NS
USD
6295.63000000
0.000038516469
Long
EC
CORP
US
N
1
N
N
N
Saudi Basic Industries Corp
213800ZCTFZZZJSK8645
Saudi Basic Industries Corp
000000000
16754.00000000
NS
584765.53000000
0.003577577459
Long
EC
CORP
SA
N
2
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
15300.00000000
NS
1575383.64000000
0.009638148474
Long
EC
CORP
JP
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
4375.00000000
NS
USD
198318.75000000
0.001213307990
Long
EC
CORP
US
N
1
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
26719.00000000
NS
361448.41000000
0.002211330213
Long
EC
CORP
DE
N
2
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud Inc
09227Q100
30700.00000000
NS
USD
1838009.00000000
0.011244882319
Long
EC
CORP
US
N
1
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
000000000
560000.00000000
NS
3161997.35000000
0.019345002171
Long
EC
CORP
JP
N
2
N
N
N
American Software Inc/GA
N/A
American Software Inc/GA
029683109
7200.00000000
NS
USD
150048.00000000
0.000917989031
Long
EC
CORP
US
N
1
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
Zai Lab Ltd
98887Q104
30605.00000000
NS
USD
1346007.90000000
0.008234834778
Long
EC
CORP
CN
N
1
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566AAH2
685225.74000000
PA
USD
686530.55000000
0.004200172710
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
2.89900000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
960.00000000
NS
USD
79680.00000000
0.000487479780
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
8395.00000000
NS
USD
869805.95000000
0.005321445949
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
39263.00000000
NS
4747297.71000000
0.029043820832
Long
EC
CORP
FR
N
2
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
10018.00000000
NS
1028836.23000000
0.006294388293
Long
EC
CORP
JP
N
2
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
1403000.00000000
PA
USD
1773153.67000000
0.010848099412
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
Smith & Wesson Brands Inc
5493004PFHUPOR1PWN79
Smith & Wesson Brands Inc
831754106
82500.00000000
NS
USD
1248225.00000000
0.007636602015
Long
EC
CORP
US
N
1
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle Inc/The
118440106
11500.00000000
NS
USD
379960.00000000
0.002324583550
Long
EC
CORP
US
N
1
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
38700.00000000
NS
158594.12000000
0.000970273930
Long
EC
CORP
MX
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
238596.00000000
NS
14191411.98000000
0.086822620381
Long
EC
CORP
FR
N
2
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
7200000.00000000
PA
USD
7206148.94000000
0.044086996749
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/NZD FORWARD
000000000
1.00000000
NC
USD
22808.04000000
0.000139538884
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-404204.37000000
USD
616301.42000000
NZD
2022-04-19
22808.04000000
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
3606.00000000
NS
USD
493445.04000000
0.003018881521
Long
EC
CORP
US
N
1
N
N
N
Engie Brasil Energia SA
52990057Q0EK2Q9YBC07
Engie Brasil Energia SA
000000000
128900.00000000
NS
1167154.09000000
0.007140612690
Long
EC
CORP
BR
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
242990.00000000
NS
USD
21779193.70000000
0.133244434696
Long
EC
CORP
US
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
4720.00000000
NS
310805.38000000
0.001901497719
Long
EC
CORP
SE
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
41914.00000000
NS
USD
10108818.52000000
0.061845439629
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
4415.00000000
NS
USD
317041.15000000
0.001939647968
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2003-OPT1
5899295H7
86861.76000000
PA
USD
85869.43000000
0.000525346521
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
1.17657000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAX2
175741000.00000000
PA
USD
5152163.75000000
0.031520778766
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
0.69052000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
-1933971.12000000
-0.01183197560
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2025-03-20
0.00000000
USD
-2234282.43000000
USD
3500000.00000000
USD
300311.31000000
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
317141.00000000
NS
1184090.04000000
0.007244226309
Long
EC
CORP
AU
N
2
N
N
N
Provident Financial Services I
529900JOSO3SXEDVE477
Provident Financial Services Inc
74386T105
41500.00000000
NS
USD
971100.00000000
0.005941159820
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp
549300YC50YO7Y1OJR92
LendingClub Corp
52603A208
79800.00000000
NS
USD
1259244.00000000
0.007704015917
Long
EC
CORP
US
N
1
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05959LAH6
1040000.00000000
PA
USD
1047961.78000000
0.006411397817
Long
DBT
CORP
BR
N
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
Iren SpA
8156001EBD33FD474E60
Iren SpA
000000000
434730.00000000
NS
1151119.20000000
0.007042511728
Long
EC
CORP
IT
N
2
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAS2
1140000.00000000
PA
USD
1177869.88000000
0.007206171563
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
120450.00000000
NS
USD
10175616.00000000
0.062254104549
Long
EC
CORP
US
N
1
N
N
N
TETRA Technologies Inc
549300T5W131705EK832
TETRA Technologies Inc
88162F105
259900.00000000
NS
USD
1068189.00000000
0.006535147325
Long
EC
CORP
US
N
1
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
286600.00000000
NS
2009369.36000000
0.012293259711
Long
EP
CORP
BR
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
252818.00000000
NS
USD
33192475.22000000
0.203070538688
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AF2
790000.00000000
PA
USD
810581.25000000
0.004959111063
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.75000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
000000000
6500000.00000000
PA
6795140.63000000
0.041572460597
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
2.50000000
N
N
N
N
N
N
Saudi Industrial Investment Gr
N/A
Saudi Industrial Investment Group
000000000
1682.00000000
NS
15683.82000000
0.000095953126
Long
EC
CORP
SA
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
49442.00000000
NS
USD
4753353.88000000
0.029080872293
Long
EC
CORP
US
N
1
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun Inc
86771W105
2535.00000000
NS
USD
76987.95000000
0.000471009901
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MINI MSCI EAFE INDEX
000000000
2813.00000000
NC
USD
11982750.79000000
0.073310099405
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2022-06-17
289627109.21000000
USD
11982750.79000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BG5
4195000.00000000
PA
USD
4359055.67000000
0.026668568017
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
UACJ Corp
353800GO7FBE4RSRH831
UACJ Corp
000000000
17000.00000000
NS
323939.60000000
0.001981852472
Long
EC
CORP
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
97450.00000000
NS
38560983.25000000
0.235914905081
Long
EC
CORP
CH
N
2
N
N
N
Esprinet SpA
8156007E3375956ADD08
Esprinet SpA
000000000
111076.00000000
NS
1171551.71000000
0.007167517194
Long
EC
CORP
IT
N
2
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208T104
5093.00000000
NS
USD
908845.85000000
0.005560290852
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
-16634.14000000
-0.00010176715
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
Y
Default Event
2023-06-20
0.00000000
USD
-37620.08000000
USD
2125000.00000000
USD
20985.94000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
-29240000.00000000
OU
Other
USD
-42805.57000000
-0.00026188315
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-29240000.00000000
USD
65.00000000
USD
2022-06-15
XXXX
-7717.57000000
N
N
N
Informatica Inc
N/A
Informatica Inc
45674M101
70.00000000
NS
USD
1381.80000000
0.000008453809
Long
EC
CORP
US
N
1
N
N
N
Pacific Basin Shipping Ltd
254900LNPK737X4Y3V26
Pacific Basin Shipping Ltd
000000000
4791000.00000000
NS
2579201.18000000
0.015779473194
Long
EC
CORP
HK
N
2
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AP1
450000.00000000
PA
USD
405379.61000000
0.002480099939
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
5600.00000000
NS
USD
169344.00000000
0.001036041364
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
GBP/USD FORWARD
000000000
1.00000000
NC
USD
1412399.70000000
0.008641017761
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-28267139.00000000
GBP
38540689.33000000
USD
2022-04-19
1412399.70000000
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
11100.00000000
NS
USD
904761.00000000
0.005535299866
Long
EC
CORP
US
N
1
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
30044.00000000
NS
USD
7462028.28000000
0.045652458651
Long
EC
CORP
US
N
1
N
N
N
Inghams Group Ltd
529900ZZ4VRHSGVBNE41
Inghams Group Ltd
000000000
127834.00000000
NS
291776.78000000
0.001785081332
Long
EC
CORP
AU
N
2
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
5105.00000000
NS
610311.75000000
0.003733868445
Long
EC
CORP
FR
N
2
N
N
N
B&M European Value Retail SA
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
81920.00000000
NS
573335.25000000
0.003507647359
Long
EC
CORP
GB
N
2
N
N
N
Signify Health Inc
N/A
Signify Health Inc
82671G100
855.00000000
NS
USD
15518.25000000
0.000094940174
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
1690000.00000000
PA
USD
2216026.37000000
0.013557580919
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AY6
3465000.00000000
PA
USD
3174637.47000000
0.019422334035
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.55000000
N
N
N
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
27590000.00000000
OU
Other
USD
37544.06000000
0.000229693400
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27590000.00000000
USD
77.50000000
USD
2022-05-18
XXXX
-29223.74000000
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
18519.00000000
NS
USD
5586811.92000000
0.034179942852
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
62831.00000000
NS
USD
5891034.56000000
0.036041167572
Long
EC
CORP
US
N
1
N
N
N
Benesse Holdings Inc
549300XOPEJA8L2IV934
Benesse Holdings Inc
000000000
13600.00000000
NS
249718.55000000
0.001527770379
Long
EC
CORP
JP
N
2
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAC2
2390000.00000000
PA
USD
2252898.61000000
0.013783164145
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
2.89900000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
137074.00000000
NS
USD
11611538.54000000
0.071039034320
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
3810.00000000
NS
USD
131102.10000000
0.000802078600
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-70601.54000000
-0.00043193804
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5949534.71000000
BRL
1177482.15000000
USD
2022-04-04
-70601.54000000
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes Inc
55305B101
5000.00000000
NS
USD
221750.00000000
0.001356659654
Long
EC
CORP
US
N
1
N
N
N
SpareBank 1 Nord Norge
549300SXM92LQ05OJQ76
SpareBank 1 Nord Norge
000000000
161350.00000000
NS
1969832.46000000
0.012051374178
Long
EC
CORP
NO
N
2
N
N
N
NU Holdings Ltd/Cayman Islands
5493002DG1RHWK9W2X27
NU Holdings Ltd/Cayman Islands
000000000
803523.00000000
NS
USD
6203197.56000000
0.037950971169
Long
EC
CORP
BR
N
1
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
75000.00000000
PA
USD
58443.32000000
0.000357554427
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
4875.00000000
NS
USD
95598.75000000
0.000584870201
Long
EC
CORP
US
N
1
N
N
N
Wistron Corp
254900DIEONKUALBFM06
Wistron Corp
000000000
758000.00000000
NS
786359.49000000
0.004810923083
Long
EC
CORP
TW
N
2
N
N
N
SMARTONE TELE
529900CT7EGMVQRYNQ45
SmarTone Telecommunications Holdings Ltd
000000000
551000.00000000
NS
293845.07000000
0.001797735066
Long
EC
CORP
HK
N
2
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400102
395.00000000
NS
USD
20287.20000000
0.000124116463
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-36857.94000000
-0.00022549573
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2246000.00000000
USD
48857238.00000000
CZK
2022-04-19
-36857.94000000
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BA6
1625000.00000000
PA
USD
2137026.47000000
0.013074261969
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAE6
800000.00000000
PA
USD
793582.00000000
0.004855110176
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
93041.00000000
NS
USD
3681632.37000000
0.022524113181
Long
EC
CORP
US
N
1
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAB7
1265000.00000000
PA
USD
1261898.35000000
0.007720255148
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.24900000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311206
2560.00000000
NS
USD
39833.60000000
0.000243700735
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
316163.00000000
NS
585115.55000000
0.003579718871
Long
EC
CORP
AU
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-775327.28000000
-0.00474342836
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-18
0.00000000
USD
0.00000000
USD
10100000000.00000000
KRW
-775327.28000000
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
41032.00000000
NS
2019131.11000000
0.012352981797
Long
EC
CORP
IN
N
2
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
413.00000000
NS
USD
45752.14000000
0.000279910180
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K63 Mortgage Trust
30300HAW6
485063103.45000000
PA
USD
1844112.91000000
0.011282225852
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Fixed
0.10000000
N
N
N
N
N
N
Fairstone Financial Issuance T
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAN6
1200000.00000000
PA
916363.64000000
0.005606284459
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
2.50900000
N
N
N
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian Inc
32051X108
1610.00000000
NS
USD
44902.90000000
0.000274714555
Long
EC
CORP
US
N
1
N
N
N
REGIAO AUTONOMA MADEIRA
549300NI7DXWFX27WX21
Regiao Autonoma Madeira
000000000
1000000.00000000
PA
1024134.62000000
0.006265623988
Long
DBT
NUSS
PT
N
2
2032-05-29
Fixed
0.94300000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
6735.00000000
NS
USD
486064.95000000
0.002973730358
Long
EC
CORP
US
N
1
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
112702.00000000
NS
2393382.69000000
0.014642641409
Long
EC
CORP
SE
N
2
N
N
N
SHERWOOD FINANCING PLC
259400SSZWSSPNYW7K08
Sherwood Financing PLC
000000000
1725000.00000000
PA
2143769.94000000
0.013115518311
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
84405.00000000
NS
12699889.20000000
0.077697530058
Long
EC
CORP
AU
N
2
N
N
N
Uchida Yoko Co Ltd
N/A
Uchida Yoko Co Ltd
000000000
12400.00000000
NS
491733.21000000
0.003008408598
Long
EC
CORP
JP
N
2
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
Kontoor Brands Inc
50050N103
16188.00000000
NS
USD
669373.80000000
0.004095208243
Long
EC
CORP
US
N
1
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637100
41600.00000000
NS
USD
2247648.00000000
0.013751041075
Long
EC
CORP
US
N
1
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
6117.00000000
NC
USD
-17912423.64000000
-0.10958765484
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-30
719455861.14000000
USD
-17912423.64000000
N
N
N
STANFORD UNIVERSITY
JIUV0DC2REIJXQ26CR37
Leland Stanford Junior University/The
85440KAA2
1025000.00000000
PA
USD
1064840.03000000
0.006514658430
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
3.64700000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
865000.00000000
PA
USD
847462.80000000
0.005184751247
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
41300.00000000
NS
USD
984179.00000000
0.006021176738
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
19276.00000000
NS
USD
1940129.40000000
0.011869651774
Long
EC
CORP
US
N
1
N
N
N
Obara Group Inc
3538003M0UGWDBTV2318
Obara Group Inc
000000000
19500.00000000
NS
476156.16000000
0.002913108687
Long
EC
CORP
JP
N
2
N
N
N
Hartalega Holdings Bhd
N/A
Hartalega Holdings Bhd
000000000
503200.00000000
NS
580292.19000000
0.003550209703
Long
EC
CORP
MY
N
2
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
2355.00000000
NS
USD
190378.20000000
0.001164727950
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFV6
630000.00000000
PA
USD
592953.54000000
0.003627671452
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
2.14900000
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
238661.00000000
NS
1793278.81000000
0.010971224398
Long
EC
CORP
SE
N
2
N
N
N
Nan Ya Plastics Corp
254900L66RP14M9UOM28
Nan Ya Plastics Corp
000000000
39000.00000000
NS
126290.09000000
0.000772638871
Long
EC
CORP
TW
N
2
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
33166.00000000
NS
302238.97000000
0.001849088687
Long
EC
CORP
LU
N
2
N
N
N
GUANGZHOU BAIYUNSHAN PHARMACEUTICAL HOLDINGS CO LTD
529900ROARJHMUIME057
GUANGZHOU BAIYUNSHAN PHARMACEUTICAL HOLDINGS CO LTD
000000000
10200.00000000
NS
50235.73000000
0.000307340645
Long
EC
CORP
CN
N
2
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
4150000.00000000
PA
USD
4178349.61000000
0.025563013921
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Invesco Euro CLO
549300GHZE7CYFQDBC40
Invesco Euro CLO I DAC
000000000
9000000.00000000
PA
9837304.67000000
0.060184326277
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
0.65000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
3120.00000000
NS
USD
311376.00000000
0.001904988755
Long
EC
CORP
US
N
1
N
N
N
CBAM CLO Management
N/A
CBAM 2019-11R Ltd
12510TAA2
10125000.00000000
PA
USD
10015602.41000000
0.061275146346
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
1.30490000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
64053.00000000
NS
855629.50000000
0.005234714866
Long
EC
CORP
AU
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
172774.11000000
0.001057026671
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-02-19
52134.88000000
USD
0.00000000
USD
-100000000.00000000
EUR
120639.23000000
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
45461.00000000
NS
USD
10416478.93000000
0.063727696519
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
11713.00000000
NS
USD
1705647.06000000
0.010435096056
Long
EC
CORP
US
N
1
N
N
N
Ardagh Group SA
6354006L1NWUUOPYX274
Ardagh Group SA
000000000
250.00000000
NS
USD
0.03000000
0.000000000183
Long
EC
CORP
LU
N
3
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
215.00000000
NS
USD
7535.75000000
0.000046103485
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-666113.48000000
-0.00407526170
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-07
0.00000000
USD
0.00000000
USD
1500000000.00000000
HUF
-666113.48000000
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
342714.00000000
NS
848531.96000000
0.005191292335
Long
EC
CORP
HK
N
2
N
N
N
INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
3003002Q2A863JPQFH06
INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
000000000
2800.00000000
NS
16185.99000000
0.000099025387
Long
EC
CORP
CN
N
2
N
N
N
WesBanco Inc
N/A
WesBanco Inc
950810101
36100.00000000
NS
USD
1240396.00000000
0.007588704434
Long
EC
CORP
US
N
1
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
365.00000000
NS
USD
29163.50000000
0.000178421392
Long
EC
CORP
US
N
1
N
N
N
Saudi Arabian Mining Co
N/A
Saudi Arabian Mining Co
000000000
3213.00000000
NS
114468.91000000
0.000700317257
Long
EC
CORP
SA
N
2
N
N
N
Puma Biotechnology Inc
N/A
Puma Biotechnology Inc
74587V107
104600.00000000
NS
USD
301248.00000000
0.001843025963
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
5175.00000000
NS
USD
1787859.00000000
0.010938066167
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
764.00000000
NS
USD
158117.44000000
0.000967357616
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
106994.00000000
NS
USD
7776323.92000000
0.047575309674
Long
EC
CORP
US
N
1
N
N
N
National Storage REIT
N/A
National Storage REIT
000000000
316668.00000000
NS
636700.43000000
0.003895313574
Long
EC
CORP
AU
N
2
N
N
N
VOLVO CAR AB
5299000EAMGGBEYP7J33
Volvo Car AB
000000000
2000000.00000000
PA
2215265.62000000
0.013552926674
Long
DBT
CORP
SE
N
2
2027-10-07
Fixed
2.50000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
21934.00000000
NS
USD
6714655.42000000
0.041080054566
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
344.00000000
NS
1016886.04000000
0.006221277399
Long
EC
CORP
DK
N
2
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
11040.00000000
NS
USD
73084.80000000
0.000447130550
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
830000.00000000
PA
USD
757581.01000000
0.004634857231
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
2158407.88000000
PA
USD
2131673.84000000
0.013041514744
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.10657000
N
N
N
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
166.00000000
NS
942416.76000000
0.005765676643
Long
EC
CORP
JP
N
2
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
21500000.00000000
PA
USD
12548945.42000000
0.076774060672
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/AUD FORWARD
000000000
1.00000000
NC
USD
2152.75000000
0.000013170458
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-187026.30000000
USD
252756.00000000
AUD
2022-04-19
2152.75000000
N
N
N
Diversey Holdings Ltd
N/A
Diversey Holdings Ltd
000000000
110.00000000
NS
USD
832.70000000
0.000005094432
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
498.00000000
NS
USD
99321.12000000
0.000607643545
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1610000.00000000
PA
1413669.99000000
0.008648789356
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
2750000.00000000
PA
3425823.90000000
0.020959084859
Long
DBT
CORP
US
N
2
2026-03-24
Fixed
2.50000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
2498.00000000
NS
USD
667840.30000000
0.004085826338
Long
EC
CORP
US
N
1
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
74600.00000000
NS
USD
971292.00000000
0.005942334470
Long
EC
CORP
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
4745000.00000000
PA
USD
4613029.69000000
0.028222373231
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
1172.00000000
NS
USD
182960.92000000
0.001119349260
Long
EC
CORP
US
N
1
N
N
N
Datto Holding Corp
N/A
Datto Holding Corp
23821D100
320.00000000
NS
USD
8550.40000000
0.000052311083
Long
EC
CORP
US
N
1
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc
36262G101
183.00000000
NS
USD
13055.22000000
0.000079871432
Long
EC
CORP
US
N
1
N
N
N
XCMG CONSTRUCTION MACHINERY CO LTD
300300QGG1VFJ0WTJE78
XCMG CONSTRUCTION MACHINERY CO LTD
000000000
96000.00000000
NS
77562.00000000
0.000474521921
Long
EC
CORP
CN
N
2
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
1200000.00000000
PA
USD
1192044.74000000
0.007292892918
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-412587.89000000
-0.00252419997
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-02-17
0.00000000
USD
-66.95000000
USD
2535000.00000000
GBP
-412520.94000000
N
N
N
Dine Brands Global Inc
529900HKM8OWSHLKJY75
Dine Brands Global Inc
254423106
3100.00000000
NS
USD
241645.00000000
0.001478376650
Long
EC
CORP
US
N
1
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
000000000
133140.00000000
NS
0.16000000
0.000000000978
Long
EC
CORP
RU
N
3
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
8337.94000000
0.000051011259
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-481155.09000000
USD
611992.23000000
CAD
2022-04-19
8337.94000000
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
29154.00000000
NS
USD
704652.18000000
0.004311040283
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
2575000.00000000
PA
USD
2632324.81000000
0.016104481923
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Japan Real Estate Investment C
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
126.00000000
NS
660125.50000000
0.004038627429
Long
EC
CORP
JP
N
2
N
N
N
First Citizens BancShares Inc/
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31946M103
149.00000000
NS
USD
99174.40000000
0.000606745917
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030652
22500000.00000000
PA
USD
21956339.70000000
0.134328208455
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
Kindred Group PLC
213800D1MJVOT6SNBX11
Kindred Group PLC
000000000
36436.00000000
NS
396712.11000000
0.002427072441
Long
EC
CORP
MT
N
2
N
N
N
EG FINCO LTD
2138003OUK4UQHRJLT65
EG Finco Ltd
000000000
1289750.00000000
PA
1650864.16000000
0.010099935965
Long
LON
CORP
GB
N
2
2025-02-05
Floating
5.61770000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
29920000.00000000
PA
USD
27801976.36000000
0.170091633077
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
9296000.00000000
NS
2035692.63000000
0.012454304665
Long
EC
CORP
HK
N
2
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
21600.00000000
NS
553654.93000000
0.003387243769
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-130499.10000000
-0.00079838946
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
USD
0.00000000
USD
1780000.00000000
EUR
-130499.10000000
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DQ7
1500000.00000000
PA
USD
1341119.12000000
0.008204925373
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
Turkiye Sise ve Cam Fabrikalar
789000KWOK751Q6R8875
Turkiye Sise ve Cam Fabrikalari AS
000000000
2211199.00000000
NS
2293135.78000000
0.014029333909
Long
EC
CORP
TR
N
2
N
N
N
Hirogin Holdings Inc
N/A
Hirogin Holdings Inc
000000000
96000.00000000
NS
506217.84000000
0.003097025117
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RAZ6
12000000.00000000
PA
USD
10795966.80000000
0.066049391592
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.12450000
N
N
N
N
N
N
Aozora Bank Ltd
X0XUGKC9FD2CYUQNC010
Aozora Bank Ltd
000000000
43100.00000000
NS
907852.46000000
0.005554213323
Long
EC
CORP
JP
N
2
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
2748000.00000000
PA
USD
2712557.78000000
0.016595344756
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
807000.00000000
PA
USD
807012.88000000
0.004937279886
Long
DBT
CORP
US
N
2
N/A
Floating
3.76900000
N
N
N
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C105
6900.00000000
NS
USD
229908.00000000
0.001406570046
Long
EC
CORP
US
N
1
N
N
N
Taiwan Mobile Co Ltd
N/A
Taiwan Mobile Co Ltd
000000000
13000.00000000
NS
47571.78000000
0.000291042681
Long
EC
CORP
TW
N
2
N
N
N
CDC Mortgage Capital Trust
N/A
CDC Mortgage Capital Trust 2003-HE1
12506YAY5
754527.95000000
PA
USD
756952.78000000
0.004631013739
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.80657000
N
N
N
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
5357.00000000
NS
USD
833924.19000000
0.005101922449
Long
EC
CORP
IE
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
26525.00000000
NS
USD
2154625.75000000
0.013181933821
Long
EC
CORP
US
N
1
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
1245000.00000000
PA
USD
1067169.78000000
0.006528911768
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
000000000
250560.00000000
NS
4644350.44000000
0.028413992613
Long
EC
CORP
IT
N
2
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
59030.00000000
NS
USD
2887157.30000000
0.017663539230
Long
EC
CORP
US
N
1
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115Q308
1900.00000000
NS
USD
326363.00000000
0.001996678758
Long
EC
CORP
US
N
1
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
1160.00000000
NS
USD
377730.80000000
0.002310945373
Long
EC
CORP
US
N
1
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
76286.00000000
NS
1914096.05000000
0.011710380542
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
220000.00000000
PA
USD
199214.59000000
0.001218788711
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
2800.00000000
NS
USD
364392.00000000
0.002229339006
Long
EC
CORP
US
N
1
N
N
N
Paysafe Ltd
N/A
Paysafe Ltd
000000000
8445.00000000
NS
USD
28628.55000000
0.000175148585
Long
EC
CORP
GB
N
1
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
35891.00000000
NS
USD
3304843.28000000
0.020218929161
Long
EC
CORP
US
N
1
N
N
N
Fidelity Grand Harbour CLO
635400KPYNGCFZ6MDR25
Fidelity Grand Harbour CLO 2021-1 DAC
000000000
8500000.00000000
PA
9350185.41000000
0.057204145682
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
1.00000000
N
N
N
N
N
N
Nissha Co Ltd
353800DMEBG4RFUJ0P59
Nissha Co Ltd
000000000
26000.00000000
NS
307013.47000000
0.001878298931
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
6241.66000000
0.000038186283
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-432440.94000000
USD
1396568.00000000
ILS
2022-06-15
6241.66000000
N
N
N
Nippon Light Metal Holdings Co
353800J9KCFJSF2CGT47
Nippon Light Metal Holdings Co Ltd
000000000
44900.00000000
NS
628439.76000000
0.003844775050
Long
EC
CORP
JP
N
2
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp
488401100
975.00000000
NS
USD
55126.50000000
0.000337262225
Long
EC
CORP
US
N
1
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp
70202L102
8100.00000000
NS
USD
313470.00000000
0.001917799782
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
74921.00000000
NS
592975.82000000
0.003627807760
Long
EC
CORP
CH
N
2
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
70500.00000000
NS
USD
1201320.00000000
0.007349638673
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
1450.00000000
NS
USD
110809.00000000
0.000677926041
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive India Ltd
335800YWKI47DGFKWB26
Colgate-Palmolive India Ltd
000000000
953.00000000
NS
19393.31000000
0.000118647671
Long
EC
CORP
IN
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
690000.00000000
PA
USD
658159.95000000
0.004026602255
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
2.09900000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAS7
7611842.23000000
PA
USD
7504340.18000000
0.045911321549
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
3.23120000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS HALLIBURTON COMPANY
000000000
1.00000000
NC
USD
7362.38000000
0.000045042813
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
HALLIBURTON CO
Halliburton Co
Y
Default Event
2026-12-20
5524.16000000
USD
0.00000000
USD
610000.00000000
USD
1838.22000000
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
87056.00000000
NS
1180195.87000000
0.007220401898
Long
EC
CORP
CN
N
2
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
200000.00000000
PA
275456.69000000
0.001685235525
Long
DBT
NUSS
ES
N
2
2034-10-28
Fixed
4.69000000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919401
20800.00000000
NS
USD
338000.00000000
0.002067873565
Long
EC
CORP
US
N
1
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
293.00000000
NS
USD
40735.79000000
0.000249220305
Long
EC
CORP
US
N
1
N
N
N
Babson CLO Ltd
N/A
Barings Clo Ltd 2020-IIII
06762CAQ1
5000000.00000000
PA
USD
4952057.00000000
0.030296531847
Long
ABS-CBDO
CORP
KY
N
2
2033-10-15
Floating
1.25129000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
THB/USD FORWARD
000000000
1.00000000
NC
USD
28802.24000000
0.000176211215
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-456178497.00000000
THB
13763947.05000000
USD
2022-06-15
28802.24000000
N
N
N
SHAANXI COAL INDUSTRY CO LTD
N/A
SHAANXI COAL INDUSTRY CO LTD
000000000
37900.00000000
NS
97951.65000000
0.000599265170
Long
EC
CORP
CN
N
2
N
N
N
Value Partners Group Ltd
549300RYVTCSHFKXHB81
Value Partners Group Ltd
000000000
774000.00000000
NS
331062.98000000
0.002025433091
Long
EC
CORP
HK
N
2
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
500000000.00000000
PA
4097399.38000000
0.025067762913
Long
DBT
NUSS
MX
N
2
2025-04-18
Fixed
0.85000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
1930.00000000
NS
USD
126530.80000000
0.000774111528
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
3000.00000000
NS
USD
116700.00000000
0.000713966997
Long
EC
CORP
US
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
26100.00000000
NS
727609.06000000
0.004451489766
Long
EC
CORP
JP
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
32869.00000000
NS
1642417.92000000
0.010048262130
Long
EC
CORP
NO
N
2
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare Inc
74112D101
61000.00000000
NS
USD
3229340.00000000
0.019757002424
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp
830830105
106700.00000000
NS
USD
5855696.00000000
0.035824967352
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
130085.00000000
NS
USD
2540560.05000000
0.015543067954
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp
45826H109
39600.00000000
NS
USD
3190572.00000000
0.019519820997
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KND7
1605000.00000000
PA
USD
1519490.90000000
0.009296198416
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
3.74900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
1075000.00000000
PA
USD
1008539.04000000
0.006170210711
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
6226928.83000000
PA
USD
6212773.15000000
0.038009554333
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
4.26014000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUF/USD FORWARD
000000000
1.00000000
NC
USD
15630.24000000
0.000095625325
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-195532070.00000000
HUF
602880.00000000
USD
2022-04-19
15630.24000000
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2018-C
51888JAA6
3303608.35265400
PA
USD
3267934.01000000
0.019993119386
Long
ABS-O
CORP
US
N
2
2043-08-25
Variable
0.01000000
N
N
N
N
N
N
Uponor Oyj
743700KA2GMSYJM3CM12
Uponor Oyj
000000000
20351.00000000
NS
411056.72000000
0.002514832322
Long
EC
CORP
FI
N
2
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
230.00000000
NS
USD
6235.30000000
0.000038147372
Long
EC
CORP
US
N
1
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
31355.00000000
NS
937416.63000000
0.005735086002
Long
EC
CORP
ES
N
2
N
N
N
Kintetsu World Express Inc
353800NJM7BQDHSWJM19
Kintetsu World Express Inc
000000000
26400.00000000
NS
676303.93000000
0.004137606565
Long
EC
CORP
JP
N
2
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
150.00000000
NS
USD
5556.00000000
0.000033991436
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
568.00000000
NS
USD
159057.04000000
0.000973106060
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
1403050.00000000
NS
2725814.68000000
0.016676450061
Long
EC
CORP
GB
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-67414.33000000
-0.00041243878
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-35086505.00000000
BRL
7292975.47000000
USD
2022-04-04
-67414.33000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
1910000.00000000
PA
USD
1787048.14000000
0.010933105351
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.59900000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
503.00000000
NS
USD
66873.85000000
0.000409132149
Long
EC
CORP
US
N
1
N
N
N
KAZAKHSTAN TEMIR ZHOLY
724500NSQCZ1PR6DVD13
Kazakhstan Temir Zholy Finance BV
000000000
200000.00000000
PA
USD
208124.54000000
0.001273299510
Long
DBT
CORP
NL
N
2
2042-07-10
Fixed
6.95000000
N
N
N
N
N
N
Brunello Cucinelli SpA
5493003CX2RZ0FOBH256
Brunello Cucinelli SpA
000000000
39742.00000000
NS
2314409.01000000
0.014159482873
Long
EC
CORP
IT
N
2
N
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
000000000
219450.00000000
NS
1707646.71000000
0.010447329853
Long
EC
CORP
IN
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-81151.86000000
-0.00049648457
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4756058.91000000
USD
4223573.60000000
EUR
2022-04-19
-81151.86000000
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
875741.08000000
PA
1145362.23000000
0.007007290763
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
1.65522000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
750000.00000000
PA
366051.62000000
0.002239492510
Long
DBT
CORP
LU
N
2
2023-03-06
Fixed
1.45000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
395000.00000000
PA
USD
391644.94000000
0.002396071652
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-392.24000000
-0.00000239971
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-51044.00000000
CHF
54854.06000000
USD
2022-04-04
-392.24000000
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAB0
7400000.00000000
PA
USD
6851853.88000000
0.041919430509
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.49000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2019-2 Ltd
75049TAB7
856877.28000000
PA
USD
856079.61000000
0.005237468625
Long
ABS-MBS
CORP
BM
N
2
2029-06-25
Floating
2.20657000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
4600000.00000000
PA
4340947.35000000
0.026557781875
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
Electrocomponents PLC
549300KVXDURRKVW7R37
Electrocomponents PLC
000000000
27698.00000000
NS
393140.17000000
0.002405219423
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-51248.71000000
-0.00031353802
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
67.50000000
USD
2022-05-18
XXXX
-17286.21000000
N
N
N
Axcelis Technologies Inc
529900HF9B6NL1QG9F05
Axcelis Technologies Inc
054540208
67600.00000000
NS
USD
5105828.00000000
0.031237298078
Long
EC
CORP
US
N
1
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics
640268108
2305.00000000
NS
USD
12423.95000000
0.000076009342
Long
EC
CORP
US
N
1
N
N
N
Torrent Pharmaceuticals Ltd
335800NA6HK275RIJE13
Torrent Pharmaceuticals Ltd
000000000
5125.00000000
NS
188422.07000000
0.001152760407
Long
EC
CORP
IN
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
8845.00000000
NS
USD
1056889.05000000
0.006466014579
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
12.00000000
NS
USD
53607.24000000
0.000327967439
Long
EC
CORP
US
N
1
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
182161.00000000
NS
7355119.95000000
0.044998396789
Long
EC
CORP
AU
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
46083.00000000
NS
USD
8449318.05000000
0.051692666985
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
1540.00000000
NS
USD
70870.80000000
0.000433585366
Long
EC
CORP
US
N
1
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
000000000
61000.00000000
NS
562239.69000000
0.003439765066
Long
EC
CORP
TW
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
1085.00000000
NS
USD
60119.85000000
0.000367811386
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
500000.00000000
PA
USD
393633.75000000
0.002408239130
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
21600.00000000
NS
707141.42000000
0.004326269376
Long
EC
CORP
JP
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
11772.00000000
NS
USD
6022555.20000000
0.036845806787
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
USD
-6964.80000000
-0.00004261043
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2028-12-20
0.00000000
USD
-3824.01000000
USD
960000.00000000
USD
-3140.79000000
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
900000.00000000
PA
USD
883898.37000000
0.005407662940
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
596000.00000000
PA
USD
539191.49000000
0.003298756890
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
402.00000000
NS
USD
103659.72000000
0.000634186966
Long
EC
CORP
US
N
1
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
1646700.00000000
NS
754173.52000000
0.004614010312
Long
EC
CORP
MY
N
2
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
1700000.00000000
PA
USD
1732410.77000000
0.010598835608
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
8869.00000000
NS
USD
1338864.24000000
0.008191130087
Long
EC
CORP
US
N
1
N
N
N
A10 Networks Inc
549300UQD4IWUML81Q35
A10 Networks Inc
002121101
167200.00000000
NS
USD
2332440.00000000
0.014269795913
Long
EC
CORP
US
N
1
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
17800.00000000
NS
USD
256854.00000000
0.001571424842
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
325000.00000000
PA
USD
303119.03000000
0.001854472867
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
9300.00000000
NS
USD
3137913.00000000
0.019197654861
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
3110000.00000000
PA
USD
2706450.23000000
0.016557978954
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Computer Programs and Systems
5493005Q6CJC78TGL805
Computer Programs and Systems Inc
205306103
31700.00000000
NS
USD
1092065.00000000
0.006681219956
Long
EC
CORP
US
N
1
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
1500000.00000000
PA
1303162.32000000
0.007972706842
Long
DBT
CORP
KZ
N
2
2023-12-05
Fixed
3.25000000
N
N
N
N
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB
000000000
23940.00000000
NS
554027.28000000
0.003389521795
Long
EC
CORP
SE
N
2
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
405.00000000
NS
USD
122058.90000000
0.000746752582
Long
EC
CORP
BM
N
1
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AC9
4955000.00000000
PA
USD
4983832.85000000
0.030490935517
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
3.55000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
925000.00000000
PA
USD
863924.51000000
0.005285463481
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-690.27000000
-0.00000422305
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-463000.00000000
USD
351973.48000000
GBP
2022-04-19
-690.27000000
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
Zehnder Group AG
000000000
6597.00000000
NS
569527.20000000
0.003484349827
Long
EC
CORP
CH
N
2
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAR7
1030000.00000000
PA
USD
904342.03000000
0.005532736620
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.12500000
N
N
N
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group Inc/The
405217100
1190.00000000
NS
USD
40936.00000000
0.000250445184
Long
EC
CORP
US
N
1
N
N
N
Indofood CBP Sukses Makmur Tbk
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
19200.00000000
NS
9817.42000000
0.000060062672
Long
EC
CORP
ID
N
2
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAN4
1400000.00000000
PA
USD
1273107.77000000
0.007788834033
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
ITALY PRIN STRIP
815600DE60799F5A9309
Repubic of Italy Government International Bond Principal Strip
000000000
2760000.00000000
PA
2447247.96000000
0.014972187468
Long
DBT
NUSS
IT
N
2
2031-02-20
None
0.00000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
322009.00000000
NS
USD
20160983.49000000
0.123344274588
Long
EC
CORP
US
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
809926.00000000
NS
12500679.33000000
0.076478770224
Long
EC
CORP
AU
N
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
585.00000000
NS
USD
276488.55000000
0.001691548413
Long
EC
CORP
US
N
1
N
N
N
Banque Saudi Fransi
558600N07EDF4ATYR106
Banque Saudi Fransi
000000000
4434.00000000
NS
63444.97000000
0.000388154367
Long
EC
CORP
SA
N
2
N
N
N
SmartGroup Corp Ltd
N/A
SmartGroup Corp Ltd
000000000
179961.00000000
NS
1147374.27000000
0.007019600362
Long
EC
CORP
AU
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
1071000.00000000
NS
1184322.17000000
0.007245646474
Long
EC
CORP
CN
N
2
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-SL1
52475KAA0
1376991.67000000
PA
USD
1367906.28000000
0.008368808391
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.73400000
N
N
N
N
N
N
ProSiebenSat.1 Media SE
529900NY0WWQUKOMWQ37
ProSiebenSat.1 Media SE
000000000
84282.00000000
NS
1075288.28000000
0.006578580501
Long
EC
CORP
DE
N
2
N
N
N
Tech Mahindra Ltd
3358005FZUZ1I25XQH69
Tech Mahindra Ltd
000000000
314145.00000000
NS
6203029.51000000
0.037949943044
Long
EC
CORP
IN
N
2
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
14900.00000000
NS
USD
3734238.00000000
0.022845952801
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
48046.00000000
NS
USD
17066419.66000000
0.104411828611
Long
EC
CORP
US
N
1
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
584000.00000000
NS
234011.46000000
0.001431674887
Long
EC
CORP
CN
N
2
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
1595.00000000
NS
USD
376770.90000000
0.002305072734
Long
EC
CORP
GB
N
1
N
N
N
Ichigo Office REIT Investment
N/A
Ichigo Office REIT Investment Corp
000000000
2131.00000000
NS
1542672.64000000
0.009438023586
Long
EC
CORP
JP
N
2
N
N
N
ATN International Inc
54930013NP7VEU877V56
ATN International Inc
00215F107
7600.00000000
NS
USD
303088.00000000
0.001854283027
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
48075.00000000
NS
USD
1064861.25000000
0.006514788253
Long
EC
CORP
US
N
1
N
N
N
Spirit AeroSystems Holdings In
N/A
Spirit AeroSystems Holdings Inc
848574109
29574.00000000
NS
USD
1445872.86000000
0.008845805520
Long
EC
CORP
US
N
1
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
305.00000000
NS
USD
11974.30000000
0.000073258397
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
1100.00000000
NS
USD
82731.00000000
0.000506145703
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-566931.73000000
-0.00346847082
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-02-16
0.00000000
USD
-177.16000000
USD
5000000.00000000
CAD
-566754.57000000
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
477.00000000
NS
USD
53099.64000000
0.000324861958
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
81813.00000000
NS
USD
8757263.52000000
0.053576667864
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-290898.51000000
-0.00177970810
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
4316000.00000000
EUR
-290898.51000000
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
32870.00000000
NS
326608.58000000
0.001998181209
Long
EC
CORP
IT
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
670000.00000000
PA
USD
691949.22000000
0.004233323966
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
65600.00000000
NS
75400.74000000
0.000461299399
Long
EC
CORP
CN
N
2
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAE0
7470000.00000000
PA
USD
6839155.21000000
0.041841740438
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
2350000.00000000
PA
USD
2436553.11000000
0.014906756706
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
42228.00000000
NS
USD
7033495.68000000
0.043030709434
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
1750.00000000
NS
USD
112857.50000000
0.000690458700
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
3780.00000000
NS
USD
70837.20000000
0.000433379802
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
-54400000.00000000
OU
Other
USD
-120673.00000000
-0.00073827368
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-54400000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-36353.00000000
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
1300000.00000000
PA
USD
1274830.04000000
0.007799370828
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-3 Ltd
07877KAE0
650000.00000000
PA
USD
659797.45000000
0.004036620430
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
4.15657000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
940000.00000000
PA
USD
887757.38000000
0.005431272244
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1552.69000000
-0.00000949930
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1127265.00000000
USD
1017482.69000000
EUR
2022-04-04
-1552.69000000
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
296006109
19125.00000000
NS
280109.39000000
0.001713700600
Long
EC
CORP
CA
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
6297000.00000000
PA
USD
6363962.86000000
0.038934528311
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
25762.00000000
NS
808491.89000000
0.004946328423
Long
EC
CORP
GB
N
2
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
000000000
1135000.00000000
PA
1477238.81000000
0.009037701434
Long
DBT
NUSS
GR
N
2
2034-07-17
Fixed
5.20000000
N
N
N
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-27700000.00000000
OU
Other
USD
-61445.63000000
-0.00037592246
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27700000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-14632.63000000
N
N
N
CHINA OVS PPT
N/A
China Overseas Property Holdings Ltd
000000000
215000.00000000
NS
253441.70000000
0.001550548496
Long
EC
CORP
HK
N
2
N
N
N
SBS Holdings Inc
N/A
SBS Holdings Inc
000000000
95900.00000000
NS
2617264.26000000
0.016012341943
Long
EC
CORP
JP
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/MXN FORWARD
000000000
1.00000000
NC
USD
81501.35000000
0.000498622743
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-2402000.00000000
USD
50081108.58000000
MXN
2022-06-15
81501.35000000
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215207
4028.00000000
NS
USD
589296.40000000
0.003605297182
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDL1
1275000.00000000
PA
USD
1226249.07000000
0.007502153953
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
575990.00000000
NS
0.71000000
0.000000004343
Long
EC
CORP
RU
N
3
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
2335.00000000
NS
USD
210220.05000000
0.001286119776
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
180678.86000000
0.001105387687
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-30933365.66000000
GBP
40807698.11000000
USD
2022-05-06
180678.86000000
N
N
N
SiriusPoint Ltd
549300OGXFI85N3YZZ51
SiriusPoint Ltd
000000000
34700.00000000
NS
USD
259556.00000000
0.001587955595
Long
EC
CORP
BM
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
2720.00000000
NS
USD
133878.40000000
0.000819063918
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
4600000.00000000
PA
USD
4302241.40000000
0.026320980067
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
8365.00000000
NS
USD
225604.05000000
0.001380238613
Long
EC
CORP
US
N
1
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SpareBank 1 SMN
000000000
155181.00000000
NS
2484574.29000000
0.015200548803
Long
EC
CORP
NO
N
2
N
N
N
Sprout Social Inc
N/A
Sprout Social Inc
85209W109
37584.00000000
NS
USD
3011230.08000000
0.018422612667
Long
EC
CORP
US
N
1
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
124724.00000000
NS
USD
18925619.76000000
0.115786357426
Long
EC
CORP
US
N
1
N
N
N
Lordstown Motors Corp
N/A
Lordstown Motors Corp
54405Q100
140800.00000000
NS
USD
480128.00000000
0.002937408281
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
1375000.00000000
PA
USD
1473157.13000000
0.009012729842
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Grupo Aeroportuario del Surest
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
000000000
1620.00000000
NS
35982.90000000
0.000220142271
Long
EC
CORP
MX
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-4479.39000000
-0.00002740476
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-4277033.80000000
ILS
1339000.00000000
USD
2022-06-15
-4479.39000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW39
30937089.15000000
PA
USD
1385251.48000000
0.008474925789
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.35296600
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
108405.00000000
NS
USD
7360699.50000000
0.045032532303
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
686.00000000
NC
USD
-3046752.28000000
-0.01863993639
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
105989627.28000000
USD
-3046752.28000000
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
7452.00000000
NS
USD
980757.72000000
0.006000245453
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
13010000.00000000
PA
USD
10633642.19000000
0.065056294640
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Airports of Thailand PCL
5299006VS4CU6LW0TY22
Airports of Thailand PCL
000000000
538199.00000000
NS
1067090.48000000
0.006528426613
Long
EC
CORP
TH
N
2
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
29000.00000000
NS
225687.30000000
0.001380747934
Long
EC
CORP
CN
N
2
N
N
N
BARRICK PD AU FIN PTY LT
5493008DX0TK7OFLV260
Barrick PD Australia Finance Pty Ltd
06849UAD7
5415000.00000000
PA
USD
6672634.08000000
0.040822969306
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95000000
N
N
N
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
000000000
870000.00000000
NS
446030.35000000
0.002728799911
Long
EC
CORP
CN
N
2
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
2500000.00000000
PA
USD
2384919.58000000
0.014590864363
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Popular ABS Mortgage Pass-Thro
N/A
Popular ABS Mortgage Pass-Through Trust 2005-5
73316PGH7
656653.60000000
PA
USD
649841.41000000
0.003975709684
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.56455500
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
378700.00000000
NS
2810193.34000000
0.017192676098
Long
EC
CORP
BR
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
91590.00000000
NS
USD
8212875.30000000
0.050246117540
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
172400.00000000
NS
USD
20294928.00000000
0.124163742965
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
3130.00000000
NS
USD
225798.20000000
0.001381426416
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
12560.00000000
NS
USD
1094604.00000000
0.006696753479
Long
EC
CORP
US
N
1
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750103
4627.00000000
NS
USD
688405.06000000
0.004211640904
Long
EC
CORP
US
N
1
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
11500.00000000
NS
25890.47000000
0.000158397096
Long
EC
CORP
CN
N
2
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
000000000
785631.00000000
NS
1053628.69000000
0.006446067798
Long
EC
CORP
AE
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1810000.00000000
PA
USD
1829623.06000000
0.011193577397
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
39290.00000000
NS
USD
2277248.40000000
0.013932135408
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
4039.00000000
NS
USD
667162.02000000
0.004081676641
Long
EC
CORP
US
N
1
N
N
N
BANK OF NANJING CO LTD
300300C1086932000062
BANK OF NANJING CO LTD
000000000
53400.00000000
NS
89508.91000000
0.000547612748
Long
EC
CORP
CN
N
2
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
7788.00000000
0.000047646743
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
54000.00000000
NS
USD
172800.00000000
0.001057185065
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
2940.00000000
NS
USD
212473.80000000
0.001299908148
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
1746.00000000
NS
USD
198817.02000000
0.001216356390
Long
EC
CORP
US
N
1
N
N
N
ONTARIO ELECTRICITY FIN
549300SI5D7OIEG4Y641
Ontario Electricity Financial Corp
683078FP9
500000.00000000
PA
298272.36000000
0.001824821090
Long
DBT
NUSS
CA
N
2
2031-04-11
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP98
197346164.88000000
PA
USD
6766190.87000000
0.041395346859
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Variable
0.92001600
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
13476.00000000
NS
USD
7590087.48000000
0.046435920883
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
16175000.00000000
PA
USD
14213418.93000000
0.086957258221
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
China Literature Ltd
529900YXWIZUFHMK8W28
China Literature Ltd
000000000
3000.00000000
NS
12345.93000000
0.000075532018
Long
EC
CORP
CN
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
3550000.00000000
PA
USD
3784506.86000000
0.023153496135
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
630000.00000000
PA
USD
772044.84000000
0.004723346496
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
10000.00000000
PA
USD
10086.25000000
0.000061707366
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 17-K68 Mortgage Trust
30305EAA6
1051352958.20000000
PA
USD
4588945.39000000
0.028075026227
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Fixed
0.10000000
N
N
N
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
000000000
9000.00000000
NS
440566.11000000
0.002695369859
Long
EC
CORP
JP
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
23768.36000000
0.000145414092
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3376000.00000000
USD
4132826413.00000000
KRW
2022-06-15
23768.36000000
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
694.00000000
NS
USD
96056.54000000
0.000587670946
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL5 Trust
12597XAC5
901526.26000000
PA
USD
883273.87000000
0.005403842268
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.02300000
N
N
N
N
N
N
Softcat PLC
213800N42YZLR9GLVC42
Softcat PLC
000000000
12000.00000000
NS
266854.62000000
0.001632608326
Long
EC
CORP
GB
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
42454.00000000
NS
USD
13561081.22000000
0.082966276250
Long
EC
CORP
GB
N
1
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
14510.00000000
NS
711235.62000000
0.004351317566
Long
EC
CORP
PH
N
2
N
N
N
H.U. Group Holdings Inc
N/A
H.U. Group Holdings Inc
000000000
52500.00000000
NS
1248723.14000000
0.007639649620
Long
EC
CORP
JP
N
2
N
N
N
Hackett Group Inc/The
5K016KLIRB6156644289
Hackett Group Inc/The
404609109
61700.00000000
NS
USD
1422802.00000000
0.008704658711
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-11209.58000000
-0.00006857986
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-05-08
17552.91000000
USD
0.00000000
USD
1500000.00000000
GBP
-28762.49000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
1585000.00000000
PA
USD
1464162.93000000
0.008957703604
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
35418.00000000
NS
USD
2641828.62000000
0.016162625939
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
20769.00000000
NS
2131982.34000000
0.013043402138
Long
EC
CORP
FR
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
401700.00000000
NS
5935341.01000000
0.036312233065
Long
EC
CORP
JP
N
2
N
N
N
Menicon Co Ltd
3538000OOSRECSEX2327
Menicon Co Ltd
000000000
141188.00000000
NS
3376786.99000000
0.020659078557
Long
EC
CORP
JP
N
2
N
N
N
Thoughtworks Holding Inc
N/A
Thoughtworks Holding Inc
88546E105
305.00000000
NS
USD
6347.05000000
0.000038831055
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-25989.24000000
-0.00015900136
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-772768.00000000
USD
568496.97000000
GBP
2022-04-04
-25989.24000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
2552000.00000000
PA
USD
2863640.41000000
0.017519663623
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ Inc
002474104
32800.00000000
NS
USD
1582272.00000000
0.009680291248
Long
EC
CORP
US
N
1
N
N
N
GS Holdings Corp
N/A
GS Holdings Corp
000000000
373.00000000
NS
13478.52000000
0.000082461169
Long
EC
CORP
KR
N
2
N
N
N
Cannae Holdings Inc
549300OGRF1ICI7D2V77
Cannae Holdings Inc
13765N107
51300.00000000
NS
USD
1227096.00000000
0.007507335445
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
85400.00000000
NS
USD
4524492.00000000
0.027680702377
Long
EC
CORP
US
N
1
N
N
Woolworths Holdings Ltd/South
37890095421E07184E97
Woolworths Holdings Ltd/South Africa
000000000
7371.00000000
NS
29073.41000000
0.000177870224
Long
EC
CORP
ZA
N
2
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
110100.00000000
NS
USD
4180497.00000000
0.025576151587
Long
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
214.00000000
NS
USD
22538.48000000
0.000137889724
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
1185.00000000
NS
USD
79418.70000000
0.000485881154
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
10660.00000000
NS
USD
215545.20000000
0.001318698879
Long
EC
CORP
US
N
1
N
N
N
eXp World Holdings Inc
549300TWVVZC283VEC32
eXp World Holdings Inc
30212W100
6600.00000000
NS
USD
139722.00000000
0.000854814882
Long
EC
CORP
US
N
1
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
2595.00000000
NS
USD
97338.45000000
0.000595513632
Long
EC
CORP
US
N
1
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2019-A
56847MAA8
2400000.00000000
PA
USD
2388193.44000000
0.014610893738
Long
ABS-O
CORP
US
N
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
120.00000000
NS
USD
18685.20000000
0.000114315476
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
3325000.00000000
PA
USD
3058021.88000000
0.018708883455
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
9100.00000000
NS
573846.05000000
0.003510772418
Long
EC
CORP
JP
N
2
N
N
N
Larsen & Toubro Infotech Ltd
335800DY1I1WFHVV6T22
Larsen & Toubro Infotech Ltd
000000000
10225.00000000
NS
827835.29000000
0.005064670747
Long
EC
CORP
IN
N
2
N
N
N
Revance Therapeutics Inc
549300N33TFDZHS81H11
Revance Therapeutics Inc
761330109
28275.00000000
NS
USD
551362.50000000
0.003373218753
Long
EC
CORP
US
N
1
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SGD/USD FORWARD
000000000
1.00000000
NC
USD
1115.46000000
0.000006824349
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2317000.00000000
USD
3141852.00000000
SGD
2022-06-15
1115.46000000
N
N
N
RUSSIAN RAIL(RZD CAP)
635400VKMH1VQDFMW392
Russian Railways Via RZD Capital PLC
000000000
1500000.00000000
PA
98523.75000000
0.000602765260
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.48700000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
500000.00000000
PA
485486.28000000
0.002970190073
Long
DBT
CORP
KZ
N
2
2022-06-20
Fixed
3.63800000
N
N
N
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
AngioDynamics Inc
03475V101
16900.00000000
NS
USD
364026.00000000
0.002227099829
Long
EC
CORP
US
N
1
N
N
N
Samsung Electro-Mechanics Co L
N/A
Samsung Electro-Mechanics Co Ltd
000000000
1354.00000000
NS
183204.21000000
0.001120837700
Long
EC
CORP
KR
N
2
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
383020.00000000
NS
3263006.36000000
0.019962972176
Long
EC
CORP
HK
N
2
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
21289.00000000
NS
1224340.02000000
0.007490474444
Long
EC
CORP
KR
N
2
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
232810.00000000
NS
USD
16296700.00000000
0.099702707493
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
USD
-10265.82000000
-0.00006280596
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2028-12-20
0.00000000
USD
-5216.03000000
USD
1415000.00000000
USD
-5049.79000000
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
2000000.00000000
PA
USD
1860000.00000000
0.011379422578
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
125740.00000000
NS
USD
9117407.40000000
0.055780017003
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp
N/A
ProPetro Holding Corp
74347M108
60300.00000000
NS
USD
839979.00000000
0.005138965590
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
4283.80000000
0.000026208156
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-108739.00000000
EUR
124642.71000000
USD
2022-04-19
4283.80000000
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
864.00000000
NS
57338.68000000
0.000350796274
Long
EC
CORP
KR
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
33680.00000000
NS
USD
1411192.00000000
0.008633629090
Long
EC
CORP
US
N
1
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
400000.00000000
PA
USD
406995.63000000
0.002489986699
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AX4
1725000.00000000
PA
USD
1510642.32000000
0.009242063077
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.00000000
N
N
N
N
N
Healthcare Trust of America In
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
2725.00000000
NS
USD
85401.50000000
0.000522483740
Long
EC
CORP
US
N
1
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
920000.00000000
PA
799160.90000000
0.004889241714
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.37500000
N
N
N
N
N
N
Braskem SA
549300RPMQUFGBB7EY44
Braskem SA
000000000
219200.00000000
NS
2037281.70000000
0.012464026546
Long
EP
CORP
BR
N
1
N
N
N
ESR Cayman Ltd
549300C81AR42BZUFZ09
ESR Cayman Ltd
000000000
186200.00000000
NS
575794.99000000
0.003522695973
Long
EC
CORP
HK
N
2
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-64486.84000000
-0.00039452849
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-2478783.74000000
USD
803870004.00000000
HUF
2022-04-19
-64486.84000000
N
N
N
Berkshire Hills Bancorp Inc
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp Inc
084680107
31800.00000000
NS
USD
921246.00000000
0.005636154587
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
-54400000.00000000
OU
Other
USD
-62411.26000000
-0.00038183016
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-54400000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
40948.74000000
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
7613.00000000
NS
USD
764497.46000000
0.004677171858
Long
EC
CORP
US
N
1
N
N
N
Oportun Financial Corp
549300351Y4J4FKIOR78
Oportun Financial Corp
68376D104
24800.00000000
NS
USD
356128.00000000
0.002178780109
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
1225000.00000000
PA
USD
1103482.55000000
0.006751072174
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
238410.00000000
NS
11370461.91000000
0.069564134940
Long
EC
CORP
AT
N
2
N
N
N
Driven Brands Holdings Inc
N/A
Driven Brands Holdings Inc
26210V102
675.00000000
NS
USD
17739.00000000
0.000108526654
Long
EC
CORP
US
N
1
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
2500000.00000000
PA
USD
2556310.23000000
0.015639427069
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
154688.00000000
NS
281650.68000000
0.001723130165
Long
EC
CORP
GB
N
2
N
N
N
SkyWest Inc
529900UYS2KGS6Z42P09
SkyWest Inc
830879102
38000.00000000
NS
USD
1096300.00000000
0.006707129555
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
135152.00000000
NS
USD
25013932.16000000
0.153034464733
Long
EC
CORP
NL
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
118175.00000000
NS
USD
12179115.50000000
0.074511452639
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
31512.00000000
NS
USD
14880911.76000000
0.091040958749
Long
EC
CORP
US
N
1
N
N
N
HUAXIA BANK CO LTD
300300AKNDEHIGVDZW37
HUAXIA BANK CO LTD
000000000
108800.00000000
NS
94976.33000000
0.000581062254
Long
EC
CORP
CN
N
2
N
N
N
Mobile Telecommunications Co K
N/A
Mobile Telecommunications Co KSCP
000000000
16408.00000000
NS
33913.99000000
0.000207484743
Long
EC
CORP
KW
N
2
N
N
N
Kenedix Office Investment Corp
353800FFT483NCIHFY42
Kenedix Office Investment Corp
000000000
60.00000000
NS
359994.92000000
0.002202437806
Long
EC
CORP
JP
N
2
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
540000.00000000
PA
USD
477085.49000000
0.002918794299
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS SA
000000000
1.00000000
NC
USD
-5479.48000000
-0.00003352328
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
-14978.16000000
USD
700000.00000000
USD
9498.68000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-5948.23000000
-0.00003639108
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-21502188.00000000
CNY
3366607.90000000
USD
2022-05-23
-5948.23000000
N
N
N
Nihon Unisys Ltd
N/A
Nihon Unisys Ltd
000000000
14000.00000000
NS
354710.12000000
0.002170105563
Long
EC
CORP
JP
N
2
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C204
15300.00000000
NS
USD
558603.00000000
0.003417515908
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
41983.00000000
NS
USD
2137354.53000000
0.013076269030
Long
EC
CORP
US
N
1
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
000000000
2000000.00000000
PA
2199537.25000000
0.013456700992
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
110067.00000000
NS
1946077.99000000
0.011906045064
Long
EC
CORP
GB
N
2
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
1665.00000000
NS
USD
57942.00000000
0.000354487367
Long
EC
CORP
US
N
1
N
N
N
InterRent Real Estate Investme
N/A
InterRent Real Estate Investment Trust
46071W205
53382.00000000
NS
682780.61000000
0.004177230693
Long
EC
CORP
CA
N
1
N
N
N
Berry Corp
N/A
Berry Corp
08579X101
44800.00000000
NS
USD
462336.00000000
0.002828557374
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAQ4
1960000.00000000
PA
USD
1881265.43000000
0.011509523822
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
3.78700000
N
N
N
N
N
N
HOPSON DEV HOLD
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
228350.00000000
NS
432518.45000000
0.002646134524
Long
EC
CORP
HK
N
2
N
N
N
AdvanSix Inc
5493009TPRODMCAZLF67
AdvanSix Inc
00773T101
25600.00000000
NS
USD
1307904.00000000
0.008001716294
Long
EC
CORP
US
N
1
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
21953.00000000
NS
977197.87000000
0.005978466400
Long
EC
CORP
ZA
N
2
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1205000.00000000
PA
1046293.19000000
0.006401189435
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
XPeng Inc
N/A
XPeng Inc
98422D105
68062.00000000
NS
USD
1877830.58000000
0.011488509516
Long
EC
CORP
CN
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
2405.00000000
NS
USD
40933.10000000
0.000250427442
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/THB FORWARD
000000000
1.00000000
NC
USD
3745.88000000
0.000022917178
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2262000.00000000
USD
75251085.00000000
THB
2022-06-15
3745.88000000
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AF2
2825000.00000000
PA
USD
3075231.24000000
0.018814169788
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.86800000
N
N
N
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp
840441109
10500.00000000
NS
USD
856695.00000000
0.005241233562
Long
EC
CORP
US
N
1
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
11605.00000000
NS
22985297.49000000
0.140623340449
Long
EC
CORP
NL
Y
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBV6
4450000.00000000
PA
USD
4038799.31000000
0.024709249494
Long
DBT
CORP
GB
N
2
2032-11-24
Fixed
2.89400000
N
N
N
N
N
N
Zeon Corp
529900UEFURDYZ4F4U10
Zeon Corp
000000000
14000.00000000
NS
155329.06000000
0.000950298393
Long
EC
CORP
JP
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
3620.00000000
NS
USD
101070.40000000
0.000618345586
Long
EC
CORP
US
N
1
N
N
N
Horizon Bancorp Inc/IN
549300U2OQ2EIT5MXG39
Horizon Bancorp Inc/IN
440407104
26800.00000000
NS
USD
500356.00000000
0.003061162561
Long
EC
CORP
US
N
1
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
21300.00000000
NS
USD
1180020.00000000
0.007219325930
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
3607735.47000000
PA
USD
3574338.66000000
0.021867693576
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
24888.00000000
NS
329021.08000000
0.002012940810
Long
EC
CORP
GB
N
2
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
8307.00000000
NS
USD
1170871.65000000
0.007163356607
Long
EC
CORP
US
N
1
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
18885.00000000
NS
USD
656820.30000000
0.004018406318
Long
EC
CORP
GB
N
1
N
N
N
SHIFT Inc
353800HJXMOPLJ7BO262
SHIFT Inc
000000000
1100.00000000
NS
192477.93000000
0.001177574033
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
54400000.00000000
OU
Other
USD
129067.00000000
0.000789627921
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
54400000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-77653.00000000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAF2
1600000.00000000
PA
USD
1576004.75000000
0.009641948406
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Rengo Co Ltd
N/A
Rengo Co Ltd
000000000
82100.00000000
NS
523790.46000000
0.003204533863
Long
EC
CORP
JP
N
2
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
3700000.00000000
PA
USD
3347847.54000000
0.020482027896
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
1125000.00000000
PA
USD
1077170.31000000
0.006590094702
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-975069.32000000
-0.00596544399
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-23
0.00000000
USD
0.00000000
USD
63710000.00000000
EUR
-975069.32000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
672019.75000000
0.004111396084
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-08
0.00000000
USD
-280471.11000000
USD
-15092000.00000000
GBP
952490.86000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
186000.00000000
PA
USD
186853.39000000
0.001143163271
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
000000000
37008.00000000
NS
34702.92000000
0.000212311393
Long
EC
CORP
CO
N
1
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT Inc
729640102
14654.00000000
NS
USD
397123.40000000
0.002429588701
Long
EC
CORP
US
N
1
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
1400.00000000
NS
USD
255038.00000000
0.001560314610
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
867.00000000
NS
USD
125671.65000000
0.000768855275
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAK5
1005000.00000000
PA
1135577.10000000
0.006947425640
Long
DBT
CORP
LU
N
2
2039-03-07
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2003-HE3
61746REH0
282203.70000000
PA
USD
279856.64000000
0.001712154283
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.47657000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-20060.74000000
-0.00012273098
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-46665962.20000000
CZK
2090000.00000000
USD
2022-04-19
-20060.74000000
N
N
N
Premier Foods PLC
213800ZD5I8XHNMCJA67
Premier Foods PLC
000000000
656977.00000000
NS
982330.38000000
0.006009866938
Long
EC
CORP
GB
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
84419.00000000
NS
1800154.06000000
0.011013286965
Long
EC
CORP
JP
N
2
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Generic Strip
88059E5F7
2350000.00000000
PA
USD
1784594.28000000
0.010918092711
Long
DBT
USGA
US
N
2
2030-09-15
None
0.00000000
N
N
N
N
N
N
Adaro Energy Indonesia Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Indonesia Tbk PT
000000000
4480900.00000000
NS
839694.19000000
0.005137223131
Long
EC
CORP
ID
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
2540000.00000000
NS
972190.33000000
0.005947830425
Long
EC
CORP
CN
N
2
N
N
N
Silergy Corp
N/A
Silergy Corp
000000000
13002.00000000
NS
1543471.62000000
0.009442911721
Long
EC
CORP
CN
N
2
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
491767.00000000
NS
3153792.00000000
0.019294802093
Long
EC
CORP
IT
N
2
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
44000.00000000
NS
709021.82000000
0.004337773606
Long
EC
CORP
JP
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
725000.00000000
PA
USD
697823.66000000
0.004269263608
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
9475000.00000000
PA
USD
10047887.49000000
0.061472665468
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Daihen Corp
353800VGTLA3QRNG5478
Daihen Corp
000000000
5400.00000000
NS
186098.81000000
0.001138546774
Long
EC
CORP
JP
N
2
N
N
N
SHANXI LU'AN ENVIRONMENTAL ENERGY DEVELOPMENT CO LTD
N/A
SHANXI LU'AN ENVIRONMENTAL ENERGY DEVELOPMENT CO LTD
000000000
34000.00000000
NS
88772.22000000
0.000543105701
Long
EC
CORP
CN
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EAX4
2818737.35000000
PA
USD
2822284.17000000
0.017266647423
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.49270000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
83262.00000000
NS
USD
10415243.58000000
0.063720138686
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38.V1
000000000
1.00000000
NC
USD
-2164102.80000000
-0.01323991412
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
0.00000000
USD
-1844812.17000000
USD
-132280000.00000000
USD
-319290.63000000
N
N
N
PING AN BANK CO LTD
549300W9MKNIVWXFM679
PING AN BANK CO LTD
000000000
8800.00000000
NS
21188.07000000
0.000129627958
Long
EC
CORP
CN
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
995.00000000
NS
1233778.47000000
0.007548218590
Long
EC
CORP
CH
N
2
N
N
N
NTN Corp
3538008XP7ZG9BKBQX64
NTN Corp
000000000
381000.00000000
NS
660254.65000000
0.004039417565
Long
EC
CORP
JP
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
378300.00000000
NS
USD
18748548.00000000
0.114703037865
Long
EC
CORP
US
N
1
N
N
N
Azimut Holding SpA
81560025690EF8540635
Azimut Holding SpA
000000000
289590.00000000
NS
6721385.19000000
0.041121227092
Long
EC
CORP
IT
N
2
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
41800.00000000
NS
USD
14478684.00000000
0.088580141730
Long
EC
CORP
US
N
1
N
N
N
QUEBEC CITY
N/A
City of Quebec Canada
747874UF0
1000000.00000000
PA
721381.99000000
0.004413392744
Long
DBT
NUSS
CA
N
2
2031-07-06
Fixed
2.10000000
N
N
N
N
N
N
Kossan Rubber Industries Bhd
N/A
Kossan Rubber Industries Bhd
000000000
170600.00000000
NS
79564.58000000
0.000486773644
Long
EC
CORP
MY
N
2
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
2310.00000000
NS
USD
72903.60000000
0.000446021974
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
15300.00000000
NS
USD
2423061.00000000
0.014824212394
Long
EC
CORP
US
N
1
N
N
N
E-MART Inc
988400SAX0Q74FRA9981
E-MART Inc
000000000
140.00000000
NS
16175.23000000
0.000098959557
Long
EC
CORP
KR
N
2
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117100
595.00000000
NS
USD
28928.90000000
0.000176986117
Long
EC
CORP
US
N
1
N
N
N
SFS Group AG
391200RQ38WAM4BJBO16
SFS Group AG
000000000
1805.00000000
NS
250343.85000000
0.001531595945
Long
EC
CORP
CH
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-614050.89000000
-0.00375674438
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-10874530.03000000
USD
43188196.00000000
PLN
2022-04-19
-614050.89000000
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp
743312100
27000.00000000
NS
USD
1271430.00000000
0.007778569488
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
99136.00000000
NS
USD
29674378.88000000
0.181546933890
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
2960000.00000000
PA
USD
2719906.59000000
0.016640304549
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55400000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
3945.00000000
NS
USD
98506.65000000
0.000602660643
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials Inc
86614U100
47714.00000000
NS
USD
1481996.84000000
0.009066810915
Long
EC
CORP
US
N
1
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet Inc
83200N103
12140.00000000
NS
USD
665029.20000000
0.004068628115
Long
EC
CORP
US
N
1
N
N
N
Travis Perkins PLC
2138001I27OUBAF22K83
Travis Perkins PLC
000000000
68080.00000000
NS
1101446.56000000
0.006738616050
Long
EC
CORP
GB
N
2
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
685000.00000000
PA
USD
767360.16000000
0.004694685769
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises Inc
781846209
37803.00000000
NS
USD
1924550.73000000
0.011774341952
Long
EC
CORP
US
N
1
N
N
YA-MAN Ltd
N/A
YA-MAN Ltd
000000000
117300.00000000
NS
1098979.71000000
0.006723523938
Long
EC
CORP
JP
N
2
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
5600.00000000
NS
632211.91000000
0.003867852947
Long
EC
CORP
JP
N
2
N
N
N
IOI Corp Bhd
N/A
IOI Corp Bhd
000000000
19200.00000000
NS
18798.74000000
0.000115010110
Long
EC
CORP
MY
N
2
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
2074590.00000000
NS
USD
362244159.90000000
2.216198587186
Long
EC
CORP
US
N
1
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAJ1
1755000.00000000
PA
USD
2263196.21000000
0.013846164544
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
36501.00000000
NS
USD
2529519.30000000
0.015475520986
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
3110.00000000
NS
USD
98431.50000000
0.000602200878
Long
EC
CORP
US
N
1
N
N
N
SeaWorld Entertainment Inc
529900G0H4NV3IIK3269
SeaWorld Entertainment Inc
81282V100
73400.00000000
NS
USD
5463896.00000000
0.033427947048
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
13087.00000000
NS
USD
3112873.82000000
0.019044465931
Long
EC
CORP
US
N
1
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
1289181.00000000
NS
1375304.29000000
0.008414069188
Long
EC
CORP
GB
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
558235.00000000
NS
3070211.96000000
0.018783461988
Long
EC
CORP
FI
N
2
N
N
N
Silk Road Medical Inc
549300VL8KC0ZPDQHE14
Silk Road Medical Inc
82710M100
9258.00000000
NS
USD
382262.82000000
0.002338672131
Long
EC
CORP
US
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
900000.00000000
PA
USD
966079.93000000
0.005910447187
Long
DBT
CORP
IT
N
2
2073-09-24
Fixed
8.75000000
N
N
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
32034.00000000
NS
1282750.21000000
0.007847826184
Long
EC
CORP
KR
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
1700.00000000
NS
USD
930002.00000000
0.005689723525
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
165340.00000000
NS
USD
12701418.80000000
0.077706888104
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
1115.00000000
NS
USD
76600.50000000
0.000468639494
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
2882.00000000
NS
USD
296327.24000000
0.001812920906
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
1389.00000000
NS
USD
172374.90000000
0.001054584316
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
60143.00000000
NS
USD
17066177.68000000
0.104410348184
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
10455000.00000000
PA
USD
10208705.29000000
0.062456543804
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.04700000
N
N
N
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
5055.00000000
NS
USD
134058.60000000
0.000820166376
Long
EC
CORP
US
N
1
N
N
N
PTC Therapeutics Inc
549300UJLWOIWFDGB318
PTC Therapeutics Inc
69366J200
56200.00000000
NS
USD
2096822.00000000
0.012828292263
Long
EC
CORP
US
N
1
N
N
NSD Co Ltd
N/A
NSD Co Ltd
000000000
43500.00000000
NS
778179.11000000
0.004760875771
Long
EC
CORP
JP
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
980000.00000000
PA
USD
887690.68000000
0.005430864175
Long
DBT
CORP
FR
Y
2
2027-06-09
Fixed
1.79200000
N
N
N
N
N
N
SCREEN Holdings Co Ltd
353800ND89FTQ9XQ0R07
SCREEN Holdings Co Ltd
000000000
125000.00000000
NS
12571702.93000000
0.076913290416
Long
EC
CORP
JP
N
2
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
1295.00000000
NS
USD
139484.45000000
0.000853361558
Long
EC
CORP
US
N
1
N
N
N
Elmwood CLO VII Ltd.
N/A
Elmwood CLO VII Ltd
29002QAA7
5250000.00000000
PA
USD
5231647.58000000
0.032007058384
Long
ABS-CBDO
CORP
KY
N
2
2034-01-17
Floating
1.63129000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
25155.00000000
NS
USD
2981622.15000000
0.018241472266
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-287874.91000000
-0.00176120981
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-02-16
0.00000000
USD
-90.78000000
USD
2700000.00000000
CAD
-287784.13000000
N
N
N
Anchorage Capital CLO LTD
549300PKM3N9LK4JM015
Anchorage Capital CLO 8 Ltd
03329KAY9
10500000.00000000
PA
USD
10404587.55000000
0.063654945423
Long
ABS-CBDO
CORP
KY
N
2
2034-10-27
Floating
1.32736000
N
N
N
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
37368.00000000
NS
USD
10979839.44000000
0.067174318727
Long
EC
CORP
AU
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
675000.00000000
PA
USD
608450.30000000
0.003722480151
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp
960413102
139930.00000000
NS
USD
17267362.00000000
0.105641187643
Long
EC
CORP
US
N
1
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
890000.00000000
PA
USD
793623.27000000
0.004855362665
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
000000000
90600.00000000
NS
188696.78000000
0.001154441074
Long
EC
CORP
JP
N
2
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
1075.00000000
NS
USD
49697.25000000
0.000304046241
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
1880.00000000
NS
USD
68206.40000000
0.000417284649
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
2837300.00000000
NS
17457643.84000000
0.106805326066
Long
EC
CORP
JP
N
2
N
N
N
NORTH CAROLINA ST EDU ASSISTAN
N/A
North Carolina State Education Assistance Authority
658262GD6
9406031.90000000
PA
USD
9377654.84000000
0.057372202807
Long
ABS-O
MUN
US
N
2
2036-07-25
Floating
1.05771000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
15649.00000000
NS
USD
2145164.92000000
0.013124052755
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
1086.00000000
NS
USD
144742.08000000
0.000885527577
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
12222.00000000
NS
USD
1733079.60000000
0.010602927489
Long
EC
CORP
US
N
1
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
41500.00000000
NS
710929.77000000
0.004349446385
Long
EC
CORP
JP
N
2
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
2140000.00000000
PA
USD
2077501.51000000
0.012710090102
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
211198.00000000
NS
8437462.84000000
0.051620137176
Long
EC
CORP
SE
N
2
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
25140.00000000
NS
USD
7378338.60000000
0.045140447773
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
185000.00000000
PA
USD
191301.56000000
0.001170377038
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
281000.00000000
NS
385757.15000000
0.002360050334
Long
EC
CORP
HK
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
38998.00000000
NS
USD
108921024.02000000
0.666375462380
Long
EC
CORP
US
N
1
N
N
N
BIM Birlesik Magazalar AS
7890001GCDJQD8DJKE29
BIM Birlesik Magazalar AS
000000000
91886.00000000
NS
529729.27000000
0.003240867320
Long
EC
CORP
TR
N
2
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
200000.00000000
PA
USD
215344.44000000
0.001317470635
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Premier Investments Ltd
N/A
Premier Investments Ltd
000000000
83238.00000000
NS
1698915.42000000
0.010393912091
Long
EC
CORP
AU
N
2
N
N
N
Banc of America Funding Corpor
5493006XUID0H1J73O67
Banc of America Funding 2015-R9 Trust
05970BAA8
1767503.40000000
PA
USD
1779588.35000000
0.010887466586
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Variable
0.82416000
N
N
N
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems Inc
922280102
33958.00000000
NS
USD
1614363.32000000
0.009876624953
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
1603.00000000
NS
USD
271708.50000000
0.001662304214
Long
EC
CORP
US
N
1
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAB9
5175000.00000000
PA
USD
5152888.88000000
0.031525215089
Long
DBT
CORP
N/A
N
2
2025-12-31
Fixed
13.00000000
N
N
N
N
N
Serco Group PLC
549300PT2CIHYN5GWJ21
Serco Group PLC
000000000
120330.00000000
NS
227338.75000000
0.001390851454
Long
EC
CORP
GB
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
54577.00000000
NS
USD
18206341.43000000
0.111385834808
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
2095.00000000
NS
USD
67333.30000000
0.000411943050
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
879585.00000000
NS
14932323.03000000
0.091355491311
Long
EC
CORP
AU
N
2
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-1
41161PLD3
953656.72000000
PA
USD
951470.56000000
0.005821067512
Long
ABS-MBS
CORP
US
N
2
2035-03-19
Floating
0.98857000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
6715000.00000000
PA
USD
6221631.16000000
0.038063747364
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Astra International Tbk PT
529900L49TRJOMG4DK47
Astra International Tbk PT
000000000
2683200.00000000
NS
1214948.93000000
0.007433020046
Long
EC
CORP
ID
N
2
N
N
N
Bucher Industries AG
52990014AQ91A29HPB27
Bucher Industries AG
000000000
3928.00000000
NS
1586218.93000000
0.009704438444
Long
EC
CORP
CH
N
2
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re V Ltd
67401JAB8
400133.99000000
PA
USD
400407.60000000
0.002449681335
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
4.05657000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
7302.00000000
NS
395149.87000000
0.002417514705
Long
EC
CORP
CH
N
2
N
N
N
Enerpac Tool Group Corp
IZW37BPZKUJE1QXGB081
Enerpac Tool Group Corp
292765104
27840.00000000
NS
USD
609417.60000000
0.003728398063
Long
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
583603.00000000
NS
16033859.32000000
0.098094656327
Long
EC
CORP
GB
N
2
N
N
N
77 Bank Ltd/The
549300U6CT3EHB9XS980
77 Bank Ltd/The
000000000
147000.00000000
NS
1850053.06000000
0.011318567506
Long
EC
CORP
JP
N
2
N
N
N
HENGAN INT'L
N/A
Hengan International Group Co Ltd
000000000
5000.00000000
NS
23093.10000000
0.000141282872
Long
EC
CORP
CN
N
2
N
N
N
LG Household & Health Care Ltd
N/A
LG Household & Health Care Ltd
000000000
32.00000000
NS
13330.50000000
0.000081555587
Long
EP
CORP
KR
N
2
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
22000.00000000
NS
USD
815100.00000000
0.004986756636
Long
EC
CORP
US
N
1
N
N
N
WUHU SANQI INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD
N/A
WUHU SANQI INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD
000000000
24600.00000000
NS
90179.25000000
0.000551713867
Long
EC
CORP
CN
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
23080.00000000
NS
1615870.10000000
0.009885843387
Long
EC
CORP
DE
N
2
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
500000.00000000
PA
510320.16000000
0.003122122984
Long
DBT
CORP
IN
N
2
2028-09-21
Fixed
1.84100000
N
N
N
N
N
N
UNITED AIR 2015-1 AA PTT
N/A
United Airlines 2015-1 Class AA Pass Through Trust
90932LAA5
1350669.37000000
PA
USD
1333804.10000000
0.008160172307
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
10673.00000000
NS
USD
413045.10000000
0.002526997170
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
147705.00000000
NS
12943842.87000000
0.079190031080
Long
EC
CORP
CH
N
2
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
950000.00000000
PA
USD
739708.33000000
0.004525512726
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
259.00000000
NS
USD
28433.02000000
0.000173952338
Long
EC
CORP
IE
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-38970.01000000
-0.00023841731
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
105.00000000
USD
2022-07-20
XXXX
16049.24000000
N
N
N
Computer Engineering & Consult
N/A
Computer Engineering & Consulting Ltd
000000000
48500.00000000
NS
507861.07000000
0.003107078347
Long
EC
CORP
JP
N
2
N
N
N
Saudi Kayan Petrochemical Co
N/A
Saudi Kayan Petrochemical Co
000000000
5448.00000000
NS
32783.58000000
0.000200568930
Long
EC
CORP
SA
N
2
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
28800.00000000
NS
2285063.39000000
0.013979947276
Long
EC
CORP
CA
N
1
N
N
N
SHANXI TAIGANG STAINLESS STEEL CO LTD
300300TSZ3ZVPD82J476
SHANXI TAIGANG STAINLESS STEEL CO LTD
000000000
82000.00000000
NS
85916.55000000
0.000525634800
Long
EC
CORP
CN
N
2
N
N
N
MINEBEA MITSUMI Inc
353800CCB0CZ75YZ4010
MINEBEA MITSUMI Inc
000000000
30000.00000000
NS
655640.54000000
0.004011188583
Long
EC
CORP
JP
N
2
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
291843407
60500.00000000
NS
2145798.50000000
0.013127928978
Long
EC
CORP
CA
N
1
N
N
N
Necessity Retail REIT Inc/The
549300GN4H0K3IUS8983
Necessity Retail REIT Inc/The
02607T109
64300.00000000
NS
USD
508613.00000000
0.003111678632
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
424.00000000
NS
USD
66661.28000000
0.000407831653
Long
EC
CORP
US
N
1
N
N
N
Capitaland Investment Ltd/Sing
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
584408.00000000
NS
1713829.12000000
0.010485153647
Long
EC
CORP
SG
N
2
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
109000.00000000
PA
USD
105739.21000000
0.000646909222
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS CALPHINE CORP
000000000
1.00000000
NC
USD
25615.83000000
0.000156716857
N/A
DCR
CORP
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CALPINE CORP
Calpine Corp
Y
Default Event
2022-06-20
21864.58000000
USD
0.00000000
USD
2400000.00000000
USD
3751.25000000
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
20055.00000000
NS
910186.77000000
0.005568494559
Long
EC
CORP
FI
N
2
N
N
N
SDIC CAPITAL CO LTD
N/A
SDIC CAPITAL CO LTD
000000000
68000.00000000
NS
75130.32000000
0.000459644978
Long
EC
CORP
CN
N
2
N
N
N
QuantumScape Corp
N/A
QuantumScape Corp
74767V109
860.00000000
NS
USD
17191.40000000
0.000105176454
Long
EC
CORP
US
N
1
N
N
N
Sun Country Airlines Holdings
N/A
Sun Country Airlines Holdings Inc
866683105
20702.00000000
NS
USD
541978.36000000
0.003315806874
Long
EC
CORP
US
N
1
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co/The
163851108
1020.00000000
NS
USD
32109.60000000
0.000196445541
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
000000000
125852.00000000
NS
USD
7610270.44000000
0.046559399610
Long
EC
CORP
BM
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
1860000.00000000
PA
USD
2122601.96000000
0.012986013263
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
64401.82000000
0.000394008346
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-05-08
63790.97000000
USD
0.00000000
USD
-1345000.00000000
GBP
610.85000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
3445000.00000000
PA
USD
4021020.57000000
0.024600479711
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
285000.00000000
PA
USD
279783.63000000
0.001711707610
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
1100000.00000000
PA
USD
1193539.69000000
0.007302038976
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
44505.00000000
NS
USD
1577702.25000000
0.009652333659
Long
EC
CORP
US
N
1
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
5000000.00000000
PA
5259436.63000000
0.032177070934
Long
DBT
NUSS
HU
N
2
2032-04-28
Fixed
1.62500000
N
N
N
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
30600.00000000
NS
104295.28000000
0.000638075303
Long
EC
CORP
TH
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
105400.00000000
NS
1280992.94000000
0.007837075260
Long
EC
CORP
JP
N
2
N
N
N
Titan International Inc
254900CXRGBE7C4B5A06
Titan International Inc
88830M102
43800.00000000
NS
USD
645174.00000000
0.003947154614
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
3600000.00000000
PA
USD
3561951.96000000
0.021791912127
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
Nedbank Group Ltd
3789009E42FA3CB31065
Nedbank Group Ltd
000000000
3366.00000000
NS
53504.39000000
0.000327338206
Long
EC
CORP
ZA
N
2
N
N
N
Harsco Corp
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864107
39609.00000000
NS
USD
484814.16000000
0.002966078063
Long
EC
CORP
US
N
1
N
N
N
Bharat Electronics Ltd
335800HS8AOTM9W1F335
Bharat Electronics Ltd
000000000
9416.00000000
NS
26105.44000000
0.000159712276
Long
EC
CORP
IN
N
2
N
N
N
XIAMEN C & D INC
300300NQXZDZZ0OSCN43
XIAMEN C & D INC
000000000
38700.00000000
NS
77261.38000000
0.000472682737
Long
EC
CORP
CN
N
2
N
N
N
Radnor Re LTD
549300ED4YNDE7SVU538
Radnor Re 2018-1 Ltd
750496AB7
2810000.00000000
PA
USD
2766290.17000000
0.016924077860
Long
ABS-MBS
CORP
BM
N
2
2028-03-25
Floating
3.15657000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
145100.00000000
NS
USD
4125193.00000000
0.025237803422
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-446132.03000000
-0.00272942198
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2036-02-17
0.00000000
USD
0.00000000
USD
3090000.00000000
GBP
-446132.03000000
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
412.00000000
NS
USD
86272.80000000
0.000527814327
Long
EC
CORP
US
N
1
N
N
N
Zhen Ding Technology Holding L
549300H7R4K33675UP38
Zhen Ding Technology Holding Ltd
000000000
231000.00000000
NS
861963.91000000
0.005273468591
Long
EC
CORP
TW
N
2
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
141800.00000000
NS
592904.49000000
0.003627371365
Long
EC
CORP
JP
N
2
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
2230000.00000000
PA
USD
2227542.74000000
0.013628037715
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
76174LAA1
1350000.00000000
PA
USD
1254579.65000000
0.007675479567
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
25545.00000000
NS
USD
1478289.15000000
0.009044127382
Long
EC
CORP
CN
N
1
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
12400.00000000
NS
950519.54000000
0.005815249201
Long
EC
CORP
CA
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
10712.00000000
NS
7755043.27000000
0.047445115314
Long
EC
CORP
CH
N
2
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
7660000.00000000
PA
USD
6977213.57000000
0.042686377223
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
3375000.00000000
PA
4081514.51000000
0.024970579769
Long
DBT
NUSS
ES
N
2
2033-07-30
Fixed
2.35000000
N
N
N
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
18919.00000000
NS
366152.03000000
0.002240106815
Long
EC
CORP
KR
N
2
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity Inc
45778Q107
5400.00000000
NS
USD
542268.00000000
0.003317578883
Long
EC
CORP
US
N
1
N
N
N
Eregli Demir ve Celik Fabrikal
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
747572.00000000
NS
1651187.84000000
0.010101916230
Long
EC
CORP
TR
N
2
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
49244.00000000
NS
USD
12983673.04000000
0.079433710831
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
2075000.00000000
PA
USD
1878453.72000000
0.011492321867
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
460355.00000000
NS
USD
20389122.95000000
0.124740024761
Long
EC
CORP
US
N
1
N
N
N
Accel Entertainment Inc
N/A
Accel Entertainment Inc
00436Q106
63000.00000000
NS
USD
767340.00000000
0.004694562430
Long
EC
CORP
US
N
1
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
15438.00000000
NS
USD
1945496.76000000
0.011902489116
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
50.00000000
NS
USD
9069.50000000
0.000055486921
Long
EC
CORP
US
N
1
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
Hillenbrand Inc
431571108
51100.00000000
NS
USD
2257087.00000000
0.013808788585
Long
EC
CORP
US
N
1
N
N
N
Aedifica SA
529900DTKNXL0AXQFN28
Aedifica SA
000000000
4840.00000000
NS
609002.05000000
0.003725855740
Long
EC
CORP
BE
N
2
N
N
N
Veritiv Corp
529900VQARHWQROHAS58
Veritiv Corp
923454102
21100.00000000
NS
USD
2818749.00000000
0.017245019362
Long
EC
CORP
US
N
1
N
N
N
REGIE AUTONOME DES TRANS
969500K59E47ULNCAQ69
Regie Autonome des Transports Parisiens
000000000
700000.00000000
PA
746521.06000000
0.004567192798
Long
DBT
NUSS
FR
N
2
2036-12-19
Fixed
0.40000000
N
N
N
N
N
N
Dexus
N/A
Dexus
000000000
664433.00000000
NS
5414017.35000000
0.033122791007
Long
EC
CORP
AU
N
2
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
10495.00000000
NS
USD
752596.45000000
0.004604361847
Long
EC
CORP
US
N
1
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
1020852.64000000
PA
1335788.78000000
0.008172314518
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
2.25522000
N
N
N
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
2620300.00000000
NS
3.22000000
0.000000019699
Long
EC
CORP
RU
N
3
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
-1358418.92000000
-0.00831076501
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-22
0.00000000
USD
0.00000000
USD
14100000.00000000
NZD
-1358418.92000000
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
6700.00000000
NS
129109.52000000
0.000789888057
Long
EC
CORP
CN
Y
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
36056.00000000
NS
1677680.62000000
0.010263998240
Long
EC
CORP
NL
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-173128.37000000
-0.00105919402
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
-4438.85000000
USD
1620500000.00000000
JPY
-168689.52000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
1050000.00000000
PA
USD
892398.36000000
0.005459665616
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
3.24900000
N
N
N
N
N
N
MAYO CLINIC
5493001OHMD58DCY4635
Mayo Clinic
578454AD2
630000.00000000
PA
USD
683806.71000000
0.004183508341
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.12800000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-1
45254TTP9
68478.29000000
PA
USD
65694.37000000
0.000401916127
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.27657000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
270925.00000000
NS
USD
12714510.25000000
0.077786981191
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA DEPT OF WTR & P
N/A
Los Angeles Department of Water & Power Water System Revenue
544525NZ7
1850000.00000000
PA
USD
2224334.11000000
0.013608407416
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
6.00800000
N
N
N
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
000000000
60400.00000000
NS
USD
585880.00000000
0.003584395752
Long
EC
CORP
US
N
1
N
N
N
Rathlin Residential
635400C7HSB9QLJBUZ78
Rathlin Residential 2021-1 DAC
000000000
4146628.99000000
PA
4488002.88000000
0.027457463067
Long
ABS-O
CORP
IE
N
2
2075-09-27
Floating
1.45200000
N
N
N
N
N
N
Mandiant Inc
549300E9D2UJUFLLY524
Mandiant Inc
562662106
2125.00000000
NS
USD
47408.75000000
0.000290045268
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
1.00000000
NC
USD
16352.74000000
0.000100045558
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-04-14
0.00000000
USD
-2364.80000000
USD
25321577.00000000
USD
18717.54000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
2800000.00000000
PA
USD
2556829.60000000
0.015642604559
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
GBP/USD FORWARD
000000000
1.00000000
NC
USD
1336446.14000000
0.008176336226
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-32563032.00000000
GBP
44111310.06000000
USD
2022-04-04
1336446.14000000
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
1125.00000000
NS
USD
74936.25000000
0.000458457664
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
170.00000000
NS
USD
24488.50000000
0.000149819886
Long
EC
CORP
US
N
1
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group Inc
49714P108
25600.00000000
NS
USD
5837312.00000000
0.035712494608
Long
EC
CORP
US
N
1
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
817152.00000000
NS
2402578.64000000
0.014698901947
Long
EC
CORP
IT
N
2
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAG3
1042005.08080000
PA
USD
354064.99000000
0.002166158678
Long
LON
CORP
US
N
2
2026-08-24
Floating
3.44500000
N
N
N
N
N
N
Figs Inc
N/A
Figs Inc
30260D103
48680.00000000
NS
USD
1047593.60000000
0.006409145303
Long
EC
CORP
US
N
1
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
2608.00000000
NS
USD
333563.20000000
0.002040729359
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
171845.00000000
NS
USD
6384041.75000000
0.039057370340
Long
EC
CORP
US
N
1
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
998000.00000000
PA
USD
1103310.68000000
0.006750020679
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp
929328102
18209.00000000
NS
USD
848903.58000000
0.005193565895
Long
EC
CORP
US
N
1
N
N
N
American Outdoor Brands Inc
N/A
American Outdoor Brands Inc
02875D109
18200.00000000
NS
USD
238966.00000000
0.001461986610
Long
EC
CORP
US
N
1
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
6300.00000000
NS
USD
992061.00000000
0.006069398571
Long
EC
CORP
US
N
1
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
3700.00000000
NS
USD
346172.00000000
0.002117869609
Long
EC
CORP
US
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
46000.00000000
NS
1446558.73000000
0.008850001652
Long
EC
CORP
TW
N
2
N
N
N
Samhallsbyggnadsbolaget i Nord
549300HX9MRFY47AH564
Samhallsbyggnadsbolaget i Norden AB
000000000
183042.00000000
NS
819801.44000000
0.005015519901
Long
EC
CORP
SE
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
1009.00000000
NC
USD
-2966371.61000000
-0.01814816993
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-30
216795544.50000000
USD
-2966371.61000000
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
5700.00000000
NS
USD
183597.00000000
0.001123240778
Long
EC
CORP
US
N
1
N
N
N
Zimvie Inc
549300GFKURT1J6XR665
Zimvie Inc
98888T107
266.00000000
NS
USD
6075.44000000
0.000037169354
Long
EC
CORP
US
N
1
N
N
N
ZOOMLION CO. LTD.
529900QZ3EMAU0QKFK85
Zoomlion Heavy Industry Science and Technology Co Ltd
000000000
20800.00000000
NS
13138.74000000
0.000080382405
Long
EC
CORP
CN
N
2
N
N
N
GrainCorp Ltd
529900XVBL825SSW9081
GrainCorp Ltd
000000000
148805.00000000
NS
940310.25000000
0.005752789080
Long
EC
CORP
AU
N
2
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
22920.00000000
NS
USD
1884253.20000000
0.011527802907
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
80526.00000000
NS
6378655.70000000
0.039024418652
Long
EC
CORP
CH
N
2
N
N
N
Riyad Bank
54930037RJ782ISGGM71
Riyad Bank
000000000
29896.00000000
NS
298894.44000000
0.001828626956
Long
EC
CORP
SA
N
2
N
N
N
Liberty Media Corp-Liberty For
N/A
Liberty Media Corp-Liberty Formula One
531229870
340.00000000
NS
USD
21464.20000000
0.000131317312
Long
EC
CORP
US
N
1
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet Oyj
000000000
15507.00000000
NS
481485.22000000
0.002945711711
Long
EC
CORP
FI
N
2
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
26300.00000000
NS
USD
1386799.00000000
0.008484393469
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
798.00000000
NS
USD
112741.44000000
0.000689748649
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
70957.00000000
NS
USD
9374838.84000000
0.057354974606
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBJ0
935000.00000000
PA
USD
860773.12000000
0.005266183374
Long
DBT
CORP
FR
N
2
2033-01-21
Fixed
3.33700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
2670000.00000000
PA
USD
2456600.25000000
0.015029404490
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
3.19900000
N
N
N
N
N
N
MP Materials Corp
N/A
MP Materials Corp
553368101
32400.00000000
NS
USD
1857816.00000000
0.011366060934
Long
EC
CORP
US
N
1
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc
55306N104
91.00000000
NS
USD
13650.00000000
0.000083510278
Long
EC
CORP
US
N
1
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
71338.00000000
NS
898406.88000000
0.005496425556
Long
EC
CORP
KR
N
2
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
4640.00000000
NS
USD
308560.00000000
0.001887760554
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
6165000.00000000
PA
USD
5940852.69000000
0.036345953353
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Greywolf CLO Ltd
5493005EEKUYF0Q6Z361
GREYWOLF CLO VII Ltd
39809AAA6
7000000.00000000
PA
USD
6971134.80000000
0.042649187495
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.43400000
N
N
N
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
359721.00000000
NS
969562.88000000
0.005931755767
Long
EC
CORP
TR
N
2
N
N
N
Banca Monte dei Paschi di Sien
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
330693.00000000
NS
342538.62000000
0.002095640702
Long
EC
CORP
IT
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
151217.68000000
0.000925145097
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-08
0.00000000
USD
-159540.52000000
USD
-2920000.00000000
GBP
310758.20000000
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
1440.00000000
NS
USD
68270.40000000
0.000417676199
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
1765.00000000
NS
USD
190655.30000000
0.001166423239
Long
EC
CORP
US
N
1
N
N
N
Privia Health Group Inc
N/A
Privia Health Group Inc
74276R102
36000.00000000
NS
USD
962280.00000000
0.005887199332
Long
EC
CORP
US
N
1
N
N
N
OPAP SA
213800M4NRGFJCI34834
OPAP SA
000000000
56582.00000000
NS
823632.50000000
0.005038958208
Long
EC
CORP
GR
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
770.00000000
NS
USD
191776.20000000
0.001173280871
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-27590000.00000000
OU
Other
USD
-13774.56000000
-0.00008427233
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27590000.00000000
USD
100.00000000
USD
2022-05-18
XXXX
13815.44000000
N
N
N
Page Industries Ltd
335800D6UFCCKUP3KD53
Page Industries Ltd
000000000
602.00000000
NS
342547.77000000
0.002095696681
Long
EC
CORP
IN
N
2
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
27081.00000000
NS
631743.19000000
0.003864985333
Long
EC
CORP
GB
N
2
N
N
N
Synnex Technology Internationa
529900GMBJ3R4A2WBC71
Synnex Technology International Corp
000000000
592000.00000000
NS
1546622.13000000
0.009462186444
Long
EC
CORP
TW
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
208168.00000000
NS
9947765.18000000
0.060860120267
Long
EC
CORP
DE
N
2
N
N
N
Fluidra SA
95980020140005026620
Fluidra SA
000000000
9304.00000000
NS
268216.79000000
0.001640942040
Long
EC
CORP
ES
N
2
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
18138.00000000
NS
USD
503329.50000000
0.003079354342
Long
EC
CORP
US
N
1
N
N
N
Korea Investment Holdings Co L
N/A
Korea Investment Holdings Co Ltd
000000000
18780.00000000
NS
1213183.76000000
0.007422220790
Long
EC
CORP
KR
N
2
N
N
N
Torii Pharmaceutical Co Ltd
N/A
Torii Pharmaceutical Co Ltd
000000000
66600.00000000
NS
1709549.09000000
0.010458968555
Long
EC
CORP
JP
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
465074201
110789.00000000
NS
692973.72000000
0.004239591825
Long
EC
CORP
IL
N
2
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAC6
8153188.60000000
PA
USD
8091256.16000000
0.049502055396
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.24400000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
287810.00000000
NS
USD
8219853.60000000
0.050288810564
Long
EC
CORP
US
N
1
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
2449.00000000
NS
USD
3612862.76000000
0.022103382830
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
172996.00000000
NS
USD
49540864.52000000
0.303089479724
Long
EC
CORP
US
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
3400.00000000
NS
USD
872746.00000000
0.005339433084
Long
EC
CORP
US
N
1
N
N
N
Reply SpA
815600DAEFB0388F3521
Reply SpA
000000000
18217.00000000
NS
3021977.92000000
0.018488367621
Long
EC
CORP
IT
N
2
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
700000.00000000
PA
782530.55000000
0.004787497746
Long
DBT
CORP
AE
N
2
2026-09-25
Fixed
2.37500000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
555268584.37300000
NS
USD
554768842.65000000
3.394058652693
Long
STIV
RF
US
N
1
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
19995.00000000
NS
USD
3137215.50000000
0.019193387577
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
1200000.00000000
PA
USD
1102820.38000000
0.006747021038
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404A109
55764.00000000
NS
USD
3654214.92000000
0.022356374068
Long
EC
CORP
US
N
1
N
N
N
Oppein Home Group Inc
6556007044PK3S44WF71
Oppein Home Group Inc
000000000
4700.00000000
NS
86300.13000000
0.000527981531
Long
EC
CORP
CN
N
2
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033G407
15000.00000000
NS
USD
1289400.00000000
0.007888509394
Long
EC
CORP
US
N
1
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DB6
900000.00000000
PA
USD
1210926.66000000
0.007408411922
Long
DBT
NUSS
CA
N
2
2029-06-15
Fixed
8.62500000
N
N
N
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
35641.00000000
NS
462017.54000000
0.002826609046
Long
EC
CORP
ZA
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBC7
6930649.42000000
PA
USD
6880232.41000000
0.042093049480
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.44500000
N
N
N
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
52762.00000000
NS
140280.35000000
0.000858230850
Long
EC
CORP
TW
N
2
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
1325000.00000000
PA
USD
1256775.47000000
0.007688913526
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
26374.00000000
NS
USD
2477046.08000000
0.015154491446
Long
EC
CORP
US
N
1
N
N
N
Anima Holding SpA
549300T1EREIRH8ICX03
Anima Holding SpA
000000000
438921.00000000
NS
1962139.06000000
0.012004306194
Long
EC
CORP
IT
N
2
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
3175.00000000
NS
USD
110902.75000000
0.000678499600
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
90600.00000000
NS
USD
816306.00000000
0.004994134907
Long
EC
CORP
US
N
1
N
N
N
Braemar Hotels & Resorts Inc
549300JDUUEBN868C776
Braemar Hotels & Resorts Inc
10482B101
63700.00000000
NS
USD
393666.00000000
0.002408436434
Long
EC
CORP
US
N
1
N
N
Zensho Holdings Co Ltd
353800DYF3UDM49ITT03
Zensho Holdings Co Ltd
000000000
18200.00000000
NS
424961.34000000
0.002599900358
Long
EC
CORP
JP
N
2
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
24235.00000000
NS
USD
1108508.90000000
0.006781823228
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
777000.00000000
PA
1233652.21000000
0.007547446135
Long
DBT
NUSS
IT
N
2
2034-12-07
Fixed
5.25000000
N
N
N
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
4600.00000000
NS
USD
189566.00000000
0.001159758935
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481101
21987.00000000
NS
USD
340358.76000000
0.002082304386
Long
EC
CORP
US
N
1
N
N
N
Tower Semiconductor Ltd
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd
000000000
23731.00000000
NS
USD
1148580.40000000
0.007026979428
Long
EC
CORP
IL
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
267011.00000000
NS
USD
4902321.96000000
0.029992254408
Long
EC
CORP
US
N
1
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries Inc
000957100
17300.00000000
NS
USD
796492.00000000
0.004872913466
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
16286.00000000
NS
USD
11155258.56000000
0.068247527488
Long
EC
CORP
US
N
1
N
N
N
Inari Medical Inc
N/A
Inari Medical Inc
45332Y109
4828.00000000
NS
USD
437609.92000000
0.002677283980
Long
EC
CORP
US
N
1
N
N
Vanguard International Semicon
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
174938.00000000
NS
753617.54000000
0.004610608844
Long
EC
CORP
TW
N
2
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
1500000.00000000
PA
1660253.37000000
0.010157378862
Long
DBT
CORP
HK
N
2
2022-06-14
Fixed
1.75000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
45896.00000000
NS
4701534.25000000
0.028763841397
Long
EC
CORP
FR
N
2
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
27590000.00000000
OU
Other
USD
4.61000000
0.000000028203
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27590000.00000000
USD
35.00000000
USD
2022-05-18
XXXX
-1374.89000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
3450000.00000000
PA
USD
3475626.56000000
0.021263775995
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
11100.00000000
NS
USD
1283715.00000000
0.007853728739
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
777.00000000
NS
USD
299059.53000000
0.001829636972
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
1220000.00000000
PA
USD
1102654.95000000
0.006746008943
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
2640000.00000000
PA
USD
2502711.71000000
0.015311512978
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-1745.32000000
-0.00001067781
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-37228582.00000000
PHP
713000.00000000
USD
2022-06-15
-1745.32000000
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
1135.00000000
NS
USD
91878.25000000
0.000562108297
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBB3
10884809.30000000
PA
USD
10582949.59000000
0.064746158878
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.82600000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
348065.00000000
NS
USD
25610622.70000000
0.156684999035
Long
EC
CORP
US
N
1
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
3663.00000000
NS
USD
507362.13000000
0.003104025848
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
26525.00000000
NS
USD
1141636.00000000
0.006984493803
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
1445.00000000
NS
USD
81931.50000000
0.000501254387
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XBD1
3710000.00000000
PA
USD
3896043.52000000
0.023835873977
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
6.45657000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
2200000.00000000
PA
2427665.62000000
0.014852383317
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
HireRight Holdings Corp
N/A
HireRight Holdings Corp
433537107
11511.00000000
NS
USD
196838.10000000
0.001204249419
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
211571.00000000
NS
21639605.42000000
0.132390437908
Long
EC
CORP
FR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
-2698.78000000
-0.00001651105
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2075000.00000000
EUR
9656012.50000000
PLN
2022-04-19
-2698.78000000
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd
290015AJ5
10000000.00000000
PA
USD
9976627.00000000
0.061036695990
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
1.70400000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-19016.86000000
-0.00011634456
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-235077042.00000000
HUF
687000.00000000
USD
2022-04-19
-19016.86000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
6647.00000000
NC
USD
112280880.39000000
0.686930959928
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
1393513882.11000000
USD
112280880.39000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
4247.22000000
0.000025984360
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1826000.00000000
USD
2480621.00000000
SGD
2022-06-15
4247.22000000
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
4478.00000000
NS
564234.70000000
0.003451970475
Long
EC
CORP
DE
N
2
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
35000.00000000
NS
32309.64000000
0.000197669380
Long
EC
CORP
CN
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
11400.00000000
NS
34389.14000000
0.000210391696
Long
EC
CORP
MX
N
1
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
1915.00000000
NS
USD
75451.00000000
0.000461606888
Long
EC
CORP
US
N
1
N
N
N
Divi's Laboratories Ltd
335800C1DHFG1C9T1M03
Divi's Laboratories Ltd
000000000
32353.00000000
NS
1878270.70000000
0.011491202157
Long
EC
CORP
IN
N
2
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
62193.00000000
NS
341610.27000000
0.002089961085
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
500000.00000000
PA
USD
507887.70000000
0.003107241269
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
270721.00000000
NS
USD
32278064.83000000
0.197476204152
Long
EC
CORP
US
N
1
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
2000000.00000000
PA
USD
1791145.00000000
0.010958169814
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
Certara Inc
N/A
Certara Inc
15687V109
545.00000000
NS
USD
11706.60000000
0.000071620617
Long
EC
CORP
US
N
1
N
N
N
Telekom Austria AG
529900KCNFQU5OJH7L33
Telekom Austria AG
000000000
43113.00000000
NS
332940.48000000
0.002036919578
Long
EC
CORP
AT
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
529000.00000000
PA
513238.99000000
0.003139980296
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
3960.00000000
NS
USD
1719234.00000000
0.010518220536
Long
EC
CORP
US
N
1
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
84859.00000000
NS
1494696.78000000
0.009144508756
Long
EC
CORP
CA
N
1
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
000000000
33600.00000000
NS
193721.97000000
0.001185185031
Long
EP
CORP
BR
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
40400.00000000
NS
USD
2215496.86000000
0.013554341393
Long
EC
CORP
HK
N
2
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
25000.00000000
NS
1464215.72000000
0.008958026572
Long
EC
CORP
JP
N
2
N
N
N
Michelin
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
82013.00000000
NS
11105283.54000000
0.067941781859
Long
EC
CORP
FR
N
2
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
3310000.00000000
PA
USD
3014586.80000000
0.018443148977
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1047531.04000000
0.006408762563
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-25906262.00000000
EUR
29722150.77000000
USD
2022-04-19
1047531.04000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/NZD FORWARD
000000000
1.00000000
NC
USD
8680.17000000
0.000053105012
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-847000.32000000
USD
1234992.45000000
NZD
2022-04-19
8680.17000000
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
475000.00000000
PA
USD
475863.62000000
0.002911318936
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
Thai Union Group PCL
25490047VDGNFMEYZW95
Thai Union Group PCL
000000000
652500.00000000
NS
370554.22000000
0.002267039278
Long
EC
CORP
TH
N
2
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
41031.00000000
NS
689857.70000000
0.004220528111
Long
EC
CORP
NZ
N
2
N
N
N
FINANCIERE MENDEL SASU
969500FG3VYTO80D0A13
Financiere Mendel SASU
000000000
2830000.00000000
PA
3124601.44000000
0.019116215148
Long
LON
CORP
FR
N
2
2026-04-12
Floating
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
2835000.00000000
PA
USD
2624760.37000000
0.016058202912
Long
DBT
CORP
FR
N
2
2033-01-20
Fixed
3.13200000
N
N
N
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
155000.00000000
NS
313069.25000000
0.001915348006
Long
EC
CORP
HK
N
2
N
N
N
PZU
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
25115.00000000
NS
201177.76000000
0.001230799324
Long
EC
CORP
PL
N
2
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
399900.00000000
NS
3630132.19000000
0.022209036670
Long
EC
CORP
SG
N
2
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
1238000.00000000
PA
USD
1239498.66000000
0.007583214536
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-6858.24000000
-0.00004195850
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1944471.00000000
CAD
1548398.42000000
USD
2022-04-19
-6858.24000000
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
342500.00000000
NS
6188703.12000000
0.037862294632
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-107897.70000000
-0.00066011479
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-02-19
0.00000000
USD
0.00000000
USD
469700000.00000000
CLP
-107897.70000000
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
1515.00000000
NS
USD
34117.80000000
0.000208731647
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp
N/A
Open Lending Corp
68373J104
15043.00000000
NS
USD
284463.13000000
0.001740336647
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
43150.00000000
NS
USD
17699267.00000000
0.108283569100
Long
EC
CORP
US
N
1
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
15800.00000000
NS
7954791.37000000
0.048667168023
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
1900000.00000000
PA
USD
1785734.19000000
0.010925066645
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
2.44900000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
118762.00000000
NS
1547899.38000000
0.009470000620
Long
EC
CORP
FR
N
2
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
3000000.00000000
PA
USD
2953437.03000000
0.018069036572
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp
497266106
745.00000000
NS
USD
53781.55000000
0.000329033862
Long
EC
CORP
US
N
1
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
5140000.00000000
PA
USD
5117833.24000000
0.031310745766
Long
ABS-O
CORP
US
N
2
2023-02-25
Floating
3.30657000
N
N
N
N
N
N
Venture CDO Ltd
549300NQLVRN86RJ6081
Venture 28A Clo Ltd
92331DAW8
12000000.00000000
PA
USD
11862784.80000000
0.072576151182
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.21000000
N
N
N
N
N
N
Energy Recovery Inc
549300ZEQL52Z525WJ22
Energy Recovery Inc
29270J100
8188.00000000
NS
USD
164906.32000000
0.001008891774
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS INDEX
000000000
60.00000000
NC
USD
183845.50000000
0.001124761093
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2022-06-17
3192654.50000000
USD
183845.50000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
50913.00000000
NS
USD
5536279.62000000
0.033870787800
Long
EC
CORP
US
N
1
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
18222.00000000
NS
517842.00000000
0.003168141369
Long
EC
CORP
SE
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
63925.00000000
NS
235502.39000000
0.001440796351
Long
EC
CORP
GB
N
2
N
N
N
Dave & Buster's Entertainment
529900WTVU85QZLYHR86
Dave & Buster's Entertainment Inc
238337109
82500.00000000
NS
USD
4050750.00000000
0.024782363446
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
1477444.00000000
NS
4948510.58000000
0.030274834959
Long
EC
CORP
GB
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
770.00000000
NS
USD
140009.10000000
0.000856571351
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
25513.00000000
NS
701959.11000000
0.004294564164
Long
EC
CORP
FI
N
2
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AC3
150000.00000000
PA
USD
145781.51000000
0.000891886777
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
1.49900000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
8000000.00000000
PA
9215674.12000000
0.056381209762
Long
DBT
NUSS
CO
N
2
2026-03-22
Fixed
3.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
52461.55000000
0.000320958143
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2331000.00000000
USD
793602994.00000000
HUF
2022-04-19
52461.55000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1489.74000000
0.000009114183
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1430504.00000000
USD
1294317.23000000
EUR
2022-04-04
1489.74000000
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q104
15627.00000000
NS
USD
508502.58000000
0.003111003086
Long
EC
CORP
CA
N
1
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
981.00000000
NS
USD
98982.90000000
0.000605574326
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding Inc
529900AXX7CT9GZSCS30
JELD-WEN Holding Inc
47580P103
93837.00000000
NS
USD
1903014.36000000
0.011642583105
Long
EC
CORP
US
N
1
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
17480.00000000
NS
588049.16000000
0.003597666606
Long
EC
CORP
GB
N
2
N
N
N
K+S AG
529900YURAYD4IJX2J91
K+S AG
000000000
18240.00000000
NS
552720.80000000
0.003381528790
Long
EC
CORP
DE
N
2
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
000000000
265.00000000
NS
USD
16541.30000000
0.000101199162
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
-652388.18000000
-0.00399129074
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-23
0.00000000
USD
0.00000000
USD
27250000.00000000
ILS
-652388.18000000
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp Inc
783859101
25600.00000000
NS
USD
757248.00000000
0.004632819886
Long
EC
CORP
US
N
1
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
352369.00000000
NS
5383626.55000000
0.032936861031
Long
EC
CORP
IN
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-7833.01000000
-0.00004792211
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
1587.50000000
USD
0.00000000
USD
-840000.00000000
USD
-9420.51000000
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
1030.00000000
NS
USD
67887.30000000
0.000415332405
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-130618.31000000
-0.00079911878
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-02-24
0.00000000
USD
-1040.91000000
USD
2000000000.00000000
JPY
-129577.40000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
55500.00000000
NS
USD
6963585.00000000
0.042602998052
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
27668.00000000
NS
600806.66000000
0.003675716597
Long
EC
CORP
ES
N
2
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
3970.00000000
NS
USD
59351.50000000
0.000363110644
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp PLC
549300S6K4FWUSB9KM27
Gates Industrial Corp PLC
000000000
282474.00000000
NS
USD
4254058.44000000
0.026026198206
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
1480.00000000
NS
USD
84152.80000000
0.000514844232
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SEK/USD FORWARD
000000000
1.00000000
NC
USD
1465.40000000
0.000008965271
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-538152.00000000
USD
5071979.27000000
SEK
2022-04-19
1465.40000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
2965000.00000000
PA
USD
2449497.27000000
0.014985948677
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
4060.00000000
NS
USD
150869.60000000
0.000923015555
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
4175.00000000
NS
USD
96275.50000000
0.000589010536
Long
EC
CORP
US
N
1
N
N
N
Shurgard Self Storage SA
549300J0UEIKU81XO336
Shurgard Self Storage SA
000000000
3921.00000000
NS
243564.37000000
0.001490119296
Long
EC
CORP
LU
N
2
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
81500.00000000
NS
USD
1770180.00000000
0.010829906591
Long
EC
CORP
US
N
1
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
11100.00000000
NS
USD
422577.00000000
0.002585313040
Long
EC
CORP
US
N
1
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
La Poste SA
000000000
1000000.00000000
PA
995089.23000000
0.006087925189
Long
DBT
CORP
FR
N
2
2029-07-18
None
0.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
230000.00000000
PA
USD
206251.78000000
0.001261842022
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
430000.00000000
PA
USD
497099.01000000
0.003041236396
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
10639.00000000
NS
USD
9011233.00000000
0.055130445302
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
16000.00000000
PA
USD
13874.15000000
0.000084881621
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
237066.00000000
NS
2374032.78000000
0.014524259257
Long
EC
CORP
GB
N
2
N
N
N
Sensirion Holding AG
894500ANJ9YNE8YCTT04
Sensirion Holding AG
000000000
3756.00000000
NS
462686.79000000
0.002830703497
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
8290000.00000000
PA
USD
7366710.29000000
0.045069306131
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
Inabata & Co Ltd
N/A
Inabata & Co Ltd
000000000
21600.00000000
NS
364480.62000000
0.002229881181
Long
EC
CORP
JP
N
2
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2020-7
55347FAA0
11771000.00000000
PA
USD
11772516.10000000
0.072023890062
Long
ABS-MBS
CORP
US
N
2
2022-09-15
Floating
1.53057000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46593EAG0
750000.00000000
PA
USD
748349.10000000
0.004578376691
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
2.95000000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
43949.00000000
NS
USD
2664627.87000000
0.016302111047
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
2900.00000000
NS
USD
63510.00000000
0.000388552219
Long
EC
CORP
US
N
1
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
35445.00000000
NS
62941.36000000
0.000385073297
Long
EC
CORP
IN
N
2
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap Inc
566324109
23000.00000000
NS
USD
1211640.00000000
0.007412776114
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
3630000.00000000
PA
USD
3268852.82000000
0.019998740637
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
35071.00000000
NS
USD
3838871.66000000
0.023486098303
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
3650.00000000
NS
USD
178266.00000000
0.001090625884
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
790000.00000000
PA
USD
791263.62000000
0.004840926399
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.90700000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1832.00000000
NS
USD
385819.20000000
0.002360429954
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
000000000
180500.00000000
NS
USD
1730995.00000000
0.010590173971
Long
EC
CORP
US
N
1
N
N
N
Amneal Pharmaceuticals Inc
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals Inc
03168L105
139500.00000000
NS
USD
581715.00000000
0.003558914411
Long
EC
CORP
US
N
1
N
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
7700.00000000
NS
USD
331177.00000000
0.002026130662
Long
EC
CORP
US
N
1
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
236000.00000000
NS
4862654.93000000
0.029749572743
Long
EC
CORP
TW
N
2
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
6900.00000000
NS
USD
1188594.00000000
0.007271781398
Long
EC
CORP
US
N
1
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
655.00000000
NS
USD
51961.15000000
0.000317896711
Long
EC
CORP
US
N
1
N
N
N
Atkore Inc
52990002TI38AM4RPV48
Atkore Inc
047649108
126100.00000000
NS
USD
12413284.00000000
0.075944088293
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
22455.00000000
NS
USD
2054632.50000000
0.012570178205
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
35500.00000000
NS
USD
12995130.00000000
0.079503804158
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
148050.00000000
NS
4010565.27000000
0.024536514509
Long
EC
CORP
AU
N
2
N
N
N
Indofood Sukses Makmur Tbk PT
529900E61EV2GTYWZ485
Indofood Sukses Makmur Tbk PT
000000000
1303500.00000000
NS
540141.13000000
0.003304566758
Long
EC
CORP
ID
N
2
N
N
N
Advantech Co Ltd
2549002OSTKE9HB9IY03
Advantech Co Ltd
000000000
63188.00000000
NS
809170.98000000
0.004950483075
Long
EC
CORP
TW
N
2
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
5725000.00000000
PA
USD
5375993.35000000
0.032890161349
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803FG3
295000.00000000
PA
USD
153515.24000000
0.000939201499
Long
DBT
UST
US
N
2
2049-02-15
None
0.00000000
N
N
N
N
N
N
Sasseur Real Estate Investment
N/A
Sasseur Real Estate Investment Trust
000000000
2185200.00000000
NS
1361689.08000000
0.008330771753
Long
EC
CORP
SG
N
2
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
2110000.00000000
PA
USD
1929214.19000000
0.011802872856
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
4012.00000000
NS
USD
313818.64000000
0.001919932751
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
12310.00000000
NS
USD
1829881.50000000
0.011195158525
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
12470000.00000000
PA
19238667.75000000
0.117701575364
Long
DBT
NUSS
IT
N
2
2028-08-04
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1224413.50000000
0.007490923993
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-38469168.00000000
EUR
43804418.44000000
USD
2022-04-19
1224413.50000000
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG
000000000
7597.00000000
NS
1843215.38000000
0.011276734791
Long
EC
CORP
CH
N
2
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
64730.00000000
NS
USD
1473902.10000000
0.009017287545
Long
EC
CORP
US
N
1
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
1660.00000000
NS
USD
13495.80000000
0.000082566887
Long
EC
CORP
LU
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
988406.00000000
NS
19303576.14000000
0.118098682890
Long
EC
CORP
CH
N
2
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
685.00000000
NS
USD
67410.85000000
0.000412417499
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
2779.00000000
NS
USD
445056.85000000
0.002722844068
Long
EC
CORP
US
N
1
N
N
N
BAOSHAN IRON & STEEL CO LTD
300300PYAP4PEHORZT21
BAOSHAN IRON & STEEL CO LTD
000000000
9600.00000000
NS
10155.59000000
0.000062131586
Long
EC
CORP
CN
N
2
N
N
N
United Fire Group Inc
N/A
United Fire Group Inc
910340108
10800.00000000
NS
USD
335556.00000000
0.002052921248
Long
EC
CORP
US
N
1
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
7660000.00000000
PA
USD
7509713.86000000
0.045944197558
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
3.25657000
N
N
N
N
N
N
Evolent Health Inc
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050B101
7400.00000000
NS
USD
239020.00000000
0.001462316981
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJP5
830000.00000000
PA
USD
778517.18000000
0.004762944073
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
2.19900000
N
N
N
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
142600.00000000
NS
79185.54000000
0.000484454689
Long
EC
CORP
ID
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-231451.16000000
-0.00141601105
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-02-19
0.00000000
USD
-8218.29000000
USD
666500000.00000000
JPY
-223232.87000000
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
28500.00000000
NS
USD
1727385.00000000
0.010568088102
Long
EC
CORP
US
N
1
N
N
N
Sasol Ltd
378900F4544561A97588
Sasol Ltd
803866102
3640.00000000
NS
87938.43000000
0.000538004599
Long
EC
CORP
ZA
N
2
N
N
N
Banc of California Inc
549300ZKWUJDP6LJ1X87
Banc of California Inc
05990K106
65700.00000000
NS
USD
1271952.00000000
0.007781763068
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
23355.00000000
NS
USD
2666673.90000000
0.016314628595
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
95.02000000
0.000000581329
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
35.00000000
USD
2022-07-20
XXXX
-40.83000000
N
N
N
Amicus Therapeutics Inc
549300MRD1SMUTNBPQ53
Amicus Therapeutics Inc
03152W109
9338.00000000
NS
USD
88430.86000000
0.000541017271
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-228469.32000000
-0.00139776824
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2036-02-19
0.00000000
USD
-9282.78000000
USD
1364000000.00000000
JPY
-219186.54000000
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
10795.00000000
NS
USD
2214162.45000000
0.013546177514
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
329673.00000000
NS
6173672.27000000
0.037770336356
Long
EC
CORP
DE
N
2
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
79100.00000000
NS
USD
1048075.00000000
0.006412090494
Long
EC
CORP
US
N
1
N
N
N
Newpark Resources Inc
54930073OHWDQW4DJN26
Newpark Resources Inc
651718504
75900.00000000
NS
USD
277794.00000000
0.001699535116
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
396647.00000000
NS
7216971.18000000
0.044153206879
Long
EC
CORP
GB
N
2
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
000000000
67601.00000000
NS
784481.42000000
0.004799433109
Long
EC
CORP
BR
N
1
N
N
N
Ebara Corp
353800UV8U3SOMCDTI49
Ebara Corp
000000000
56000.00000000
NS
3109903.10000000
0.019026291157
Long
EC
CORP
JP
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
80871.00000000
NS
3600354.30000000
0.022026856458
Long
EC
CORP
IT
N
2
N
N
N
KKR Financial CLO Ltd
549300PJRIGYUE3V5M12
KKR CLO 11 Ltd
48250MAK3
13500000.00000000
PA
USD
13458744.00000000
0.082340180298
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
1.42129000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
PLN/USD FORWARD
000000000
1.00000000
NC
USD
14451.35000000
0.000088412913
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-759690.00000000
USD
3258499.72000000
PLN
2022-04-19
14451.35000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO FOREIGN EXCHANGE CURRENCY
000000000
-1203.00000000
NC
USD
-2705095.88000000
-0.01654969308
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-06-13
-164196116.63000000
USD
-2705095.88000000
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
2757.00000000
NS
USD
330040.47000000
0.002019177406
Long
EC
CORP
IE
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-89245.92000000
-0.00054600378
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-43675295.00000000
ZAR
2870541.90000000
USD
2022-06-15
-89245.92000000
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA Inc
830566105
1500.00000000
NS
USD
61140.00000000
0.000374052632
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
610000.00000000
PA
USD
614577.17000000
0.003759964153
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
58600.00000000
NS
USD
1541766.00000000
0.009432476791
Long
EC
CORP
IE
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
54400000.00000000
OU
Other
USD
49.54000000
0.000000303084
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
54400000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-1310.46000000
N
N
N
Brightsphere Investment Group
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948W103
28304.00000000
NS
USD
686372.00000000
0.004199202706
Long
EC
CORP
US
N
1
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
1000000.00000000
PA
USD
1188155.21000000
0.007269096894
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Liberty Media Corp-Liberty For
N/A
Liberty Media Corp-Liberty Formula One
531229854
2480.00000000
NS
USD
173203.20000000
0.001059651830
Long
EC
CORP
US
N
1
N
N
N
Keywords Studios PLC
2138007VR9ZYCWS7VE12
Keywords Studios PLC
000000000
9075.00000000
NS
315481.30000000
0.001930104853
Long
EC
CORP
IE
N
2
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
5445.00000000
NS
USD
91258.20000000
0.000558314850
Long
EC
CORP
GB
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
675000.00000000
PA
USD
297000.00000000
0.001817036831
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAH4
800000.00000000
PA
USD
729839.43000000
0.004465135101
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
3205000.00000000
PA
USD
2953439.84000000
0.018069053763
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
Takeuchi Manufacturing Co Ltd
N/A
Takeuchi Manufacturing Co Ltd
000000000
37600.00000000
NS
808071.36000000
0.004943755633
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
-115439.90000000
-0.00070625774
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-04-16
0.00000000
USD
-95.35000000
USD
7990000.00000000
ILS
-115344.55000000
N
N
N
Laboratorios Farmaceuticos Rov
95980020140005936480
Laboratorios Farmaceuticos Rovi SA
000000000
2104.00000000
NS
156090.57000000
0.000954957288
Long
EC
CORP
ES
N
2
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
2525.00000000
NS
USD
35552.00000000
0.000217506038
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
1697.00000000
NS
USD
758932.34000000
0.004643124626
Long
EC
CORP
US
N
1
N
N
N
Digi International Inc
529900KG656HGROI4N27
Digi International Inc
253798102
16400.00000000
NS
USD
352928.00000000
0.002159202608
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
1431.00000000
NS
USD
102445.29000000
0.000626757121
Long
EC
CORP
US
N
1
N
N
N
NETSTREIT Corp
254900CJL0EDMEQ25Q84
NETSTREIT Corp
64119V303
35968.00000000
NS
USD
807121.92000000
0.004937946989
Long
EC
CORP
US
N
1
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
218500.00000000
NS
1601928.51000000
0.009800549169
Long
EC
CORP
JP
N
2
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
4200.00000000
NS
USD
1245762.00000000
0.007621533457
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
2900000.00000000
PA
USD
2946321.32000000
0.018025502877
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
Faes Farma SA
959800FXZQY7U3P1G969
Faes Farma SA
000000000
103282.00000000
NS
421150.44000000
0.002576585390
Long
EC
CORP
ES
N
2
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
9200.00000000
NS
USD
876392.00000000
0.005361739200
Long
EC
CORP
US
N
1
N
N
Residential Mortgage Securitie
54930041T52UP3IPLN03
Residential Mortgage Securities 32 PLC
000000000
4336912.87000000
PA
5722099.38000000
0.035007627356
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
1.54674000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
105800.00000000
NS
3969279.75000000
0.024283930972
Long
EC
CORP
JP
N
2
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
26879.00000000
NS
USD
6498535.83000000
0.039757841587
Long
EC
CORP
US
N
1
N
N
N
SRF Ltd
335800436F28GT8ZW506
SRF Ltd
000000000
1056.00000000
NS
37241.26000000
0.000227840878
Long
EC
CORP
IN
N
2
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
28700.00000000
NS
981453.95000000
0.006004504966
Long
EC
CORP
JP
N
2
N
N
N
Central Park Funding Trust
N/A
Central Park Funding Trust 2021-1
15479PAA2
8721892.38000000
PA
USD
8671043.75000000
0.053049177972
Long
ABS-MBS
CORP
US
N
2
2022-08-29
Floating
3.19514000
N
N
N
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
36700.00000000
NS
USD
6159361.00000000
0.037682780448
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
166112.00000000
NS
USD
48725632.96000000
0.298101918207
Long
EC
CORP
US
N
1
N
N
N
ScanSource Inc
7FHBAN017QDY4K2KP156
ScanSource Inc
806037107
34000.00000000
NS
USD
1182860.00000000
0.007236700963
Long
EC
CORP
US
N
1
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
3100000.00000000
PA
3167772.60000000
0.019380334972
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-EBO3
55345F302
3771812.50000000
PA
USD
3765880.95000000
0.023039543393
Long
ABS-MBS
CORP
US
N
2
2023-03-31
Floating
2.98057000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAN4
7750000.00000000
PA
USD
7477577.43000000
0.045747587871
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.06400000
N
N
N
N
N
N
First Merchants Corp
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp
320817109
36600.00000000
NS
USD
1522560.00000000
0.009314975076
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
1335.00000000
NS
USD
80380.35000000
0.000491764499
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-30062.06000000
-0.00018391875
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-09
0.00000000
USD
-774.81000000
USD
30000000.00000000
ZAR
-29287.25000000
N
N
N
Financial Institutions Inc
N/A
Financial Institutions Inc
317585404
29100.00000000
NS
USD
876783.00000000
0.005364131326
Long
EC
CORP
US
N
1
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
129700.00000000
NS
1502825.47000000
0.009194239830
Long
EC
CORP
JP
N
2
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
1090.00000000
NS
USD
40569.80000000
0.000248204783
Long
EC
CORP
US
N
1
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
2000000.00000000
PA
USD
2095172.96000000
0.012818203487
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
140859.00000000
NS
2613391.84000000
0.015988650597
Long
EC
CORP
SE
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137AYCF6
11168063.89000000
PA
USD
33123.36000000
0.000202647693
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Variable
0.77740200
N
N
N
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings Inc
89854H102
13200.00000000
NS
USD
1089264.00000000
0.006664083524
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
10820000.00000000
PA
12955946.40000000
0.079264080103
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
American States Water Co
529900L26LIS2V8PWM23
American States Water Co
029899101
16100.00000000
NS
USD
1433222.00000000
0.008768407950
Long
EC
CORP
US
N
1
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
64240.00000000
NS
560435.22000000
0.003428725374
Long
EC
CORP
GB
N
2
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
000000000
87867.00000000
NS
1128809.50000000
0.006906021672
Long
EC
CORP
IE
N
2
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
000000000
48392.00000000
NS
USD
12682091.44000000
0.077588643912
Long
EC
CORP
UY
N
1
N
N
N
Japan Prime Realty Investment
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp
000000000
63.00000000
NS
206733.56000000
0.001264789537
Long
EC
CORP
JP
N
2
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
2500000.00000000
PA
USD
2527766.08000000
0.015464794841
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
Wharf Real Estate Investment C
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
446990.00000000
NS
2211224.32000000
0.013528202125
Long
EC
CORP
HK
N
2
N
N
N
Yuexiu Property Co Ltd
529900GASK6R1FD08W10
Yuexiu Property Co Ltd
000000000
992400.00000000
NS
982480.94000000
0.006010788060
Long
EC
CORP
HK
N
2
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
3440.00000000
NS
421518.00000000
0.002578834111
Long
EC
CORP
DK
N
2
N
N
N
Redde Northgate PLC
213800B3ZUTDOZYVJB41
Redde Northgate PLC
000000000
316460.00000000
NS
1800455.81000000
0.011015133062
Long
EC
CORP
GB
N
2
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
258000.00000000
NS
792543.72000000
0.004848758011
Long
EC
CORP
TW
N
2
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
3637815.00000000
NS
17755942.92000000
0.108630310628
Long
EC
CORP
GB
N
2
N
N
N
SiteOne Landscape Supply Inc
5299008LX7SBD4HIAU03
SiteOne Landscape Supply Inc
82982L103
260.00000000
NS
USD
42039.40000000
0.000257195751
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
7870000.00000000
PA
USD
7855140.10000000
0.048057504630
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400100
585.00000000
NS
USD
32175.00000000
0.000196845656
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
224715.00000000
NS
USD
14734562.55000000
0.090145598800
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-2991.79000000
-0.00001830367
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-225483.00000000
CHF
241178.67000000
USD
2022-04-19
-2991.79000000
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
000000000
7600.00000000
NS
USD
1984740.00000000
0.012142578047
Long
EC
CORP
BM
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
325.00000000
NS
USD
97539.00000000
0.000596740590
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
565.00000000
NS
USD
40177.15000000
0.000245802563
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253101
255.00000000
NS
USD
60843.00000000
0.000372235595
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
2635.00000000
NS
USD
223658.80000000
0.001368337633
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
19884.00000000
NS
3644038.76000000
0.022294116636
Long
EC
CORP
FR
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
500000.00000000
PA
USD
496023.82000000
0.003034658417
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
ZHANGZHOU PIENTZEHUANG PHARMACEUTICAL CO LTD
N/A
ZHANGZHOU PIENTZEHUANG PHARMACEUTICAL CO LTD
000000000
300.00000000
NS
14876.07000000
0.000091011337
Long
EC
CORP
CN
N
2
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
99365.00000000
NS
USD
1240075.20000000
0.007586741790
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries Inc
806882106
3000.00000000
NS
USD
155820.00000000
0.000953301949
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
500.00000000
NS
USD
248425.00000000
0.001519856480
Long
EC
CORP
US
N
1
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P304
3300.00000000
NS
148666.96000000
0.000909539871
Long
EC
CORP
CA
N
1
N
N
N
Impinj Inc
549300M26VGKSMMWWN17
Impinj Inc
453204109
2600.00000000
NS
USD
165204.00000000
0.001010712971
Long
EC
CORP
US
N
1
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
3300000.00000000
PA
USD
3288722.02000000
0.020120299790
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FORWARD
000000000
1.00000000
NC
USD
23462.29000000
0.000143541565
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-896527.34000000
USD
1327809.00000000
NZD
2022-04-19
23462.29000000
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
1080.00000000
NS
USD
43405.20000000
0.000265551673
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
39400.00000000
NS
USD
1762362.00000000
0.010782076308
Long
EC
CORP
US
N
1
N
N
N
Samsung Securities Co Ltd
988400RBTJTHNUOHE716
Samsung Securities Co Ltd
000000000
63871.00000000
NS
2197037.87000000
0.013441409862
Long
EC
CORP
KR
N
2
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
768000.00000000
PA
USD
756236.40000000
0.004626630948
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
112820.00000000
NS
USD
9586315.40000000
0.058648781671
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
424.00000000
NS
USD
46538.24000000
0.000284719515
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
8164.00000000
NS
USD
2050960.08000000
0.012547710452
Long
EC
CORP
US
N
1
N
N
N
REPUBLIKA SLOVENIJA
485100000LWQHIX4XX88
Slovenia Government Bond
000000000
100000.00000000
PA
98570.25000000
0.000603049746
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.00000000
N
N
N
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
950.00000000
NS
USD
95266.00000000
0.000582834446
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
493496.58000000
PA
USD
494081.42000000
0.003022774874
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
4.05657000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
1380.00000000
NS
USD
91563.00000000
0.000560179607
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A3ZU3
1475000.00000000
PA
USD
1194043.03000000
0.007305118395
Long
DBT
USGSE
US
N
2
2029-12-14
None
0.00000000
N
N
N
N
N
N
Elders Ltd
254900Y0SQG962QL6549
Elders Ltd
000000000
24395.00000000
NS
241747.59000000
0.001479004292
Long
EC
CORP
AU
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
58960.00000000
NS
USD
6092926.40000000
0.037276335616
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
1355.00000000
NS
USD
70365.15000000
0.000430491815
Long
EC
CORP
US
N
1
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
1315.00000000
NS
USD
22407.60000000
0.000137089005
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
3440.00000000
NS
USD
252530.40000000
0.001544973191
Long
EC
CORP
US
N
1
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
86800.00000000
NS
2123464.74000000
0.012991291724
Long
EC
CORP
JP
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
451300.00000000
NS
14798640.46000000
0.090537625475
Long
EC
CORP
JP
N
2
N
N
N
Nisshin Oillio Group Ltd/The
549300DMFXTY70ZEGQ59
Nisshin Oillio Group Ltd/The
000000000
26800.00000000
NS
625842.14000000
0.003828882891
Long
EC
CORP
JP
N
2
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
48833.00000000
NS
USD
2071495.86000000
0.012673347720
Long
EC
CORP
US
N
1
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAM2
7500000.00000000
PA
USD
7360597.50000000
0.045031908271
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
2.87400000
N
N
N
N
N
N
MEXICO GENERADORA DE ENE
635400GBINBYW1VUAD14
Mexico Generadora de Energia S de rl
592838AA4
1650389.40000000
PA
USD
1639832.90000000
0.010032447057
Long
DBT
CORP
MX
N
2
2032-12-06
Fixed
5.50000000
N
N
N
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544103
72000.00000000
NS
USD
3982320.00000000
0.024363710819
Long
EC
CORP
US
N
1
N
N
N
LG Display Co Ltd
988400P37K91W0SABO95
LG Display Co Ltd
000000000
1769.00000000
NS
29967.19000000
0.000183338343
Long
EC
CORP
KR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
885000.00000000
PA
USD
883717.71000000
0.005406557667
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
Mindtree Ltd
335800IGQJMVUTVR2N49
Mindtree Ltd
000000000
1150.00000000
NS
65331.77000000
0.000399697751
Long
EC
CORP
IN
N
2
N
N
N
Hong Leong Bank Bhd
549300BUPYUQGB5BFX94
Hong Leong Bank Bhd
000000000
4400.00000000
NS
21088.33000000
0.000129017751
Long
EC
CORP
MY
N
2
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust Inc
32054K103
18062.00000000
NS
USD
1118218.42000000
0.006841225772
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
128620000.00000000
PA
USD
128505696.69000000
0.786193885164
Long
DBT
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
752894.00000000
NS
5237519.63000000
0.032042983405
Long
EC
CORP
SE
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-14887.70000000
-0.00009108248
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-45980103.00000000
PHP
867876.61000000
USD
2022-06-15
-14887.70000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
522025.00000000
NS
850002.02000000
0.005200286117
Long
EC
CORP
GB
N
2
N
N
N
Generate CLO Ltd.
5493009C48K5WG4EX118
Generate CLO 2 Ltd
98625TAJ4
15000000.00000000
PA
USD
14940475.50000000
0.091405367871
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
1.40886000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
1010135.00000000
NS
21842448.52000000
0.133631425732
Long
EC
CORP
GB
N
2
N
N
N
Biglari Holdings Inc
549300GLWWSODF8TM682
Biglari Holdings Inc
08986R309
2340.00000000
NS
USD
338387.40000000
0.002070243666
Long
EC
CORP
US
N
1
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2020-1 Ltd
77341EAA3
11750000.00000000
PA
USD
11691732.93000000
0.071529661122
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.53400000
N
N
N
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
30900.00000000
NS
USD
2113869.00000000
0.012932585283
Long
EC
CORP
US
N
1
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
49580.00000000
NS
USD
9977975.00000000
0.061044943013
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
339970.00000000
NS
USD
55112536.70000000
0.337176798114
Long
EC
CORP
US
N
1
N
N
N
Pilot Corp
N/A
Pilot Corp
000000000
4200.00000000
NS
180194.87000000
0.001102426651
Long
EC
CORP
JP
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
1490.00000000
NS
USD
372544.70000000
0.002279216973
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1870267.25000000
0.011442237297
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-44110662.00000000
EUR
50694619.41000000
USD
2022-04-19
1870267.25000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
341888.45000000
0.002091662982
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4825140.95000000
USD
24630897.00000000
BRL
2022-04-04
341888.45000000
N
N
N
LG Uplus Corp
N/A
LG Uplus Corp
000000000
18238.00000000
NS
209668.51000000
0.001282745471
Long
EC
CORP
KR
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
45015.00000000
NS
USD
13520705.40000000
0.082719258230
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
-2778.88000000
-0.00001700110
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
Y
Default Event
2023-06-20
0.00000000
USD
-6278.25000000
USD
355000.00000000
USD
3499.37000000
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147K108
350.00000000
NS
USD
8785.00000000
0.000053746358
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
118731.00000000
NS
USD
7453932.18000000
0.045602926961
Long
EC
CORP
US
N
1
N
N
N
Hankook Tire & Technology Co L
9884001BIEVM09M7AH02
Hankook Tire & Technology Co Ltd
000000000
1038.00000000
NS
28657.65000000
0.000175326617
Long
EC
CORP
KR
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
12860000.00000000
PA
USD
11766978.19000000
0.071990009300
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
68815.00000000
NS
459240.66000000
0.002809620180
Long
EC
CORP
SE
N
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
348601.00000000
NS
1211995.88000000
0.007414953377
Long
EC
CORP
NL
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
-331990.60000000
-0.00203110824
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
0.00000000
USD
30700000.00000000
SEK
-331990.60000000
N
N
N
Grid Dynamics Holdings Inc
N/A
Grid Dynamics Holdings Inc
39813G109
20100.00000000
NS
USD
283008.00000000
0.001731434207
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
4237.00000000
NS
USD
707367.15000000
0.004327650386
Long
EC
CORP
US
N
1
N
N
Bank of NT Butterfield & Son L
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
000000000
31300.00000000
NS
USD
1123044.00000000
0.006870748521
Long
EC
CORP
BM
N
1
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
28440.00000000
NS
331846.36000000
0.002030225785
Long
EC
CORP
ES
N
2
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
4485.00000000
NS
USD
161190.90000000
0.000986160949
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-4056.38000000
-0.00002481680
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
872.96000000
USD
0.00000000
USD
-435000.00000000
USD
-4929.34000000
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
4000000.00000000
PA
USD
3711904.00000000
0.022709314079
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
83000.00000000
NS
424007.08000000
0.002594062225
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
471647.29000000
PA
USD
488218.57000000
0.002986906139
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
5.55657000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
55835.00000000
NS
USD
6333922.40000000
0.038750741704
Long
EC
CORP
US
N
1
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
1246000.00000000
PA
USD
1165921.30000000
0.007133070519
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
261250.00000000
NS
1103546.81000000
0.006751465315
Long
EC
CORP
AU
N
2
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
24800.00000000
NS
5663606.19000000
0.034649767825
Long
EC
CORP
JP
N
2
N
N
N
Applied Industrial Technologie
549300NU173IJRC6PO38
Applied Industrial Technologies Inc
03820C105
19000.00000000
NS
USD
1950540.00000000
0.011933343503
Long
EC
CORP
US
N
1
N
N
N
Beazer Homes USA Inc
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556Q881
13300.00000000
NS
USD
202426.00000000
0.001238436018
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
3300.00000000
NS
USD
770121.00000000
0.004711576503
Long
EC
CORP
US
N
1
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
5900000.00000000
PA
7160127.53000000
0.043805439183
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Cosmo Energy Holdings Co Ltd
353800Y4GZ7KR5X7L150
Cosmo Energy Holdings Co Ltd
000000000
90300.00000000
NS
1938004.83000000
0.011856653720
Long
EC
CORP
JP
N
2
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
000000000
112698.00000000
NS
1745894.23000000
0.010681327000
Long
EC
CORP
NO
N
2
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
34015.00000000
NS
USD
3769202.15000000
0.023059862392
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
13598.00000000
NS
USD
662358.58000000
0.004052289344
Long
EC
CORP
US
N
1
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
585000.00000000
PA
USD
547218.74000000
0.003347867357
Long
DBT
CORP
N/A
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
610.00000000
NS
56986.52000000
0.000348641770
Long
EC
CORP
KR
N
2
N
N
N
888 Holdings PLC
213800H84UJQYSVF9750
888 Holdings PLC
000000000
574541.00000000
NS
1382489.74000000
0.008458029549
Long
EC
CORP
GI
N
2
N
N
N
Northwoods Capital Ltd
N/A
Northwoods Capital 22 Ltd
66858HAA4
6000000.00000000
PA
USD
5999949.00000000
0.036707502753
Long
ABS-CBDO
CORP
KY
N
2
2031-09-01
Floating
2.44300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
2550000.00000000
PA
USD
2317808.76000000
0.014180282439
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
34522.00000000
NS
USD
1937374.64000000
0.011852798237
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
384684.00000000
NS
USD
58779715.20000000
0.359612482965
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-7833.01000000
-0.00004792211
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
4386.36000000
USD
0.00000000
USD
-840000.00000000
USD
-12219.37000000
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
15030.00000000
NS
USD
1678249.80000000
0.010267480466
Long
EC
CORP
US
N
1
N
N
N
Elevation CLO Ltd
N/A
ArrowMark Colorado Holdings
28623VAC3
17500000.00000000
PA
USD
17257185.75000000
0.105578929660
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
1.42702600
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
104302.00000000
NS
10315102.15000000
0.063107476509
Long
EC
CORP
LU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
5846.71000000
0.000035769991
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-544209.32000000
USD
668659110.00000000
KRW
2022-06-15
5846.71000000
N
N
N
Galenica AG
506700W4772BD8016Z20
Galenica AG
000000000
5064.00000000
NS
389486.39000000
0.002382865709
Long
EC
CORP
CH
N
2
N
N
N
Hub Group Inc
N/A
Hub Group Inc
443320106
15800.00000000
NS
USD
1219918.00000000
0.007463420663
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1050.00000000
NS
USD
80304.00000000
0.000491297392
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
14985.00000000
NS
7380266.07000000
0.045152239975
Long
EC
CORP
CH
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
9372.00000000
NS
USD
1050226.32000000
0.006425252203
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
4890000.00000000
PA
USD
4319770.74000000
0.026428224028
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
31100.00000000
NS
USD
2063485.00000000
0.012624337526
Long
EC
CORP
US
N
1
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
974910.23000000
0.005964470690
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
10500000.00000000
PA
USD
10848038.56000000
0.066367965013
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209305
54000.00000000
NS
USD
1113480.00000000
0.006812236265
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787G100
44300.00000000
NS
USD
1473418.00000000
0.009014325837
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
8560.00000000
NS
USD
2069979.20000000
0.012664068841
Long
EC
CORP
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
459264.00000000
NS
9214122.37000000
0.056371716204
Long
EC
CORP
BR
N
1
N
N
N
MFE-MediaForEurope NV
213800DIFN7NR7B97A50
MFE-MediaForEurope NV
000000000
1030300.00000000
NS
720975.94000000
0.004410908543
Long
EC
CORP
IT
N
2
N
N
Origin Bancorp Inc
54930055DO2Z4KO3NB45
Origin Bancorp Inc
68621T102
4400.00000000
NS
USD
186076.00000000
0.001138407223
Long
EC
CORP
US
N
1
N
N
N
Ingenia Communities Group
N/A
Ingenia Communities Group
000000000
118489.00000000
NS
444569.68000000
0.002719863577
Long
EC
CORP
AU
N
2
N
N
N
Alteryx Inc
549300XWZG0JHL7I0827
Alteryx Inc
02156B103
7300.00000000
NS
USD
522169.00000000
0.003194613821
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-642472.58000000
-0.00393062741
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-02-17
0.00000000
USD
-84.04000000
USD
3120000.00000000
GBP
-642388.54000000
N
N
N
MiMedx Group Inc
N/A
MiMedx Group Inc
602496101
93800.00000000
NS
USD
441798.00000000
0.002702906524
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
37429.00000000
NS
USD
5932870.79000000
0.036297120335
Long
EC
CORP
BM
N
1
N
N
N
Trupanion Inc
549300J86GFKIDGMQP18
Trupanion Inc
898202106
1900.00000000
NS
USD
169328.00000000
0.001035943476
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/THB FORWARD
000000000
1.00000000
NC
USD
2326.83000000
0.000014235474
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1344000.00000000
USD
44714880.00000000
THB
2022-06-15
2326.83000000
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
14146.00000000
NS
USD
1144269.94000000
0.007000608167
Long
EC
CORP
US
N
1
N
N
Alinma Bank
558600HPAUTN6XSVBK93
Alinma Bank
000000000
6820.00000000
NS
70522.33000000
0.000431453437
Long
EC
CORP
SA
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
280100.00000000
NS
USD
14887315.00000000
0.091080133573
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
2505.00000000
NS
USD
292458.75000000
0.001789253603
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
57583.00000000
NS
USD
4192042.40000000
0.025646785987
Long
EC
CORP
US
N
1
N
N
Savills PLC
213800WXICGMBWHTA933
Savills PLC
000000000
10675.00000000
NS
156032.19000000
0.000954600121
Long
EC
CORP
GB
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-68585.43000000
-0.00041960354
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
67.50000000
USD
2022-07-20
XXXX
-17641.68000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
26170.00000000
NS
USD
1949926.70000000
0.011929591353
Long
EC
CORP
US
N
1
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
1620.00000000
NS
20312.31000000
0.000124270085
Long
EC
CORP
MX
N
1
N
N
N
BANK OF JIANGSU CO LTD
300300C1086832000046
BANK OF JIANGSU CO LTD
000000000
78600.00000000
NS
86967.29000000
0.000532063195
Long
EC
CORP
CN
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
-267385.74000000
-0.00163585770
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HELLENIC REPUBLIC
Hellenic Republic Government Bond
Y
Default Event
2031-12-20
0.00000000
USD
-115754.42000000
USD
4000000.00000000
USD
-151631.32000000
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
89700.00000000
NS
1808786.58000000
0.011066100456
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-973693.84000000
-0.00595702885
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-02-05
0.00000000
USD
-220.86000000
USD
125000000.00000000
MXN
-973472.98000000
N
N
N
DigitalBridge Group Inc
549300XG87L902AGBO89
DigitalBridge Group Inc
25401T108
31200.00000000
NS
USD
224640.00000000
0.001374340584
Long
EC
CORP
US
N
1
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
3456550.00000000
NS
1921905.79000000
0.011758160290
Long
EC
CORP
ID
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
35110.00000000
NS
23517182.01000000
0.143877393522
Long
EC
CORP
NL
N
2
N
N
N
China Development Financial Ho
N/A
China Development Financial Holding Corp
000000000
98000.00000000
NS
65303.44000000
0.000399524429
Long
EC
CORP
TW
N
2
N
N
N
CICC
529900OS3SVVTT56QN67
China International Capital Corp Ltd
000000000
11200.00000000
NS
24798.82000000
0.000151718415
Long
EC
CORP
CN
N
2
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
5632000.00000000
PA
USD
5661744.62000000
0.034638378797
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Oak Street Health Inc
2549007CJE6GSEURLA30
Oak Street Health Inc
67181A107
135.00000000
NS
USD
3628.80000000
0.000022200886
Long
EC
CORP
US
N
1
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
3023436.00000000
PA
3045863.85000000
0.018634501003
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
5.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
660000.00000000
PA
673456.73000000
0.004120187483
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
3000000.00000000
PA
USD
3021851.67000000
0.018487595227
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
121648.00000000
NS
USD
26088630.08000000
0.159609433429
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
1077000.00000000
PA
USD
941506.42000000
0.005760107211
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-DC1 Mortgage Trust
12629NAE5
5000000.00000000
PA
USD
4910320.00000000
0.030041186170
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.07800000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACP8
1050000.00000000
PA
USD
955845.52000000
0.005847833382
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
9130.00000000
NS
USD
524792.40000000
0.003210663701
Long
EC
CORP
US
N
1
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
346680.00000000
NS
37117.85000000
0.000227085860
Long
EC
CORP
CL
N
1
N
N
N
Advanced Info Service PCL
529900DU2YW1NO5RMU78
Advanced Info Service PCL
000000000
60200.00000000
NS
420978.90000000
0.002575535913
Long
EC
CORP
TH
N
2
N
N
N
Entravision Communications Cor
549300SKHY2ALCLKV539
Entravision Communications Corp
29382R107
114100.00000000
NS
USD
731381.00000000
0.004474566379
Long
EC
CORP
US
N
1
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAC8
1500000.00000000
PA
USD
1430642.06000000
0.008752623956
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
3039.00000000
NS
USD
866783.58000000
0.005302955183
Long
EC
CORP
US
N
1
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
2175000.00000000
PA
USD
2226225.47000000
0.013619978698
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
Ackermans & van Haaren NV
5493005E2GHATS0Z6J59
Ackermans & van Haaren NV
000000000
1230.00000000
NS
229399.42000000
0.001403458569
Long
EC
CORP
BE
N
2
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-2330.48000000
-0.00001425780
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-629340816.00000000
CLP
787168.00000000
USD
2022-06-15
-2330.48000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
3945000.00000000
PA
USD
4482836.76000000
0.027425856905
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
BB Seguridade Participacoes SA
N/A
BB Seguridade Participacoes SA
000000000
5400.00000000
NS
29046.95000000
0.000177708343
Long
EC
CORP
BR
N
1
N
N
N
MEDNAX INC
N/A
MEDNAX Inc
58502BAE6
750000.00000000
PA
USD
725383.92000000
0.004437876428
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.37500000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
1455000.00000000
PA
USD
1352614.59000000
0.008275254304
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
31678.00000000
NS
1554329.25000000
0.009509338366
Long
EC
CORP
GB
N
2
N
N
N
Sibanye Stillwater Ltd
378900F238434B74D281
Sibanye Stillwater Ltd
000000000
254384.00000000
NS
1034439.79000000
0.006328670700
Long
EC
CORP
ZA
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
52814.00000000
NS
1940479.41000000
0.011871793124
Long
EC
CORP
DE
N
2
N
N
N
Aveanna Healthcare Holdings In
N/A
Aveanna Healthcare Holdings Inc
05356F105
104900.00000000
NS
USD
357709.00000000
0.002188452618
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
1250000.00000000
PA
1230326.92000000
0.007527102114
Long
DBT
NUSS
PH
N
2
2033-04-28
Fixed
1.20000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
75480.00000000
NS
670285.93000000
0.004100788626
Long
EC
CORP
NO
N
2
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
40924.00000000
NS
908824.20000000
0.005560158398
Long
EC
CORP
ES
N
2
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
334000.00000000
NS
431025.99000000
0.002637003700
Long
EC
CORP
HK
N
2
N
N
N
INDUSTRIAL BANK CO LTD
300300C1030935001303
INDUSTRIAL BANK CO LTD
000000000
31000.00000000
NS
100492.53000000
0.000614810196
Long
EC
CORP
CN
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
11750000.00000000
PA
USD
12132050.67000000
0.074223511462
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
Sonic Automotive Inc
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545G102
22700.00000000
NS
USD
964977.00000000
0.005903699495
Long
EC
CORP
US
N
1
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
41882.00000000
NS
954896.51000000
0.005842027368
Long
EC
CORP
IT
N
2
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
19300.00000000
NS
USD
1703032.00000000
0.010419097200
Long
EC
CORP
US
N
1
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
120978.00000000
NS
802511.26000000
0.004909739113
Long
EC
CORP
GB
N
2
N
N
N
W&T Offshore Inc
549300Q7EOY2YIO3YK85
W&T Offshore Inc
92922P106
148100.00000000
NS
USD
565742.00000000
0.003461192090
Long
EC
CORP
US
N
1
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
59300.00000000
NS
1003345.05000000
0.006138434040
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-30750.57000000
-0.00018813103
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-11-12
0.00000000
USD
0.00000000
USD
1664000.00000000
EUR
-30750.57000000
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
8000.00000000
NS
13318.73000000
0.000081483578
Long
EC
CORP
CN
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
61755.00000000
NS
USD
16817121.60000000
0.102886630776
Long
EC
CORP
US
N
1
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
56721.00000000
NS
5836207.83000000
0.035705739330
Long
EC
CORP
SE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
327690.00000000
NS
USD
89413493.40000000
0.547028992277
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez Inc
989817101
28000.00000000
NS
USD
1069880.00000000
0.006545492811
Long
EC
CORP
US
N
1
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-8050.90000000
-0.00004925515
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-95633465.20000000
PHP
1828000.00000000
USD
2022-06-15
-8050.90000000
N
N
N
CG SERVICES
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
13000.00000000
NS
55081.60000000
0.000336987528
Long
EC
CORP
CN
N
2
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652K103
16897.00000000
NS
USD
742792.12000000
0.004544379258
Long
EC
CORP
US
N
1
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAA2
800000.00000000
PA
USD
688713.48000000
0.004213527808
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
177889.00000000
NS
USD
191693186.40000000
1.172772996506
Long
EC
CORP
US
N
1
N
N
N
Lotte Chemical Corp
988400TPNFJZDPI94Y56
Lotte Chemical Corp
000000000
132.00000000
NS
22693.09000000
0.000138835624
Long
EC
CORP
KR
N
2
N
N
N
CubeSmart
N/A
CubeSmart
229663109
50812.00000000
NS
USD
2643748.36000000
0.016174370849
Long
EC
CORP
US
N
1
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
36609.00000000
NS
USD
2409604.38000000
0.014741885208
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/INR FORWARD
000000000
1.00000000
NC
USD
-8691.57000000
-0.00005317475
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-180951768.00000000
INR
2351000.00000000
USD
2022-06-15
-8691.57000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
315000.00000000
PA
USD
310226.74000000
0.001897957618
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
2120.00000000
NS
USD
138563.20000000
0.000847725379
Long
EC
CORP
US
N
1
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
448055AD5
2450000.00000000
PA
USD
3026325.85000000
0.018514968122
Long
DBT
CORP
CA
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
1050000.00000000
PA
USD
951728.18000000
0.005822643623
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
23615.00000000
NS
USD
1133520.00000000
0.006934840366
Long
EC
CORP
US
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JH2
5490000.00000000
PA
USD
3328312.50000000
0.020362513124
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
Grupo de Inversiones Surameric
549300AC1Q176TZL0305
Grupo de Inversiones Suramericana SA
000000000
44027.00000000
NS
415647.94000000
0.002542921265
Long
EC
CORP
CO
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
537.00000000
NS
129064.04000000
0.000789609812
Long
EC
CORP
KR
N
2
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
125085.00000000
NS
817277.03000000
0.005000075638
Long
EC
CORP
CH
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
87890.00000000
NS
731400.52000000
0.004474685801
Long
EC
CORP
GB
Y
2
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-10
55351L102
8360000.00000000
PA
USD
8330259.30000000
0.050964269228
Long
ABS-MBS
CORP
US
N
2
2023-02-22
Floating
1.73057000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
7000000.00000000
PA
5996253.71000000
0.036684895083
Long
DBT
NUSS
PT
N
2
2052-04-12
Fixed
1.00000000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
21500.00000000
NS
1687455.27000000
0.010323799247
Long
EC
CORP
JP
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
46780.00000000
NS
USD
3919228.40000000
0.023977718358
Long
EC
CORP
US
N
1
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
360.00000000
NS
USD
28591.20000000
0.000174920078
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
82154.96000000
0.000502621509
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
77.50000000
USD
2022-07-20
XXXX
-33317.54000000
N
N
N
Marico Ltd
3358003SFDQFGJPC5O84
Marico Ltd
000000000
4089.00000000
NS
27144.09000000
0.000166066704
Long
EC
CORP
IN
N
2
N
N
N
Klabin SA
N/A
Klabin SA
000000000
209200.00000000
NS
1066421.06000000
0.006524331122
Long
EC
CORP
BR
N
1
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series 1
46090E103
235400.00000000
NS
USD
85341916.00000000
0.522119207440
Long
EC
RF
US
N
1
N
N
N
Hellenic Telecommunications Or
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
000000000
114269.00000000
NS
2067545.21000000
0.012649177766
Long
EC
CORP
GR
N
2
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
5825000.00000000
PA
USD
5330561.59000000
0.032612211244
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
10000000.00000000
PA
4425000.00000000
0.027072013392
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605H100
315.00000000
NS
USD
16965.90000000
0.000103796852
Long
EC
CORP
US
N
1
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
231812.00000000
NS
1975489.34000000
0.012085982795
Long
EC
CORP
IT
N
2
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica Inc
74164M108
598.00000000
NS
USD
81818.36000000
0.000500562200
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
133500.00000000
NS
1294214.40000000
0.007917963744
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-221254.28000000
-0.00135362685
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-19
0.00000000
USD
-103.56000000
USD
54940000.00000000
MXN
-221150.72000000
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
10700.00000000
NS
281654.04000000
0.001723150721
Long
EC
CORP
JP
N
2
N
N
N
Krystal Biotech Inc
549300YONUY68210OE41
Krystal Biotech Inc
501147102
4800.00000000
NS
USD
319392.00000000
0.001954030395
Long
EC
CORP
US
N
1
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
57900.00000000
NS
1548190.53000000
0.009471781867
Long
EC
CORP
JP
N
2
N
N
N
Tamron Co Ltd
N/A
Tamron Co Ltd
000000000
26100.00000000
NS
507130.41000000
0.003102608192
Long
EC
CORP
JP
N
2
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
212300.00000000
NS
7332832.58000000
0.044862043347
Long
EC
CORP
JP
N
2
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
515.00000000
NS
USD
13966.80000000
0.000085448451
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
68345.00000000
NS
USD
39356468.25000000
0.240781657753
Long
EC
CORP
US
N
1
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
Arch Capital Group US Inc
03938JAA7
915000.00000000
PA
USD
1005258.13000000
0.006150138205
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.14400000
N
N
N
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
114600.00000000
NS
USD
8952552.00000000
0.054771436755
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-4673.72000000
-0.00002859367
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-952213.00000000
USD
6041164.93000000
CNY
2022-05-23
-4673.72000000
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXE0
340000.00000000
PA
USD
348718.65000000
0.002133449935
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
22000000.00000000
PA
USD
19726093.86000000
0.120683633258
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
799.00000000
NS
USD
68122.74000000
0.000416772820
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
1100000.00000000
PA
USD
1039351.59000000
0.006358720941
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
Fortune Brands Home & Security
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
32460.00000000
NS
USD
2411128.80000000
0.014751211562
Long
EC
CORP
US
N
1
N
N
N
MIPS AB
549300LZSA4S0L54VQ25
MIPS AB
000000000
2198.00000000
NS
204449.07000000
0.001250813098
Long
EC
CORP
SE
N
2
N
N
N
Constellation Energy Corp
N/A
Constellation Energy Corp
21037T109
127673.00000000
NS
USD
7181606.25000000
0.043936845329
Long
EC
CORP
US
N
1
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
000000000
126605.00000000
NS
3380903.47000000
0.020684263055
Long
EC
CORP
DE
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3630000.00000000
PA
3677160.43000000
0.022496753990
Long
DBT
NUSS
IT
N
2
2031-04-01
Fixed
0.90000000
N
N
N
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group Inc/The
74967R106
8800.00000000
NS
USD
273680.00000000
0.001674365791
Long
EC
CORP
US
N
1
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
685876.00000000
NS
1351179.20000000
0.008266472632
Long
EC
CORP
CL
N
1
N
N
N
C3.ai Inc
549300YDLK0YQO5B1V80
C3.ai Inc
12468P104
530.00000000
NS
USD
12031.00000000
0.000073605286
Long
EC
CORP
US
N
1
N
N
N
CONEXIO Corp
N/A
CONEXIO Corp
000000000
26200.00000000
NS
300651.16000000
0.001839374515
Long
EC
CORP
JP
N
2
N
N
N
GREYSTONE COML CAP TRUST
N/A
Greystone Commercial Capital Trust Series 2021-2
39810DAA7
2800000.00000000
PA
USD
2800000.00000000
0.017130313559
Long
DBT
CORP
US
N
3
2025-05-31
Floating
2.71143000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
236300.00000000
NS
6765489.14000000
0.041391053696
Long
EC
CORP
JP
N
2
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
69300.00000000
NS
2319984.37000000
0.014193592753
Long
EC
CORP
JP
N
2
N
N
N
Precision BioSciences Inc
549300I5QGRS3BLHZH41
Precision BioSciences Inc
74019P108
89400.00000000
NS
USD
275352.00000000
0.001684595035
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
59168.00000000
NS
12398106.69000000
0.075851233979
Long
EC
CORP
DE
N
2
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
5095.00000000
NS
USD
168644.50000000
0.001031761844
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
509049.00000000
NS
1812321.12000000
0.011087724662
Long
EC
CORP
GB
N
2
N
N
N
Taiwan Cooperative Financial H
N/A
Taiwan Cooperative Financial Holding Co Ltd
000000000
69000.00000000
NS
70888.15000000
0.000433691513
Long
EC
CORP
TW
N
2
N
N
N
Transcosmos Inc
353800AAR1GYRFDRTV97
Transcosmos Inc
000000000
71700.00000000
NS
1869538.86000000
0.011437781029
Long
EC
CORP
JP
N
2
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
400000.00000000
PA
USD
397022.60000000
0.002428972010
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
25400.00000000
NS
USD
3063748.00000000
0.018743915680
Long
EC
CORP
US
N
1
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
114454.00000000
NS
626340.44000000
0.003831931475
Long
EC
CORP
IT
N
2
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
105600.00000000
NS
USD
2855424.00000000
0.017469395880
Long
EC
CORP
US
N
1
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
2873500.00000000
NS
9959379.06000000
0.060931173626
Long
EC
CORP
SG
N
2
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532AAY5
15975618.47000000
PA
USD
15577689.78000000
0.095303825164
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
2.95000000
N
N
N
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
59427.00000000
NS
169993.07000000
0.001040012354
Long
EC
CORP
IN
N
2
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
1525.00000000
NS
USD
88465.25000000
0.000541227668
Long
EC
CORP
US
N
1
N
N
N
Eastern Bankshares Inc
549300J245MBQU3DO403
Eastern Bankshares Inc
27627N105
116647.00000000
NS
USD
2512576.38000000
0.015371864725
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
1255.00000000
NS
USD
78512.80000000
0.000480338886
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
93405.00000000
NS
USD
3383129.10000000
0.020697879390
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-4977.13000000
-0.00003044992
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-685000.00000000
USD
226422024.00000000
HUF
2022-04-19
-4977.13000000
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
907000.00000000
NS
3183944.69000000
0.019479275319
Long
EC
CORP
HK
N
2
N
N
N
Tabcorp Holdings Ltd
213800OCCFUN67NEY278
Tabcorp Holdings Ltd
000000000
203110.00000000
NS
806839.17000000
0.004936217133
Long
EC
CORP
AU
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
22182.00000000
NS
984738.74000000
0.006024601210
Long
EC
CORP
IE
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
42233.00000000
NS
5283419.33000000
0.032323796352
Long
EC
CORP
FR
N
2
N
N
N
Earthstone Energy Inc
54930081UTV7CK45XG14
Earthstone Energy Inc
27032D304
98900.00000000
NS
USD
1249107.00000000
0.007641998063
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
20800.00000000
NS
USD
930800.00000000
0.005694605664
Long
EC
CORP
US
N
1
N
N
N
Evergreen Marine Corp Taiwan L
254900EIJA0A39C5SO15
Evergreen Marine Corp Taiwan Ltd
000000000
274000.00000000
NS
1282678.31000000
0.007847386302
Long
EC
CORP
TW
N
2
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAC5
1955000.00000000
PA
USD
1964483.51000000
0.012018649467
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.79900000
N
N
N
N
N
N
Zurn Water Solutions Corp
549300AM3633XDFU1Q85
Zurn Water Solutions Corp
98983L108
14178.00000000
NS
USD
501901.20000000
0.003070616047
Long
EC
CORP
US
N
1
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
13500.00000000
NS
94786.89000000
0.000579903266
Long
EC
CORP
CN
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/SGD FORWARD
000000000
1.00000000
NC
USD
2064.70000000
0.000012631770
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2493000.00000000
USD
3381679.71000000
SGD
2022-06-15
2064.70000000
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
53822.00000000
NS
1256401.99000000
0.007686628587
Long
EC
CORP
SE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
90210000.00000000
PA
USD
87052650.00000000
0.532585425239
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Coway Co Ltd
N/A
Coway Co Ltd
000000000
798.00000000
NS
44942.83000000
0.000274958846
Long
EC
CORP
KR
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBA6
1865000.00000000
PA
USD
1713345.87000000
0.010482197138
Long
DBT
CORP
JP
N
2
2032-01-22
Fixed
2.99900000
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
2569.00000000
NS
USD
299160.05000000
0.001830251950
Long
EC
CORP
US
N
1
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
81992.00000000
NS
302866.38000000
0.001852927162
Long
EC
CORP
IT
N
2
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
95000.00000000
NS
1417400.35000000
0.008671611583
Long
EC
CORP
TW
N
2
N
N
N
JAFCO Group Co ltd
353800R7EWCVA2488G32
JAFCO Group Co ltd
000000000
22000.00000000
NS
335644.78000000
0.002053464402
Long
EC
CORP
JP
N
2
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
395000.00000000
PA
USD
406136.89000000
0.002484732954
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
5.37500000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
283105.00000000
NS
USD
10449405.55000000
0.063929140564
Long
EC
CORP
US
N
1
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
84289.00000000
NS
697950.70000000
0.004270040835
Long
EC
CORP
GB
N
2
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
000000000
9281.00000000
NS
89139.36000000
0.000545351852
Long
EC
CORP
IN
N
2
N
N
N
Hazama Ando Corp
353800YSSP5B2GMQ6E51
Hazama Ando Corp
000000000
21300.00000000
NS
157335.90000000
0.000962576178
Long
EC
CORP
JP
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
356141.00000000
NS
808229.62000000
0.004944723863
Long
EC
CORP
AU
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
10267.00000000
NS
6491064.05000000
0.039712129467
Long
EC
CORP
FR
N
2
N
N
N
Home Re Ltd
N/A
Home RE 2020-1 Ltd
43731WAC9
600000.00000000
PA
USD
602412.24000000
0.003685539486
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Floating
4.60657000
N
N
N
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613203
157400.00000000
NS
USD
1865190.00000000
0.011411174838
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
1370000.00000000
PA
USD
1289158.56000000
0.007887032271
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
414000.00000000
NS
4806072.07000000
0.029403400552
Long
EC
CORP
JP
N
2
N
N
N
Norwegian Cruise Line Holdings
N/A
Norwegian Cruise Line Holdings Ltd
000000000
4625.00000000
NS
USD
101195.00000000
0.000619107885
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
4535.00000000
NS
USD
140176.85000000
0.000857597640
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
1750000.00000000
PA
USD
1980330.70000000
0.012115602086
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P 500 INDEX
000000000
170.00000000
NC
USD
17599086.58000000
0.107670668383
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
4460.00000000
USD
2027-08-12
XXXX
3514495.97000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
184212.00000000
NS
23917512.74000000
0.146326604569
Long
EC
CORP
CH
N
2
N
N
N
LK Technology Holdings Ltd
98450014EE068411A194
LK Technology Holdings Ltd
000000000
590000.00000000
NS
882981.51000000
0.005402053619
Long
EC
CORP
HK
N
2
N
N
Anavex Life Sciences Corp
549300K1I5L8COCQ8W36
Anavex Life Sciences Corp
032797300
37100.00000000
NS
USD
456701.00000000
0.002794082618
Long
EC
CORP
US
N
1
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BJ0
5735000.00000000
PA
USD
5370357.69000000
0.032855682555
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
273600.00000000
NS
7950048.01000000
0.048638148293
Long
EC
CORP
JP
N
2
N
N
N
Chunghwa Telecom Co Ltd
N/A
Chunghwa Telecom Co Ltd
000000000
28000.00000000
NS
123874.18000000
0.000757858409
Long
EC
CORP
TW
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-462.00000000
NC
588502.07000000
0.003600437496
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2022-06-08
-57302646.85000000
USD
588502.07000000
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp Inc
43940T109
100300.00000000
NS
USD
1612824.00000000
0.009867207441
Long
EC
CORP
US
N
1
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
18725.00000000
NS
40411.41000000
0.000247235758
Long
EC
CORP
IN
N
2
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
1654.00000000
NS
USD
303839.80000000
0.001858882516
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
765000.00000000
PA
USD
720467.88000000
0.004407800247
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
16265.00000000
NS
USD
271788.15000000
0.001662791511
Long
EC
CORP
US
N
1
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
12997.00000000
NS
USD
668045.80000000
0.004087083580
Long
EC
CORP
US
N
1
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
1665.00000000
NS
USD
63869.40000000
0.000390751017
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
USD
9781.06000000
0.000059840223
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2022-09-20
9592.37000000
USD
0.00000000
USD
2180000.00000000
USD
188.69000000
N
N
N
CMS
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
223000.00000000
NS
349167.22000000
0.002136194272
Long
EC
CORP
CN
N
2
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
868.00000000
NS
USD
102970.84000000
0.000629972420
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
39643.00000000
NS
8593047.47000000
0.052571999139
Long
EC
CORP
IT
N
2
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
2272.00000000
NS
USD
376084.16000000
0.002300871280
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
325500.00000000
NS
USD
18638130.00000000
0.114027503949
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
400000.00000000
PA
USD
405495.59000000
0.002480809501
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
1015.00000000
NS
USD
82966.10000000
0.000507584038
Long
EC
CORP
PR
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
4660000.00000000
PA
USD
4270807.56000000
0.026128668805
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162W100
70008.00000000
NS
USD
7225525.68000000
0.044205543046
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
53378.00000000
NS
USD
5133362.26000000
0.031405751831
Long
EC
CORP
US
N
1
N
N
N
Canadian Apartment Properties
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
11496.00000000
NS
493349.12000000
0.003018294685
Long
EC
CORP
CA
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
248605.00000000
NS
USD
53176609.50000000
0.325332855270
Long
EC
CORP
CH
N
1
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
2000000.00000000
PA
USD
2043738.30000000
0.012503527825
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
4983.00000000
NS
USD
756220.08000000
0.004626531103
Long
EC
CORP
US
N
1
N
N
N
Advance Residence Investment C
N/A
Advance Residence Investment Corp
000000000
126.00000000
NS
356793.17000000
0.002182849599
Long
EC
CORP
JP
N
2
N
N
N
Barings Loan Partners CLO Ltd.
549300J1ZQ7BWN0H0X91
Barings Loan Partners CLO Ltd 2
06763BAA7
15700000.00000000
PA
USD
15526624.90000000
0.094991411805
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.31300000
N
N
N
N
N
N
Titan Machinery Inc
549300835ZM8G0BT5C94
Titan Machinery Inc
88830R101
40400.00000000
NS
USD
1141704.00000000
0.006984909825
Long
EC
CORP
US
N
1
N
N
N
INTCO MEDICAL TECHNOLOGY CO LTD
549300U6H4L6SSU31U28
INTCO MEDICAL TECHNOLOGY CO LTD
000000000
11125.00000000
NS
80684.09000000
0.000493622771
Long
EC
CORP
CN
N
2
N
N
N
Olaplex Holdings Inc
N/A
Olaplex Holdings Inc
679369108
815.00000000
NS
USD
12738.45000000
0.000077933443
Long
EC
CORP
US
N
1
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
1785000.00000000
PA
USD
1861451.39000000
0.011388302137
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
MMG Ltd
529900XB5IQXFMSWEC48
MMG Ltd
000000000
36000.00000000
NS
14389.17000000
0.000088032497
Long
EC
CORP
AU
N
2
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-B
55316EAE2
6400000.00000000
PA
USD
6183627.52000000
0.037831242268
Long
ABS-O
CORP
US
N
2
2041-11-12
Fixed
2.29000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
389435.05000000
0.002382551613
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-06-01
0.00000000
USD
0.00000000
USD
-20000000.00000000
USD
389435.05000000
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAB4
1500000.00000000
PA
USD
1472927.40000000
0.009011324361
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
1.69900000
N
N
N
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals Inc
04280A100
31200.00000000
NS
USD
1434888.00000000
0.008778600486
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FORWARD
000000000
1.00000000
NC
USD
6372.11000000
0.000038984372
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-799017.00000000
USD
98012745.00000000
JPY
2022-04-19
6372.11000000
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
2077.00000000
NS
USD
503049.40000000
0.003077640699
Long
EC
CORP
US
N
1
N
N
N
Apollo Hospitals Enterprise Lt
3358005YT7JQCWYLTG43
Apollo Hospitals Enterprise Ltd
000000000
15007.00000000
NS
893373.00000000
0.005465628434
Long
EC
CORP
IN
N
2
N
N
N
MidWestOne Financial Group Inc
N/A
MidWestOne Financial Group Inc
598511103
36500.00000000
NS
USD
1208150.00000000
0.007391424402
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
108507.00000000
NS
1755894.17000000
0.010742506324
Long
EC
CORP
NL
N
2
N
N
N
Daiwa House Residential Invest
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp
000000000
257.00000000
NS
692294.23000000
0.004235434726
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
82154.96000000
0.000502621509
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
77.50000000
USD
2022-07-20
XXXX
-29649.59000000
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
63.00000000
NS
USD
26799.57000000
0.000163958941
Long
EC
CORP
US
N
1
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
71922G209
43352.00000000
NS
USD
4.34000000
0.000000026551
Long
EC
CORP
RU
N
3
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
247016.00000000
NS
10698340.71000000
0.065452118188
Long
EC
CORP
CH
N
2
N
N
N
Samsung Engineering Co Ltd
988400HDAY5KIVHGZ188
Samsung Engineering Co Ltd
000000000
5114.00000000
NS
109643.50000000
0.000670795548
Long
EC
CORP
KR
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
10284.00000000
NS
985051.22000000
0.006026512953
Long
EC
CORP
DK
N
2
N
N
N
Ubiquiti Inc
N/A
Ubiquiti Inc
90353W103
14.00000000
NS
USD
4076.24000000
0.000024938310
Long
EC
CORP
US
N
1
N
N
N
Yageo Corp
5493001P0TOZH7GGNQ21
Yageo Corp
000000000
3000.00000000
NS
45110.30000000
0.000275983422
Long
EC
CORP
TW
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
385456.00000000
NS
6979260.50000000
0.042698900277
Long
EC
CORP
FI
N
2
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
1210000.00000000
PA
USD
1106684.80000000
0.006770663441
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
OPG Trust
N/A
OPG Trust 2021-PORT
67118AAQ8
5450000.00000000
PA
USD
5214673.36000000
0.031903210630
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.34500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-724.58000000
-0.00000443295
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5281056.00000000
USD
4772663.27000000
EUR
2022-04-04
-724.58000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
COP/USD FORWARD
000000000
1.00000000
NC
USD
9592.41000000
0.000058686068
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1573000.00000000
USD
6036284400.00000000
COP
2022-06-15
9592.41000000
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
215.00000000
NS
USD
10597.35000000
0.000064834260
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
745.00000000
NS
52892.02000000
0.000323591745
Long
EP
CORP
KR
N
2
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
885.00000000
NS
USD
59259.60000000
0.000362548403
Long
EC
CORP
US
N
1
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
31.00000000
NS
USD
2500.15000000
0.000015295840
Long
EC
CORP
US
N
1
N
N
N
PTT Oil & Retail Business PCL
254900E86F1OANU6B371
PTT Oil & Retail Business PCL
000000000
20800.00000000
NS
15629.48000000
0.000095620676
Long
EC
CORP
TH
N
2
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2021-A
98163HAF6
2500000.00000000
PA
USD
2315960.75000000
0.014168976370
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.44000000
N
N
N
N
N
N
Hayward Holdings Inc
N/A
Hayward Holdings Inc
421298100
595.00000000
NS
USD
9888.90000000
0.000060499984
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
129146.00000000
NS
USD
9505145.60000000
0.058152187341
Long
EC
RF
US
N
1
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-88477.31000000
-0.00054130145
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-08-13
0.00000000
USD
0.00000000
USD
1215000000.00000000
KRW
-88477.31000000
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
2340.00000000
NS
USD
60161.40000000
0.000368065587
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1000000.00000000
PA
USD
997076.31000000
0.006100082083
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
40000.00000000
NS
3116980.69000000
0.019069591635
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
75200.00000000
NS
1305997.18000000
0.007990050428
Long
EC
CORP
JP
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAX7
1475000.00000000
PA
USD
1324692.03000000
0.008104424944
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
1293000.00000000
PA
1091726.72000000
0.006679150369
Long
DBT
NUSS
KZ
N
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
Interconexion Electrica SA ESP
5493007GMWK7ZHVQ5362
Interconexion Electrica SA ESP
000000000
3360.00000000
NS
21640.05000000
0.000132393157
Long
EC
CORP
CO
N
1
N
N
N
Cardlytics Inc
549300JETJBH94EIPC66
Cardlytics Inc
14161W105
6600.00000000
NS
USD
362868.00000000
0.002220015221
Long
EC
CORP
US
N
1
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
1000000.00000000
PA
1120487.78000000
0.006855109646
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
Hosiden Corp
353800IQGIGW1XT2JX97
Hosiden Corp
000000000
65500.00000000
NS
618609.32000000
0.003784632722
Long
EC
CORP
JP
N
2
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems Inc
64115T104
47300.00000000
NS
USD
1517384.00000000
0.009283308467
Long
EC
CORP
US
N
1
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
2750000.00000000
PA
USD
2832791.47000000
0.017330930760
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-2166.16000000
-0.00001325250
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-24815032.04000000
CNY
3890000.00000000
USD
2022-05-23
-2166.16000000
N
N
N
Wienerberger AG
529900VXIFBHO0SW2I31
Wienerberger AG
000000000
31670.00000000
NS
957573.76000000
0.005858406701
Long
EC
CORP
AT
N
2
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PagerDuty Inc
69553P100
37514.00000000
NS
USD
1282603.66000000
0.007846929595
Long
EC
CORP
US
N
1
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
30.00000000
NS
USD
8519.10000000
0.000052119590
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
1750000.00000000
PA
USD
1778961.36000000
0.010883630680
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
China Life Insurance Co Ltd
549300J6TFLDXGH6S048
China Life Insurance Co Ltd
000000000
56000.00000000
NS
85287.23000000
0.000521784640
Long
EC
CORP
CN
N
2
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust 2019-1
52604FAA5
6800000.00000000
PA
USD
6822491.68000000
0.041739793476
Long
ABS-O
CORP
US
N
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
549145.00000000
NS
USD
25710968.90000000
0.157298913989
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
151400.00000000
NS
USD
2607108.00000000
0.015950206258
Long
EC
CORP
US
N
1
N
N
N
Samsung Fire & Marine Insuranc
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co Ltd
000000000
222.00000000
NS
39917.33000000
0.000244212992
Long
EC
CORP
KR
N
2
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
59243.00000000
NS
USD
2739396.32000000
0.016759542116
Long
EC
CORP
US
N
1
N
N
ARB Corp Ltd
N/A
ARB Corp Ltd
000000000
103009.00000000
NS
3169517.12000000
0.019391007891
Long
EC
CORP
AU
N
2
N
N
N
Equatorial Energia SA
N/A
Equatorial Energia SA
000000000
156900.00000000
NS
899998.74000000
0.005506164506
Long
EC
CORP
BR
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
64042.00000000
NS
USD
178123216.70000000
1.089752340809
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
13818.00000000
NS
6434258.86000000
0.039364597069
Long
EC
CORP
JP
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
131390.00000000
NS
USD
11233845.00000000
0.068728316902
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
724701.81000000
PA
USD
711812.63000000
0.004354847695
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
153036.00000000
NS
3338407.16000000
0.020424271942
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS CDS GS_21-PJ-A
000000000
-15910000.00000000
OU
Other
USD
-636.88000000
-0.00000389641
N/A
DIR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
2031-12-17
0.00000000
USD
0.00000000
USD
0.00000000
USD
-15910000.00000000
USD
0.50000000
USD
2024-11-15
XXXX
-636.88000000
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
63486.00000000
NS
USD
14145950.52000000
0.086544488572
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
1947.00000000
NS
USD
250773.60000000
0.001534225143
Long
EC
CORP
US
N
1
N
N
N
Costamare Inc
5299003L6NPTZ25LN818
Costamare Inc
000000000
33500.00000000
NS
USD
571175.00000000
0.003494431016
Long
EC
CORP
MC
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
40253.00000000
NS
1068718.05000000
0.006538384036
Long
EC
CORP
FR
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
646316.00000000
NS
7060819.11000000
0.043197873335
Long
EC
CORP
ES
N
2
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
295.00000000
NS
USD
80762.15000000
0.000494100340
Long
EC
CORP
US
N
1
N
N
N
Eventbrite Inc
549300N6XBV2B1FAUF55
Eventbrite Inc
29975E109
52700.00000000
NS
USD
778379.00000000
0.004762098692
Long
EC
CORP
US
N
1
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
650.00000000
NS
USD
82439.50000000
0.000504362315
Long
EC
CORP
US
N
1
N
N
N
MaxLinear Inc
549300EMOI0SM2IY4F64
MaxLinear Inc
57776J100
111679.00000000
NS
USD
6516469.65000000
0.039867560144
Long
EC
CORP
US
N
1
N
N
N
Intershop Holding AG
506700CGX4K77JX3R725
Intershop Holding AG
000000000
602.00000000
NS
417129.36000000
0.002551984547
Long
EC
CORP
CH
N
2
N
N
N
TPR Co Ltd
N/A
TPR Co Ltd
000000000
226200.00000000
NS
2395880.40000000
0.014657922322
Long
EC
CORP
JP
N
2
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
558116.00000000
NS
5087083.51000000
0.031122619867
Long
EC
CORP
SE
N
2
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
394200.00000000
NS
9905468.86000000
0.060601352687
Long
EC
CORP
JP
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
320500.00000000
NS
1951894.51000000
0.011941630353
Long
EC
CORP
HK
N
2
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
481.00000000
NS
731860.50000000
0.004477499945
Long
EC
CORP
JP
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
1325000.00000000
PA
USD
1273013.96000000
0.007788260107
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
1663.00000000
NS
USD
184426.70000000
0.001128316857
Long
EC
CORP
US
N
1
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888H103
32400.00000000
NS
USD
1934604.00000000
0.011835847547
Long
EC
CORP
US
N
1
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
100000.00000000
PA
101564.92000000
0.000621371045
Long
DBT
NUSS
SA
N
2
2030-03-03
Fixed
0.62500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
2150000.00000000
PA
2132640.35000000
0.013047427823
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
50385.00000000
NS
323316.34000000
0.001978039386
Long
EC
CORP
NO
N
2
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
Assured Guaranty Ltd
000000000
1055.00000000
NS
USD
67161.30000000
0.000410890760
Long
EC
CORP
BM
N
1
N
N
N
Liberty Media Corp-Liberty Sir
N/A
Liberty Media Corp-Liberty SiriusXM
531229607
2000.00000000
NS
USD
91460.00000000
0.000559549456
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
3679000.00000000
PA
USD
3793164.49000000
0.023206463248
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAA8
575000.00000000
PA
USD
514782.67000000
0.003149424482
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
163400.00000000
NS
2447925.46000000
0.014976332392
Long
EC
CORP
JP
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
40700.00000000
NS
546945.04000000
0.003346192869
Long
EC
CORP
JP
N
2
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
411.00000000
NS
USD
125207.04000000
0.000766012805
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
444.00000000
NS
USD
87987.48000000
0.000538304686
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
446119.00000000
NS
14308827.56000000
0.087540965274
Long
EC
CORP
LU
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
467.00000000
NS
USD
81243.99000000
0.000497048222
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
569280.00000000
NS
USD
40008998.40000000
0.244773817066
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550105
15400.00000000
NS
USD
247632.00000000
0.001515004931
Long
EC
CORP
US
N
1
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
300000.00000000
PA
406951.81000000
0.002489718610
Long
DBT
NUSS
IT
N
2
2036-03-28
Fixed
4.42500000
N
N
N
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
4904.00000000
NS
17372.41000000
0.000106283868
Long
EC
CORP
IN
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-857729.16000000
-0.00524756052
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-09-03
0.00000000
USD
-119890.99000000
USD
1050000000.00000000
HUF
-737838.17000000
N
N
N
Sun Pharmaceutical Industries
335800KJ7GE29LB4SS73
Sun Pharmaceutical Industries Ltd
000000000
103986.00000000
NS
1253180.78000000
0.007666921324
Long
EC
CORP
IN
N
2
N
N
N
Republic Bancorp Inc/KY
N/A
Republic Bancorp Inc/KY
760281204
3700.00000000
NS
USD
166278.00000000
0.001017283670
Long
EC
CORP
US
N
1
N
N
N
Capital & Counties Properties
549300TTXXZ1SHUI0D54
Capital & Counties Properties PLC
000000000
279578.00000000
NS
642473.77000000
0.003930634690
Long
EC
CORP
GB
N
2
N
N
N
Lexicon Pharmaceuticals Inc
N/A
Lexicon Pharmaceuticals Inc
528872302
117900.00000000
NS
USD
246411.00000000
0.001507534890
Long
EC
CORP
US
N
1
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
3300.00000000
NS
22396.53000000
0.000137021279
Long
EC
CORP
MX
N
1
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
114710.00000000
NS
196745.99000000
0.001203685892
Long
EC
CORP
IT
N
2
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
990.00000000
NS
USD
76586.40000000
0.000468553230
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
915275.00000000
NS
USD
15477300.25000000
0.094689645119
Long
EC
CORP
US
N
1
N
N
GoHealth Inc
N/A
GoHealth Inc
38046W105
8980.00000000
NS
USD
10596.40000000
0.000064828448
Long
EC
CORP
US
N
1
N
N
N
AZEK Co Inc/The
N/A
AZEK Co Inc/The
05478C105
670.00000000
NS
USD
16642.80000000
0.000101820136
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
PriceSmart Inc
741511109
13100.00000000
NS
USD
1033197.00000000
0.006321067349
Long
EC
CORP
US
N
1
N
N
N
QCR Holdings Inc
549300MWKWM7KWJVQO33
QCR Holdings Inc
74727A104
15000.00000000
NS
USD
848850.00000000
0.005193238094
Long
EC
CORP
US
N
1
N
N
N
AMERICAN MEDICAL SYST EU
549300AA2JE6ZQ5D2493
American Medical Systems Europe BV
000000000
1000000.00000000
PA
1079355.71000000
0.006603464912
Long
DBT
CORP
NL
N
2
2031-03-08
Fixed
1.62500000
N
N
N
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
35200.00000000
NS
USD
866272.00000000
0.005299825352
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
203007.00000000
NS
USD
22523626.65000000
0.137798852502
Long
EC
CORP
IE
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
60245.00000000
NS
USD
196395687.75000000
1.201542754592
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp Inc/OH
N/A
Peoples Bancorp Inc/OH
709789101
25500.00000000
NS
USD
798405.00000000
0.004884617141
Long
EC
CORP
US
N
1
N
N
N
CBTX Inc
54930070P8Z0WHFBB536
CBTX Inc
12481V104
11400.00000000
NS
USD
353400.00000000
0.002162090289
Long
EC
CORP
US
N
1
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
361442.00000000
NS
USD
36144200.00000000
0.221129099768
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
820.00000000
NS
USD
35227.20000000
0.000215518922
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
11000.00000000
NS
764539.99000000
0.004677432056
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
1950000.00000000
PA
USD
1783935.08000000
0.010914059746
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
329.00000000
NS
USD
43658.30000000
0.000267100131
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-18223.34000000
-0.00011148983
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
92.50000000
USD
2022-05-18
XXXX
11663.66000000
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
17965.00000000
NS
USD
262648.30000000
0.001606874191
Long
EC
CORP
US
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus Inc
294268107
24200.00000000
NS
USD
1356652.00000000
0.008299955053
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-50798.35000000
-0.00031078273
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-5312703.00000000
ILS
1618000.00000000
USD
2022-06-15
-50798.35000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
1385000.00000000
PA
USD
1172426.93000000
0.007172871762
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Granite Point Mortgage Trust I
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust Inc
38741L107
25900.00000000
NS
USD
288008.00000000
0.001762024052
Long
EC
CORP
US
N
1
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAD5
3550000.00000000
PA
USD
4129769.28000000
0.025265800962
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.85000000
N
N
N
N
N
N
Enterprise Financial Services
5493001XTU5DLD632129
Enterprise Financial Services Corp
293712105
29182.00000000
NS
USD
1380600.42000000
0.008446470748
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp Inc
23204G100
22600.00000000
NS
USD
1178364.00000000
0.007209194573
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
55457.82000000
0.000339289230
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-707000.00000000
USD
15375362.31000000
MXN
2022-06-15
55457.82000000
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
1005000.00000000
PA
USD
967294.24000000
0.005917876298
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
2070.00000000
NS
USD
112214.70000000
0.000686526070
Long
EC
CORP
GB
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
1090000.00000000
PA
USD
1072307.99000000
0.006560347178
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
1.74900000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
292062.00000000
NS
USD
40059223.92000000
0.245081095247
Long
EC
CORP
US
N
1
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
1209.00000000
NS
743858.47000000
0.004550903155
Long
EC
CORP
CH
N
2
N
N
N
REPUBLIKA SLOVENIJA
485100000LWQHIX4XX88
Slovenia Government Bond
000000000
100000.00000000
PA
119167.04000000
0.000729060271
Long
DBT
NUSS
SI
N
2
2032-03-03
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
4485000.00000000
PA
USD
5111727.13000000
0.031273388773
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
275902.00000000
NS
1621485.10000000
0.009920195783
Long
EC
CORP
ES
N
2
N
N
N
LiveVox Holdings Inc
5493008LL6C0ZXV5O729
LiveVox Holdings Inc
53838L100
16942.00000000
NS
USD
51164.84000000
0.000313024911
Long
EC
CORP
US
N
1
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
1175895.00000000
NS
96441.92000000
0.000590028689
Long
EC
CORP
CL
N
1
N
N
N
Agilysys Inc
5299001XWB5V3B5IPN93
Agilysys Inc
00847J105
18700.00000000
NS
USD
745756.00000000
0.004562512185
Long
EC
CORP
US
N
1
N
N
N
UGI INTERNATIONAL LLC
5493001JFF8MQO00ZQ21
UGI International LLC
000000000
1250000.00000000
PA
1170578.30000000
0.007161561901
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAB5
150000.00000000
PA
USD
136949.73000000
0.000837854220
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
2.47000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
403622.00000000
NS
USD
65721770.26000000
0.402083761510
Long
EC
CORP
US
N
1
N
N
N
Rubis SCA
969500MGFIKUGLTC9742
Rubis SCA
000000000
8640.00000000
NS
254522.00000000
0.001557157738
Long
EC
CORP
FR
N
2
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
441571.00000000
NS
2136522.57000000
0.013071179125
Long
EC
CORP
ES
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
23076.00000000
NS
1075990.14000000
0.006582874458
Long
EC
CORP
DE
N
2
N
N
N
Hon Hai Precision Industry Co
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
213000.00000000
NS
784719.56000000
0.004800890042
Long
EC
CORP
TW
N
2
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
280.00000000
NS
USD
84352.80000000
0.000516067826
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
9966.00000000
NS
USD
6493247.64000000
0.039725488604
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
617190.00000000
NS
USD
38265780.00000000
0.234108860711
Long
EC
CORP
US
N
1
N
N
N
EG FINCO LTD
2138003OUK4UQHRJLT65
EG Finco Ltd
000000000
2858852.33000000
PA
3119612.93000000
0.019085695598
Long
LON
CORP
GB
N
2
2025-02-05
Floating
4.00000000
N
N
N
N
N
N
ISLE OF MAN
549300ZXHSYV21BRHW71
Isle of Man Government International Bond
000000000
400000.00000000
PA
689724.41000000
0.004219712647
Long
DBT
NUSS
IM
N
2
2034-08-14
Fixed
5.37500000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
17000.00000000
NS
978538.58000000
0.005986668823
Long
EC
CORP
CA
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-284719.01000000
-0.00174190211
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
-5469.86000000
USD
3250000.00000000
CHF
-279249.15000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAL1
10000000.00000000
PA
USD
9698724.00000000
0.059336494016
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
3.21700000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
42200.00000000
NS
1772028.30000000
0.010841214433
Long
EC
CORP
JP
N
2
N
N
N
Sensata Technologies Holding P
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
1945.00000000
NS
USD
98903.25000000
0.000605087030
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
9220.00000000
NS
USD
335700.20000000
0.002053803459
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Cor
549300IV6O2YY2A1KH37
Old Republic International Corp
680223104
105435.00000000
NS
USD
2727603.45000000
0.016687393701
Long
EC
CORP
US
N
1
N
N
N
Bajaj Finance Ltd
335800YTEXC3DO4Z6F68
Bajaj Finance Ltd
000000000
17145.00000000
NS
1635053.51000000
0.010003206897
Long
EC
CORP
IN
N
2
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
730.00000000
NS
USD
61896.70000000
0.000378682099
Long
EC
CORP
US
N
1
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
55069.00000000
NS
2548164.49000000
0.015589591683
Long
EC
CORP
AT
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
13900.00000000
NS
1530373.16000000
0.009362775747
Long
EC
CORP
CA
N
1
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
28800.00000000
NS
USD
5399712.00000000
0.033035271317
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
272395.00000000
NS
USD
10315598.65000000
0.063110514080
Long
EC
CORP
US
N
1
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCJ7
1300000.00000000
PA
USD
1231126.52000000
0.007531994042
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
9.81200000
N
N
N
N
N
N
Liquidity Services Inc
5299002AZ4ULSAXN0G81
Liquidity Services Inc
53635B107
45200.00000000
NS
USD
773824.00000000
0.004734231342
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
1370.00000000
NS
USD
68828.80000000
0.000421092473
Long
EC
CORP
US
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
152160.00000000
NS
3650493.17000000
0.022333604517
Long
EC
CORP
PT
N
2
N
N
N
Hulic Co Ltd
3538002E12E7IHAKTB10
Hulic Co Ltd
000000000
36900.00000000
NS
331288.32000000
0.002026811714
Long
EC
CORP
JP
N
2
N
N
N
Comet Holding AG
506700PGOL747J76WC96
Comet Holding AG
000000000
2526.00000000
NS
728779.95000000
0.004458653235
Long
EC
CORP
CH
N
2
N
N
N
Stockland
N/A
Stockland
000000000
2120316.00000000
NS
6707950.45000000
0.041039033767
Long
EC
CORP
AU
N
2
N
N
N
Albireo Pharma Inc
549300835H8LC7O8VC29
Albireo Pharma Inc
01345P106
15800.00000000
NS
USD
471314.00000000
0.002883484501
Long
EC
CORP
US
N
1
N
N
WWE
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
24180.00000000
NS
USD
1509799.20000000
0.009236904895
Long
EC
CORP
US
N
1
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
206715.00000000
NS
USD
12289206.75000000
0.075184987508
Long
EC
CORP
US
N
1
N
N
N
Inari Amertron Bhd
N/A
Inari Amertron Bhd
000000000
21600.00000000
NS
15659.06000000
0.000095801645
Long
EC
CORP
MY
N
2
N
N
N
Grocery Outlet Holding Corp
N/A
Grocery Outlet Holding Corp
39874R101
1120.00000000
NS
USD
36713.60000000
0.000224612671
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
82.00000000
NS
USD
44732.64000000
0.000273672910
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
20800.00000000
NS
349324.03000000
0.002137153631
Long
EC
CORP
JP
N
2
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
480000.00000000
PA
USD
426493.78000000
0.002609275779
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
31161.00000000
NS
USD
6256817.19000000
0.038279014410
Long
EC
CORP
US
N
1
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
69042.00000000
NS
2694799.03000000
0.016486697272
Long
EC
CORP
GB
N
2
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AK5
14875000.00000000
PA
USD
14558050.94000000
0.089065706219
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.69700000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
2399951.73000000
0.014682830593
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2031-12-20
2672929.49000000
USD
0.00000000
USD
-3900000.00000000
USD
-272977.76000000
N
N
N
ANDORRA INTERNATIONAL BD
549300ZPD490G9UI0A49
Andorra International Bond
000000000
200000.00000000
PA
206197.79000000
0.001261511713
Long
DBT
NUSS
AD
N
2
2031-05-06
Fixed
1.25000000
N
N
N
N
N
N
Core & Main Inc
N/A
Core & Main Inc
21874C102
17510.00000000
NS
USD
423566.90000000
0.002591369217
Long
EC
CORP
US
N
1
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
109767.00000000
NS
752484.66000000
0.004603677919
Long
EC
CORP
GB
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
1902000.00000000
PA
USD
1498390.22000000
0.009167105108
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
155206.00000000
NS
1662063.48000000
0.010168453059
Long
EC
CORP
GB
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
785000.00000000
PA
USD
749983.38000000
0.004588375165
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
678965.00000000
NS
USD
17469769.45000000
0.106879510174
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Master Fund
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
523.00000000
NS
692055.05000000
0.004233971431
Long
EC
CORP
JP
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
22167.00000000
NS
4561785.31000000
0.027908861696
Long
EC
CORP
FR
N
2
N
N
N
Paycor HCM Inc
N/A
Paycor HCM Inc
70435P102
75.00000000
NS
USD
2183.25000000
0.000013357056
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
9487.00000000
NS
USD
5905752.37000000
0.036131210679
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
1000000.00000000
PA
USD
691623.74000000
0.004231332689
Long
DBT
CORP
US
N
2
2032-04-02
Variable
7.50000000
N
N
N
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
000000000
59312.00000000
NS
316798.48000000
0.001938163320
Long
EC
CORP
FI
N
2
N
N
N
MEI Pharma Inc
529900A43X33ON524197
MEI Pharma Inc
55279B202
278900.00000000
NS
USD
168037.25000000
0.001028046707
Long
EC
CORP
US
N
1
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group Inc
55405W104
11400.00000000
NS
USD
1072056.00000000
0.006558805511
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
1710.00000000
NS
USD
65715.30000000
0.000402044176
Long
EC
CORP
IE
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS HESS CORPORATION
000000000
1.00000000
NC
USD
9021.55000000
0.000055193564
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
HESS CORP
Hess Corp
Y
Default Event
2022-06-20
7204.93000000
USD
0.00000000
USD
4970000.00000000
USD
1816.62000000
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
000000000
715.00000000
NS
56873.86000000
0.000347952519
Long
EC
CORP
FR
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057302
210.00000000
NS
USD
14353.50000000
0.000087814269
Long
EC
CORP
US
N
1
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
Fermaca Enterprises S de RL de CV
31503AAA2
1508232.24000000
PA
USD
1433740.56000000
0.008771580484
Long
DBT
CORP
MX
N
2
2038-03-30
Fixed
6.37500000
N
N
N
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
9869.00000000
NS
545128.60000000
0.003335079945
Long
EP
CORP
DE
N
2
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
39138C106
27000.00000000
NS
795648.52000000
0.004867753082
Long
EC
CORP
CA
N
1
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
49323.00000000
NS
USD
5643537.66000000
0.034526989178
Long
EC
CORP
US
N
1
N
N
N
Wellfleet CLO Ltd
254900IGQ7EODCWHCM84
Wellfleet Clo 2019-1 Ltd
94950NAN2
13600000.00000000
PA
USD
13481870.40000000
0.082481666899
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.25150000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
1600000.00000000
PA
USD
1581635.33000000
0.009676396121
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
3800.00000000
NS
USD
153064.00000000
0.000936440826
Long
EC
CORP
US
N
1
N
N
N
Toyota Boshoku Corp
529900KS87U6EY7PWG26
Toyota Boshoku Corp
000000000
39300.00000000
NS
639575.94000000
0.003912905856
Long
EC
CORP
JP
N
2
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
39600.00000000
NS
USD
699336.00000000
0.004278516058
Long
EC
CORP
CA
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
200000.00000000
PA
272027.93000000
0.001664258477
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
6.25000000
N
N
N
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals Inc
921659108
120100.00000000
NS
USD
1358331.00000000
0.008310227124
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
32200.00000000
NS
USD
13321140.00000000
0.081498323274
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BMTY2
102261786.98000000
PA
USD
2024722.03000000
0.012387186872
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Variable
0.64413300
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
88445.00000000
NS
USD
2940796.25000000
0.017991700670
Long
EC
CORP
US
N
1
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
17010.00000000
NS
USD
1050027.30000000
0.006424034605
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
36256.00000000
NS
3507636.08000000
0.021459609250
Long
EC
CORP
DE
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
-5479.48000000
-0.00003352328
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
Y
Default Event
2023-06-20
0.00000000
USD
-12450.88000000
USD
700000.00000000
USD
6971.40000000
N
N
N
Daito Trust Cons
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
13200.00000000
NS
1401292.95000000
0.008573067007
Long
EC
CORP
JP
N
2
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
300000.00000000
PA
511624.37000000
0.003130102100
Long
DBT
NUSS
ES
N
2
2041-11-30
Fixed
6.35000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
103573.00000000
NS
USD
8641095.39000000
0.052865954830
Long
EC
CORP
US
N
1
N
N
N
KnowBe4 Inc
N/A
KnowBe4 Inc
49926T104
24774.00000000
NS
USD
570297.48000000
0.003489062376
Long
EC
CORP
US
N
1
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
-12953.52000000
-0.00007924923
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
Y
Default Event
2024-12-20
0.00000000
USD
-17213.07000000
USD
335000.00000000
USD
4259.55000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
107937.73000000
0.000660359699
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-285077010.00000000
TWD
10098370.88000000
USD
2022-06-15
107937.73000000
N
N
N
Feng TAY Enterprise Co Ltd
N/A
Feng TAY Enterprise Co Ltd
000000000
4000.00000000
NS
26487.87000000
0.000162051970
Long
EC
CORP
TW
N
2
N
N
N
St Pauls CLO
549300IMSL8GGSOV5A04
St Paul's CLO IV DAC
000000000
4996135.11000000
PA
5494652.72000000
0.033616115711
Long
ABS-CBDO
CORP
IE
N
2
2030-04-25
Floating
0.83000000
N
N
N
N
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
000000000
2673.00000000
NS
340235.12000000
0.002081547960
Long
EC
CORP
KR
N
2
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
1043000.00000000
PA
USD
1083569.88000000
0.006629247074
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
156861.00000000
NS
USD
56058984.18000000
0.342967134578
Long
EC
CORP
US
N
1
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands Inc
094235108
35494.00000000
NS
USD
778738.36000000
0.004764297245
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
2260000.00000000
PA
USD
2277580.13000000
0.013934164922
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Sime Darby Plantation Bhd
N/A
Sime Darby Plantation Bhd
000000000
26400.00000000
NS
31150.89000000
0.000190580183
Long
EC
CORP
MY
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
1144000.00000000
PA
USD
1180593.89000000
0.007222836972
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
541728.00000000
NS
566878.27000000
0.003468143755
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
11765000.00000000
PA
USD
11006053.15000000
0.067334693396
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
1412.00000000
NS
579456.88000000
0.003545099303
Long
EC
CORP
FR
N
2
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
1896000.00000000
PA
USD
1851245.11000000
0.011325860431
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
SoFi Alternative Trust
549300R6IBV4OG5V8H03
Sofi Alternative Trust 2019-B
83405CAA8
6176158.20000000
PA
USD
6159076.18000000
0.037681037928
Long
ABS-O
CORP
US
N
2
2045-12-15
Variable
0.01000000
N
N
N
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
6000.00000000
NS
9124.72000000
0.000055824755
Long
EC
CORP
CN
N
2
N
N
N
Ecovyst Inc
N/A
Ecovyst Inc
27923Q109
96900.00000000
NS
USD
1120164.00000000
0.006853128770
Long
EC
CORP
US
N
1
N
N
N
Vectrus Inc
N/A
Vectrus Inc
92242T101
19400.00000000
NS
USD
695684.00000000
0.004256173235
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
552200.00000000
NS
6463185.08000000
0.039541566790
Long
EC
CORP
JP
N
2
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
22948.00000000
NS
USD
8956145.44000000
0.054793421310
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
259700.00000000
NS
USD
2293151.00000000
0.014029427024
Long
EC
CORP
US
N
1
N
N
N
CHINA TAIPING
529900C2G37NOIADYW07
China Taiping Insurance Holdings Co Ltd
000000000
12000.00000000
NS
14591.88000000
0.000089272671
Long
EC
CORP
HK
N
2
N
N
N
Super Retail Group Ltd
N/A
Super Retail Group Ltd
000000000
178927.00000000
NS
1372959.11000000
0.008399721449
Long
EC
CORP
AU
N
2
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
14454.00000000
NS
USD
2848160.70000000
0.017424959235
Long
EC
CORP
US
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
18800.00000000
NS
USD
247784.00000000
0.001515934862
Long
EC
CORP
US
N
1
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
000000000
6530.00000000
NS
557247.32000000
0.003409221900
Long
EC
CORP
NL
N
2
N
N
N
Cia Paranaense de Energia
2549001AS1I9A71VG663
Cia Paranaense de Energia
000000000
66100.00000000
NS
105514.54000000
0.000645534698
Long
EP
CORP
BR
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
273264.79000000
0.001671825549
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
-4316000.00000000
EUR
273264.79000000
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
6400.00000000
NS
USD
318528.00000000
0.001948744470
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
527666.00000000
NS
USD
26246106.84000000
0.160572871386
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
1179.00000000
NS
4864855.94000000
0.029763038454
Long
EC
CORP
CH
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-6561.01000000
-0.00004014005
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-10-07
0.00000000
USD
-124.22000000
USD
17750000.00000000
ZAR
-6436.79000000
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
700.00000000
NS
USD
60970.00000000
0.000373012577
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
1310.00000000
NS
USD
177387.10000000
0.001085248801
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
605.00000000
NS
USD
252641.95000000
0.001545655650
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
3705.00000000
NS
USD
95626.05000000
0.000585037221
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
145.00000000
NS
USD
6829.50000000
0.000041782670
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
2595000.00000000
PA
USD
2448644.26000000
0.014980729988
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Charoen Pokphand Foods PCL
529900FJ3AI2GKGIWK15
Charoen Pokphand Foods PCL
000000000
30000.00000000
NS
21699.57000000
0.000132757299
Long
EC
CORP
TH
N
2
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
1655.00000000
NS
USD
105737.95000000
0.000646901513
Long
EC
CORP
US
N
1
N
N
N
Akebia Therapeutics Inc
549300CBQEHMKEEGNX42
Akebia Therapeutics Inc
00972D105
237000.00000000
NS
USD
170142.30000000
0.001040925338
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
574900.00000000
NS
15554037.73000000
0.095159122653
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-35595.02000000
-0.00021776923
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-4099123.12000000
ILS
1252000.00000000
USD
2022-06-15
-35595.02000000
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
185.00000000
NS
USD
44864.35000000
0.000274478708
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAB5
4720768.32000000
PA
USD
4726022.06000000
0.028913657062
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
4.05657000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901102
3600.00000000
NS
1964010.72000000
0.012015756952
Long
EC
CORP
CA
N
1
N
N
N
TimkenSteel Corp
549300QZTZWHDE9HJL14
TimkenSteel Corp
887399103
130000.00000000
NS
USD
2844400.00000000
0.017401951388
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
69241.00000000
NS
15401647.31000000
0.094226802768
Long
EC
CORP
FR
N
2
N
N
N
Silver Creek CLO
549300LSJSAR2PPV4U78
Silver Creek CLO Ltd
827551AL6
11035364.07000000
PA
USD
11003327.30000000
0.067318016730
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.49400000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
1759.00000000
NS
USD
238027.88000000
0.001456247221
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
2010.00000000
NS
USD
101424.60000000
0.000620512571
Long
EC
CORP
US
N
1
N
N
N
Compal Electronics Inc
529900ZPKWFDL21LW166
Compal Electronics Inc
000000000
939000.00000000
NS
876903.36000000
0.005364867685
Long
EC
CORP
TW
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
211875.00000000
NS
USD
10667906.25000000
0.065265921101
Long
EC
CORP
US
N
1
N
N
N
Bancorp Inc/The
N/A
Bancorp Inc/The
05969A105
42200.00000000
NS
USD
1195526.00000000
0.007314191160
Long
EC
CORP
US
N
1
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
1452391.90000000
PA
USD
1387173.84000000
0.008486686728
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-27611.00000000
-0.00016892324
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1684445.00000000
USD
1496876.89000000
EUR
2022-04-19
-27611.00000000
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
6842219.55000000
PA
7569205.38000000
0.046308164840
Long
ABS-MBS
CORP
LU
N
2
2023-03-16
Floating
0.01000000
N
N
N
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
74000.00000000
NS
570825.63000000
0.003492293582
Long
EC
CORP
TW
N
2
N
N
N
BW LPG Ltd
5493006WBEME88YFDW23
BW LPG Ltd
000000000
1241229.00000000
NS
8474550.37000000
0.051847037540
Long
EC
CORP
SG
N
2
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508E101
1255.00000000
NS
USD
61093.40000000
0.000373767535
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
111426.00000000
NS
USD
3414092.64000000
0.020887313372
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/MXN FORWARD
000000000
1.00000000
NC
USD
39629.42000000
0.000242451568
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-861174.15000000
USD
18165177.00000000
MXN
2022-06-15
39629.42000000
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
3340.00000000
NS
USD
93119.20000000
0.000569700390
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums Inc
N/A
Inter Parfums Inc
458334109
19400.00000000
NS
USD
1708170.00000000
0.010450531325
Long
EC
CORP
US
N
1
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
114813108
20400.00000000
NS
371505.10000000
0.002272856732
Long
EC
CORP
JP
N
2
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
116500.00000000
NS
USD
2339320.00000000
0.014311887541
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
85312.00000000
NS
USD
2107206.40000000
0.012891823702
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
4840.00000000
NS
USD
223366.00000000
0.001366546292
Long
EC
CORP
US
N
1
N
N
N
Chocoladefabriken Lindt & Spru
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
14.00000000
NS
1691428.95000000
0.010348110098
Long
EC
CORP
CH
N
2
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
8240000.00000000
PA
USD
8282357.80000000
0.050671209330
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
453670.00000000
NS
USD
44945086.90000000
0.274972654124
Long
EC
CORP
US
N
1
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
49900.00000000
NS
USD
3812360.00000000
0.023323900786
Long
EC
CORP
US
N
1
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAE6
200000.00000000
PA
USD
196995.84000000
0.001205214467
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
2.79700000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
2500000.00000000
PA
USD
2442319.48000000
0.014942035180
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
148721.00000000
NS
1816348.33000000
0.011112363009
Long
EC
CORP
DE
N
2
N
N
N
Nan Ya Printed Circuit Board C
N/A
Nan Ya Printed Circuit Board Corp
000000000
9000.00000000
NS
163603.65000000
0.001000922079
Long
EC
CORP
TW
N
2
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
000000000
598132.00000000
NS
1971138.95000000
0.012059367243
Long
EC
CORP
BR
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis Inc
30161Q104
90900.00000000
NS
USD
2060703.00000000
0.012607317336
Long
EC
CORP
US
N
1
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
550000.00000000
PA
USD
632517.88000000
0.003869724862
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
472614.00000000
NS
877748.14000000
0.005370036022
Long
EC
CORP
TW
N
2
N
N
N
SpringWorks Therapeutics Inc
N/A
SpringWorks Therapeutics Inc
85205L107
6700.00000000
NS
USD
378148.00000000
0.002313497789
Long
EC
CORP
US
N
1
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
13984.00000000
NS
USD
2135356.80000000
0.013064046980
Long
EC
CORP
IE
N
1
N
N
N
RBC Bearings Inc
N/A
RBC Bearings Inc
75524B104
1200.00000000
NS
USD
232656.00000000
0.001423382225
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
2840.00000000
NS
USD
139160.00000000
0.000851376583
Long
EC
CORP
NL
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
5714.00000000
NS
USD
1393187.48000000
0.008523477992
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
5500000.00000000
PA
5222328.40000000
0.031950043929
Long
DBT
NUSS
CY
N
2
2040-01-21
Fixed
1.25000000
N
N
N
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
156000.00000000
NS
374128.18000000
0.002288904655
Long
EC
CORP
HK
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
632114.00000000
NS
USD
35840863.80000000
0.219273298261
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
4330.00000000
NS
USD
188268.40000000
0.001151820259
Long
EC
CORP
US
N
1
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
850000.00000000
PA
USD
860937.72000000
0.005267190392
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
245.00000000
NS
USD
54546.80000000
0.000333715638
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CAD/AUD FORWARD
000000000
1.00000000
NC
USD
35241.74000000
0.000215607877
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-922593.27000000
CAD
1033000.00000000
AUD
2022-04-19
35241.74000000
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
177535.00000000
NS
USD
37676477.70000000
0.230503527432
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
810000.00000000
PA
USD
858392.41000000
0.005251618264
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
5425.00000000
NS
USD
59566.50000000
0.000364426008
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-2 Ltd
078782AC3
453347.69000000
PA
USD
455407.38000000
0.002786168291
Long
ABS-MBS
CORP
BM
N
2
2030-08-26
Floating
4.45657000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
258240.00000000
NS
28670960.80000000
0.175408053054
Long
EC
CORP
DK
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-1005166.32000000
-0.00614957651
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-12-02
0.00000000
USD
0.00000000
USD
35180000.00000000
EUR
-1005166.32000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAG1
300000.00000000
PA
USD
294742.32000000
0.001803224414
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
3.89700000
N
N
N
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax Inc
567908108
19800.00000000
NS
USD
797148.00000000
0.004876926854
Long
EC
CORP
US
N
1
N
N
N
Tenable Holdings Inc
5493004S5OMPESF0EF83
Tenable Holdings Inc
88025T102
16800.00000000
NS
USD
970872.00000000
0.005939764923
Long
EC
CORP
US
N
1
N
N
N
Larsen & Toubro Ltd
3358003FR3JIC5FRXA90
Larsen & Toubro Ltd
000000000
1056.00000000
NS
24571.69000000
0.000150328840
Long
EC
CORP
IN
N
2
N
N
N
CJ Corp
N/A
CJ Corp
000000000
1944.00000000
NS
134848.85000000
0.000825001101
Long
EC
CORP
KR
N
2
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
936.00000000
NS
USD
179459.28000000
0.001097926334
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS SA
000000000
1.00000000
NC
USD
-16438.44000000
-0.00010056986
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
-44657.39000000
USD
2100000.00000000
USD
28218.95000000
N
N
N
Austal Ltd
254900DJEFGICBICBU73
Austal Ltd
000000000
622182.00000000
NS
878968.99000000
0.005377505145
Long
EC
CORP
AU
N
2
N
N
N
TPG RE Finance Trust Inc
N/A
TPG RE Finance Trust Inc
87266M107
128500.00000000
NS
USD
1517585.00000000
0.009284538179
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
3060.00000000
NS
USD
89443.80000000
0.000547214407
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
2065.00000000
NS
USD
51459.80000000
0.000314829467
Long
EC
CORP
US
N
1
N
N
N
EMIRATES NBD BANK PJSC
N/A
EMIRATES NBD BANK PJSC
000000000
3100000.00000000
PA
486069.35000000
0.002973757277
Long
DBT
CORP
AE
N
2
2025-09-24
Fixed
4.05000000
N
N
N
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
2540.00000000
NS
USD
50901.60000000
0.000311414417
Long
EC
CORP
US
N
1
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825500
122600.00000000
NS
USD
1113208.00000000
0.006810572177
Long
EC
CORP
US
N
1
N
N
N
Qatar Islamic Bank SAQ
254900CFGPXJI71OHT95
Qatar Islamic Bank SAQ
000000000
8588.00000000
NS
56307.22000000
0.000344485833
Long
EC
CORP
QA
N
2
N
N
N
Kaneka Corp
529900FWWCF6RY313R16
Kaneka Corp
000000000
37400.00000000
NS
1079672.16000000
0.006605400943
Long
EC
CORP
JP
N
2
N
N
N
Greggs PLC
213800I71QMUFJ64IW20
Greggs PLC
000000000
90229.00000000
NS
2891444.56000000
0.017689768554
Long
EC
CORP
GB
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
2835000.00000000
PA
USD
2874522.87000000
0.017586242177
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
754.00000000
NS
USD
157548.30000000
0.000963875635
Long
EC
CORP
US
N
1
N
N
N
Yuasa Trading Co Ltd
N/A
Yuasa Trading Co Ltd
000000000
10700.00000000
NS
253527.61000000
0.001551074091
Long
EC
CORP
JP
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
247425.00000000
NS
12518927.38000000
0.076590411230
Long
EC
CORP
NL
N
2
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
96545.00000000
NS
USD
3643608.30000000
0.022291483095
Long
EC
CORP
US
N
1
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
1550000.00000000
PA
USD
1508872.52000000
0.009231235495
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
336000.00000000
NS
794077.67000000
0.004858142670
Long
EC
CORP
TW
N
2
N
N
N
Silvergate Capital Corp
BPE6FTXDZEBNAGIT2T19
Silvergate Capital Corp
82837P408
9800.00000000
NS
USD
1475586.00000000
0.009027589594
Long
EC
CORP
US
N
1
N
N
N
Fujikura Ltd
353800PSDZ8VRCKVPL51
Fujikura Ltd
000000000
95200.00000000
NS
483144.80000000
0.002955864970
Long
EC
CORP
JP
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
22500.00000000
NS
269230.39000000
0.001647143214
Long
EC
CORP
JP
N
2
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
1450000.00000000
PA
USD
1381560.10000000
0.008452342040
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Innolux Corp
3003007EXL0825P1MJ10
Innolux Corp
000000000
1519000.00000000
NS
886280.34000000
0.005422235759
Long
EC
CORP
TW
N
2
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAC7
693000.00000000
PA
USD
708244.30000000
0.004333016762
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
43.00000000
NS
USD
13346.77000000
0.000081655126
Long
EC
CORP
US
N
1
N
N
N
LOS ANGELES CA DEPT OF ARPTS
N/A
City of Los Angeles Department of Airports
544435C32
4685000.00000000
PA
USD
5648849.59000000
0.034559487402
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58200000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
1000000.00000000
PA
USD
882048.54000000
0.005396345737
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
46439.00000000
NS
436926.33000000
0.002673101798
Long
EC
CORP
FR
N
2
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
8000000.00000000
PA
USD
7582937.60000000
0.046392178138
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152P62
11855000.00000000
PA
USD
12084359.63000000
0.073931739152
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
86500.00000000
NS
USD
3367445.00000000
0.020601924551
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
9500.00000000
NS
USD
276545.00000000
0.001691893772
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
495230.00000000
NS
7833683.42000000
0.047926233324
Long
EC
CORP
GB
N
2
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank NA - SBCLN
80290CAG9
516792.12000000
PA
USD
507987.12000000
0.003107849517
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
3.26800000
N
N
N
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
77.00000000
NS
USD
24977.26000000
0.000152810105
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS COMISION FEDERAL DE ELECTRICIDAD CFE
000000000
1.00000000
NC
USD
443.86000000
0.000002715521
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Comision Federal de Electricidad
COMISION FEDERAL DE ELEC
Y
Default Event
2022-12-20
1964.94000000
USD
0.00000000
USD
540000.00000000
USD
-1521.08000000
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
1892.00000000
NS
USD
136469.96000000
0.000834919002
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
2200000.00000000
PA
USD
2272913.24000000
0.013905613033
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
90.00000000
NS
USD
7399.80000000
0.000045271747
Long
EC
CORP
US
N
1
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
1300000.00000000
PA
USD
1262176.89000000
0.007721959247
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Akbank TAS
789000TUMN63Z28TJ497
Akbank TAS
000000000
1327866.00000000
NS
664916.25000000
0.004067937090
Long
EC
CORP
TR
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
371862.00000000
NS
634030.38000000
0.003878978291
Long
EC
CORP
GB
N
2
N
N
N
Thule Group AB
549300XHHOGBOERKU333
Thule Group AB
000000000
76770.00000000
NS
3042664.95000000
0.018614930231
Long
EC
CORP
SE
N
2
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
000000000
8156.00000000
NS
0.01000000
0.000000000061
Long
EC
CORP
RU
N
3
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
164436.00000000
NS
USD
34913051.52000000
0.213596971375
Long
EC
CORP
US
N
1
N
N
N
Mediobanca Banca di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
196607.00000000
NS
1993693.79000000
0.012197357058
Long
EC
CORP
IT
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-819675.06000000
-0.00501474671
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-09-07
0.00000000
USD
-125927.82000000
USD
13820000.00000000
PLN
-693747.24000000
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System Inc
197236102
21000.00000000
NS
USD
677670.00000000
0.004145964139
Long
EC
CORP
US
N
1
N
N
Jungheinrich AG
529900PHZORTU6FSXE73
Jungheinrich AG
000000000
13295.00000000
NS
385412.02000000
0.002357938840
Long
EP
CORP
DE
N
2
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
15479.00000000
NS
179825.13000000
0.001100164593
Long
EC
CORP
IE
N
2
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
1660.00000000
NS
USD
64673.60000000
0.000395671088
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-31293.68000000
-0.00019145376
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1464092.00000000
USD
1090842.31000000
GBP
2022-04-19
-31293.68000000
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AT2
850000.00000000
PA
USD
760148.04000000
0.004650562241
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
15272.00000000
NS
24770.16000000
0.000151543074
Long
EC
CORP
IN
N
2
N
N
N
Choice Hotels International In
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
11600.00000000
NS
USD
1644416.00000000
0.010060486322
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
8155000.00000000
PA
USD
6935046.01000000
0.042428397392
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-54171.15000000
-0.00033141742
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1002064.18000000
USD
115354922.00000000
JPY
2022-04-19
-54171.15000000
N
N
N
Ensign Group Inc/The
5493003K4HEEA8Q0BC72
Ensign Group Inc/The
29358P101
34100.00000000
NS
USD
3069341.00000000
0.018778133482
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
19280.00000000
NS
USD
218442.40000000
0.001336423859
Long
EC
CORP
GB
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
819790.48000000
0.005015452848
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-02-23
0.00000000
USD
0.00000000
USD
-61130000.00000000
USD
819790.48000000
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
2325000.00000000
PA
USD
2485617.21000000
0.015206929355
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
9480000.00000000
PA
USD
9060080.18000000
0.055429290841
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAX7
105000.00000000
PA
USD
94400.34000000
0.000577538365
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
167500.00000000
NS
534484.58000000
0.003269960160
Long
EC
CORP
CN
N
2
N
N
N
Harmony Biosciences Holdings I
N/A
Harmony Biosciences Holdings Inc
413197104
20600.00000000
NS
USD
1002190.00000000
0.006131367480
Long
EC
CORP
US
N
1
N
N
VERALLIA SA
5299007YZU978DE0ZY32
Verallia SA
000000000
1800000.00000000
PA
1853573.32000000
0.011340104348
Long
DBT
CORP
FR
N
2
2028-05-14
Fixed
1.62500000
N
N
N
N
N
N
Industries Qatar QSC
N/A
Industries Qatar QSC
000000000
84077.00000000
NS
438497.63000000
0.002682714963
Long
EC
CORP
QA
N
2
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAB2
1025000.00000000
PA
USD
993152.58000000
0.006076076824
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
2005100.00000000
NS
1825621.10000000
0.011169093529
Long
EC
CORP
SG
N
2
N
N
N
Sophia Genetics SA
N/A
Sophia Genetics SA
000000000
18276.00000000
NS
USD
141273.48000000
0.000864306789
Long
EC
CORP
CH
N
1
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
2524.00000000
NS
537168.32000000
0.003286379198
Long
EC
CORP
CH
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
5005.00000000
NS
556237.94000000
0.003403046544
Long
EC
CORP
DE
N
2
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAB7
4434087.52000000
PA
USD
4434191.72000000
0.027128248052
Long
ABS-O
CORP
US
N
2
2025-04-14
Fixed
3.71000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-37212.51000000
-0.00022766498
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-5103907.20000000
ILS
1566000.00000000
USD
2022-06-15
-37212.51000000
N
N
N
Samsung SDI Co Ltd
9884002AESDO4YW87G32
Samsung SDI Co Ltd
000000000
2431.00000000
NS
1182453.87000000
0.007234216272
Long
EC
CORP
KR
N
2
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
20400.00000000
NS
USD
3337236.00000000
0.020417106821
Long
EC
CORP
US
N
1
N
N
N
MRAIT_21-9
N/A
MRAIT_21-9
000000000
12500000.00000000
PA
USD
12500000.00000000
0.076474614104
Long
DBT
CORP
US
N
3
2022-07-15
Fixed
0.00010000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
489963.00000000
NS
22302803.97000000
0.136447866163
Long
EC
CORP
GB
N
2
N
N
N
Yankuang Energy Group Co Ltd
3003005N7A6HYZ4Z0K39
Yankuang Energy Group Co Ltd
000000000
10000.00000000
NS
29667.95000000
0.000181507602
Long
EC
CORP
CN
N
2
N
N
N
Xperi Holding Corp
N/A
Xperi Holding Corp
98390M103
48600.00000000
NS
USD
841752.00000000
0.005149812749
Long
EC
CORP
US
N
1
N
N
N
CHINA MER PORT
529900GA4UH90FUOR048
China Merchants Port Holdings Co Ltd
000000000
10000.00000000
NS
18020.53000000
0.000110249046
Long
EC
CORP
HK
N
2
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
119527.00000000
NS
977421.58000000
0.005979835051
Long
EC
CORP
CN
N
2
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
3555000.00000000
PA
USD
3312203.24000000
0.020263957169
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
3872.00000000
NS
817878.31000000
0.005003754251
Long
EC
CORP
DE
N
2
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
2110.00000000
NS
USD
150527.40000000
0.000920921986
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-25597.83000000
-0.00015660673
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-92533273.00000000
CNY
14487978.99000000
USD
2022-05-23
-25597.83000000
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
20656.00000000
NS
USD
4946285.76000000
0.030261223579
Long
EC
CORP
US
N
1
N
N
N
Greywolf CLO Ltd
549300DX0ZYWEZ6TY764
Greywolf CLO II Ltd
398079AW3
10000000.00000000
PA
USD
9899029.00000000
0.060561953822
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.38129000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
5325.00000000
NS
USD
106446.75000000
0.000651237930
Long
EC
CORP
US
N
1
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
1020000.00000000
PA
USD
967388.85000000
0.005918455119
Long
DBT
CORP
IN
N
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
5544.00000000
NS
379480.81000000
0.002321651880
Long
EC
CORP
FR
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
2227.00000000
NS
USD
360996.70000000
0.002208566666
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
96173.00000000
NS
USD
12343804.55000000
0.075519015163
Long
EC
CORP
US
N
1
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
19298.00000000
NS
USD
22954585.04000000
0.140435442628
Long
EC
CORP
AR
N
1
N
N
OceanFirst Financial Corp
N/A
OceanFirst Financial Corp
675234108
70100.00000000
NS
USD
1409010.00000000
0.008620279681
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
38625.00000000
NS
USD
7941300.00000000
0.048584628238
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
1900000.00000000
PA
USD
1731102.50000000
0.010590831652
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
4000000.00000000
PA
3955406.92000000
0.024199057426
Long
DBT
NUSS
MX
N
2
2030-01-17
Fixed
1.12500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-26551.30000000
-0.00016244003
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1288013.98000000
USD
960398.16000000
GBP
2022-04-19
-26551.30000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-6172138.71000000
-0.03776095408
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
176319705.20000000
BRL
-6172138.71000000
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
37557.00000000
NS
USD
2834426.79000000
0.017340935597
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
42441.65000000
0.000259656704
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
75.00000000
USD
2022-05-18
XXXX
-25483.35000000
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
32122.00000000
NS
206312.38000000
0.001262212771
Long
EC
CORP
AE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
2975000.00000000
PA
USD
3042048.68000000
0.018611159911
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
915000.00000000
PA
USD
932171.26000000
0.005702994990
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
Tata Steel Ltd
335800E6C75YGSGD5T66
Tata Steel Ltd
000000000
28136.00000000
NS
482499.52000000
0.002951917167
Long
EC
CORP
IN
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
1989000.00000000
NS
1423598.96000000
0.008709534488
Long
EC
CORP
CN
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
94050.00000000
NS
USD
22535320.50000000
0.137870395116
Long
EC
CORP
US
N
1
N
N
N
Petronas Chemicals Group Bhd
N/A
Petronas Chemicals Group Bhd
000000000
18000.00000000
NS
41084.11000000
0.000251351316
Long
EC
CORP
MY
N
2
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
58.00000000
NS
USD
8748.14000000
0.000053520850
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
15130.00000000
NS
USD
164614.40000000
0.001007105817
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
958000.00000000
PA
USD
1068331.12000000
0.006536016810
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular Inc
525558201
9100.00000000
NS
USD
422877.00000000
0.002587148431
Long
EC
CORP
US
N
1
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
000000000
33615.00000000
NS
709982.92000000
0.004343653586
Long
EC
CORP
HU
N
2
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
299550.00000000
NS
2041687.29000000
0.012490979809
Long
EC
CORP
GB
N
2
N
N
N
Global Medical REIT Inc
549300HFRIPQDYU3GU60
Global Medical REIT Inc
37954A204
76839.00000000
NS
USD
1254012.48000000
0.007672009639
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
430000.00000000
PA
USD
383687.50000000
0.002347388279
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
3.44900000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
595354.00000000
NS
9075528.82000000
0.055523805144
Long
EC
CORP
AU
N
2
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
23.00000000
NS
USD
6287.28000000
0.000038465384
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
930000.00000000
PA
USD
862524.87000000
0.005276900527
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
3.39900000
N
N
N
N
N
N
Bright Horizons Family Solutio
N/A
Bright Horizons Family Solutions Inc
109194100
136.00000000
NS
USD
18045.84000000
0.000110403892
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial C
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp
319829107
10800.00000000
NS
USD
163728.00000000
0.001001682849
Long
EC
CORP
US
N
1
N
N
N
BNK Financial Group Inc
N/A
BNK Financial Group Inc
000000000
32678.00000000
NS
213623.79000000
0.001306943752
Long
EC
CORP
KR
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
770000.00000000
PA
USD
701292.52000000
0.004290485987
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
Cia Siderurgica Nacional SA
529900K40TEND42S0T46
Cia Siderurgica Nacional SA
000000000
204400.00000000
NS
1114507.10000000
0.006818520031
Long
EC
CORP
BR
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
880000.00000000
PA
USD
845854.79000000
0.005174913492
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
United Tractors Tbk PT
529900N9ELYOWQV4FW14
United Tractors Tbk PT
000000000
129800.00000000
NS
230774.74000000
0.001411872734
Long
EC
CORP
ID
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
95.02000000
0.000000581329
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
35.00000000
USD
2022-07-20
XXXX
-176.68000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
6025000.00000000
PA
USD
5900700.88000000
0.036100305819
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
LCH LIMITED
F226TOH6YD6XJB17KS62
IRS GBP
000000000
1.00000000
NC
29843.39000000
0.000182580938
N/A
DIR
CORP
GB
N
2
LCH LIMITED
F226TOH6YD6XJB17KS62
Y
2042-05-08
30373.32000000
USD
0.00000000
USD
-555000.00000000
GBP
-529.93000000
N
N
N
Employers Holdings Inc
N/A
Employers Holdings Inc
292218104
9800.00000000
NS
USD
401996.00000000
0.002459399117
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
344204.00000000
NS
12806224.01000000
0.078348083143
Long
EC
CORP
NO
N
2
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
380342.00000000
NS
1194081.72000000
0.007305355099
Long
EC
CORP
GB
N
2
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
40500.00000000
NS
USD
2808270.00000000
0.017180909164
Long
EC
CORP
US
N
1
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAH4
1000000.00000000
PA
USD
1054128.48000000
0.006449125497
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
9265.00000000
NS
3854962.05000000
0.023584538812
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPV5
2830000.00000000
PA
USD
2667432.91000000
0.016319272195
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
1.94900000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-64810.07000000
-0.00039650600
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1186073.00000000
USD
136453369.00000000
JPY
2022-04-19
-64810.07000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
3945.00000000
NS
USD
393750.45000000
0.002408953097
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
374985.00000000
NS
USD
18156773.70000000
0.111082580966
Long
EC
CORP
BM
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
197530.00000000
NS
1139034.59000000
0.006968578457
Long
EC
CORP
IT
N
2
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
112769.45000000
PA
USD
114284.85000000
0.000699191184
Long
LON
CORP
US
N
2
2026-05-25
Floating
9.00000000
N
N
N
N
N
N
Telos CLO Ltd
635400UODWAQKOLDKL79
Telos CLO 2013-4 Ltd
87974HAS0
11402140.73000000
PA
USD
11367267.28000000
0.069544590292
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
1.48129000
N
N
N
N
N
N
Nisshinbo Holdings Inc
353800YAM89GL5GPHB47
Nisshinbo Holdings Inc
000000000
281900.00000000
NS
2446849.81000000
0.014969751599
Long
EC
CORP
JP
N
2
N
N
N
Xencor Inc
549300V5IF65437JKG30
Xencor Inc
98401F105
19200.00000000
NS
USD
512256.00000000
0.003133966393
Long
EC
CORP
US
N
1
N
N
N
China Galaxy Securities Co Ltd
3003008KFQXO06OK8582
China Galaxy Securities Co Ltd
000000000
60000.00000000
NS
33489.40000000
0.000204887115
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
1690000.00000000
PA
USD
1575587.17000000
0.009639393665
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
3.14900000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
85700.00000000
NS
USD
9370438.00000000
0.057328050402
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAY7
188390000.00000000
PA
USD
1600015.11000000
0.009788843047
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.51469000
N
N
N
N
N
N
Wharf Holdings Ltd/The
254900JCV4TBBPX9IW91
Wharf Holdings Ltd/The
000000000
214000.00000000
NS
651263.99000000
0.003984412985
Long
EC
CORP
HK
N
2
N
N
N
Kingsoft Corp Ltd
529900UVT35D3Q7YQY41
Kingsoft Corp Ltd
000000000
7000.00000000
NS
22342.28000000
0.000136689379
Long
EC
CORP
CN
N
2
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAP7
3545000.00000000
PA
USD
3605467.60000000
0.022058139470
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.80000000
N
N
N
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
25.00000000
NS
73123.51000000
0.000447367376
Long
EC
CORP
JP
N
2
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
2454.00000000
NS
USD
270921.60000000
0.001657489984
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
158375.00000000
NS
USD
1890997.50000000
0.011569064326
Long
EC
CORP
US
N
1
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
000000000
1151.00000000
NS
49177.90000000
0.000300868873
Long
EC
CORP
SA
N
2
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
133000.00000000
NS
1963255.59000000
0.012011137090
Long
EC
CORP
TW
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-12031.41000000
-0.00007360779
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3882000.00000000
USD
24673508.45000000
CNY
2022-05-23
-12031.41000000
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
256.00000000
NS
USD
28956.16000000
0.000177152892
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
690000.00000000
PA
USD
666593.13000000
0.004078196190
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
1.64900000
N
N
N
N
N
N
Rush Street Interactive Inc
N/A
Rush Street Interactive Inc
782011100
21201.00000000
NS
USD
154131.27000000
0.000942970351
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H107
80.00000000
NS
USD
3232.80000000
0.000019778170
Long
EC
CORP
US
N
1
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
2700000.00000000
PA
USD
2527034.71000000
0.015460320342
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAG7
1900000.00000000
PA
USD
1959427.27000000
0.011987715547
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
2450000.00000000
PA
USD
2527890.08000000
0.015465553469
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
1560000.00000000
PA
USD
1802355.66000000
0.011026756286
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
Meritor Inc
59001K100
70800.00000000
NS
USD
2518356.00000000
0.015407224262
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
7390.00000000
NS
USD
338462.00000000
0.002070700067
Long
EC
CORP
US
N
1
N
N
N
Dexerials Corp
N/A
Dexerials Corp
000000000
145100.00000000
NS
3930525.14000000
0.024046831464
Long
EC
CORP
JP
N
2
N
N
N
Outset Medical Inc
N/A
Outset Medical Inc
690145107
11414.00000000
NS
USD
518195.60000000
0.003170304683
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
619917.00000000
NS
26020965.17000000
0.159195461599
Long
EC
CORP
GB
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
227597.00000000
NS
638973.48000000
0.003909220024
Long
EC
CORP
GB
N
2
N
N
N
Vir Biotechnology Inc
N/A
Vir Biotechnology Inc
92764N102
32400.00000000
NS
USD
833328.00000000
0.005098274977
Long
EC
CORP
US
N
1
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
5000000.00000000
PA
885000.00000000
0.005414402678
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
1725000.00000000
PA
USD
1660172.07000000
0.010156881471
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
1575000.00000000
PA
USD
1390763.82000000
0.008508650115
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1170674.00000000
NS
USD
360930500.94000000
2.208161662224
Long
EC
CORP
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock Inc
825690100
6200.00000000
NS
USD
577096.00000000
0.003530655512
Long
EC
CORP
US
N
1
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AZ2
6444000.00000000
PA
USD
5952336.53000000
0.036416211131
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.35000000
N
N
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield PLC
000000000
9800.00000000
NS
USD
200998.00000000
0.001229699558
Long
EC
CORP
US
N
1
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
1234.00000000
NS
USD
66956.84000000
0.000409639880
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
23877.00000000
NS
USD
9919938.42000000
0.060689877008
Long
EC
CORP
US
N
1
N
N
N
Daicel Corp
353800ZG4XF6D7NZGS72
Daicel Corp
000000000
28000.00000000
NS
186369.89000000
0.001140205233
Long
EC
CORP
JP
N
2
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
7024.00000000
NS
56032.07000000
0.000342802474
Long
EC
CORP
BR
N
1
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
195000.00000000
PA
165586.35000000
0.001013052177
Long
DBT
NUSS
GR
N
2
2052-01-24
Fixed
1.87500000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
263693.00000000
NS
5675719.88000000
0.034723879006
Long
EC
CORP
GB
N
2
N
N
N
Ladder Capital Corp
549300Q6LLV2QCV67C06
Ladder Capital Corp
505743104
116325.00000000
NS
USD
1380777.75000000
0.008447555647
Long
EC
CORP
US
N
1
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
4760.00000000
NS
USD
101911.60000000
0.000623492022
Long
EC
CORP
US
N
1
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
3289884499.96000000
NS
USD
3289884499.96000000
20.12741180653
Long
STIV
RF
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
1910000.00000000
PA
USD
1883691.32000000
0.011524365343
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
307948.00000000
NS
USD
54577624.04000000
0.333904218974
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBE2
1508549.46000000
PA
USD
1496757.58000000
0.009157116667
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.37800000
N
N
N
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed Inc
977852102
1470.00000000
NS
USD
167374.20000000
0.001023990188
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
19200.00000000
NS
768611.25000000
0.004702339899
Long
EC
CORP
JP
N
2
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
5790.00000000
NS
USD
265587.30000000
0.001624854902
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties I
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
12200.00000000
NS
USD
1131794.00000000
0.006924280751
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-291.46000000
-0.00000178314
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-231505890.00000000
HUF
695000.00000000
USD
2022-04-19
-291.46000000
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
000000000
10500.00000000
NS
750273.81000000
0.004590152007
Long
EC
CORP
JP
N
2
N
N
N
ADEKA Corp
N/A
ADEKA Corp
000000000
16800.00000000
NS
369891.48000000
0.002262984655
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
124765.00000000
NS
USD
3550811.90000000
0.021723757584
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
1575000.00000000
PA
USD
1598644.22000000
0.009780455985
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
4.89900000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
2400.00000000
NS
USD
360480.00000000
0.002205405511
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
4368.57000000
0.000026726776
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-429474.00000000
USD
6401878.59000000
ZAR
2022-06-15
4368.57000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
10000000.00000000
PA
9980303.08000000
0.061059186134
Long
DBT
NUSS
ES
N
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
38300.00000000
NS
USD
750680.00000000
0.004592637065
Long
EC
CORP
US
N
1
N
N
N
Atlanticus Holdings Corp
N/A
Atlanticus Holdings Corp
04914Y102
3600.00000000
NS
USD
186444.00000000
0.001140658636
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
39600.00000000
NS
844487.46000000
0.005166548209
Long
EC
CORP
CA
N
1
N
N
N
Hokkaido Electric Power Co Inc
353800XDXIIZDHUO0J51
Hokkaido Electric Power Co Inc
000000000
34300.00000000
NS
135961.18000000
0.000831806301
Long
EC
CORP
JP
N
2
N
N
N
EngageSmart Inc
N/A
EngageSmart Inc
29283F103
22000.00000000
NS
USD
468820.00000000
0.002868226286
Long
EC
CORP
US
N
1
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
8058000.00000000
PA
8681479.15000000
0.053113021427
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
17836.00000000
NS
1210210.40000000
0.007404029865
Long
EC
CORP
GB
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
158000.00000000
NS
1157325.81000000
0.007080483577
Long
EC
CORP
HK
N
2
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
2200000.00000000
PA
USD
2196045.96000000
0.013435341387
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
Axiata Group Bhd
254900DM0V7OCPDUUC55
Axiata Group Bhd
000000000
20800.00000000
NS
18722.09000000
0.000114541168
Long
EC
CORP
MY
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
147165.00000000
NS
USD
12821014.80000000
0.078438572740
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations Inc
43283X105
61900.00000000
NS
USD
3219419.00000000
0.019696306053
Long
EC
CORP
US
N
1
N
N
N
Nihon Kohden Corp
N/A
Nihon Kohden Corp
000000000
6500.00000000
NS
156217.21000000
0.000955732068
Long
EC
CORP
JP
N
2
N
N
N
Bloom Energy Corp
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712107
31700.00000000
NS
USD
765555.00000000
0.004683641856
Long
EC
CORP
US
N
1
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
65648.53000000
0.000401635679
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7236195.93000000
USD
35086505.00000000
BRL
2022-05-03
65648.53000000
N
N
N
Jollibee Foods Corp
2138009XN3KTAAKUPR35
Jollibee Foods Corp
000000000
3500.00000000
NS
15196.06000000
0.000092969025
Long
EC
CORP
PH
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUX0
1014462.57000000
PA
USD
1026222.32000000
0.006278396472
Long
ABS-MBS
CORP
US
Y
2
2030-05-25
Floating
2.85657000
N
N
N
N
N
N
Land & Houses PCL
529900O7AEACUWP7KS87
Land & Houses PCL
000000000
4216500.00000000
NS
1201923.28000000
0.007353329521
Long
EC
CORP
TH
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
61900.00000000
NS
5505935.89000000
0.033685145797
Long
EC
CORP
JP
N
2
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
1395.00000000
NS
USD
140337.00000000
0.000858577433
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
254993.00000000
NS
5764960.88000000
0.035269852689
Long
EC
CORP
NO
N
2
N
N
N
RISESUN REAL ESTATE DEVELOPMENT CO LTD
3003009NURYQJKU6MT26
RISESUN REAL ESTATE DEVELOPMENT CO LTD
000000000
121500.00000000
NS
85114.30000000
0.000520726659
Long
EC
CORP
CN
N
2
N
N
N
Internet Initiative Japan Inc
529900EOCJNAPUHDFR78
Internet Initiative Japan Inc
000000000
83500.00000000
NS
2795282.87000000
0.017101454303
Long
EC
CORP
JP
N
2
N
N
N
Wan Hai Lines Ltd
N/A
Wan Hai Lines Ltd
000000000
155400.00000000
NS
856809.61000000
0.005241934742
Long
EC
CORP
TW
N
2
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
2395000.00000000
PA
USD
2453174.98000000
0.015008448794
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
4285.00000000
NS
USD
53348.25000000
0.000326382946
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
61865.00000000
NS
USD
4336736.50000000
0.026532020024
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
138300.00000000
NS
USD
3385584.00000000
0.020712898393
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-60361.37000000
-0.00036928899
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-23358965.09000000
MXN
1098000.00000000
USD
2022-06-15
-60361.37000000
N
N
N
Medalist Partners Corporate Fi
254900H6CNZLCIDMYC58
Medalist Partners Corporate Finance Clo VII Ltd
58406CAA9
13250000.00000000
PA
USD
13091343.18000000
0.080092433423
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.44054000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
4430.00000000
NS
USD
419432.40000000
0.002566074474
Long
EC
CORP
US
N
1
N
N
N
Bluegreen Vacations Holding Co
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp
096308101
7800.00000000
NS
USD
230646.00000000
0.001411085107
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
1303.00000000
NS
USD
205834.91000000
0.001259291624
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
14300.00000000
NS
798416.19000000
0.004884685601
Long
EC
CORP
CA
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
1840000.00000000
PA
USD
1688856.73000000
0.010332373336
Long
DBT
CORP
FR
N
2
2027-06-30
Fixed
1.67500000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
5550000.00000000
PA
USD
5132237.56000000
0.031398870951
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
S&P 500 INDEX
000000000
140.00000000
NC
USD
13174447.81000000
0.080600864984
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
4450.00000000
USD
2026-08-11
XXXX
2893473.19000000
N
N
N
Elkem ASA
549300CVBE06T0SH6T76
Elkem ASA
000000000
49750.00000000
NS
212691.57000000
0.001301240459
Long
EC
CORP
NO
N
2
N
N
N
TBEA CO LTD
300300NIEBMOQ4DNLE36
TBEA CO LTD
000000000
13500.00000000
NS
42996.13000000
0.000263048995
Long
EC
CORP
CN
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
47730.00000000
NS
19124447.68000000
0.117002780502
Long
EC
CORP
FR
N
2
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
87471.00000000
NS
USD
11103568.74000000
0.067931290765
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
3200.00000000
NS
USD
285952.00000000
0.001749445508
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
1780.00000000
NS
USD
35902.60000000
0.000219650998
Long
EC
CORP
US
N
1
N
N
N
SHANGHAI INTERNATIONAL PORT GROUP CO LTD
300300DAQ7G1LS22G609
SHANGHAI INTERNATIONAL PORT GROUP CO LTD
000000000
89240.00000000
NS
76407.43000000
0.000467458297
Long
EC
CORP
CN
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
17200.00000000
NS
609651.78000000
0.003729830769
Long
EC
CORP
JP
N
2
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
644000.00000000
PA
667688.41000000
0.004084897079
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
2420000.00000000
PA
USD
2468866.65000000
0.015104449946
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
2220000.00000000
PA
USD
2185812.88000000
0.013372735720
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
16700.00000000
NS
USD
685702.00000000
0.004195103667
Long
EC
CORP
US
N
1
N
N
N
Seaboard Corp
87Q3KOXT29OW9W9YPT70
Seaboard Corp
811543107
1.00000000
NS
USD
4205.49000000
0.000025729057
Long
EC
CORP
US
N
1
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
16000.00000000
NS
1211323.49000000
0.007410839716
Long
EC
CORP
JP
N
2
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
41800.00000000
NS
564656.68000000
0.003454552136
Long
EC
CORP
JP
N
2
N
N
N
SHANXI XISHAN COAL & ELECTRICITY POWER CO LTD
3003006IEAP7EBNLIL41
SHANXI XISHAN COAL & ELECTRICITY POWER CO LTD
000000000
14500.00000000
NS
28233.17000000
0.000172729662
Long
EC
CORP
CN
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
6314.00000000
NS
19079154.78000000
0.116725679938
Long
EC
CORP
DK
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
15361.40000000
0.000093980570
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-3145374.57000000
PLN
689000.00000000
EUR
2022-04-19
15361.40000000
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399105
43935.00000000
NS
USD
4757281.80000000
0.029104903187
Long
EC
CORP
US
N
1
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LZ1
5000000.00000000
PA
USD
4521679.70000000
0.027663496812
Long
DBT
UST
US
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
Nippon Gas Co Ltd
549300N3DC5V2XON9C60
Nippon Gas Co Ltd
000000000
9900.00000000
NS
120422.19000000
0.000736739240
Long
EC
CORP
JP
N
2
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
1000000.00000000
PA
517782.90000000
0.003167779797
Long
DBT
CORP
LU
N
2
2024-04-06
Fixed
4.25000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
1500000.00000000
PA
1681614.86000000
0.010288067799
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
2.62500000
N
N
N
N
N
N
Cathay Financial Holding Co Lt
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
59000.00000000
NS
132240.25000000
0.000809041767
Long
EC
CORP
TW
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
48900.00000000
NS
USD
16711086.00000000
0.102237908248
Long
EC
CORP
US
N
1
N
N
N
Ormat Technologies Inc
5493000TSHHWY24VHM09
Ormat Technologies Inc
686688102
13300.00000000
NS
USD
1088339.00000000
0.006658424403
Long
EC
CORP
US
N
1
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
451.00000000
NS
USD
40829.03000000
0.000249790745
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
1949.00000000
NS
USD
448893.68000000
0.002746317676
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
3810.00000000
NS
USD
181622.70000000
0.001111162071
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
28361.00000000
NS
USD
2279657.18000000
0.013946872250
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
5520000.00000000
PA
USD
5074358.70000000
0.031044769872
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
Frencken Group Ltd
N/A
Frencken Group Ltd
000000000
151500.00000000
NS
183835.39000000
0.001124699240
Long
EC
CORP
MY
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
802627.26000000
0.004910448798
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-97349528.53000000
USD
88715489.99000000
EUR
2022-04-04
802627.26000000
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes Inc
254543101
23300.00000000
NS
USD
2026867.00000000
0.012400309733
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient Inc
71375U101
6000.00000000
NS
USD
660540.00000000
0.004041163328
Long
EC
CORP
US
N
1
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
2500.00000000
NS
17576.41000000
0.000107531933
Long
EC
CORP
CN
N
2
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
1170.00000000
NS
USD
68936.40000000
0.000421750767
Long
EC
CORP
US
N
1
N
N
N
Ryan Specialty Group Holdings
N/A
Ryan Specialty Group Holdings Inc
78351F107
27068.00000000
NS
USD
1049967.72000000
0.006423670096
Long
EC
CORP
US
N
1
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BW1
1000000.00000000
PA
USD
440000.00000000
0.002691906416
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
18500.00000000
NS
516120.24000000
0.003157607694
Long
EC
CORP
CN
N
2
N
N
N
White Mountains Insurance Grou
549300N3FL068JERBG02
White Mountains Insurance Group Ltd
000000000
47.00000000
NS
USD
53403.28000000
0.000326719618
Long
EC
CORP
US
N
1
N
N
N
EG FINCO LTD
2138003OUK4UQHRJLT65
EG Finco Ltd
000000000
5200000.00000000
PA
5706957.46000000
0.034914989556
Long
LON
CORP
GB
N
2
2027-04-12
Floating
7.00000000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
33010.00000000
NS
489970.12000000
0.002997622067
Long
EC
CORP
JP
N
2
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
5150000.00000000
PA
USD
5353152.57000000
0.032750422162
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
2745000.00000000
PA
USD
2774082.69000000
0.016971752256
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
2000000.00000000
PA
USD
1910722.28000000
0.011689739921
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024ND0
1330000.00000000
PA
USD
1893380.30000000
0.011583642223
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
Home Re Ltd
254900GFKVQN72ENGJ20
Home RE 2019-1 Ltd
43731AAA1
85519.89000000
PA
USD
85475.94000000
0.000522939162
Long
ABS-MBS
CORP
BM
N
2
2029-05-25
Floating
2.10657000
N
N
N
N
N
N
Frasers Group PLC
213800JEGHHEAXIJDX34
Frasers Group PLC
000000000
121306.00000000
NS
1013172.91000000
0.006198560585
Long
EC
CORP
GB
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
800000.00000000
PA
USD
731165.96000000
0.004473250770
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CE0
1430000.00000000
PA
1422096.54000000
0.008700342729
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.87500000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAJ8
600000.00000000
PA
671421.80000000
0.004107737844
Long
DBT
CORP
LU
N
2
2031-03-07
Fixed
1.62500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AW5
4911000.00000000
PA
USD
5881331.68000000
0.035981805651
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
-128679.38000000
-0.00078725647
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
HELLENIC REPUBLIC
Hellenic Republic Government Bond
Y
Default Event
2031-12-20
0.00000000
USD
-57129.12000000
USD
1925000.00000000
USD
-71550.26000000
N
N
N
Essential Properties Realty Tr
N/A
Essential Properties Realty Trust Inc
29670E107
69263.00000000
NS
USD
1752353.90000000
0.010720847062
Long
EC
CORP
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
776000.00000000
PA
801915.01000000
0.004906091274
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
TAG Immobilien AG
529900TAE68USJNXLR59
TAG Immobilien AG
000000000
74621.00000000
NS
1691317.36000000
0.010347427394
Long
EC
CORP
DE
N
2
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
41806.00000000
NS
290516.30000000
0.001777369754
Long
EC
CORP
GB
N
2
N
N
N
Integra LifeSciences Holdings
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985208
905.00000000
NS
USD
58155.30000000
0.000355792330
Long
EC
CORP
US
N
1
N
N
N
Azenta Inc
35ZN6X1ANPH25YN32Y17
Azenta Inc
114340102
175.00000000
NS
USD
14504.00000000
0.000088735024
Long
EC
CORP
US
N
1
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
14797.00000000
NS
316040.76000000
0.001933527612
Long
EC
CORP
FR
N
2
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
149840.00000000
NS
USD
7520469.60000000
0.046010000843
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBF0
17500000.00000000
PA
USD
15626378.25000000
0.095601699721
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
1.74620000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
13503.00000000
NS
USD
2270124.36000000
0.013888550751
Long
EC
CORP
US
N
1
N
N
N
Pegatron Corp
529900M87JQS8TUO0L66
Pegatron Corp
000000000
322000.00000000
NS
811605.04000000
0.004965374579
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
1000000000.00000000
PA
273958.53000000
0.001676069828
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
3000000.00000000
PA
USD
3092283.00000000
0.018918491930
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
TFS Financial Corp
N/A
TFS Financial Corp
87240R107
660.00000000
NS
USD
10956.00000000
0.000067028469
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
37380.00000000
NS
USD
1626403.80000000
0.009950288238
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
20620000.00000000
PA
USD
18015947.00000000
0.110221007563
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
2990000.00000000
PA
USD
2914430.50000000
0.017830395825
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
77000.00000000
NS
47793.71000000
0.000292400442
Long
EC
CORP
HK
N
2
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
117730.00000000
NS
1722930.29000000
0.010540834324
Long
EC
CORP
IT
N
2
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
8735.00000000
NS
USD
337957.15000000
0.002067611410
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
1735.00000000
NS
USD
151274.65000000
0.000925493638
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
810.00000000
NS
USD
48114.00000000
0.000294359966
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings Inc
549300B6G8G3WGHFYU15
Duluth Holdings Inc
26443V101
66600.00000000
NS
USD
814518.00000000
0.004983195978
Long
EC
CORP
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-737.38000000
-0.00000451126
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-14522022.90000000
CNY
2277000.00000000
USD
2022-05-23
-737.38000000
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
685.00000000
NS
USD
85077.00000000
0.000520498459
Long
EC
CORP
US
N
1
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012DAA1
39250000.00000000
PA
USD
39081382.00000000
0.239098688568
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.57400000
N
N
N
N
N
N
MasterCraft Boat Holdings Inc
549300IXWX41555YJ117
MasterCraft Boat Holdings Inc
57637H103
30800.00000000
NS
USD
757988.00000000
0.004637347183
Long
EC
CORP
US
N
1
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1280000.00000000
PA
1389712.64000000
0.008502219028
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
Pou Chen Corp
25490027LIXQ7W4PBH18
Pou Chen Corp
000000000
687000.00000000
NS
753718.59000000
0.004611227065
Long
EC
CORP
TW
N
2
N
N
N
BTRS Holdings Inc
549300K51KDPS5MBVB54
BTRS Holdings Inc
11778X104
92200.00000000
NS
USD
689656.00000000
0.004219294117
Long
EC
CORP
US
N
1
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
1785000.00000000
PA
USD
1726797.42000000
0.010564493306
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
2758930.00000000
NS
3.40000000
0.000000020801
Long
EC
CORP
RU
N
3
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
6745.00000000
NS
USD
231555.85000000
0.001416651541
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Logistics Park
353800DN63EIYS760S59
Mitsui Fudosan Logistics Park Inc
000000000
111.00000000
NS
524085.59000000
0.003206339460
Long
EC
CORP
JP
N
2
N
N
N
Amphastar Pharmaceuticals Inc
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals Inc
03209R103
27300.00000000
NS
USD
980070.00000000
0.005996038003
Long
EC
CORP
US
N
1
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
3000000.00000000
PA
USD
3473224.77000000
0.021249081918
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
API Group Corp
213800NZT1VX6PZ7BT53
API Group Corp
00187Y100
191500.00000000
NS
USD
4027245.00000000
0.024638560582
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
8200.00000000
NS
USD
742100.00000000
0.004540144890
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
8150.00000000
NS
202109.10000000
0.001236497234
Long
EC
CORP
NO
N
2
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
18200.00000000
NS
USD
870506.00000000
0.005325728834
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
201201.00000000
NS
5879709.03000000
0.035971878329
Long
EC
CORP
FR
N
2
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351W103
715.00000000
NS
USD
33419.10000000
0.000204457022
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAZ2
13400000.00000000
PA
USD
13311484.96000000
0.081439254037
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.36200000
N
N
N
N
N
N
Jamf Holding Corp
254900IHLXZU4Z5ANA12
Jamf Holding Corp
47074L105
105.00000000
NS
USD
3655.05000000
0.000022361483
Long
EC
CORP
US
N
1
N
N
N
LPP SA
259400NUS7MKGPJL4752
LPP SA
000000000
137.00000000
NS
373005.36000000
0.002282035277
Long
EC
CORP
PL
N
2
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
5905133.78000000
PA
USD
5820836.81000000
0.035611699904
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
2765.00000000
NS
USD
104046.95000000
0.000636556027
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAE6
10900000.00000000
PA
USD
10645903.56000000
0.065131309323
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.63200000
N
N
N
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
15558.00000000
NS
USD
671016.54000000
0.004105258476
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-199588.35000000
-0.00122107536
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-14426951.46000000
BRL
2826874.00000000
USD
2022-04-04
-199588.35000000
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
14000.00000000
NS
USD
1527820.00000000
0.009347155593
Long
EC
CORP
US
N
1
N
N
N
CHINA JINMAO
3003000CW9WBO3PJ7R66
China Jinmao Holdings Group Ltd
000000000
42000.00000000
NS
12424.90000000
0.000076015154
Long
EC
CORP
HK
N
2
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAA6
3200000.00000000
PA
USD
3171216.96000000
0.019401407460
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
1.69900000
N
N
N
N
N
N
Multiplan Corp
N/A
Multiplan Corp
62548M100
151400.00000000
NS
USD
708552.00000000
0.004334899261
Long
EC
CORP
US
N
1
N
N
GUOTAI JUNAN SECURITIES CO LTD
300300E1005431000017
GUOTAI JUNAN SECURITIES CO LTD
000000000
34800.00000000
NS
85602.03000000
0.000523710576
Long
EC
CORP
CN
N
2
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
1735000.00000000
PA
USD
1591675.74000000
0.009737823039
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
120856.00000000
NS
7638971.88000000
0.046734994134
Long
EC
CORP
GB
N
2
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
919.00000000
NS
USD
217894.90000000
0.001333074271
Long
EC
CORP
US
N
1
N
N
N
Mountain View CLO Ltd
N/A
Mountain View CLO 2013-1 Ltd
62431UBC5
5500000.00000000
PA
USD
5461719.45000000
0.033414630982
Long
ABS-CBDO
CORP
KY
N
2
2030-10-12
Floating
1.23829000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
4930000.00000000
PA
4957400.87000000
0.030329225479
Long
DBT
CORP
IT
N
2
2029-04-30
Fixed
2.12500000
N
N
N
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
2065.00000000
NS
USD
94659.60000000
0.000579124510
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
2010.00000000
NS
USD
35215.20000000
0.000215445506
Long
EC
CORP
US
N
1
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
105100.00000000
NS
927237.89000000
0.005672812785
Long
EC
CORP
JP
N
2
N
N
N
NMC Health PLC
2138008YQEVWBE1V2M52
NMC Health PLC
000000000
21382.00000000
NS
2.81000000
0.000000017191
Long
EC
CORP
AE
N
3
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
6200.00000000
NS
USD
503316.00000000
0.003079271749
Long
EC
CORP
US
N
1
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/COP FORWARD
000000000
1.00000000
NC
USD
14631.69000000
0.000089516227
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2352280.08000000
USD
9027815705.00000000
COP
2022-06-15
14631.69000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
99641.00000000
NS
USD
37324522.19000000
0.228350274488
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
4796.00000000
NS
USD
1432469.28000000
0.008763802832
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
3080000.00000000
PA
USD
3679524.52000000
0.022511217420
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MEU3
2200000.00000000
PA
USD
2722796.41000000
0.016657984379
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
6.25000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
18959.00000000
NS
USD
1281817.99000000
0.007842122890
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-203.00000000
NC
USD
845829.95000000
0.005174761521
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-28345986.20000000
USD
845829.95000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1360000.00000000
PA
1282460.37000000
0.007846052951
Long
DBT
NUSS
IT
N
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
Morningstar Inc
529900YGNQPOVAXQ7F29
Morningstar Inc
617700109
29.00000000
NS
USD
7921.93000000
0.000048466123
Long
EC
CORP
US
N
1
N
N
N
Metcash Ltd
25490065W4SN3LZMX216
Metcash Ltd
000000000
86828.00000000
NS
293489.04000000
0.001795556886
Long
EC
CORP
AU
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
2820000.00000000
PA
USD
2592983.77000000
0.015863794655
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
CONTEMPORARY AMPEREX TECHNOLOGY CO LTD
300300KINDY1K0E9I032
CONTEMPORARY AMPEREX TECHNOLOGY CO LTD
000000000
95254.00000000
NS
7608763.83000000
0.046550182216
Long
EC
CORP
CN
N
2
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271100
11600.00000000
NS
USD
192792.00000000
0.001179495504
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
890000.00000000
PA
USD
950114.52000000
0.005812771301
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
8900.00000000
NS
USD
1230514.00000000
0.007528246663
Long
EC
CORP
IL
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
1600.00000000
NS
USD
131072.00000000
0.000801894449
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/GBP FORWARD
000000000
1.00000000
NC
USD
1311.10000000
0.000008021269
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-108591.00000000
GBP
143956.45000000
USD
2022-04-04
1311.10000000
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-3 Ltd
07877KAC4
493352.18000000
PA
USD
495055.18000000
0.003028732308
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
3.30657000
N
N
N
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
3135.00000000
NS
USD
68343.00000000
0.000418120364
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
5125.00000000
NS
USD
321645.00000000
0.001967814180
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
377210.00000000
NS
USD
83876415.60000000
0.513153321235
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
1522.00000000
NS
USD
208300.92000000
0.001274378597
Long
EC
CORP
US
N
1
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
000000000
439404.00000000
NS
24745.79000000
0.000151393979
Long
EC
CORP
CL
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
115662.00000000
NS
USD
52697920.44000000
0.322404250379
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-55442.29000000
-0.00033919421
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2036-11-12
0.00000000
USD
0.00000000
USD
1616000.00000000
EUR
-55442.29000000
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
6900.00000000
NS
USD
555450.00000000
0.003398225952
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-210175.10000000
-0.00128584477
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-05-11
20620.74000000
USD
0.00000000
USD
-2250000.00000000
EUR
-230795.84000000
N
N
N
AssetMark Financial Holdings I
5493001K4EDHT2T6W812
AssetMark Financial Holdings Inc
04546L106
16951.00000000
NS
USD
377159.75000000
0.002307451706
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp
549300JMA41B3ZHOVE45
Ryerson Holding Corp
783754104
6800.00000000
NS
USD
238136.00000000
0.001456908696
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
20337.00000000
NS
USD
4618125.96000000
0.028253552054
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
91350.00000000
NS
USD
10613043.00000000
0.064930269431
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
3500.00000000
NS
USD
725760.00000000
0.004440177274
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
79080.00000000
NS
USD
4818344.40000000
0.029478482288
Long
EC
CORP
US
N
1
N
N
N
Fastly Inc
549300E2FZC83FJ3H565
Fastly Inc
31188V100
1360.00000000
NS
USD
23636.80000000
0.000144609212
Long
EC
CORP
US
N
1
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
2559000.00000000
NS
1913675.17000000
0.011707805611
Long
EC
CORP
CN
N
2
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
1145.00000000
NS
USD
79440.10000000
0.000486012079
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
58195.00000000
NS
USD
5232894.40000000
0.032014686391
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
347527.00000000
NS
3638325.97000000
0.022259165963
Long
EC
CORP
NL
N
2
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
201200.00000000
NS
USD
11667588.00000000
0.071381943186
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
28130.00000000
NS
USD
3140433.20000000
0.019213073367
Long
EC
CORP
US
N
1
N
N
Banca IFIS SpA
8156005420362AE59184
Banca IFIS SpA
000000000
10810.00000000
NS
221300.35000000
0.001353908709
Long
EC
CORP
IT
N
2
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
12100.00000000
NS
USD
1995774.00000000
0.012210083719
Long
EC
CORP
US
N
1
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
450.00000000
NS
USD
50607.00000000
0.000309612063
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
530.00000000
NS
USD
48754.70000000
0.000298279749
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
128024.00000000
NS
405947.92000000
0.002483576842
Long
EC
CORP
NZ
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2019-SL1
36257EAA1
2536573.03000000
PA
USD
2539019.30000000
0.015533641693
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
2.62500000
N
N
N
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
14700.00000000
NS
219812.14000000
0.001344803886
Long
EC
CORP
JP
N
2
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
25500.00000000
NS
481598.23000000
0.002946403103
Long
EC
CORP
JP
N
2
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
1065.00000000
NS
USD
66157.80000000
0.000404751377
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
1205000.00000000
PA
USD
1066445.05000000
0.006524477892
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
15600.00000000
NS
USD
1534416.00000000
0.009387509718
Long
EC
CORP
US
N
1
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-13212.37000000
-0.00008083287
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1886000.00000000
USD
41418446.00000000
CZK
2022-04-19
-13212.37000000
N
N
N
Maravai LifeSciences Holdings
N/A
Maravai LifeSciences Holdings Inc
56600D107
188200.00000000
NS
USD
6637814.00000000
0.040609941131
Long
EC
CORP
US
N
1
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries Inc
04247X102
104126.00000000
NS
USD
9372381.26000000
0.057339939207
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3854.91000000
0.000023584220
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-12-22
0.00000000
USD
0.00000000
USD
21400000.00000000
CNY
3854.91000000
N
N
N
Lemonade Inc
5493009BKR06OXXU6853
Lemonade Inc
52567D107
825.00000000
NS
USD
21755.25000000
0.000133097947
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
127865.00000000
NS
USD
80514033.20000000
0.492582369515
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
21000000.00000000
PA
USD
20540625.00000000
0.125666909626
Long
ABS-MBS
USGSE
US
N
2
2051-04-15
Fixed
3.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
855000.00000000
PA
USD
803083.85000000
0.004913242201
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
Kura Sushi USA Inc
N/A
Kura Sushi USA Inc
501270102
10400.00000000
NS
USD
573560.00000000
0.003509022373
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
3950.00000000
NS
USD
226611.50000000
0.001386402161
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
3100.00000000
NS
USD
1490604.00000000
0.009119469254
Long
EC
CORP
US
N
1
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
53873.00000000
NS
1720656.10000000
0.010526920900
Long
EC
CORP
GB
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBD1
2955272.76000000
PA
USD
2933586.08000000
0.017947589072
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.35900000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSSELL 2000 INDEX
000000000
126.00000000
NC
USD
580875.04000000
0.003553775562
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2022-06-17
12437444.96000000
USD
580875.04000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
800000.00000000
PA
USD
821245.43000000
0.005024354187
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
50.00000000
NS
USD
8614.50000000
0.000052703245
Long
EC
CORP
US
N
1
N
N
N
African Rainbow Minerals Ltd
529900L3TPSCK8ZVZ589
African Rainbow Minerals Ltd
000000000
3510.00000000
NS
68891.51000000
0.000421476131
Long
EC
CORP
ZA
N
2
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
32663.00000000
NS
USD
5740522.25000000
0.035120337906
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
146894.00000000
NS
USD
8898838.52000000
0.054442819343
Long
EC
CORP
US
N
1
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
1620000.00000000
PA
USD
1685491.46000000
0.010311784718
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
1321804.13000000
0.008086756861
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-02-18
0.00000000
USD
0.00000000
USD
-100000000.00000000
USD
1321804.13000000
N
N
N
Unimicron Technology Corp
N/A
Unimicron Technology Corp
000000000
8000.00000000
NS
68899.53000000
0.000421525197
Long
EC
CORP
TW
N
2
N
N
N
Arata Corp
N/A
Arata Corp
000000000
14400.00000000
NS
428651.76000000
0.002622478234
Long
EC
CORP
JP
N
2
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
160.00000000
NS
USD
23286.40000000
0.000142465476
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
2500000.00000000
PA
USD
2249349.90000000
0.013761453247
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1300000.00000000
PA
USD
1367780.69000000
0.008368040035
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
Telkom Indonesia Persero Tbk P
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
1504600.00000000
NS
478386.27000000
0.002926752431
Long
EC
CORP
ID
N
2
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
8500.00000000
NS
26852.27000000
0.000164281358
Long
EC
CORP
HK
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-455.00000000
NC
1883713.48000000
0.011524500917
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-81744583.92000000
USD
1883713.48000000
N
N
N
Konecranes Oyj
549300EF0CDEQZBMA096
Konecranes Oyj
000000000
5120.00000000
NS
157484.07000000
0.000963482678
Long
EC
CORP
FI
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
19500.00000000
NS
456813.17000000
0.002794768871
Long
EC
CORP
JP
N
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
3038.00000000
NS
314691.73000000
0.001925274289
Long
EC
CORP
GB
N
2
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
000000000
26843.00000000
NS
944257.34000000
0.005776937255
Long
EC
CORP
FR
N
2
N
N
N
KANSAS CITY SOUTHERN MEX
549300OVVTPXO1ANRH86
Kansas City Southern de Mexico SA de CV
485161AS2
1785000.00000000
PA
USD
1771311.85000000
0.010836831214
Long
DBT
CORP
MX
N
2
2023-05-15
Fixed
3.00000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAC8
1890000.00000000
PA
USD
1796242.01000000
0.010989353164
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
3.54900000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
910000.00000000
PA
USD
1206742.03000000
0.007382810485
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
1100.00000000
NS
USD
83490.00000000
0.000510789242
Long
EC
CORP
PE
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
2600000.00000000
PA
USD
2357376.16000000
0.014422354570
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
665.00000000
NS
USD
54157.60000000
0.000331334524
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
528303.00000000
NS
16957056.94000000
0.103742750866
Long
EC
CORP
NL
N
2
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
2500000.00000000
PA
USD
2549340.78000000
0.015596788189
Long
DBT
CORP
N/A
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
CPIC
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
19600.00000000
NS
47321.07000000
0.000289508845
Long
EC
CORP
CN
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
23874.00000000
NS
USD
4387324.98000000
0.026841518783
Long
EC
CORP
US
N
1
N
N
N
Orion Office REIT Inc
N/A
Orion Office REIT Inc
68629Y103
748.00000000
NS
USD
10472.00000000
0.000064067372
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-63775.81000000
-0.00039017843
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-7293726446.00000000
KRW
5936229.49000000
USD
2022-06-15
-63775.81000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
1162071.00000000
NS
13504014.74000000
0.082617145287
Long
EC
CORP
DE
N
2
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
39844.00000000
NS
955299.38000000
0.005844492115
Long
EC
CORP
FI
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AASV8
361989.14000000
PA
USD
39666.52000000
0.000242678544
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Fixed
3.50000000
N
N
N
N
N
N
CAB
9695008EGX5O9K1MS743
CAB SELAS
000000000
5250000.00000000
PA
5524681.64000000
0.033799831717
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
3764.00000000
NS
60766.50000000
0.000371767571
Long
EC
CORP
ZA
N
2
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-V Ltd
12565EAA9
9000000.00000000
PA
USD
8902863.00000000
0.054467440987
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.38129000
N
N
N
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
444200.00000000
NS
8725695.31000000
0.053383534529
Long
EC
CORP
JP
N
2
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
1451.00000000
NS
USD
258568.20000000
0.001581912265
Long
EC
CORP
US
N
1
N
N
N
G-BITS NETWORK TECHNOLOGY XIAM
N/A
G-BITS NETWORK TECHNOLOGY XIAMEN CO LTD
000000000
1600.00000000
NS
90330.95000000
0.000552641963
Long
EC
CORP
CN
N
2
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
7518000.00000000
PA
USD
7597322.49000000
0.046480184451
Long
DBT
CORP
US
N
2
2023-04-01
Variable
4.35000000
N
N
N
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U101
36000.00000000
NS
USD
542160.00000000
0.003316918142
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-508.22000000
-0.00000310927
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1009584360.00000000
CLP
1266000.00000000
USD
2022-06-15
-508.22000000
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
50.00000000
NS
USD
5814.50000000
0.000035572931
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KPN3
790000.00000000
PA
USD
710048.13000000
0.004344052538
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
3.84900000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
1345.00000000
NS
USD
118185.15000000
0.000723053099
Long
EC
CORP
US
N
1
N
N
N
Adecoagro SA
529900Q00UR5LFELO811
Adecoagro SA
000000000
33975.00000000
NS
USD
410418.00000000
0.002510924653
Long
EC
CORP
AR
N
1
N
N
N
Revolving Single Family Home N
N/A
ZH Trust 2021-1
98879EAA9
830000.00000000
PA
USD
817093.83000000
0.004998954826
Long
ABS-MBS
CORP
US
N
2
2027-02-18
Fixed
2.25250000
N
N
N
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
25800.00000000
NS
1589884.60000000
0.009726864900
Long
EC
CORP
JP
N
2
N
N
N
Chuy's Holdings Inc
N/A
Chuy's Holdings Inc
171604101
14800.00000000
NS
USD
399600.00000000
0.002444740463
Long
EC
CORP
US
N
1
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688C107
11100.00000000
NS
USD
711177.00000000
0.004350958930
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
7635.00000000
NS
USD
517042.20000000
0.003163248217
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1790.00000000
NS
USD
1367864.30000000
0.008368551559
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-40663.20000000
-0.00024877620
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-13868693.00000000
SGD
10191910.37000000
USD
2022-06-15
-40663.20000000
N
N
N
Man Group PLC/Jersey
2549003YWC1DW6LALB09
Man Group PLC/Jersey
000000000
1126536.00000000
NS
3451610.80000000
0.021116848317
Long
EC
CORP
GB
N
2
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
3188.00000000
NS
USD
418680.04000000
0.002561471559
Long
EC
CORP
US
N
1
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse Inc
537008104
4086.00000000
NS
USD
1019089.26000000
0.006234756631
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
276800.00000000
NS
USD
4974096.00000000
0.030431365769
Long
EC
CORP
US
N
1
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
12900.00000000
NS
USD
351138.00000000
0.002148251443
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp
N/A
Verra Mobility Corp
92511U102
75500.00000000
NS
USD
1229140.00000000
0.007519840574
Long
EC
CORP
US
N
1
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
4045.00000000
NS
USD
187526.20000000
0.001147279502
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
2000000.00000000
PA
1925742.30000000
0.011781631940
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
520628.48000000
PA
USD
506721.92000000
0.003100109063
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
210.00000000
NS
USD
24609.90000000
0.000150562608
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SGD
000000000
1.00000000
NC
-165458.16000000
-0.00101226791
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-07-29
13939.59000000
USD
0.00000000
USD
2135000.00000000
SGD
-179397.75000000
N
N
N
BayCurrent Consulting Inc
N/A
BayCurrent Consulting Inc
000000000
1300.00000000
NS
474893.22000000
0.002905382059
Long
EC
CORP
JP
N
2
N
N
N
Reynolds Consumer Products Inc
N/A
Reynolds Consumer Products Inc
76171L106
675.00000000
NS
USD
19804.50000000
0.000121163319
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
810.00000000
NS
USD
53281.80000000
0.000325976407
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
18878.00000000
NS
USD
2834720.48000000
0.017342732384
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
12983.00000000
NS
USD
2812507.29000000
0.017206832773
Long
EC
CORP
US
N
1
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
800000.00000000
PA
USD
770853.30000000
0.004716056691
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
NH Investment & Securities Co
549300LQ6NXDW1B8NT42
NH Investment & Securities Co Ltd
000000000
196947.00000000
NS
1843677.91000000
0.011279564535
Long
EC
CORP
KR
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
740500.00000000
NS
12650375.95000000
0.077394609523
Long
EC
CORP
JP
N
2
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
520.00000000
NS
36761.55000000
0.000224906028
Long
EP
CORP
KR
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-12597.79000000
-0.00007707289
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-913545386.00000000
CLP
1133431.00000000
USD
2022-06-15
-12597.79000000
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
5045000.00000000
PA
USD
4821897.99000000
0.029500223042
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
79371.00000000
NS
USD
14562991.08000000
0.089095929843
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
6750.00000000
NS
USD
62370.00000000
0.000381577734
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
298468.00000000
NS
6307972.84000000
0.038591983097
Long
EC
CORP
GB
N
2
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
89500.00000000
NS
USD
4667425.00000000
0.028555162058
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
17644.00000000
NS
USD
2796574.00000000
0.017109353397
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
1710.00000000
NS
USD
224129.70000000
0.001371218585
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493007222WHFWMBOC78
Freddie Mac STACR Trust 2019-DNA1
35563KAH3
48244.92000000
PA
USD
48487.02000000
0.000296642091
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Floating
3.10657000
N
N
N
N
N
N
Kalbe Farma Tbk PT
529900PRQI8S32HOE387
Kalbe Farma Tbk PT
000000000
345000.00000000
NS
38662.46000000
0.000236535736
Long
EC
CORP
ID
N
2
N
N
N
Hexatronic Group AB
2138001VSY1B4U9JLM82
Hexatronic Group AB
000000000
17691.00000000
NS
702567.13000000
0.004298284011
Long
EC
CORP
SE
N
2
N
N
N
Emaar Properties PJSC
254900YWYEXYXK1BMP81
Emaar Properties PJSC
000000000
694338.00000000
NS
1130549.29000000
0.006916665654
Long
EC
CORP
AE
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-3574.00000000
NC
USD
9349275.83000000
0.057198580900
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-30
-766758060.65000000
USD
9349275.83000000
N
N
N
Charter Hall Group
N/A
Charter Hall Group
000000000
507083.00000000
NS
6181690.14000000
0.037819389437
Long
EC
CORP
AU
N
2
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
4225000.00000000
PA
4838495.70000000
0.029601767320
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.32500000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
107200.00000000
NS
16051577.07000000
0.098203052975
Long
EC
CORP
JP
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
17392.00000000
NS
1304939.71000000
0.007983580860
Long
EC
CORP
FR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
59389.00000000
NS
USD
7813216.84000000
0.047801019420
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
17668.00000000
NS
USD
2524227.16000000
0.015443143837
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
28060.00000000
NS
USD
1917620.40000000
0.011731942407
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
145365.00000000
NS
USD
13120644.90000000
0.080271700442
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
2805000.00000000
PA
USD
2555080.08000000
0.015631901049
Long
DBT
CORP
FR
Y
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-34380.38000000
-0.00021033810
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1804210.88000000
USD
39141453.00000000
CZK
2022-04-19
-34380.38000000
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
2719.00000000
NS
766096.14000000
0.004686952533
Long
EC
CORP
CH
N
2
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
29400.00000000
NS
1208436.25000000
0.007393175671
Long
EC
CORP
JP
N
2
N
N
N
Radnor Re LTD
549300ED4YNDE7SVU538
Radnor Re 2018-1 Ltd
750496AA9
209213.42000000
PA
USD
209264.15000000
0.001280271609
Long
ABS-MBS
CORP
BM
N
2
2028-03-25
Floating
1.85657000
N
N
N
N
N
N
Hokuetsu Corp
549300CBTMD053ZJ7C79
Hokuetsu Corp
000000000
94300.00000000
NS
535534.66000000
0.003276384517
Long
EC
CORP
JP
N
2
N
N
N
Aris Water Solution Inc
N/A
Aris Water Solution Inc
04041L106
11200.00000000
NS
USD
203840.00000000
0.001247086827
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
144598.00000000
NS
USD
47731799.80000000
0.292021677616
Long
EC
CORP
US
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
000000000
18515.00000000
NS
7036631.17000000
0.043049892265
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ2-A
000000000
1.00000000
NC
USD
11314.00000000
0.000069218702
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-04-14
0.00000000
USD
-1227.14000000
USD
13139801.00000000
USD
12541.14000000
N
N
N
WPG Holdings Ltd
N/A
WPG Holdings Ltd
000000000
597000.00000000
NS
1165783.61000000
0.007132228136
Long
EC
CORP
TW
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
330628.00000000
NS
USD
73323371.56000000
0.448590123589
Long
EC
CORP
US
N
1
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
000000000
57863.00000000
NS
1173919.08000000
0.007182000690
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-4538.67000000
-0.00002776744
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-748000.00000000
USD
3572448.00000000
BRL
2022-05-03
-4538.67000000
N
N
N
Franklin Street Properties Cor
549300STLK2T6QY5WO82
Franklin Street Properties Corp
35471R106
117354.00000000
NS
USD
692388.60000000
0.004236012079
Long
EC
CORP
US
N
1
N
N
N
Standex International Corp
RCX52GR0JW2LRRMH9Z54
Standex International Corp
854231107
15300.00000000
NS
USD
1528776.00000000
0.009353004372
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
122782.00000000
NS
USD
13494969.62000000
0.082561807522
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
33055.00000000
NS
USD
2458630.90000000
0.015041827944
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
121812.26000000
0.000745243646
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GAZPROM (GAZ CAPITAL SA)
Gazprom PJSC Via Gaz Capital SA
Y
Default Event
2023-06-20
118470.20000000
USD
0.00000000
USD
-268000.00000000
USD
3342.06000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAN7
5200000.00000000
PA
USD
5160926.16000000
0.031574386920
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
2750000.00000000
PA
USD
2486469.46000000
0.015212143394
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
ASCENT RESOURCES UTICA
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC
000000000
354000.00000000
PA
USD
378337.50000000
0.002314657145
Long
LON
CORP
US
N
2
2025-11-01
Floating
10.00000000
N
N
N
N
N
N
Anglo American Platinum Ltd
529900RORCZ0E5S5FX81
Anglo American Platinum Ltd
000000000
400.00000000
NS
55065.94000000
0.000336891720
Long
EC
CORP
ZA
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
12970000.00000000
PA
USD
12315333.41000000
0.075344829607
Long
DBT
CORP
US
N
2
N/A
Fixed
4.30000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
20898.00000000
NS
USD
2503371.42000000
0.015315549064
Long
EC
CORP
SG
N
1
N
N
N
APA Corp
N/A
APA Corp
03743Q108
319635.00000000
NS
USD
13210514.55000000
0.080821520186
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
4745.00000000
NS
USD
22586.20000000
0.000138181674
Long
EC
CORP
US
N
1
N
N
N
Far EasTone Telecommunications
529900L7W7BWDLVZL253
Far EasTone Telecommunications Co Ltd
000000000
12000.00000000
NS
30721.49000000
0.000187953127
Long
EC
CORP
TW
N
2
N
N
N
G8 Education Ltd
5299008FNTQ0LDQ3UZ44
G8 Education Ltd
000000000
612316.00000000
NS
522762.30000000
0.003198243612
Long
EC
CORP
AU
N
2
N
N
N
Summerset Group Holdings Ltd
N/A
Summerset Group Holdings Ltd
000000000
190249.00000000
NS
1545988.19000000
0.009458308019
Long
EC
CORP
NZ
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-216.22000000
-0.00000132282
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-51044.00000000
CHF
55095.65000000
USD
2022-05-06
-216.22000000
N
N
N
First Bancorp/Southern Pines N
N/A
First Bancorp/Southern Pines NC
318910106
11609.00000000
NS
USD
484907.93000000
0.002966651745
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
28800.00000000
NS
USD
4126176.00000000
0.025243817386
Long
EC
CORP
US
N
1
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
4137.45000000
0.000025312791
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2957000.00000000
USD
2675257.89000000
EUR
2022-04-19
4137.45000000
N
N
N
WillScot Mobile Mini Holdings
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
27768.00000000
NS
USD
1086561.84000000
0.006647551793
Long
EC
CORP
US
N
1
N
N
N
Organogenesis Holdings Inc
549300RLC2O821TU6941
Organogenesis Holdings Inc
68621F102
174900.00000000
NS
USD
1332738.00000000
0.008153649940
Long
EC
CORP
US
N
1
N
N
LG Energy Solution
N/A
LG Energy Solution
000000000
2942.00000000
NS
1065532.38000000
0.006518894206
Long
EC
CORP
KR
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
423500.00000000
NS
3077703.44000000
0.018829294632
Long
EC
CORP
BR
N
1
N
N
N
Fnac Darty SA
96950091FL62XSLPHO35
Fnac Darty SA
000000000
20650.00000000
NS
1056899.74000000
0.006466079981
Long
EC
CORP
FR
N
2
N
N
N
ARCH CAPITAL FINANCE LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAB9
950000.00000000
PA
USD
1036657.39000000
0.006342237908
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
5.03100000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
28600.00000000
NS
1334505.41000000
0.008164462899
Long
EC
CORP
CN
N
2
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
4987.00000000
NS
57337.86000000
0.000350791257
Long
EC
CORP
CO
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-89706.83000000
-0.00054882361
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-117075266.30000000
CZK
5204000.00000000
USD
2022-04-19
-89706.83000000
N
N
N
iRadimed Corp
549300YVHWP0YJ1YW816
iRadimed Corp
46266A109
9900.00000000
NS
USD
443916.00000000
0.002715864383
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings Inc
42704L104
9800.00000000
NS
USD
1637482.00000000
0.010018064324
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS CALPHINE CORP
000000000
1.00000000
NC
USD
42693.06000000
0.000261194823
N/A
DCR
CORP
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CALPINE CORP
Calpine Corp
Y
Default Event
2022-06-20
36871.19000000
USD
0.00000000
USD
4000000.00000000
USD
5821.87000000
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-EBO3
55345F104
6280000.01000000
PA
USD
6265932.18000000
0.038334779637
Long
ABS-MBS
CORP
US
N
2
2023-03-31
Floating
1.98057000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158N102
177600.00000000
NS
USD
2827392.00000000
0.017297896969
Long
EC
CORP
US
N
1
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
21313.00000000
NS
641155.99000000
0.003922572553
Long
EC
CORP
IE
N
2
N
N
N
Great Lakes Dredge & Dock Corp
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607109
80286.00000000
NS
USD
1126412.58000000
0.006891357390
Long
EC
CORP
US
N
1
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
54500.00000000
NS
676051.59000000
0.004136062756
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-821133.94000000
-0.00502367209
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-85707274.46000000
EUR
94101364.72000000
USD
2022-05-06
-821133.94000000
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
2950000.00000000
PA
USD
2632946.95000000
0.016108288156
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
CHINA OVERSEAS
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
253500.00000000
NS
753635.50000000
0.004610718723
Long
EC
CORP
HK
N
2
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
145000.00000000
PA
USD
151134.31000000
0.000924635042
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAB5
1900000.00000000
PA
USD
1842778.65000000
0.011274062891
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Floating
3.79900000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAB2
9999999.97000000
PA
USD
9944938.97000000
0.060842829601
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.47000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
1983956.05000000
0.012137781865
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2025-12-20
2235520.55000000
USD
0.00000000
USD
-3500000.00000000
USD
-251564.50000000
N
N
N
BellRing Brands Inc
549300S3BOK5CMTS8054
BellRing Brands Inc
07831C103
13800.00000000
NS
USD
318504.00000000
0.001948597639
Long
EC
CORP
US
N
1
N
N
Kelly Services Inc
N/A
Kelly Services Inc
488152208
17800.00000000
NS
USD
386082.00000000
0.002362037757
Long
EC
CORP
US
N
1
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
101700.00000000
NS
3025763.79000000
0.018511529456
Long
EC
CORP
JP
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
480000.00000000
PA
USD
405539.12000000
0.002481075816
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
1100000.00000000
PA
1153187.97000000
0.007055168399
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
0.40600000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
746.00000000
NS
USD
93182.86000000
0.000570089860
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
338490.00000000
NS
USD
13333121.10000000
0.081571623274
Long
EC
CORP
US
N
1
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
1700000.00000000
PA
1865095.12000000
0.011410594365
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Generic Strip
88059E5L4
461000.00000000
PA
USD
326524.03000000
0.001997663935
Long
DBT
USGA
US
N
2
2033-03-15
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-157365.20000000
-0.00096275543
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
0.00000000
USD
94000000.00000000
THB
-157365.20000000
N
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
Wacker Chemie AG
000000000
19492.00000000
NS
3317773.36000000
0.020298034991
Long
EC
CORP
DE
N
2
N
N
N
Food & Life Cos Ltd
529900CWF7GCVZKS5M87
Food & Life Cos Ltd
000000000
9900.00000000
NS
275369.92000000
0.001684704669
Long
EC
CORP
JP
N
2
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
2370.00000000
NS
USD
152959.80000000
0.000935803334
Long
EC
CORP
US
N
1
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
255349.52000000
PA
USD
255712.01000000
0.001564438182
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98300000
N
N
N
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
43331.00000000
NS
891280.02000000
0.005452823647
Long
EC
CORP
ES
N
2
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
8540000.00000000
PA
USD
8040420.33000000
0.049191043357
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
1040000.00000000
PA
USD
1085540.94000000
0.006641305958
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
LIBERTY MUTUAL FIN EU
254900GTNATA5DHR0920
Liberty Mutual Finance Europe DAC
000000000
2200000.00000000
PA
2472391.43000000
0.015126014441
Long
DBT
CORP
IE
N
2
2024-03-27
Fixed
1.75000000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
423369.00000000
NS
20812223.32000000
0.127328539763
Long
EC
CORP
FR
N
2
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
6100.00000000
NS
USD
215574.00000000
0.001318875076
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
94580.00000000
NS
USD
7277931.00000000
0.044526157176
Long
EC
CORP
US
N
1
N
N
N
PSBC
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
55000.00000000
NS
44331.05000000
0.000271215995
Long
EC
CORP
CN
N
2
N
N
N
Macnica Fuji Electronics Holdi
N/A
Macnica Fuji Electronics Holdings Inc
000000000
59500.00000000
NS
1277616.49000000
0.007816418243
Long
EC
CORP
JP
N
2
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group Inc
624580106
6600.00000000
NS
USD
257730.00000000
0.001576784183
Long
EC
CORP
US
N
1
N
N
N
TuSimple Holdings Inc
N/A
TuSimple Holdings Inc
90089L108
1535.00000000
NS
USD
18727.00000000
0.000114571207
Long
EC
CORP
US
N
1
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA
000000000
10925.00000000
NS
USD
913767.00000000
0.005590398296
Long
EC
CORP
PA
N
1
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-27700000.00000000
OU
Other
USD
-31779.26000000
-0.00019442453
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27700000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
20850.74000000
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
42600.00000000
NS
914968.01000000
0.005597746038
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Corp.
N/A
GSMSC Resecuritization Trust 2015-3R
36250FAR8
1449188.79000000
PA
USD
1421751.15000000
0.008698229643
Long
ABS-MBS
CORP
US
N
2
2036-10-26
Floating
0.59657000
N
N
N
N
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
1400.00000000
NS
USD
201306.00000000
0.001231583893
Long
EC
CORP
US
N
1
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
101262.00000000
NS
95086.14000000
0.000581734069
Long
EC
CORP
ZA
N
2
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
185366.00000000
NS
USD
6671322.34000000
0.040814944121
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
145.00000000
NS
USD
59016.45000000
0.000361060819
Long
EC
CORP
US
N
1
N
N
N
Cyfrowy Polsat SA
259400EM1ITR201TTX36
Cyfrowy Polsat SA
000000000
147836.00000000
NS
977676.95000000
0.005981397397
Long
EC
CORP
PL
N
2
N
N
N
Kaken Pharmaceutical Co Ltd
N/A
Kaken Pharmaceutical Co Ltd
000000000
45400.00000000
NS
1443904.14000000
0.008833760952
Long
EC
CORP
JP
N
2
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-96192.77000000
-0.00058850439
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-1822121.16000000
USD
210038821.00000000
JPY
2022-04-19
-96192.77000000
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
3500000.00000000
PA
USD
3584447.55000000
0.021929539453
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
18300.00000000
NS
USD
1532259.00000000
0.009374313258
Long
EC
CORP
US
N
1
N
N
N
Select Medical Holdings Corp
N/A
Select Medical Holdings Corp
81619Q105
110400.00000000
NS
USD
2648496.00000000
0.016203416764
Long
EC
CORP
US
N
1
N
N
N
RCI Hospitality Holdings Inc
529900COXP1MLE1UKG69
RCI Hospitality Holdings Inc
74934Q108
14200.00000000
NS
USD
872732.00000000
0.005339347433
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
400000.00000000
PA
454911.54000000
0.002783134757
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.87500000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
234990.00000000
NS
USD
18303371.10000000
0.111979459334
Long
EC
CORP
US
N
1
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
735000.00000000
PA
USD
788901.39000000
0.004826474349
Long
DBT
CORP
AU
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-2987025.73000000
-0.01827453120
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-02-19
0.00000000
USD
0.00000000
USD
64600000000.00000000
COP
-2987025.73000000
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
86775.00000000
NS
USD
3884916.75000000
0.023767800742
Long
EC
CORP
US
N
1
N
N
N
agilon health Inc
N/A
agilon health Inc
00857U107
60.00000000
NS
USD
1521.00000000
0.000009305431
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
11003000.00000000
PA
USD
9728485.76000000
0.059518575545
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
168390.00000000
NS
USD
10569840.30000000
0.064665956646
Long
EC
CORP
US
N
1
N
N
N
Komercni Banka AS
IYKCAVNFR8QGF00HV840
Komercni Banka AS
000000000
594.00000000
NS
22948.34000000
0.000140397235
Long
EC
CORP
CZ
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
6260.00000000
NS
USD
624560.20000000
0.003821040022
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
9612.00000000
NS
381458.04000000
0.002333748512
Long
EC
CORP
FR
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
1050.00000000
NS
USD
123522.00000000
0.000755703782
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGA6
465000.00000000
PA
342050.71000000
0.002092655684
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
4.05000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CLP FORWARD
000000000
1.00000000
NC
USD
37597.71000000
0.000230021629
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1526000.00000000
USD
1246406280.00000000
CLP
2022-06-15
37597.71000000
N
N
N
Dunelm Group PLC
213800WCOWEI3T5DUV19
Dunelm Group PLC
000000000
128671.00000000
NS
1862182.48000000
0.011392774923
Long
EC
CORP
GB
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
281201.00000000
NS
16869302.25000000
0.103205870382
Long
EC
CORP
NL
N
2
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
1355000.00000000
PA
USD
1370796.22000000
0.008386488955
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
2855.00000000
NS
USD
185061.10000000
0.001132198096
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CHF/USD FORWARD
000000000
1.00000000
NC
USD
214.03000000
0.000001309428
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-55032.27000000
USD
51044.00000000
CHF
2022-04-04
214.03000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-307860.29000000
-0.00188347975
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-02-19
0.00000000
USD
-9457.64000000
USD
685500000.00000000
JPY
-298402.65000000
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
64900.00000000
NS
USD
1453760.00000000
0.008894058800
Long
EC
CORP
US
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
20832.00000000
NS
USD
2.08000000
0.000000012725
Long
EC
CORP
RU
N
3
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
170.00000000
NS
USD
20349.00000000
0.000124494553
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
127300.00000000
NS
USD
11580481.00000000
0.070849025249
Long
EC
CORP
US
N
1
N
N
N
KWEICHOW MOUTAI CO LTD
N/A
KWEICHOW MOUTAI CO LTD
000000000
300.00000000
NS
80647.96000000
0.000493401729
Long
EC
CORP
CN
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
367505.00000000
NS
8003690.71000000
0.048966332676
Long
EC
CORP
ES
N
2
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
15517.00000000
NS
USD
1033277.03000000
0.006321556970
Long
EC
CORP
US
N
1
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
156569.00000000
NS
USD
16323883.94000000
0.099869017999
Long
EC
CORP
TW
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
12765.00000000
NS
USD
143861.55000000
0.000880140521
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
1355.00000000
NS
USD
113467.70000000
0.000694191885
Long
EC
CORP
US
N
1
N
N
N
Meritz Securities Co Ltd
988400WORE06JMSEKC47
Meritz Securities Co Ltd
000000000
409218.00000000
NS
2199113.78000000
0.013454110215
Long
EC
CORP
KR
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
52963.00000000
NS
USD
26016484.86000000
0.159168051201
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
16521.59000000
0.000101078577
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-423000.00000000
EUR
161394719.00000000
HUF
2022-04-19
16521.59000000
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
98514.00000000
NS
792879.03000000
0.004850809428
Long
EC
CORP
GB
N
2
N
N
N
Wind River CLO Ltd
5493007RTV1I163M1B07
Wind River 2016-1K CLO Ltd
97314DAA6
3750000.00000000
PA
USD
3700737.75000000
0.022640999306
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.45129000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
36433.00000000
NS
2083780.70000000
0.012748505992
Long
EC
CORP
KR
N
2
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
000000000
9500.00000000
NS
USD
998735.00000000
0.006110229897
Long
EC
CORP
TH
N
1
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAC4
860000.00000000
PA
USD
855825.39000000
0.005235913315
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
2.14900000
N
N
N
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
22300.00000000
NS
USD
3701354.00000000
0.022644769505
Long
EC
RF
US
N
1
N
N
N
Suntec REIT
549300C46QFXSI2F4K13
Suntec Real Estate Investment Trust
000000000
164500.00000000
NS
211702.22000000
0.001295187646
Long
EC
CORP
SG
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
38500.00000000
NS
328850.12000000
0.002011894882
Long
EC
CORP
CN
N
2
N
N
N
Shift4 Payments Inc
N/A
Shift4 Payments Inc
82452J109
14983.00000000
NS
USD
927897.19000000
0.005676846362
Long
EC
CORP
US
N
1
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
16104.00000000
NS
679834.92000000
0.004159209052
Long
EC
CORP
SE
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
914075.00000000
NS
USD
47321662.75000000
0.289512471805
Long
EC
CORP
US
N
1
N
N
N
Tsumura & Co
N/A
Tsumura & Co
000000000
13100.00000000
NS
342661.60000000
0.002096393090
Long
EC
CORP
JP
N
2
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
520.00000000
NS
USD
50497.20000000
0.000308940310
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
-36440.91000000
-0.00022294436
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-03-01
5391.96000000
USD
0.00000000
USD
530000.00000000
NZD
-41832.87000000
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
2254W0AH8
1127024.24000000
PA
USD
1123227.86000000
0.006871873371
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Floating
2.15657000
N
N
N
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
000000000
15792.00000000
NS
893046.79000000
0.005463632691
Long
EC
CORP
IN
N
2
N
N
N
Sapiens International Corp NV
N/A
Sapiens International Corp NV
000000000
26600.00000000
NS
USD
675374.00000000
0.004131917282
Long
EC
CORP
IL
N
1
N
N
Inwido AB
529900A9NKQW5UTHBG13
Inwido AB
000000000
90852.00000000
NS
1441184.88000000
0.008817124604
Long
EC
CORP
SE
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
900000.00000000
PA
USD
868649.53000000
0.005314371007
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAB4
2700000.00000000
PA
USD
2589022.44000000
0.015839559360
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
2.99900000
N
N
N
N
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp/The
566330106
9000.00000000
NS
USD
159300.00000000
0.000974592482
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
2764.00000000
NS
USD
690751.24000000
0.004225994761
Long
EC
CORP
US
N
1
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162J106
65695.00000000
NS
USD
434243.95000000
0.002656691080
Long
EC
CORP
US
N
1
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA4
35565RBD4
750000.00000000
PA
USD
766888.80000000
0.004691802003
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Floating
5.70657000
N
N
N
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
3200.00000000
NS
USD
287008.00000000
0.001755906083
Long
EC
CORP
CN
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
TWD/USD FORWARD
000000000
1.00000000
NC
USD
2484.11000000
0.000015197708
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1969000.00000000
USD
56256299.00000000
TWD
2022-06-15
2484.11000000
N
N
N
UPCB FINANCE VII LTD
5493006V3WX8F38SQ991
UPCB Finance VII Ltd
000000000
1500000.00000000
PA
1626652.41000000
0.009951809226
Long
DBT
CORP
KY
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
244481.00000000
NS
USD
10099510.11000000
0.061788491064
Long
EC
CORP
US
N
1
N
N
N
ICTSI
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
7450.00000000
NS
32391.21000000
0.000198168422
Long
EC
CORP
PH
N
2
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
20900.00000000
NS
USD
2384063.00000000
0.014585623833
Long
EC
CORP
US
N
1
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
3629.00000000
NS
USD
285602.30000000
0.001747306054
Long
EC
CORP
US
N
1
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
725.00000000
NS
USD
66823.25000000
0.000408822580
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-742550.93000000
-0.00454290366
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-12-01
0.00000000
USD
-112244.30000000
USD
200000000.00000000
ZAR
-630306.63000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
140289.00000000
NS
11144552.70000000
0.068182029367
Long
EC
CORP
GB
N
2
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
192533.00000000
NS
USD
17620620.16000000
0.107802410160
Long
EC
CORP
US
N
1
N
N
N
Yellow Corp
529900SEX4UQ2WLPRC40
Yellow Corp
985510106
17600.00000000
NS
USD
123376.00000000
0.000754810559
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
300000.00000000
PA
USD
282492.15000000
0.001728278252
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AL6
3000000.00000000
PA
USD
3115137.90000000
0.019058317502
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-1
161546EF9
209391.49000000
PA
USD
207160.61000000
0.001267402216
Long
ABS-MBS
CORP
US
N
2
2032-11-25
Floating
1.11657000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-261.00000000
NC
1202128.96000000
0.007354587865
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-38475659.15000000
USD
1202128.96000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/JPY FORWARD
000000000
1.00000000
NC
USD
33134.96000000
0.000202718662
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-72550163.00000000
JPY
629293.26000000
USD
2022-04-19
33134.96000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
1900000.00000000
PA
USD
1979758.40000000
0.012112100772
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
29240000.00000000
OU
Other
USD
69373.51000000
0.000424424992
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
29240000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-37352.49000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
3880000.00000000
PA
5113989.26000000
0.031287228415
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAF6
4600000.00000000
PA
USD
4267680.82000000
0.026109539506
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
3.24900000
N
N
N
N
N
N
PennyMac Financial Services In
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
8500.00000000
NS
USD
452200.00000000
0.002766545639
Long
EC
CORP
US
N
1
N
N
Yoshinoya Holdings Co Ltd
N/A
Yoshinoya Holdings Co Ltd
000000000
22100.00000000
NS
427142.43000000
0.002613244200
Long
EC
CORP
JP
N
2
N
N
N
Ares Euro CLO
635400IKZCKH2JKELA27
Ares European CLO VI DAC
000000000
2000000.00000000
PA
2172995.15000000
0.013294317243
Long
ABS-CBDO
CORP
IE
N
2
2030-04-15
Floating
1.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
100000.00000000
PA
USD
132027.16000000
0.000807738088
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.12500000
N
N
N
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
83200.00000000
NS
USD
1604928.00000000
0.009818899957
Long
EC
CORP
US
N
1
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
1687000.00000000
PA
1802903.66000000
0.011030108933
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
193900.00000000
NS
1476842.25000000
0.009035275292
Long
EC
CORP
JP
N
2
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
300.00000000
NS
47424.66000000
0.000290142605
Long
EC
CORP
KR
N
2
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
47904.00000000
NS
USD
1266581.76000000
0.007748908106
Long
EC
CORP
US
N
1
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
1000000.00000000
PA
1628722.84000000
0.009964476053
Long
DBT
NUSS
IT
N
2
2048-01-27
Fixed
5.34500000
N
N
N
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
4390.00000000
NS
1600632.21000000
0.009792618446
Long
EC
CORP
NL
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
2060682.00000000
NS
4003477.44000000
0.024493151383
Long
EC
CORP
GB
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
2450000.00000000
PA
USD
2993626.56000000
0.018314914875
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CQ1
4035000.00000000
PA
USD
3647285.85000000
0.022313982232
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.40000000
N
N
N
N
N
ChargePoint Holdings Inc
254900DVN9TAC2GIPG25
ChargePoint Holdings Inc
15961R105
2805.00000000
NS
USD
55763.40000000
0.000341158759
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
545000.00000000
PA
512709.78000000
0.003136742605
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-173506.63000000
-0.00106150820
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-6178385.00000000
AUD
4450799.01000000
USD
2022-04-19
-173506.63000000
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
51000.00000000
NS
USD
1242360.00000000
0.007600720126
Long
EC
CORP
US
N
1
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
11556.00000000
NS
499998.79000000
0.003058977161
Long
EC
CORP
BE
N
2
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
246000.00000000
PA
USD
250528.64000000
0.001532726485
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
PLDT Inc
254900ADE8GQHM5P2648
PLDT Inc
000000000
6465.00000000
NS
230861.78000000
0.001412405242
Long
EC
CORP
PH
N
2
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
500000.00000000
PA
666937.43000000
0.004080302607
Long
DBT
NUSS
ES
N
2
2035-04-26
Fixed
4.22000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
212374.00000000
NS
USD
17879767.06000000
0.109387862894
Long
EC
CORP
US
N
1
N
N
N
BULGARIAN ENERGY HLD
635400E1RWKJXPSBCV07
Bulgarian Energy Holding EAD
000000000
2700000.00000000
PA
2637519.26000000
0.016136261408
Long
DBT
CORP
BG
N
2
2028-07-22
Fixed
2.45000000
N
N
N
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial Inc
55272X102
281300.00000000
NS
USD
1133639.00000000
0.006935568404
Long
EC
CORP
US
N
1
N
N
Liberty Media Corp-Liberty Sir
N/A
Liberty Media Corp-Liberty SiriusXM
531229409
1160.00000000
NS
USD
53023.60000000
0.000324396747
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
6118.00000000
NS
USD
1158137.40000000
0.007085448859
Long
EC
CORP
US
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
8532.00000000
NS
694013.58000000
0.004245953657
Long
EC
CORP
FR
N
2
N
N
N
SINOPEC CORP
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
178000.00000000
NS
88832.10000000
0.000543472045
Long
EC
CORP
CN
N
2
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
285000.00000000
PA
USD
277204.88000000
0.001695930898
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAS3
6592862.08000000
PA
USD
6518942.25000000
0.039882687434
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.44650000
N
N
N
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
190900.00000000
NS
1231755.18000000
0.007535840164
Long
EP
CORP
BR
N
1
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
1430000.00000000
PA
USD
1325885.26000000
0.008111725088
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
173700.00000000
NS
USD
6751719.00000000
0.041306808405
Long
EC
CORP
US
N
1
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
2096.00000000
NS
USD
258143.36000000
0.001579313107
Long
EC
CORP
US
N
1
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
Denali Therapeutics Inc
24823R105
4500.00000000
NS
USD
144765.00000000
0.000885667800
Long
EC
CORP
US
N
1
N
N
N
McDonald's Japan
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
151000.00000000
NS
6281300.14000000
0.038428800342
Long
EC
CORP
JP
N
2
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
76.00000000
NS
USD
6497.24000000
0.000039749913
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Realty & Development
N/A
Sumitomo Realty & Development Co Ltd
000000000
19.00000000
NS
524.71000000
0.000003210159
Long
EC
CORP
JP
N
2
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
11248.00000000
NS
USD
2018003.68000000
0.012346084215
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
4475.00000000
NS
USD
121899.00000000
0.000745774318
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
73000.00000000
NS
USD
8221990.00000000
0.050301880993
Long
EC
CORP
US
N
1
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
91958.00000000
NS
USD
1992729.86000000
0.012191459764
Long
EC
CORP
US
N
1
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
1100000.00000000
PA
USD
1077965.64000000
0.006594960506
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
8379.84000000
0.000051267602
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-05-08
0.00000000
USD
-25403.84000000
USD
-1115000.00000000
GBP
33783.68000000
N
N
N
22nd Century Group Inc
N/A
22nd Century Group Inc
90137F103
63000.00000000
NS
USD
146160.00000000
0.000894202367
Long
EC
CORP
US
N
1
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust Inc
20369C106
15601.00000000
NS
USD
658518.21000000
0.004028794079
Long
EC
CORP
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
10307.00000000
NS
USD
6152660.58000000
0.037641787485
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
162.00000000
NC
USD
-667686.12000000
-0.00408488306
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
22613623.62000000
USD
-667686.12000000
N
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
150000.00000000
NS
755324.71000000
0.004621053257
Long
EC
CORP
TW
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
5515.00000000
NS
8805326.81000000
0.053870717588
Long
EC
CORP
CH
N
2
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
12500.00000000
NS
USD
527625.00000000
0.003227993461
Long
EC
CORP
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
152243.00000000
NS
19211525.47000000
0.117535519733
Long
EC
CORP
CH
N
2
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
1000000.00000000
PA
1375268.89000000
0.008413852612
Long
DBT
CORP
AE
N
2
2030-09-25
Fixed
4.25000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
4815000.00000000
PA
USD
4760323.51000000
0.029123512275
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
ALS Ltd
549300RYCQ8DMIO2J661
ALS Ltd
000000000
51663.00000000
NS
511238.70000000
0.003127742583
Long
EC
CORP
AU
N
2
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
409112.00000000
NS
4261901.94000000
0.026074184496
Long
EC
CORP
SE
N
2
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
69156.00000000
NS
1498022.39000000
0.009164854735
Long
EC
CORP
FR
N
2
N
N
N
HUAFON CHEMICAL CO LTD
300300Z8ACP5RSQRBQ16
HUAFON CHEMICAL CO LTD
000000000
32200.00000000
NS
46007.79000000
0.000281474238
Long
EC
CORP
CN
N
2
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
1525.00000000
NS
USD
54274.75000000
0.000332051244
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
4010000.00000000
PA
USD
4184448.43000000
0.025600326313
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
145900.00000000
NS
2081741.89000000
0.012736032616
Long
EC
CORP
JP
N
2
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484108
5400.00000000
NS
USD
1197612.00000000
0.007326953243
Long
EC
CORP
US
N
1
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAA8
1215000.00000000
PA
USD
1213179.57000000
0.007422195156
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
1.74900000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
4100000.00000000
PA
USD
4097901.09000000
0.025070832359
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
Itausa SA
N/A
Itausa SA
000000000
153500.00000000
NS
347555.69000000
0.002126334981
Long
EP
CORP
BR
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
139700.04000000
0.000854680531
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-05-11
0.00000000
USD
-24228.35000000
USD
2770000.00000000
EUR
163928.39000000
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477855
60000.00000000
NS
USD
1588200.00000000
0.009716558569
Long
EP
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
341212.05000000
0.002087524788
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-08-15
0.00000000
USD
0.00000000
USD
-6537000.00000000
USD
341212.05000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
35727.90000000
0.000218582189
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3070000.00000000
USD
161766496.10000000
PHP
2022-06-15
35727.90000000
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAG2
10030000.00000000
PA
USD
9457866.74000000
0.057862936735
Long
DBT
CORP
FR
Y
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
2210000.00000000
PA
USD
2190105.76000000
0.013398999427
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
000000000
226000.00000000
NS
804974.50000000
0.004924809140
Long
EC
CORP
TW
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
13616.32000000
0.000083304225
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-443302.00000000
USD
610473.77000000
AUD
2022-04-19
13616.32000000
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
25634.00000000
NS
7265930.79000000
0.044452740261
Long
EC
CORP
CH
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
4386.00000000
NS
USD
6938783.58000000
0.042451263730
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
8311.00000000
NS
USD
772341.23000000
0.004725159801
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
2020.00000000
NS
USD
282375.80000000
0.001727566426
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAB5
1462239.57000000
PA
USD
1460563.26000000
0.008935680934
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Floating
2.05657000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
1790.00000000
NS
USD
26653.10000000
0.000163062842
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
4645000.00000000
PA
USD
4413834.56000000
0.027003703575
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA4
35565RAH6
94361.03000000
PA
USD
94472.98000000
0.000577982775
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Floating
3.60657000
N
N
N
N
N
N
International Money Express In
N/A
International Money Express Inc
46005L101
44000.00000000
NS
USD
906840.00000000
0.005548019124
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
3941.39000000
0.000024113302
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-255000.00000000
USD
5221689.06000000
MXN
2022-06-15
3941.39000000
N
N
N
On Holding AG
N/A
On Holding AG
000000000
8945.00000000
NS
USD
225771.80000000
0.001381264902
Long
EC
CORP
CH
N
1
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
95868.00000000
NS
5470538.29000000
0.033468584373
Long
EC
CORP
FR
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
33385.00000000
NS
USD
2061857.60000000
0.012614381143
Long
EC
CORP
US
N
1
N
N
N
Sipchem
N/A
Sahara International Petrochemical Co
000000000
2700.00000000
NS
38568.53000000
0.000235961075
Long
EC
CORP
SA
N
2
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
44662.00000000
NS
2261192.38000000
0.013833905174
Long
EC
CORP
GB
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
20300.00000000
NS
USD
3345643.00000000
0.020468540588
Long
EC
CORP
US
N
1
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
497000.00000000
NS
686511.03000000
0.004200053287
Long
EC
CORP
HK
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
250744.00000000
NS
12666970.91000000
0.077496136976
Long
EC
CORP
FR
N
2
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
2195.00000000
NS
USD
99477.40000000
0.000608599662
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
18660.00000000
NS
USD
2620423.80000000
0.016031671911
Long
EC
CORP
US
N
1
N
N
N
Bridge Investment Group Holdin
N/A
Bridge Investment Group Holdings Inc
10806B100
29444.00000000
NS
USD
599185.40000000
0.003665797779
Long
EC
CORP
US
N
1
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-183818.19000000
-0.00112459401
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3627502.23000000
USD
1146617181.00000000
HUF
2022-04-19
-183818.19000000
N
N
N
Heidrick & Struggles Internati
5493006284N2J367VB57
Heidrick & Struggles International Inc
422819102
3400.00000000
NS
USD
134572.00000000
0.000823307341
Long
EC
CORP
US
N
1
N
N
N
Marathon Digital Holdings Inc
549300M8ISKPTX2W7F94
Marathon Digital Holdings Inc
565788106
6600.00000000
NS
USD
184470.00000000
0.001128581765
Long
EC
CORP
US
N
1
N
N
Innospec Inc
213800SQBACNY5IWJO68
Innospec Inc
45768S105
2100.00000000
NS
USD
194355.00000000
0.001189057889
Long
EC
CORP
US
N
1
N
N
N
Iluka Resources Ltd
2549009N2Y1F4YNB0955
Iluka Resources Ltd
000000000
93069.00000000
NS
779451.67000000
0.004768661254
Long
EC
CORP
AU
N
2
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
56861.00000000
NS
USD
4493156.22000000
0.027488991042
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
40052.00000000
NS
USD
4674468.92000000
0.028598256543
Long
EC
CORP
US
N
1
N
N
N
Evo Payments Inc
549300Z5UL344C8KEC55
Evo Payments Inc
26927E104
80964.00000000
NS
USD
1869458.76000000
0.011437290980
Long
EC
CORP
US
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
30466.00000000
NS
116461.96000000
0.000712510675
Long
EC
CORP
BR
N
1
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAW9
140000.00000000
PA
USD
126730.37000000
0.000775332491
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
107175.00000000
NS
14470912.95000000
0.088532598686
Long
EC
CORP
GB
N
2
N
N
N
Toridoll Holdings Corp
N/A
Toridoll Holdings Corp
000000000
21300.00000000
NS
441959.08000000
0.002703892007
Long
EC
CORP
JP
N
2
N
N
Clear Secure Inc
N/A
Clear Secure Inc
18467V109
17905.00000000
NS
USD
481286.40000000
0.002944495337
Long
EC
CORP
US
N
1
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAQ3
1126000.00000000
PA
USD
1294957.21000000
0.007922508233
Long
DBT
CORP
US
N
2
2040-01-30
Fixed
5.75000000
N
N
N
N
N
N
Comfort Systems USA Inc
5299009DT1ZA5HTU6R38
Comfort Systems USA Inc
199908104
9300.00000000
NS
USD
827793.00000000
0.005064412018
Long
EC
CORP
US
N
1
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
1140000.00000000
PA
USD
1159517.12000000
0.007093889943
Long
DBT
NUSS
DO
Y
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
1350000.00000000
PA
USD
1195825.76000000
0.007316025082
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
4930000.00000000
PA
USD
4413873.77000000
0.027003943461
Long
DBT
CORP
FR
N
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
Globalwafers Co Ltd
529900V6RTNF3U5EGX67
Globalwafers Co Ltd
000000000
8000.00000000
NS
186250.30000000
0.001139473585
Long
EC
CORP
TW
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
827945.00000000
NS
USD
40122214.70000000
0.245466470894
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
255000.00000000
PA
USD
242761.56000000
0.001485207729
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
19800.00000000
NS
USD
807246.00000000
0.004938706106
Long
EC
CORP
US
N
1
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310101
96.00000000
NS
USD
52835.52000000
0.000323246080
Long
EC
CORP
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
2500.00000000
NS
USD
101950.00000000
0.000623726952
Long
EC
CORP
US
N
1
N
N
N
CD Projekt SA
259400TYO5Q8SH8TL437
CD Projekt SA
000000000
93859.00000000
NS
3870848.85000000
0.023681733764
Long
EC
CORP
PL
N
2
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
1410.00000000
NS
USD
110121.00000000
0.000673716878
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
670100205
23830.00000000
NS
USD
2646321.50000000
0.016190113240
Long
EC
CORP
DK
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
162022.00000000
NS
USD
82626359.34000000
0.505505515628
Long
EC
CORP
US
N
1
N
N
N
Sylvamo Corp
5493001AOYU1ZOWOC971
Sylvamo Corp
871332102
481.00000000
NS
USD
16007.68000000
0.000097934492
Long
EC
CORP
US
N
1
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
376800.00000000
NS
2979704.06000000
0.018229737450
Long
EP
CORP
BR
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp
09627Y109
28500.00000000
NS
USD
1820580.00000000
0.011138252235
Long
EC
CORP
US
N
1
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
9088.00000000
NS
315008.34000000
0.001927211299
Long
EC
CORP
IN
N
2
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
566076.00000000
NS
9105922.76000000
0.055709754330
Long
EC
CORP
HK
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
206760.00000000
NS
USD
18209353.20000000
0.111404260724
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
6185.00000000
NS
USD
920822.80000000
0.005633565463
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
3433.00000000
NC
USD
-9535817.53000000
-0.05833983726
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
431365692.53000000
USD
-9535817.53000000
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
647825.00000000
NS
USD
53503866.75000000
0.327335005022
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
2870.00000000
NS
USD
107912.00000000
0.000660202284
Long
EC
CORP
US
N
1
N
N
N
Digital Core REIT Management P
549300IIGO612K0POE26
Digital Core REIT Management Pte Ltd
000000000
488610.00000000
NS
USD
542276.97000000
0.003317633761
Long
EC
CORP
SG
N
2
N
N
N
Marathon CLO LTD
N/A
Marathon CLO 2020-15 Ltd
56579UAA4
35000000.00000000
PA
USD
34999734.00000000
0.214127292111
Long
ABS-CBDO
CORP
KY
N
2
2031-11-15
Floating
2.20643000
N
N
N
N
N
N
New Fortress Energy Inc
N/A
New Fortress Energy Inc
644393100
22400.00000000
NS
USD
954464.00000000
0.005839381286
Long
EC
CORP
US
N
1
N
N
N
El.En. SpA
81560012F663E89E7085
El.En. SpA
000000000
12480.00000000
NS
198601.70000000
0.001215039069
Long
EC
CORP
IT
N
2
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
3550000.00000000
PA
USD
3233368.93000000
0.019781651294
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
805860.00000000
NS
506081.58000000
0.003096191482
Long
EC
CORP
HK
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1935818.28000000
0.011843276475
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-02-23
0.00000000
USD
-1064.78000000
USD
620000000.00000000
CNY
1936883.06000000
N
N
N
National HealthCare Corp
N/A
National HealthCare Corp
635906100
9500.00000000
NS
USD
667185.00000000
0.004081817232
Long
EC
CORP
US
N
1
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
1654000.00000000
PA
USD
1666924.22000000
0.010198190917
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
IDOM Inc
N/A
IDOM Inc
000000000
96500.00000000
NS
573517.46000000
0.003508762114
Long
EC
CORP
JP
N
2
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
1500000.00000000
PA
USD
1485395.13000000
0.009087601548
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.12500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
5600000.00000000
PA
USD
5634574.51000000
0.034472152903
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
39221.34000000
0.000239954947
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1940714.04000000
USD
1578285690.00000000
CLP
2022-06-15
39221.34000000
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
77732.00000000
NS
USD
4544990.04000000
0.027806108753
Long
EC
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1070000.00000000
PA
USD
1030470.53000000
0.006304386890
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
1959.00000000
NS
USD
266345.64000000
0.001629494402
Long
EC
CORP
US
N
1
N
N
N
Kureha Corp
N/A
Kureha Corp
000000000
20700.00000000
NS
1654051.60000000
0.010119436625
Long
EC
CORP
JP
N
2
N
N
N
Inventec Corp
391200XSJU5WEVAXB086
Inventec Corp
000000000
861000.00000000
NS
739304.73000000
0.004523043514
Long
EC
CORP
TW
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC31
17323YAC3
7245166.38000000
PA
USD
7211505.34000000
0.044119767038
Long
ABS-MBS
CORP
US
N
2
2048-06-10
Fixed
3.49700000
N
N
N
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
157.00000000
NS
USD
27652.41000000
0.000169176590
Long
EC
CORP
US
N
1
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
84846.00000000
NS
447971.03000000
0.002740672931
Long
EC
CORP
ZA
N
2
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
5860.00000000
NS
USD
196720.20000000
0.001203528110
Long
EC
CORP
US
N
1
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAL8
3900000.00000000
PA
4982206.73000000
0.030480986965
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69200000
N
N
N
N
N
N
Fluence Energy Inc
N/A
Fluence Energy Inc
34379V103
215.00000000
NS
USD
2818.65000000
0.000017244413
Long
EC
CORP
US
N
1
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
75230.00000000
NS
USD
1674619.80000000
0.010245272238
Long
EC
CORP
US
N
1
N
N
N
Eagle Re Ltd
254900L82OLW9QTLJ788
Eagle RE 2019-1 Ltd
269822AB8
619611.70000000
PA
USD
615742.60000000
0.003767094217
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
2.25657000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
570135.00000000
NS
USD
29042676.90000000
0.177682200678
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
1650000.00000000
PA
USD
1552374.85000000
0.009497381407
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Ranger Oil Corp
5493003S4AVU6OSXB118
Ranger Oil Corp
70788V102
5400.00000000
NS
USD
186462.00000000
0.001140768759
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
69047Q102
33900.00000000
NS
USD
1832973.00000000
0.011214072227
Long
EC
CORP
US
N
1
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-13028.22000000
-0.00007970624
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-797062.00000000
USD
596857.94000000
GBP
2022-04-04
-13028.22000000
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
137310.00000000
NS
453383.06000000
0.002773783564
Long
EC
CORP
IN
N
2
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
659090.01000000
0.004032292333
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Gazprom PJSC Via Gaz Capital SA
GAZPROM (GAZ CAPITAL SA)
Y
Default Event
2024-06-20
597717.02000000
USD
0.00000000
USD
-1343000.00000000
USD
61372.99000000
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
7400.00000000
NS
USD
1522698.00000000
0.009315819355
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1696296.00000000
NS
5770169.91000000
0.035301721374
Long
EC
CORP
ES
N
2
N
N
N
Foxconn Technology Co Ltd
3003003OO8QC88ZHCE44
Foxconn Technology Co Ltd
000000000
266000.00000000
NS
580196.33000000
0.003549623235
Long
EC
CORP
TW
N
2
N
N
N
SABIC Agri-Nutrients Co
N/A
SABIC Agri-Nutrients Co
000000000
1575.00000000
NS
76454.01000000
0.000467743272
Long
EC
CORP
SA
N
2
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
9210.00000000
NS
USD
1269230.10000000
0.007765110568
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
70576.00000000
NS
USD
17356049.92000000
0.106183777600
Long
EC
CORP
US
N
1
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
10100.00000000
NS
USD
4022022.00000000
0.024606606429
Long
EC
CORP
US
N
1
N
N
N
Fletcher Building Ltd
549300UPHQTT2LG75045
Fletcher Building Ltd
000000000
156174.00000000
NS
689664.96000000
0.004219348934
Long
EC
CORP
NZ
N
2
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
2600000.00000000
PA
2869059.37000000
0.017552816653
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-38970.01000000
-0.00023841731
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
105.00000000
USD
2022-07-20
XXXX
18494.54000000
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
87110.00000000
NS
USD
8674413.80000000
0.053069795834
Long
EC
CORP
US
N
1
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
32.00000000
NS
USD
46855.68000000
0.000286661603
Long
EC
CORP
US
N
1
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
94226.00000000
NS
470710.53000000
0.002879792490
Long
EC
CORP
AU
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
1282000.00000000
PA
USD
1273855.10000000
0.007793406175
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
000000000
2000000.00000000
PA
USD
2283028.60000000
0.013967498493
Long
DBT
CORP
IL
N
2
2026-12-15
Fixed
7.87500000
N
N
N
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
129800.00000000
NS
USD
8429212.00000000
0.051569658792
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
2710000.00000000
PA
USD
2721556.12000000
0.016650396323
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1615000.00000000
PA
USD
1736638.41000000
0.010624700179
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Tilly's Inc
N/A
Tilly's Inc
886885102
92600.00000000
NS
USD
866736.00000000
0.005302664090
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
2200.00000000
NS
USD
5166590.00000000
0.031609038118
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.HY.BB.36.V1
000000000
1.00000000
NC
USD
223771.20000000
0.001369025293
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IHS MARKIT LTD
CDX.NA.HY.BB.36
Y
Default Event
2026-06-20
259935.31000000
USD
0.00000000
USD
2000000.00000000
USD
-36164.11000000
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
27816.00000000
NS
1143651.28000000
0.006996823224
Long
EC
CORP
DE
N
2
N
N
N
Cordatus CLO PLC
635400CLBI5JM6YQBR92
CVC Cordatus Loan Fund VII DAC
000000000
5450000.00000000
PA
5956250.72000000
0.036440158025
Long
ABS-CBDO
CORP
IE
N
2
2031-09-15
Floating
0.63000000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
6550.00000000
NS
9272004.68000000
0.056725838389
Long
EC
CORP
FR
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-54799.74000000
-0.00033526311
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-20322810.77000000
MXN
953000.00000000
USD
2022-06-15
-54799.74000000
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
29600.00000000
NS
USD
2283936.00000000
0.013973049939
Long
EC
CORP
US
N
1
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
510000.00000000
PA
USD
575914.61000000
0.003523427804
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.37500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
1904.00000000
NC
USD
-11280406.54000000
-0.06901317896
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
348526406.54000000
USD
-11280406.54000000
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAE7
9675000.00000000
PA
USD
9809787.75000000
0.060015978609
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
4.36800000
N
N
N
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO 2021-2 Ltd
87190MAC2
5150000.00000000
PA
USD
5100612.02000000
0.031205386873
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
1.43771000
N
N
N
N
N
N
JUMBO SA
549300TGIVUUMY40MZ05
JUMBO SA
000000000
16850.00000000
NS
251085.08000000
0.001536130768
Long
EC
CORP
GR
N
2
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
4435000.00000000
PA
USD
4493610.97000000
0.027491773189
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
1500000.00000000
PA
USD
1438064.25000000
0.008798032686
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
98411.21000000
0.000602076744
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-07-08
43273.32000000
USD
0.00000000
USD
-250000000.00000000
JPY
55137.89000000
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
34800.00000000
NS
USD
2264088.00000000
0.013851620487
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
123474.49000000
0.000755413117
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
USD
0.00000000
USD
-1780000.00000000
EUR
123474.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-32924.65000000
-0.00020143199
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1000598.00000000
USD
874250.45000000
EUR
2022-04-19
-32924.65000000
N
N
N
Opendoor Technologies Inc
254900KX11YZ4HV5BQ47
Opendoor Technologies Inc
683712103
4575.00000000
NS
USD
39573.75000000
0.000242110980
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
14400.00000000
NS
USD
1150704.00000000
0.007039971547
Long
EC
CORP
US
N
1
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS MYR
000000000
1.00000000
NC
-134163.16000000
-0.00082080607
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2031-02-17
0.00000000
USD
-108.31000000
USD
9500000.00000000
MYR
-134054.85000000
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
33100.00000000
NS
USD
1377622.00000000
0.008428248866
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
HUF/USD FORWARD
000000000
1.00000000
NC
USD
43151.45000000
0.000263999238
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1442000.00000000
USD
494499540.00000000
HUF
2022-04-19
43151.45000000
N
N
N
Ford Otomotiv Sanayi AS
7890006XJG6ZE2H34671
Ford Otomotiv Sanayi AS
000000000
663.00000000
NS
13498.82000000
0.000082585364
Long
EC
CORP
TR
N
2
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-1 Ltd
75279YAA9
2480000.00000000
PA
USD
2465938.15000000
0.015086533474
Long
ABS-MBS
CORP
BM
N
2
2033-12-27
Floating
1.74900000
N
N
N
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
12504.00000000
NS
246226.29000000
0.001506404840
Long
EC
CORP
FR
N
2
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
1206.00000000
NS
USD
158673.42000000
0.000970759085
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
89876.00000000
NS
USD
12466699.96000000
0.076270885487
Long
EC
CORP
US
N
1
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
411610.00000000
NS
10886339.11000000
0.066602286595
Long
EC
CORP
AU
N
2
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
45264.00000000
NS
852674.64000000
0.005216637124
Long
EC
CORP
FR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-2078.05000000
-0.00001271344
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-538500.00000000
EUR
593702.19000000
USD
2022-04-04
-2078.05000000
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2008.00000000
NS
USD
239735.12000000
0.001466692063
Long
EC
CORP
US
N
1
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AF1
3560000.00000000
PA
USD
3294171.92000000
0.020153642109
Long
DBT
CORP
US
N
2
2119-08-01
Fixed
3.95400000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
46507NAE0
1000000.00000000
PA
USD
1044765.45000000
0.006391842769
Long
DBT
CORP
IL
N
2
2023-06-21
Fixed
6.87500000
N
N
N
N
N
N
Legalzoom.com Inc
5493000L8EBF74Y9JZ48
Legalzoom.com Inc
52466B103
100.00000000
NS
USD
1414.00000000
0.000008650808
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
19397.00000000
NS
8576900.35000000
0.052473211558
Long
EP
CORP
DE
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
198460.00000000
NS
USD
17345404.00000000
0.106118646190
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
38750.00000000
NS
754930.49000000
0.004618641431
Long
EC
CORP
GB
N
2
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts Inc
75700L108
19400.00000000
NS
USD
942064.00000000
0.005763518468
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
1072.00000000
NS
USD
101432.64000000
0.000620561760
Long
EC
CORP
US
N
1
N
N
N
Nichiha Corp
N/A
Nichiha Corp
000000000
31600.00000000
NS
646442.82000000
0.003954917215
Long
EC
CORP
JP
N
2
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
925000.00000000
PA
USD
863698.20000000
0.005284078923
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1233918.00000000
NS
3477869.75000000
0.021277499762
Long
EC
CORP
GB
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
72148.00000000
NS
51420786.88000000
0.314590786686
Long
EC
CORP
FR
N
2
N
N
N
Select Energy Services Inc
54930094OK8LA3QDW486
Select Energy Services Inc
81617J301
61300.00000000
NS
USD
525341.00000000
0.003214020019
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-10189.63000000
-0.00006233984
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-03-22
0.00000000
USD
0.00000000
USD
2275000.00000000
EUR
-10189.63000000
N
N
N
People's Insurance Co Group of
3003000P2JHYHQ524P66
People's Insurance Co Group of China Ltd/The
000000000
62000.00000000
NS
20245.17000000
0.000123859325
Long
EC
CORP
CN
N
2
N
N
N
Aluminum Corp of China Ltd
529900TKZUWQLIQN6T48
Aluminum Corp of China Ltd
000000000
22000.00000000
NS
12704.12000000
0.000077723413
Long
EC
CORP
CN
N
2
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
10052.00000000
NS
154948.50000000
0.000947970139
Long
EC
CORP
ZA
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
267304.00000000
NS
USD
14274033.60000000
0.087328096901
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide C
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
510.00000000
NS
USD
80427.00000000
0.000492049903
Long
EC
CORP
US
N
1
N
N
N
Eramet SA
549300LUH78PG2MP6N64
Eramet SA
000000000
921.00000000
NS
151520.07000000
0.000926995110
Long
EC
CORP
FR
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-543442.75000000
-0.00332476596
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-02-19
0.00000000
USD
-22384.29000000
USD
2200000000.00000000
JPY
-521058.46000000
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AH7
1000000.00000000
PA
USD
1020374.37000000
0.006242618895
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
United Spirits Ltd
3358004YFWQVX2EZDE82
United Spirits Ltd
000000000
2310.00000000
NS
27034.32000000
0.000165395135
Long
EC
CORP
IN
N
2
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
113796.00000000
NS
617054.19000000
0.003775118484
Long
EC
CORP
AU
N
2
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos
724078100
15300.00000000
NS
USD
2008125.00000000
0.012285646755
Long
EC
CORP
US
N
1
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
1780000.00000000
PA
USD
2330368.58000000
0.014257123030
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
58200.00000000
NS
USD
2352444.00000000
0.014392179768
Long
EC
CORP
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-21796.39000000
-0.00013334964
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-877097218.00000000
CLP
1078508.72000000
USD
2022-06-15
-21796.39000000
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
2440.00000000
NS
USD
108750.80000000
0.000665334037
Long
EC
CORP
US
N
1
N
N
N
Nanya Technology Corp
254900STKVKJBRRO0835
Nanya Technology Corp
000000000
40000.00000000
NS
96089.28000000
0.000587871248
Long
EC
CORP
TW
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
27200000.00000000
OU
Other
USD
24.77000000
0.000000151542
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27200000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-1335.23000000
N
N
N
MakeMyTrip Ltd
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd
000000000
61622.00000000
NS
USD
1653318.26000000
0.010114950073
Long
EC
CORP
IN
N
1
N
N
Future PLC
213800K2581YRLEXV353
Future PLC
000000000
15916.00000000
NS
542615.71000000
0.003319706162
Long
EC
CORP
GB
N
2
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
93707.00000000
NS
USD
21322090.78000000
0.130447893143
Long
EC
CORP
US
N
1
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
113144.00000000
NS
USD
11903880.24000000
0.072827571815
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1740000.00000000
PA
USD
1591167.74000000
0.009734715111
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
3540.00000000
NS
USD
182451.60000000
0.001116233256
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries Inc
501242101
4800.00000000
NS
USD
268896.00000000
0.001645097426
Long
EC
CORP
SG
N
1
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
13500.00000000
NS
820809.50000000
0.005021687181
Long
EC
CORP
CA
N
1
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001A102
645.00000000
NS
USD
28057.50000000
0.000171654918
Long
EC
CORP
US
N
1
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
64969.00000000
NS
133270.97000000
0.000815347680
Long
EC
CORP
IN
N
2
N
N
N
Acer Inc
2549006Z3IVAZIQEUM25
Acer Inc
000000000
789000.00000000
NS
822039.27000000
0.005029210876
Long
EC
CORP
TW
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
37140.00000000
NS
8849943.60000000
0.054143681732
Long
EC
CORP
DE
N
2
N
N
N
Chefs' Warehouse Inc/The
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086101
10200.00000000
NS
USD
332520.00000000
0.002034347094
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
815000.00000000
PA
USD
730256.91000000
0.004467689231
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BG2
12210000.00000000
PA
USD
13866769.16000000
0.084836465630
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.37500000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
471.00000000
NS
USD
167124.93000000
0.001022465162
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI NASDAQ 100 INDEX
000000000
149.00000000
NC
USD
4705213.99000000
0.028786353933
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NASDAQ
NASDAQ 100 INDEX
2022-06-17
39603661.01000000
USD
4705213.99000000
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAQ3
975000.00000000
PA
USD
1017150.63000000
0.006222896153
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.15000000
N
N
N
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
1225.00000000
NS
USD
53655.00000000
0.000328259633
Long
EC
CORP
US
N
1
N
N
N
Safestore Holdings PLC
213800WGA3YSJC1YOH73
Safestore Holdings PLC
000000000
143974.00000000
NS
2494921.03000000
0.015263849839
Long
EC
CORP
GB
N
2
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
100000.00000000
PA
125933.44000000
0.000770456898
Long
DBT
CORP
NL
N
2
2029-10-01
Fixed
5.37500000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446104
736.00000000
NS
USD
50975.36000000
0.000311865678
Long
EC
CORP
US
N
1
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
OPKO Health Inc
68375N103
643800.00000000
NS
USD
2214672.00000000
0.013549294925
Long
EC
CORP
US
N
1
N
N
Nippon Signal Company Ltd
N/A
Nippon Signal Company Ltd
000000000
35600.00000000
NS
256683.42000000
0.001570381239
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAJ5
6600000.00000000
PA
USD
6467828.40000000
0.039569974478
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
4.89700000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
90712.50000000
0.000554976274
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
1025000.00000000
PA
USD
984068.82000000
0.006020502660
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.75000000
N
N
N
N
N
Phoenix Holdings Ltd/The
N/A
Phoenix Holdings Ltd/The
000000000
51244.00000000
NS
672781.71000000
0.004116057731
Long
EC
CORP
IL
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
7415.00000000
NS
USD
845235.85000000
0.005171126836
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
13047.00000000
NS
USD
3241788.09000000
0.019833159455
Long
EC
CORP
US
N
1
N
N
N
Maruwa Unyu Kikan Co Ltd
353800T8U9EBANSQUQ17
Maruwa Unyu Kikan Co Ltd
000000000
60500.00000000
NS
554484.75000000
0.003392320582
Long
EC
CORP
JP
N
2
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
1500000.00000000
PA
USD
1374240.17000000
0.008407558934
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
40300.00000000
NS
1812044.43000000
0.011086031881
Long
EC
CORP
JP
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
1510000.00000000
PA
USD
1391473.53000000
0.008512992099
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
Beijing United Information Tec
N/A
Beijing United Information Technology Co Ltd
000000000
1200.00000000
NS
21087.09000000
0.000129010165
Long
EC
CORP
CN
N
2
N
N
N
HKT CAPITAL NO 3 LTD
254900HE65W6XSXMND87
HKT Capital No 3 Ltd
000000000
2000000.00000000
PA
2200898.89000000
0.013465031463
Long
DBT
CORP
VG
N
2
2027-04-10
Fixed
1.65000000
N
N
N
N
N
N
Lendlease Global Commercial RE
N/A
Lendlease Global Commercial REIT
000000000
886500.00000000
NS
505415.21000000
0.003092114651
Long
EC
CORP
SG
N
2
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
3905000.00000000
PA
USD
3385222.91000000
0.020710689255
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Minor International PCL
254900T4WB2UF9XPX041
Minor International PCL
000000000
1139936.00000000
NS
1142807.92000000
0.006991663574
Long
EC
CORP
TH
N
2
N
N
N
Parade Technologies Ltd
529900D9FDQHQKAQLY02
Parade Technologies Ltd
000000000
1000.00000000
NS
62514.53000000
0.000382461964
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2773449.47000000
0.016967878236
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-100322593.13000000
EUR
113767355.85000000
USD
2022-04-04
2773449.47000000
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
10030.00000000
NS
USD
796883.50000000
0.004875308651
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GC86
850000.00000000
PA
USD
942721.87000000
0.005767543297
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.76700000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
339810.00000000
NS
USD
7604947.80000000
0.046526835862
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
3390000.00000000
PA
USD
3363658.99000000
0.020578761859
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
52000.00000000
NS
485393.19000000
0.002969620551
Long
EC
CORP
TW
N
2
N
N
N
Daseke Inc
549300CUSFIOX5Q3VA53
Daseke Inc
23753F107
23200.00000000
NS
USD
233624.00000000
0.001429304419
Long
EC
CORP
US
N
1
N
N
N
Definitive Healthcare Corp
N/A
Definitive Healthcare Corp
24477E103
15656.00000000
NS
USD
385920.40000000
0.002361049093
Long
EC
CORP
US
N
1
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAC0
300000.00000000
PA
USD
296245.08000000
0.001812418253
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
2.24700000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
58290.00000000
NS
USD
2299540.50000000
0.014068517788
Long
EC
CORP
US
N
1
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
12110.00000000
NS
451959.14000000
0.002765072065
Long
EC
CORP
NO
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAH3
2705000.00000000
PA
USD
2745338.64000000
0.016795897046
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JGT9
1900000.00000000
PA
USD
1711215.89000000
0.010469165986
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
174.00000000
NS
USD
22646.10000000
0.000138548140
Long
EC
CORP
US
N
1
N
N
N
PTT Global Chemical PCL
5493007X3230PPPZFF40
PTT Global Chemical PCL
000000000
207600.00000000
NS
315290.53000000
0.001928937728
Long
EC
CORP
TH
N
2
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
1200000.00000000
PA
504450.00000000
0.003086209526
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
2.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BRITISH POUND CURRENCY
000000000
-100.00000000
NC
USD
-8589.50000000
-0.00005255029
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2022-06-13
-8198285.50000000
USD
-8589.50000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-30.00000000
NC
USD
-6458.68000000
-0.00003951400
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-3679791.32000000
USD
-6458.68000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/BRL FORWARD
000000000
1.00000000
NC
USD
284537.11000000
0.001740789254
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4015729.82000000
USD
20499096.00000000
BRL
2022-04-04
284537.11000000
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
22000.00000000
NS
USD
1473560.00000000
0.009015194588
Long
EC
CORP
US
N
1
N
N
N
Invincible Investment Corp
353800JY6M2692VAV685
Invincible Investment Corp
000000000
2442.00000000
NS
843365.19000000
0.005159682196
Long
EC
CORP
JP
N
2
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
12930.00000000
NS
275165.29000000
0.001683452749
Long
EC
CORP
NO
N
2
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
5236.00000000
NS
USD
1253812.56000000
0.007670786534
Long
EC
CORP
US
N
1
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions Inc
00791N102
46800.00000000
NS
USD
298584.00000000
0.001826727694
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
172.00000000
NS
USD
12026.24000000
0.000073576165
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
27170000.00000000
OU
Other
USD
4.54000000
0.000000027775
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27170000.00000000
USD
35.00000000
USD
2022-05-18
XXXX
-1353.96000000
N
N
N
Upland Software Inc
549300NS277POYJ63W89
Upland Software Inc
91544A109
51500.00000000
NS
USD
906915.00000000
0.005548477972
Long
EC
CORP
US
N
1
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
000000000
110300.00000000
NS
230823.44000000
0.001412170680
Long
EC
CORP
ES
N
2
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
3384000.00000000
NS
1710227.88000000
0.010463121372
Long
EC
CORP
CN
N
2
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
270000.00000000
PA
USD
238938.11000000
0.001461815980
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
879600.00000000
NS
4021441.73000000
0.024603056355
Long
EC
CORP
JP
N
2
N
N
N
Micro-Star International Co Lt
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
193000.00000000
NS
868478.32000000
0.005313323550
Long
EC
CORP
TW
N
2
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group Inc
62482R107
7600.00000000
NS
USD
347092.00000000
0.002123498140
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C501
1720.00000000
NS
USD
84280.00000000
0.000515622438
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
1270.00000000
NS
USD
51549.30000000
0.000315377025
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
361305.00000000
NS
USD
29890762.65000000
0.182870763115
Long
EC
CORP
US
N
1
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
650000.00000000
PA
USD
590038.94000000
0.003609840019
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
60039.00000000
NS
281313.87000000
0.001721069572
Long
EC
CORP
GB
N
2
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
56800.00000000
NS
USD
1513152.00000000
0.009257417222
Long
EC
CORP
PR
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
48928.00000000
NS
USD
16836124.80000000
0.103002891767
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
254900I4ZKD8IMM1O953
Bellemeade Re 2019-2 Ltd
07877BAC4
682337.54000000
PA
USD
682093.54000000
0.004173027220
Long
ABS-MBS
CORP
BM
N
2
2029-04-25
Floating
1.90657000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1310000.00000000
PA
USD
1315501.82000000
0.008048199523
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare Inc
65343C102
93100.00000000
NS
USD
1946721.00000000
0.011909978979
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
87300.00000000
NS
USD
12132954.00000000
0.074229038007
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
3874473.00000000
NS
14024407.70000000
0.085800893351
Long
EC
CORP
GB
N
2
N
N
N
MFE-MediaForEurope NV
213800DIFN7NR7B97A50
MFE-MediaForEurope NV
000000000
851058.00000000
NS
987403.74000000
0.006040905598
Long
EC
CORP
IT
N
2
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
7689.00000000
NS
399048.27000000
0.002441364996
Long
EC
CORP
SE
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
1155000.00000000
PA
USD
1051509.02000000
0.006433099722
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919500
62000.00000000
NS
USD
931860.00000000
0.005701090711
Long
EC
CORP
US
N
1
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
17780000.00000000
PA
USD
16102989.34000000
0.098517591655
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
4755.00000000
NS
USD
276075.30000000
0.001689020162
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
29000.00000000
PA
USD
27095.93000000
0.000165772063
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
PDF Solutions Inc
549300GMSP6MROFBI160
PDF Solutions Inc
693282105
30700.00000000
NS
USD
855609.00000000
0.005234589447
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856202
24006.00000000
NS
458382.35000000
0.002804369066
Long
EC
CORP
SE
N
2
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
2795.00000000
NS
USD
251550.00000000
0.001538975134
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
87090.00000000
NS
USD
2186829.90000000
0.013378957817
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
27700000.00000000
OU
Other
USD
25.22000000
0.000000154295
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27700000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-1221.28000000
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
2500000.00000000
PA
2416732.92000000
0.014785497395
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
4940.00000000
NS
USD
205207.60000000
0.001255453761
Long
EC
CORP
CN
N
1
N
N
N
ALABAMA ECON SETTLEMENT AUTH B
N/A
Alabama Economic Settlement Authority
01026CAD3
555000.00000000
PA
USD
577762.65000000
0.003534734056
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
4.26300000
N
N
N
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
29700.00000000
NS
USD
145219.46000000
0.000888448173
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS REPUBLIC OF ESTONIA
000000000
1.00000000
NC
USD
7306.94000000
0.000044703633
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
REPUBLIC OF ESTONIA
Estonia Government International Bond
Y
Default Event
2026-12-20
4026.77000000
USD
0.00000000
USD
450000.00000000
USD
3280.17000000
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
410000.00000000
PA
USD
428054.70000000
0.002618825439
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
18056.00000000
NS
USD
12205133.76000000
0.074670631550
Long
EC
CORP
CA
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
635.00000000
NS
USD
201707.75000000
0.001234041787
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
3045.00000000
NS
USD
155295.00000000
0.000950090015
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
1920000.00000000
PA
USD
1948030.25000000
0.011917988930
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
65200.00000000
NS
USD
3066356.00000000
0.018759871344
Long
EC
CORP
US
N
1
N
N
N
Arbutus Biopharma Corp
25490064CESONAUIAS23
Arbutus Biopharma Corp
03879J100
435900.00000000
NS
USD
1298982.00000000
0.007947131774
Long
EC
CORP
US
N
1
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
319099.00000000
NS
6818603.54000000
0.041716005956
Long
EC
CORP
DK
N
2
N
N
N
Hyundai Steel Co
9884006EYA94IB2C3132
Hyundai Steel Co
000000000
675.00000000
NS
22939.05000000
0.000140340399
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
2000000.00000000
PA
2032559.57000000
0.012435136700
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
3600000.00000000
PA
USD
3308894.83000000
0.020243716418
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAL8
12200000.00000000
PA
USD
11893681.18000000
0.072765174281
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.99796200
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
800000.00000000
PA
USD
901280.58000000
0.005514006764
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3313.00000000
NS
USD
2456987.06000000
0.015031770981
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46593EAJ4
1950000.00000000
PA
USD
1945708.83000000
0.011903786554
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
3.40000000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
15024.00000000
NS
419618.62000000
0.002567213762
Long
EC
CORP
SE
N
2
N
N
N
Japan Metropolitan Fund Invest
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Invest
000000000
793.00000000
NS
670071.51000000
0.004099476811
Long
EC
CORP
JP
N
2
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
167947.00000000
NS
7823342.34000000
0.047862966916
Long
EC
CORP
NL
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
17524.00000000
NS
883802.09000000
0.005407073902
Long
EC
CORP
BE
N
2
N
N
N
Benefit Street Partners CLO Lt
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAE0
26100000.00000000
PA
USD
25861618.26000000
0.158220582123
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.19129000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
7290.00000000
NS
USD
275634.90000000
0.001686325808
Long
EC
CORP
US
N
1
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
2475000.00000000
PA
USD
2219717.68000000
0.013580164239
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
88701.00000000
NS
USD
20508558.21000000
0.125470725995
Long
EC
CORP
US
N
1
N
N
N
PSP Swiss Property AG
50670042Y437P8X44F56
PSP Swiss Property AG
000000000
4235.00000000
NS
556491.41000000
0.003404597266
Long
EC
CORP
CH
N
2
N
N
N
CIFC European Funding CLO
5493000EF0244RPYUG32
CIFC European Funding CLO III DAC
000000000
15250000.00000000
PA
16765141.28000000
0.102568616783
Long
ABS-CBDO
CORP
IE
N
2
2034-01-15
Floating
1.05000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
1000000.00000000
PA
USD
902799.03000000
0.005523296594
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
944942.00000000
NS
12401306.43000000
0.075870809889
Long
EC
CORP
GB
N
2
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
29900.00000000
NS
USD
1890278.00000000
0.011564662447
Long
EC
CORP
US
N
1
N
N
Tsugami Corp
N/A
Tsugami Corp
000000000
207500.00000000
NS
2234311.97000000
0.013669451655
Long
EC
CORP
JP
N
2
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXI Ltd
55820JBC3
15500000.00000000
PA
USD
15330408.30000000
0.093790964704
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.32129000
N
N
N
N
N
N
Avenue Supermarts Ltd
335800B2ZPJKOU2ZM776
Avenue Supermarts Ltd
000000000
12297.00000000
NS
647599.11000000
0.003961991362
Long
EC
CORP
IN
N
2
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
2658.00000000
NS
1700987.75000000
0.010406590542
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
730000.00000000
PA
USD
735921.06000000
0.004502342325
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Mirait Holdings Corp
353800RI3EZVEIDAEL62
Mirait Holdings Corp
000000000
24300.00000000
NS
386804.38000000
0.002366457255
Long
EC
CORP
JP
N
2
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
18900.00000000
NS
142362.90000000
0.000870971827
Long
EC
CORP
MX
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
5371.00000000
NS
USD
1428686.00000000
0.008740656842
Long
EC
CORP
US
N
1
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings Inc
88087E100
1520.00000000
NS
USD
69357.60000000
0.000424327655
Long
EC
CORP
US
N
1
N
N
N
Home Product Center PCL
N/A
Home Product Center PCL
000000000
39900.00000000
NS
18998.62000000
0.000116232970
Long
EC
CORP
TH
N
2
N
N
N
Shinko Electric Industries Co
549300627MZ4832XWF51
Shinko Electric Industries Co Ltd
000000000
15300.00000000
NS
724888.16000000
0.004434843384
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/IDR FORWARD
000000000
1.00000000
NC
USD
3432.21000000
0.000020998154
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-15296654709.00000000
IDR
1067158.83000000
USD
2022-06-15
3432.21000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
475000.00000000
PA
USD
458597.66000000
0.002805686326
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
State Bank of India
5493001JZ37UBBZF6L49
State Bank of India
000000000
27469.00000000
NS
177918.44000000
0.001088499523
Long
EC
CORP
IN
N
2
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
4195.00000000
NS
USD
45599.65000000
0.000278977250
Long
EC
CORP
US
N
1
N
N
N
PREMIER ENTERTAINMENT SU
N/A
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
74052HAB0
1275000.00000000
PA
USD
1091687.30000000
0.006678909199
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
JSW Steel Ltd
335800EK6HZSC4CVAJ09
JSW Steel Ltd
000000000
6317.00000000
NS
60773.29000000
0.000371809112
Long
EC
CORP
IN
N
2
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
000000000
119652.00000000
NS
382451.47000000
0.002339826286
Long
EC
CORP
CL
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2735000.00000000
PA
USD
2743435.64000000
0.016784254551
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Data#3 Ltd
529900WW6OYX86LFDA80
Data#3 Ltd
000000000
125808.00000000
NS
553409.31000000
0.003385741073
Long
EC
CORP
AU
N
2
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
1110.00000000
NS
USD
33699.60000000
0.000206173112
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
1500.00000000
NS
USD
97230.00000000
0.000594850138
Long
EC
CORP
US
N
1
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan Inc
68287N100
24600.00000000
NS
USD
355224.00000000
0.002173249465
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
124117.00000000
NS
4224728.42000000
0.025846758049
Long
EC
CORP
DE
N
2
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
1742.00000000
NS
50230.75000000
0.000307310177
Long
EC
CORP
CN
N
2
N
N
N
Consolidated Communications Ho
529900F6S64KOO8CXH48
Consolidated Communications Holdings Inc
209034107
25200.00000000
NS
USD
148680.00000000
0.000909619650
Long
EC
CORP
US
N
1
N
N
N
Jinmao Property Services Co Lt
5493003Y2NRQS7M5RH35
Jinmao Property Services Co Ltd
000000000
634.00000000
NS
401.45000000
0.000002456058
Long
EC
CORP
HK
N
2
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
35.00000000
NS
USD
6583.15000000
0.000040275508
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
5550.00000000
NS
USD
391996.50000000
0.002398222485
Long
EC
CORP
US
N
1
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
3000000.00000000
PA
3121173.56000000
0.019095243484
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
3380000.00000000
PA
USD
3338211.03000000
0.020423072025
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
2.80657000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2005-HE2
61744CNB8
191062.26000000
PA
USD
190714.34000000
0.001166784444
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.05657000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
600000.00000000
PA
USD
608217.90000000
0.003721058335
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
425000.00000000
PA
USD
429700.58000000
0.002628894882
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
495000.00000000
PA
USD
471239.44000000
0.002883028345
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
452627.00000000
NS
9861925.40000000
0.060334955143
Long
EC
CORP
SE
N
2
N
N
N
Teekay Tankers Ltd
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd
000000000
18400.00000000
NS
USD
254656.00000000
0.001557977546
Long
EC
CORP
CA
N
1
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAA7
10000000.00000000
PA
USD
9414101.00000000
0.057595179289
Long
ABS-MBS
CORP
US
N
2
2041-05-10
Fixed
2.95600000
N
N
N
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
125400.00000000
NS
USD
1765632.00000000
0.010802082067
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBD1
3661209.05000000
PA
USD
3631869.95000000
0.022219668232
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.40800000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
661500.00000000
NS
17368446.69000000
0.106259620656
Long
EC
CORP
SG
N
2
N
N
N
Press Kogyo Co Ltd
353800Z8ABLQL0MHSA16
Press Kogyo Co Ltd
000000000
159800.00000000
NS
491825.69000000
0.003008974387
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
253168.22000000
0.001548875354
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-05-08
0.00000000
USD
-313947.23000000
USD
-5285000.00000000
GBP
567115.45000000
N
N
N
Bank Al-Jazira
558600FGNP3JML7WY215
Bank Al-Jazira
000000000
2793.00000000
NS
19584.73000000
0.000119818773
Long
EC
CORP
SA
N
2
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCF5
833202.11000000
PA
USD
808116.56000000
0.004944032166
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.00900000
N
N
N
N
N
N
RPC Inc
N/A
RPC Inc
749660106
29300.00000000
NS
USD
312631.00000000
0.001912666806
Long
EC
CORP
US
N
1
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
1085000.00000000
PA
USD
1024401.53000000
0.006267256935
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
300000.00000000
PA
319575.80000000
0.001955154878
Long
DBT
NUSS
PH
N
2
2025-04-28
Fixed
0.25000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
3070000.00000000
PA
USD
3113530.30000000
0.019048482255
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
489420.00000000
NS
11228915.29000000
0.068698157088
Long
EC
CORP
GB
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
169101.00000000
NS
3019174.08000000
0.018471213814
Long
EC
CORP
GB
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
13416.00000000
NS
USD
2984523.36000000
0.018259221779
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
676.00000000
NS
USD
37957.40000000
0.000232222201
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
46009.00000000
NS
USD
10447723.72000000
0.063918851180
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
8900.00000000
NS
USD
834108.00000000
0.005103046993
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
247435.00000000
NS
USD
8828480.80000000
0.054012372984
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
950.00000000
NS
USD
92720.00000000
0.000567258097
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
168310.00000000
NS
USD
7361879.40000000
0.045039750895
Long
EC
CORP
US
N
1
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
000000000
303800.00000000
NS
2392216.43000000
0.014635506267
Long
EC
CORP
BR
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
28150.00000000
NS
USD
834929.00000000
0.005108069846
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
389.00000000
NS
USD
68681.84000000
0.000420193376
Long
EC
CORP
US
N
1
N
N
N
Barrett Business Services Inc
529900HXB6TMG0SR9Y34
Barrett Business Services Inc
068463108
5200.00000000
NS
USD
402844.00000000
0.002464587155
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
163738.00000000
NS
9931294.27000000
0.060759351748
Long
EC
CORP
FR
N
2
N
N
N
HUAYU AUTOMOTIVE SYSTEMS CO LTD
3003001J2BNVV78BOT83
HUAYU AUTOMOTIVE SYSTEMS CO LTD
000000000
23000.00000000
NS
71840.84000000
0.000439520041
Long
EC
CORP
CN
N
2
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
335057.00000000
NS
USD
15754380.14000000
0.096384811332
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-68.00000000
NC
USD
68064.44000000
0.000416416142
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-10272314.44000000
USD
68064.44000000
N
N
N
Summit Hotel Properties Inc
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082100
134002.00000000
NS
USD
1334659.92000000
0.008165408187
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
237375.00000000
NS
USD
24024723.75000000
0.146982518219
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
PHP/USD FORWARD
000000000
1.00000000
NC
USD
74002.27000000
0.000452743603
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-5206000.00000000
USD
275016838.00000000
PHP
2022-06-15
74002.27000000
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
31200.00000000
NS
446830.82000000
0.002733697162
Long
EC
CORP
JP
N
2
N
N
N
China Meidong Auto Holdings Lt
875500GUQWEG1PXVMG17
China Meidong Auto Holdings Ltd
000000000
10000.00000000
NS
37969.85000000
0.000232298370
Long
EC
CORP
CN
N
2
N
N
N
Onto Innovation Inc
254900RXZVN73CHOO062
Onto Innovation Inc
683344105
5100.00000000
NS
USD
443139.00000000
0.002711110721
Long
EC
CORP
US
N
1
N
N
N
Arab National Bank
213800CYWGYQVT1ZBQ57
Arab National Bank
000000000
15773.00000000
NS
116749.50000000
0.000714269836
Long
EC
CORP
SA
N
2
N
N
N
Golden Entertainment Inc
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013101
4400.00000000
NS
USD
255508.00000000
0.001563190056
Long
EC
CORP
US
N
1
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
73068.00000000
NS
4989716.20000000
0.030526929670
Long
EC
CORP
DE
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
284108.00000000
NS
USD
47553997.04000000
0.290933885819
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
60.00000000
NS
USD
26693.40000000
0.000163309397
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
975.00000000
NS
USD
71935.50000000
0.000440099168
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
439331.00000000
NS
USD
51999217.16000000
0.318129605282
Long
EC
CORP
US
N
1
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp
00650F109
160.00000000
NS
USD
2220.80000000
0.000013586785
Long
EC
CORP
US
N
1
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
739239101
25300.00000000
NS
783194.02000000
0.004791556835
Long
EC
CORP
CA
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
2525.00000000
NS
USD
67291.25000000
0.000411685790
Long
EC
CORP
US
N
1
N
N
N
BFF Bank SpA
815600522538355AE429
BFF Bank SpA
000000000
25790.00000000
NS
191687.65000000
0.001172739124
Long
EC
CORP
IT
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAF5
2000000.00000000
PA
USD
1993652.20000000
0.012197102612
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
6030000.00000000
PA
USD
6291882.42000000
0.038493542404
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
3500000.00000000
PA
3350983.72000000
0.020501214948
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat Inc
08862E109
95.00000000
NS
USD
4589.45000000
0.000028078113
Long
EC
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
425000.00000000
PA
USD
425173.77000000
0.002601199999
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
9890.00000000
NS
USD
4973483.20000000
0.030427616677
Long
EC
CORP
US
N
1
N
N
N
GungHo Online Entertainment In
529900TH7FB4RV6F5S47
GungHo Online Entertainment Inc
000000000
144700.00000000
NS
3079065.17000000
0.018837625654
Long
EC
CORP
JP
N
2
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
1956.00000000
NS
61416.88000000
0.000375746575
Long
EC
CORP
IN
N
2
N
N
N
Petco Health & Wellness Co Inc
N/A
Petco Health & Wellness Co Inc
71601V105
645.00000000
NS
USD
12622.65000000
0.000077224983
Long
EC
CORP
US
N
1
N
N
N
QuinStreet Inc
549300TP8MFBFPOS4Y78
QuinStreet Inc
74874Q100
45800.00000000
NS
USD
531280.00000000
0.003250354638
Long
EC
CORP
US
N
1
N
N
N
Vroom Inc
N/A
Vroom Inc
92918V109
334165.00000000
NS
USD
888878.90000000
0.005438133669
Long
EC
CORP
US
N
1
N
N
Natus Medical Inc
549300ZW3JLSJGT2D838
Natus Medical Inc
639050103
17700.00000000
NS
USD
465156.00000000
0.002845810047
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp
N/A
SiTime Corp
82982T106
11800.00000000
NS
USD
2924276.00000000
0.017890630290
Long
EC
CORP
US
N
1
N
N
REV Group Inc
549300SRD0SIG5ZZ3X20
REV Group Inc
749527107
63400.00000000
NS
USD
849560.00000000
0.005197581852
Long
EC
CORP
US
N
1
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
638.95000000
0.000003909076
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-05-08
633.28000000
USD
0.00000000
USD
-25000.00000000
GBP
5.67000000
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
286337.00000000
NS
909119.63000000
0.005561965830
Long
EC
CORP
GB
N
2
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
645.00000000
NS
USD
61565.25000000
0.000376654298
Long
EC
CORP
US
N
1
N
N
N
Loyalty Ventures Inc
549300Q3YKVWNY6JIJ44
Loyalty Ventures Inc
54911Q107
270.00000000
NS
USD
4463.10000000
0.000027305108
Long
EC
CORP
US
N
1
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AV9
1895000.00000000
PA
USD
1902683.47000000
0.011640558730
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
755.00000000
NS
USD
107655.45000000
0.000658632719
Long
EC
CORP
US
N
1
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
1000000.00000000
PA
769446.96000000
0.004707452747
Long
DBT
CORP
AE
N
2
2028-02-09
Fixed
4.75000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HUF/USD FORWARD
000000000
1.00000000
NC
USD
21161.28000000
0.000129464057
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-485072465.00000000
HUF
1478000.00000000
USD
2022-04-19
21161.28000000
N
N
N
Apellis Pharmaceuticals Inc
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals Inc
03753U106
59273.00000000
NS
USD
3011661.13000000
0.018425249818
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285103
7400.00000000
NS
USD
310652.00000000
0.001900559345
Long
EC
CORP
US
N
1
N
N
N
Sopra Steria Group SACA
96950020QIOHAAK9V551
Sopra Steria Group SACA
000000000
1085.00000000
NS
201652.24000000
0.001233702178
Long
EC
CORP
FR
N
2
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
15700.00000000
NS
2764872.65000000
0.016915405516
Long
EC
CORP
JP
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
91800.00000000
NS
672164.90000000
0.004112284107
Long
EC
CORP
SG
N
2
N
N
N
First BanCorp/Puerto Rico
N/A
First BanCorp/Puerto Rico
318672706
75500.00000000
NS
USD
990560.00000000
0.006060215499
Long
EC
CORP
PR
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
99050.00000000
NS
USD
5682498.50000000
0.034765350394
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-23499.01000000
-0.00014376621
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
12800.18000000
USD
0.00000000
USD
-2520000.00000000
USD
-36299.19000000
N
N
N
China Resources Mixc Lifestyle
N/A
China Resources Mixc Lifestyle Services Ltd
000000000
6000.00000000
NS
29470.96000000
0.000180302423
Long
EC
CORP
CN
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
159100.00000000
NS
3160969.24000000
0.019338712225
Long
EC
CORP
JP
N
2
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
1640.00000000
NS
USD
148305.20000000
0.000907326635
Long
EC
CORP
US
N
1
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
208000.00000000
NS
4879826.86000000
0.029854630081
Long
EC
CORP
SG
N
2
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
79409.00000000
NS
USD
6083523.49000000
0.037218808903
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
1448.00000000
NS
USD
320225.20000000
0.001959127887
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
1630.00000000
NS
USD
58517.00000000
0.000358005199
Long
EC
CORP
US
N
1
N
N
N
Vimeo Inc
N/A
Vimeo Inc
92719V100
135.00000000
NS
USD
1603.80000000
0.000009811998
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-235938.45000000
-0.00144346415
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-04-20
0.00000000
USD
0.00000000
USD
6560000000.00000000
COP
-235938.45000000
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
390000.00000000
PA
USD
439062.28000000
0.002686169474
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
6805.00000000
NS
USD
312077.30000000
0.001909279287
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
3205.00000000
NS
USD
561804.45000000
0.003437102281
Long
EC
CORP
US
N
1
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
1315.00000000
NS
USD
78781.65000000
0.000481983702
Long
EC
CORP
US
N
1
N
N
N
Dlocal Ltd/Uruguay
N/A
Dlocal Ltd/Uruguay
000000000
86636.00000000
NS
USD
2708241.36000000
0.016568937032
Long
EC
CORP
UY
N
1
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
515.00000000
NS
USD
77002.80000000
0.000471100753
Long
EC
CORP
US
N
1
N
N
N
Dabur India Ltd
335800MJPUA2E1FSFL38
Dabur India Ltd
000000000
4450.00000000
NS
31429.15000000
0.000192282569
Long
EC
CORP
IN
N
2
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
124568.00000000
NS
USD
1948243.52000000
0.011919293709
Long
EC
CORP
US
N
1
N
N
Golden Agri-Resources Ltd
529900GAK9LTNC3IFY40
Golden Agri-Resources Ltd
000000000
2372800.00000000
NS
532185.77000000
0.003255896111
Long
EC
CORP
SG
N
2
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
906975.00000000
NS
USD
8153705.25000000
0.049884117001
Long
EC
CORP
US
N
1
N
N
N
Bank of Hawaii Corp
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062540109
535.00000000
NS
USD
44897.20000000
0.000274679683
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
28193.00000000
NS
2199505.42000000
0.013456506257
Long
EC
CORP
IE
N
2
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
3700000.00000000
PA
USD
3694209.32000000
0.022601058573
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
Duck Creek Technologies Inc
N/A
Duck Creek Technologies Inc
264120106
755.00000000
NS
USD
16700.60000000
0.000102173755
Long
EC
CORP
US
N
1
N
N
N
CHONGQING ZHIFEI BIOLOGICAL PRODUCTS CO LTD
300300DRZD9P8L2NA467
CHONGQING ZHIFEI BIOLOGICAL PRODUCTS CO LTD
000000000
4600.00000000
NS
99584.46000000
0.000609254651
Long
EC
CORP
CN
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
1345000.00000000
PA
USD
1336472.83000000
0.008176499514
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
120899.00000000
NS
USD
20603607.58000000
0.126052235106
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co
736508847
34400.00000000
NS
USD
1897160.00000000
0.011606766311
Long
EC
CORP
US
N
1
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2021-1R
69356UAA6
8030591.75000000
PA
USD
8069994.65000000
0.049371978134
Long
ABS-MBS
CORP
US
Y
2
2024-02-27
Floating
3.35657000
N
N
N
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
60480.00000000
NS
4879653.96000000
0.029853572284
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
17000.00000000
PA
USD
15122.46000000
0.000092518743
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
59834.00000000
NS
1682478.38000000
0.010293350787
Long
EC
CORP
GB
N
2
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
1250000.00000000
PA
USD
1261088.03000000
0.007715297635
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.60500000
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS DEVON ENERGY CORPORATION
000000000
1.00000000
NC
USD
5832.43000000
0.000035682626
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
DEVON ENERGY CORPORATION
Devon Energy Corp
Y
Default Event
2022-06-20
4428.41000000
USD
0.00000000
USD
3590000.00000000
USD
1404.02000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
9300.00000000
NS
1094367.08000000
0.006695304010
Long
EC
CORP
CA
N
1
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
26000.00000000
NS
25679.61000000
0.000157107061
Long
EC
CORP
CN
N
2
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
17770.00000000
NS
USD
917998.20000000
0.005616284647
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
22400.00000000
NS
USD
4801440.00000000
0.029375061691
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
1660.00000000
NS
USD
67379.40000000
0.000412225089
Long
EC
CORP
US
N
1
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
4450000.00000000
PA
5597080.57000000
0.034242766136
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
4.50000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
228297.00000000
NS
11515030.14000000
0.070448598908
Long
EC
CORP
DE
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
1247000.00000000
PA
USD
1105208.82000000
0.006761633441
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
2500000.00000000
PA
USD
2458509.53000000
0.015041085406
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
807.00000000
NS
USD
94822.50000000
0.000580121127
Long
EC
CORP
US
N
1
N
N
N
Voya Euro CLO
549300H0DM0Z0GCEKC77
Voya Euro CLO IV DAC
000000000
10000000.00000000
PA
10858297.31000000
0.066430727728
Long
ABS-CBDO
CORP
IE
N
2
2034-10-15
Floating
0.97000000
N
N
N
N
N
N
Bain Capital Euro CLO
5493001FSPB8QPJ8P276
Bain Capital Euro CLO 2020-1 DAC
000000000
14000000.00000000
PA
15495438.89000000
0.094800616758
Long
ABS-CBDO
CORP
IE
N
2
2033-01-24
Floating
1.10000000
N
N
N
N
N
N
HENDERSON LAND
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
133200.00000000
NS
552973.20000000
0.003383072966
Long
EC
CORP
HK
N
2
N
N
N
Bunka Shutter Co Ltd
3538006KDHDR2E6VDJ47
Bunka Shutter Co Ltd
000000000
307700.00000000
NS
2478375.71000000
0.015162626082
Long
EC
CORP
JP
N
2
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
13000.00000000
NS
USD
463580.00000000
0.002836168128
Long
EC
CORP
US
N
1
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp PLC
000000000
19800.00000000
NS
USD
724086.00000000
0.004429935794
Long
EC
CORP
IE
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
1000000.00000000
PA
USD
1205754.79000000
0.007376770581
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375106
83100.00000000
NS
USD
1834017.00000000
0.011220459386
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
42200.00000000
NS
440580.95000000
0.002695460650
Long
EC
CORP
HK
N
2
N
N
N
Yang Ming Marine Transport Cor
254900WG2ACWNVSP6E13
Yang Ming Marine Transport Corp
000000000
203000.00000000
NS
879186.12000000
0.005378833540
Long
EC
CORP
TW
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
3260000.00000000
PA
USD
3588560.76000000
0.021954703944
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Pandox AB
549300K4HA8EBLSL3B97
Pandox AB
000000000
56678.00000000
NS
849619.01000000
0.005197942874
Long
EC
CORP
SE
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
250660.00000000
0.001533530141
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-10-22
0.00000000
USD
0.00000000
USD
-2931000.00000000
GBP
250660.00000000
N
N
N
BANK OF BEIJING CO LTD
300300C1080211000042
BANK OF BEIJING CO LTD
000000000
67400.00000000
NS
48476.89000000
0.000296580116
Long
EC
CORP
CN
N
2
N
N
N
Trinity Industries Inc
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522109
52049.00000000
NS
USD
1788403.64000000
0.010941398258
Long
EC
CORP
US
N
1
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CAZ8
15906699.55000000
PA
USD
15573396.93000000
0.095277561641
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30480000
N
N
N
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
2740.00000000
NS
USD
90009.00000000
0.000550672283
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
5820.00000000
NS
USD
502789.80000000
0.003076052474
Long
EC
CORP
US
N
1
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
32600.00000000
NS
1424373.30000000
0.008714271876
Long
EC
CORP
JP
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
477246.00000000
NS
USD
26611236.96000000
0.162806726188
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
1887.00000000
NS
USD
285295.53000000
0.001745429244
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
718000.00000000
PA
736072.98000000
0.004503271767
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
255000.00000000
PA
USD
233899.72000000
0.001430991266
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-118169.55000000
-0.00072295765
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-6893098.00000000
USD
6123564.91000000
EUR
2022-04-04
-118169.55000000
N
N
N
Bezeq The Israeli Telecommunic
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
1172633.00000000
NS
2017776.88000000
0.012344696659
Long
EC
CORP
IL
N
2
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
5100000.00000000
PA
USD
5376982.99000000
0.032896215936
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
71658.00000000
NS
2748370.69000000
0.016814447034
Long
EC
CORP
GB
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
8006.00000000
NS
484617.66000000
0.002964875882
Long
EC
CORP
KR
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
144000.00000000
NS
0.17000000
0.000000001040
Long
EP
CORP
RU
N
3
N
N
N
KKR Financial CLO Ltd
5493004Y6G18HN4CQ515
KKR Clo 32 Ltd
48254HAA2
28850000.00000000
PA
USD
28734274.00000000
0.175795401257
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
1.56129000
N
N
N
N
N
N
Mesa Air Group Inc
549300EY743RMV1F7P98
Mesa Air Group Inc
590479135
101400.00000000
NS
USD
446160.00000000
0.002729593106
Long
EC
CORP
US
N
1
N
N
LG Innotek Co Ltd
988400KTHH2LMUX7EB48
LG Innotek Co Ltd
000000000
1353.00000000
NS
427889.98000000
0.002617817687
Long
EC
CORP
KR
N
2
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
4415000.00000000
PA
USD
3836792.35000000
0.023473377149
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
Insteel Industries Inc
52990026LKY4MOX3L174
Insteel Industries Inc
45774W108
6000.00000000
NS
USD
221940.00000000
0.001357822068
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
91500.00000000
NS
USD
12686475.00000000
0.077615462397
Long
EC
CORP
US
N
1
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-2 Ltd
00142MAC4
11250000.00000000
PA
USD
11135401.88000000
0.068126044933
Long
ABS-CBDO
CORP
KY
N
2
2033-10-25
Floating
1.35771000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
950000.00000000
PA
USD
890997.12000000
0.005451092873
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
Weibo Corp
549300Q9ID4640FE0422
Weibo Corp
948596101
11000.00000000
NS
USD
269610.00000000
0.001649465656
Long
EC
CORP
CN
N
1
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAA4
400000.00000000
PA
USD
393900.91000000
0.002409873607
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
NZD/USD FORWARD
000000000
1.00000000
NC
USD
44756.53000000
0.000273819068
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1196000.00000000
USD
1790767.66000000
NZD
2022-04-19
44756.53000000
N
N
N
Pan Ocean Co Ltd
988400HGOJIHDWPIAT45
Pan Ocean Co Ltd
000000000
7715.00000000
NS
44204.11000000
0.000270439380
Long
EC
CORP
KR
N
2
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
168450.00000000
NS
USD
8656645.50000000
0.052961089923
Long
EC
CORP
GB
N
1
N
N
N
Shyft Group Inc/The
549300YY0TB51BGRV994
Shyft Group Inc/The
825698103
33700.00000000
NS
USD
1216907.00000000
0.007444999458
Long
EC
CORP
US
N
1
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
600000.00000000
PA
USD
598225.46000000
0.003659924896
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
75950.00000000
NS
USD
22592087.00000000
0.138217690810
Long
EC
CORP
US
N
1
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
1040000.00000000
PA
USD
998762.88000000
0.006110400466
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
1300000.00000000
PA
USD
698750.00000000
0.004274930928
Long
DBT
MUN
US
N
2
2043-11-01
Variable
0.01000000
N
N
N
N
N
N
Frontdoor Inc
5493008RB0JZJI3QGZ06
Frontdoor Inc
35905A109
365.00000000
NS
USD
10895.25000000
0.000066656803
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
31150.00000000
NS
USD
3432418.50000000
0.020999430418
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
6705.00000000
NS
USD
157500.45000000
0.000963582890
Long
EC
CORP
US
N
1
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAY5
590000.00000000
PA
USD
527448.58000000
0.003226914129
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
3000000.00000000
PA
USD
2720859.39000000
0.016646133750
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
20665.00000000
NS
USD
1080366.20000000
0.006609647058
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
13839.39000000
0.000084668960
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-3142463.03000000
PLN
687000.00000000
EUR
2022-04-19
13839.39000000
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
76291.00000000
NS
USD
2632039.50000000
0.016102736405
Long
EC
CORP
US
N
1
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
9640000.00000000
PA
10143591.67000000
0.062058180687
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
663.00000000
NS
USD
136233.24000000
0.000833470756
Long
EC
CORP
US
N
1
N
N
N
MACOM Technology Solutions Hol
N/A
MACOM Technology Solutions Holdings Inc
55405Y100
3003.00000000
NS
USD
179789.61000000
0.001099947283
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
1858.00000000
NS
USD
287451.18000000
0.001758617445
Long
EC
CORP
US
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834FB9
7770000.00000000
PA
USD
4883869.94000000
0.029879365519
Long
DBT
UST
US
N
2
2040-02-15
None
0.00000000
N
N
N
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
425.00000000
NS
USD
11067.00000000
0.000067707564
Long
EC
CORP
US
N
1
N
N
N
Aurobindo Pharma Ltd
335800G4T2A353RDGM23
Aurobindo Pharma Ltd
000000000
2125.00000000
NS
18681.67000000
0.000114293880
Long
EC
CORP
IN
N
2
N
N
N
Bally's Corp
549300NS4D5IK406VT62
Bally's Corp
05875B106
10830.00000000
NS
USD
332914.20000000
0.002036758797
Long
EC
CORP
US
N
1
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
965000.00000000
PA
USD
1003507.44000000
0.006139427537
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
4295000.00000000
PA
USD
4139541.70000000
0.025325588326
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
2955.00000000
NS
USD
93112.05000000
0.000569656647
Long
EC
CORP
US
N
1
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
104000.00000000
NS
105730.56000000
0.000646856302
Long
EC
CORP
CN
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
290000.00000000
PA
USD
312625.14000000
0.001912630955
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BY4
60000.00000000
PA
USD
58141.98000000
0.000355710838
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
SK Square Co Ltd
N/A
SK Square Co Ltd
000000000
33101.00000000
NS
1535749.16000000
0.009395665949
Long
EC
CORP
KR
N
2
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
8430.00000000
NS
USD
498465.90000000
0.003049598987
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214P109
34500.00000000
NS
USD
1032930.00000000
0.006319433851
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
2628.00000000
NS
USD
458848.80000000
0.002807222792
Long
EC
CORP
US
N
1
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
1946.00000000
NS
328566.09000000
0.002010157195
Long
EC
CORP
BE
N
2
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
385.00000000
NS
USD
22306.90000000
0.000136472925
Long
EC
CORP
US
N
1
N
N
N
MOL Hungarian Oil & Gas PLC
213800R83KX5FQFGXS67
MOL Hungarian Oil & Gas PLC
000000000
3040.00000000
NS
26682.05000000
0.000163239958
Long
EC
CORP
HU
N
2
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
2985.00000000
NS
USD
93012.60000000
0.000569048215
Long
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
Spectrum Brands Holdings Inc
84790A105
570.00000000
NS
USD
50570.40000000
0.000309388146
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
79787.00000000
NS
USD
10241459.32000000
0.062656931948
Long
EC
CORP
US
N
1
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
110430.00000000
NS
USD
6265798.20000000
0.038333959951
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
2725000.00000000
PA
USD
2690850.73000000
0.016462541695
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
CorVel Corp
N/A
CorVel Corp
221006109
11300.00000000
NS
USD
1903372.00000000
0.011644771135
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
259549.00000000
NS
USD
8671532.09000000
0.053052165621
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
252601.00000000
NS
USD
18980439.14000000
0.116121740700
Long
EC
CORP
US
N
1
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
93016.00000000
NS
828830.26000000
0.005070757943
Long
EC
CORP
KR
N
2
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/NOK FORWARD
000000000
1.00000000
NC
USD
-469.45000000
-0.00000287208
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-417549.00000000
USD
3672768.52000000
NOK
2022-04-19
-469.45000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
-7877.04000000
-0.00004819148
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-204661501.50000000
INR
2661000.00000000
USD
2022-06-15
-7877.04000000
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
1375000.00000000
PA
USD
1527314.69000000
0.009344064122
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Alfen Beheer BV
724500HDW6IWR9J5YT90
Alfen Beheer BV
000000000
1524.00000000
NS
154967.27000000
0.000948084973
Long
EC
CORP
NL
N
2
N
N
N
Sri Trang Gloves Thailand PCL
N/A
Sri Trang Gloves Thailand PCL
000000000
1046800.00000000
NS
794682.46000000
0.004861842757
Long
EC
CORP
TH
N
2
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
1438.00000000
NS
USD
301189.10000000
0.001842665615
Long
EC
CORP
US
N
1
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AV6
1310000.00000000
PA
USD
1309307.49000000
0.008010302803
Long
DBT
CORP
US
N
2
2050-09-17
Fixed
4.15000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
3175000.00000000
PA
USD
2986416.27000000
0.018270802544
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
280.00000000
NS
USD
36696.80000000
0.000224509889
Long
EC
CORP
US
N
1
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
556000.00000000
NS
209878.38000000
0.001284029449
Long
EC
CORP
CN
N
2
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
10200.00000000
NS
USD
330276.00000000
0.002020618371
Long
EC
CORP
US
N
1
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
2000000.00000000
PA
USD
1792099.48000000
0.010964009293
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Banco Santander Brasil SA
549300D1H731B30TSI43
Banco Santander Brasil SA
000000000
3000.00000000
NS
22841.60000000
0.000139744203
Long
EC
CORP
BR
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
16125000.00000000
PA
USD
14622747.43000000
0.089461517348
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
1000.00000000
NS
USD
199500.00000000
0.001220534841
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
53019.99000000
0.000324374662
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1472000.00000000
USD
1215654438.00000000
CLP
2022-06-15
53019.99000000
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
55200.00000000
NS
0.07000000
0.000000000428
Long
EC
CORP
RU
N
3
N
N
N
NCI
529900QCDGPLPB62KH67
New China Life Insurance Co Ltd
000000000
144700.00000000
NS
402054.07000000
0.002459754388
Long
EC
CORP
CN
N
2
N
N
N
Natera Inc
N/A
Natera Inc
632307104
70.00000000
NS
USD
2847.60000000
0.000017421528
Long
EC
CORP
US
N
1
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
169.00000000
NS
37936.38000000
0.000232093601
Long
EP
CORP
KR
N
2
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155Q100
2875.00000000
NS
USD
37720.00000000
0.000230769795
Long
EC
CORP
US
N
1
N
N
N
Bank Jago Tbk PT
N/A
Bank Jago Tbk PT
000000000
1587533.00000000
NS
1613653.71000000
0.009872283581
Long
EC
CORP
ID
N
2
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
600000.00000000
PA
USD
595526.81000000
0.003643414638
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
1070.00000000
NS
USD
63632.90000000
0.000389304117
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
1896.00000000
NS
USD
224884.56000000
0.001375836795
Long
EC
CORP
CH
N
1
N
N
N
Nippon Suisan Kaisha Ltd
529900MPH5BMANQ3EC50
Nippon Suisan Kaisha Ltd
000000000
619700.00000000
NS
2771887.42000000
0.016958321662
Long
EC
CORP
JP
N
2
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
000000000
184000.00000000
NS
3026748.94000000
0.018517556574
Long
EC
CORP
JP
N
2
N
N
N
Outbrain Inc
549300TNEHRXPVGWVW07
Outbrain Inc
69002R103
48800.00000000
NS
USD
523624.00000000
0.003203515466
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223A27
1815000.00000000
PA
USD
2365931.82000000
0.014474697834
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.51100000
N
N
N
N
N
N
D/S Norden A/S
529900RGXD3CBR3BRU63
D/S Norden A/S
000000000
145401.00000000
NS
5092220.58000000
0.031154048303
Long
EC
CORP
DK
N
2
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
1530.00000000
NS
USD
44706.60000000
0.000273513598
Long
EC
CORP
US
N
1
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
88506.00000000
NS
1977509.12000000
0.012098339747
Long
EC
CORP
SE
N
2
N
N
American Well Corp
N/A
American Well Corp
03044L105
40800.00000000
NS
USD
171768.00000000
0.001050871321
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
28660.00000000
NS
USD
2427215.40000000
0.014849628885
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
84310.00000000
NS
USD
22002380.70000000
0.134609885872
Long
EC
CORP
US
N
1
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
96700.00000000
NS
979650.44000000
0.005993471148
Long
EC
CORP
JP
N
2
N
N
N
Full Truck Alliance Co Ltd
N/A
Full Truck Alliance Co Ltd
35969L108
312013.00000000
NS
USD
2081126.71000000
0.012732268963
Long
EC
CORP
CN
N
1
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
526317.00000000
NS
5957056.41000000
0.036445087212
Long
EC
CORP
IT
N
2
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust 2004-SD2
07384YTH9
572376.60000000
PA
USD
568265.79000000
0.003476632559
Long
ABS-MBS
CORP
US
N
2
2044-03-25
Variable
4.11941000
N
N
N
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
4252.00000000
NS
USD
311501.52000000
0.001905756682
Long
EC
CORP
CA
N
1
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
350000.00000000
PA
USD
304562.77000000
0.001863305624
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
245442.62000000
0.001501610371
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GAZPROM (GAZ CAPITAL SA)
Gazprom PJSC Via Gaz Capital SA
Y
Default Event
2023-06-20
295011.10000000
USD
0.00000000
USD
-540000.00000000
USD
-49568.48000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
1300000.00000000
PA
USD
1351053.30000000
0.008265702380
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
40399.00000000
NS
4817769.70000000
0.029474966292
Long
EC
CORP
DE
N
2
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
1900000.00000000
PA
2290020.36000000
0.014010273865
Long
DBT
CORP
GB
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
2390000.00000000
PA
USD
2446729.76000000
0.014969017137
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
414515.00000000
NS
USD
19743349.45000000
0.120789202424
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
1350000.00000000
PA
USD
1264905.77000000
0.007738654451
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
1175000.00000000
PA
USD
1085271.42000000
0.006639657043
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.72600000
N
N
N
N
N
N
Pagegroup PLC
213800JK5ZEQW4AB8G71
Pagegroup PLC
000000000
46095.00000000
NS
294506.88000000
0.001801783999
Long
EC
CORP
GB
N
2
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
925000.00000000
PA
USD
981880.73000000
0.006007115993
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
7395.00000000
NS
USD
156330.30000000
0.000956423949
Long
EC
CORP
US
N
1
N
N
N
Pepkor Holdings Ltd
N/A
Pepkor Holdings Ltd
000000000
9984.00000000
NS
15881.37000000
0.000097161731
Long
EC
CORP
ZA
N
2
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
9587400.00000000
PA
USD
9702980.52000000
0.059362535274
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
DLF Ltd
335800PJLUEOB8914F48
DLF Ltd
000000000
4515.00000000
NS
22563.65000000
0.000138043714
Long
EC
CORP
IN
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
1693260.00000000
NS
11571654.06000000
0.070795022302
Long
EC
CORP
HK
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
2460000.00000000
PA
USD
2072960.47000000
0.012682308159
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AE1
3495000.00000000
PA
USD
4108651.37000000
0.025136602240
Long
DBT
CORP
CA
N
2
2033-06-30
Fixed
6.45000000
N
N
N
N
N
N
iShares MSCI EAFE Small-Cap ETF
549300MJV5OZGVS4LX86
iShares MSCI EAFE Small-Cap ETF
464288273
99100.00000000
NS
USD
6574294.00000000
0.040221327732
Long
EC
RF
US
N
1
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
186000.00000000
PA
USD
256499.27000000
0.001569254615
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
Powerlong Real Estate Holdings
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
91000.00000000
NS
23931.22000000
0.000146410465
Long
EC
CORP
CN
N
2
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
500000.00000000
PA
USD
501496.70000000
0.003068141328
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
115490.00000000
NS
USD
8955094.60000000
0.054786992304
Long
EC
CORP
US
N
1
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp
635017106
25400.00000000
NS
USD
1104900.00000000
0.006759744089
Long
EC
CORP
US
N
1
N
N
Zais CLO 8, Limited
549300XI7G6FVIEXZ367
Zais CLO 8 Ltd
98885GAA6
14060280.64000000
PA
USD
13995902.83000000
0.085626501437
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.19129000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
28000.00000000
NS
USD
4485600.00000000
0.027442762322
Long
EC
CORP
US
N
1
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
18500.00000000
NS
2278186.62000000
0.013937875409
Long
EC
CORP
CA
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
314775.00000000
NS
USD
11929972.50000000
0.072987203456
Long
EC
CORP
US
N
1
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907103
1780.00000000
NS
USD
73193.60000000
0.000447796185
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Integrated Commerci
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
585658.00000000
NS
968993.81000000
0.005928274215
Long
EC
CORP
SG
N
2
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
559000.00000000
PA
USD
588677.63000000
0.003601511566
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
117100.00000000
NS
3715191.32000000
0.022729425801
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
-2254999.42000000
-0.01379601683
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
0.00000000
USD
23225000.00000000
AUD
-2254999.42000000
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
2623.00000000
NS
USD
347547.50000000
0.002126284875
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
2600000.00000000
PA
USD
2486980.42000000
0.015215269432
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Best World International Ltd
254900W8OBR7S8O6R946
Best World International Ltd
000000000
68367.00000000
NS
5.04000000
0.000000030834
Long
EC
CORP
SG
N
3
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS NEWELL BRANDS INC
000000000
1.00000000
NC
USD
6408.48000000
0.000039206882
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
NEWELL BRANDS INC
Newell Brands Inc
Y
Default Event
2022-06-21
5056.53000000
USD
0.00000000
USD
3220000.00000000
USD
1351.95000000
N
N
N
Unisys Corp
549300T21W22FIJJOW08
Unisys Corp
909214306
9900.00000000
NS
USD
213939.00000000
0.001308872197
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trus
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
10741.00000000
NS
USD
1311153.87000000
0.008021598899
Long
EC
CORP
US
N
1
N
N
N
UWM Holdings Corp
N/A
UWM Holdings Corp
91823B109
650.00000000
NS
USD
2944.50000000
0.000018014360
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
1405000.00000000
PA
USD
1271085.94000000
0.007776464540
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
SoFi Alternative Trust
N/A
Sofi Alternative Trust 2019-D
83406DAE7
7092479.69000000
PA
USD
7050459.58000000
0.043134494050
Long
ABS-O
CORP
US
N
2
2046-01-16
Variable
2.95641000
N
N
N
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
95718.00000000
NS
215848.09000000
0.001320551951
Long
EC
CORP
GB
N
2
N
N
N
F&F Co Ltd / New
N/A
F&F Co Ltd / New
000000000
26.00000000
NS
15852.34000000
0.000096984126
Long
EC
CORP
KR
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
371455.00000000
NS
USD
56765753.10000000
0.347291125012
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
1350000.00000000
PA
USD
1662377.99000000
0.010170377222
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
METALLURGICAL CORP OF CHINA LTD
3003002HS6H57JTIFW38
METALLURGICAL CORP OF CHINA LTD
000000000
136001.00000000
NS
79887.45000000
0.000488748952
Long
EC
CORP
CN
N
2
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240M108
97100.00000000
NS
USD
1169084.00000000
0.007152419820
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
2275.00000000
NS
USD
121439.50000000
0.000742963111
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NOK
000000000
1.00000000
NC
-38225.43000000
-0.00023386200
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
0.00000000
USD
3845000.00000000
NOK
-38225.43000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
1100000.00000000
PA
USD
974488.06000000
0.005961887867
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/HUF FORWARD
000000000
1.00000000
NC
USD
133113.98000000
0.000814387220
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-893466554.00000000
HUF
2816500.00000000
USD
2022-04-19
133113.98000000
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
191962.00000000
NS
1311602.53000000
0.008024343787
Long
EC
CORP
GB
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1305000.00000000
PA
USD
1324853.90000000
0.008105415259
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners Inc
92828Q109
5500.00000000
NS
USD
1319945.00000000
0.008075382761
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 30 Year Euro BUXL
000000000
2.00000000
NC
-35755.68000000
-0.00021875214
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
450920.48000000
USD
-35755.68000000
N
N
N
Turkcell Iletisim Hizmetleri A
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
134870.00000000
NS
207334.43000000
0.001268465641
Long
EC
CORP
TR
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
6940.00000000
NS
245709.67000000
0.001503244175
Long
EC
CORP
NL
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-364450.46000000
-0.00222969666
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-08-15
0.00000000
USD
-1781.23000000
USD
3939000.00000000
EUR
-362669.23000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
470000.00000000
PA
USD
434905.60000000
0.002660739034
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2280000.00000000
PA
2363865.79000000
0.014462057926
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
563.00000000
NS
USD
58079.08000000
0.000355326018
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2Q1
1327306.62000000
PA
USD
1302684.29000000
0.007969782270
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.28000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
6700.00000000
NS
USD
1283050.00000000
0.007849660290
Long
EC
CORP
US
N
1
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
3043.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Hayfin Emerald CLO
549300FO5F55WI5RCR50
Hayfin Emerald CLO V DAC
000000000
26500000.00000000
PA
29330508.54000000
0.179443145766
Long
ABS-CBDO
CORP
IE
N
2
2032-11-17
Floating
1.10000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
122633.00000000
NS
USD
4940883.57000000
0.030228173147
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
N/A
MFA 2021-RPL1 Trust
55283QAA2
1998013.03000000
PA
USD
1894578.49000000
0.011590972713
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13130000
N
N
N
N
N
N
Bain Capital Credit CLO, Limit
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2
05682LAJ6
8000000.00000000
PA
USD
7923273.60000000
0.048474343280
Long
ABS-CBDO
CORP
KY
N
2
2032-10-17
Floating
1.34129000
N
N
N
N
N
N
Grupo Financiero Inbursa SAB d
N/A
Grupo Financiero Inbursa SAB de CV
000000000
15000.00000000
NS
31372.55000000
0.000191936292
Long
EC
CORP
MX
N
1
N
N
N
ICON PLC
6354008SRQGEMC4XFI67
ICON PLC
000000000
19020.00000000
NS
USD
4626044.40000000
0.028301996825
Long
EC
CORP
IE
N
1
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
681358.00000000
NS
6743294.07000000
0.041255264943
Long
EC
CORP
IL
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
7508.00000000
NS
579287.45000000
0.003544062735
Long
EP
CORP
DE
N
2
N
N
N
Nine Entertainment Co Holdings
529900WLXD3X7TFOAI42
Nine Entertainment Co Holdings Ltd
000000000
135877.00000000
NS
298614.17000000
0.001826912273
Long
EC
CORP
AU
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
972628.00000000
NS
10529602.57000000
0.064419783456
Long
EC
CORP
IL
N
2
N
N
N
NEWDAY PARTNERSHIP FUNDING PLC
2138003JMQKL1SKS2Y68
Newday Partnership Funding 2020-1 PLC
000000000
4585000.00000000
PA
6056528.67000000
0.037053655427
Long
ABS-O
CORP
GB
N
2
2028-11-15
Floating
1.84510000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-4569.64000000
-0.00002795691
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MEXICO GOVERNMENT INTERNATIONAL BOND
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2024-12-20
1285.06000000
USD
0.00000000
USD
-335000.00000000
USD
-5854.70000000
N
N
N
Madison Square Garden Sports C
N/A
Madison Square Garden Sports Corp
55825T103
129.00000000
NS
USD
23137.44000000
0.000141554143
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
25000.00000000
NS
1791784.99000000
0.010962085253
Long
EC
CORP
CA
N
1
N
N
N
Hawaiian Electric Industries I
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
1310.00000000
NS
USD
55426.10000000
0.000339095168
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
501815.00000000
NS
USD
41173920.75000000
0.251900776040
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
3446.00000000
NS
852037.96000000
0.005212741935
Long
EC
CORP
DE
N
2
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
218.00000000
NS
USD
31610.00000000
0.000193389004
Long
EC
CORP
US
N
1
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAA7
3000000.00000000
PA
USD
2975720.70000000
0.018205367377
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Floating
1.40000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIX Ltd
55822EAA7
8500000.00000000
PA
USD
8444153.30000000
0.051661069204
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
1.38510000
N
N
N
N
N
N
Daiwa Office Investment Corp
N/A
Daiwa Office Investment Corp
000000000
25.00000000
NS
155258.60000000
0.000949867321
Long
EC
CORP
JP
N
2
N
N
N
Northam Platinum Holdings Ltd
3789009D0712C7101695
Northam Platinum Holdings Ltd
000000000
54166.00000000
NS
807576.75000000
0.004940729625
Long
EC
CORP
ZA
N
2
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AT1
600000.00000000
PA
USD
862475.34000000
0.005276597504
Long
DBT
NUSS
PA
N
2
2034-04-28
Fixed
8.12500000
N
N
N
N
N
N
Tsubaki Nakashima Co Ltd
N/A
Tsubaki Nakashima Co Ltd
000000000
24600.00000000
NS
193714.51000000
0.001185139391
Long
EC
CORP
JP
N
2
N
N
N
GCC Home Equity Trust
N/A
Greystone Commercial Capital Trust Series 2021-3
39810EAA5
2500000.00000000
PA
USD
2500000.00000000
0.015294922820
Long
ABS-MBS
CORP
US
N
3
2023-08-17
Floating
2.35500000
N
N
N
N
N
N
New Hope Corp Ltd
254900DHRUGXZSLSNZ83
New Hope Corp Ltd
000000000
70878.00000000
NS
180076.45000000
0.001101702161
Long
EC
CORP
AU
N
2
N
N
ICBC
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
2296000.00000000
NS
1404916.46000000
0.008595235530
Long
EC
CORP
CN
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
18963.00000000
NS
USD
2509373.79000000
0.015352271378
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co
N/A
Northwest Natural Holding Co
66765N105
6800.00000000
NS
USD
351696.00000000
0.002151665270
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
6261.00000000
NS
USD
2973599.34000000
0.018192388962
Long
EC
CORP
US
N
1
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
14540.00000000
NS
22757.15000000
0.000139227541
Long
EC
CORP
IN
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
4734.54000000
0.000028965769
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-03-22
0.00000000
USD
0.00000000
USD
-2275000.00000000
EUR
4734.54000000
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
13310.00000000
NS
USD
1002908.50000000
0.006135763241
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries Inc
N/A
Cavco Industries Inc
149568107
13900.00000000
NS
USD
3347815.00000000
0.020481828817
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
976990.00000000
NS
USD
40271527.80000000
0.246379963831
Long
EC
CORP
US
N
1
N
N
N
Etihad Etisalat Co
2549007BA9ABDE3HVK79
Etihad Etisalat Co
000000000
15008.00000000
NS
165826.51000000
0.001014521468
Long
EC
CORP
SA
N
2
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
2185.00000000
NS
USD
98193.90000000
0.000600747248
Long
EC
CORP
US
N
1
N
N
N
Just Group PLC
5493006456YEZEELRR90
Just Group PLC
000000000
514639.00000000
NS
592620.13000000
0.003625631660
Long
EC
CORP
GB
N
2
N
N
N
TechTarget Inc
529900YQA5JL2H2VMB84
TechTarget Inc
87874R100
11400.00000000
NS
USD
926592.00000000
0.005668861250
Long
EC
CORP
US
N
1
N
N
N
Cohen & Steers Inc
549300XXIA338A0X2K65
Cohen & Steers Inc
19247A100
14300.00000000
NS
USD
1228227.00000000
0.007514254868
Long
EC
CORP
US
N
1
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
1875.00000000
NS
USD
74718.75000000
0.000457127005
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223VZ1
1035000.00000000
PA
USD
1388448.81000000
0.008494486955
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.10500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
French Government Bond
000000000
61.00000000
NC
-257154.85000000
-0.00157326543
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
FRANCE (GOVT OF)
French Republic Government Bond OAT
2022-06-08
10641832.94000000
USD
-257154.85000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
142378.00000000
NS
USD
38899093.38000000
0.237983452418
Long
EC
CORP
US
N
1
N
N
N
Mirum Pharmaceuticals Inc
254900YZKR40F7F27K81
Mirum Pharmaceuticals Inc
604749101
45900.00000000
NS
USD
1010718.00000000
0.006183541521
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
37957.00000000
NS
5021250.21000000
0.030719853770
Long
EC
CORP
GB
N
2
N
N
N
Aselsan Elektronik Sanayi Ve T
7890008XT4M710MU8714
Aselsan Elektronik Sanayi Ve Ticaret AS
000000000
270667.00000000
NS
444859.18000000
0.002721634729
Long
EC
CORP
TR
N
2
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
704.00000000
NS
USD
102805.12000000
0.000628958550
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBH5
20000000.00000000
PA
USD
20000054.00000000
0.122359712936
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.52100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
1000000.00000000
PA
980438.41000000
0.005998291924
Long
DBT
CORP
MX
N
2
2027-04-21
Fixed
2.75000000
N
N
N
N
N
N
TELUS International CDA Inc
549300VLM68O3RZJ7X31
TELUS International CDA Inc
87975H100
24189.00000000
NS
USD
597710.19000000
0.003656772490
Long
EC
CORP
CA
N
1
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
795.00000000
NS
USD
55427.40000000
0.000339103122
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2004-HE2
59020UKU8
718893.74000000
PA
USD
699887.84000000
0.004281892198
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.25657000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
1925000.00000000
PA
USD
1909102.50000000
0.011679830157
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.17900000
N
N
N
N
N
N
MultiChoice Group
254900BVQQ7DFBMSVJ81
MultiChoice Group
000000000
8527.00000000
NS
76661.74000000
0.000469014158
Long
EC
CORP
ZA
N
2
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
78623.00000000
NS
3049043.75000000
0.018653955533
Long
EC
CORP
IE
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
1640.00000000
NS
USD
112110.40000000
0.000685887966
Long
EC
CORP
US
N
1
N
N
N
ChannelAdvisor Corp
549300KE5CWXBSGWXT83
ChannelAdvisor Corp
159179100
56500.00000000
NS
USD
936205.00000000
0.005727673287
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
1705.00000000
NS
USD
130961.05000000
0.000801215660
Long
EC
CORP
US
N
1
N
N
N
HUNGARIAN DEVELOPMENT BA
549300KCFVCFTUJZYT59
MFB Magyar Fejlesztesi Bank Zrt
000000000
1200000.00000000
PA
1324087.91000000
0.008100728956
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
1.37500000
N
N
N
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical Inc
90400D108
23425.00000000
NS
USD
1701123.50000000
0.010407421056
Long
EC
CORP
US
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
000000000
76782.00000000
NS
14796022.29000000
0.090521607592
Long
EC
CORP
DK
N
2
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
710.00000000
NS
USD
152387.30000000
0.000932300796
Long
EC
CORP
US
N
1
N
N
N
Warby Parker Inc
N/A
Warby Parker Inc
93403J106
10152.00000000
NS
USD
343239.12000000
0.002099926339
Long
EC
CORP
US
N
1
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp/IN
680033107
58500.00000000
NS
USD
958230.00000000
0.005862421557
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS TECK RESOURCES LTD
000000000
1.00000000
NC
USD
335382.11000000
0.002051857395
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TECK RESOURCES LIMITED
Teck Resources Ltd
Y
Default Event
2026-06-20
325045.52000000
USD
0.00000000
USD
2050000.00000000
USD
10336.59000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
39081.00000000
NS
8579757.43000000
0.052490691085
Long
EC
CORP
FR
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
3930000.00000000
PA
USD
4366544.04000000
0.026714381634
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
469.00000000
NS
USD
76887.86000000
0.000470397553
Long
EC
CORP
US
N
1
N
N
N
AtriCure Inc
N/A
AtriCure Inc
04963C209
8100.00000000
NS
USD
531927.00000000
0.003254312964
Long
EC
CORP
US
N
1
N
N
N
Evolus Inc
549300VYQRYBQOT8V419
Evolus Inc
30052C107
26000.00000000
NS
USD
291720.00000000
0.001784733954
Long
EC
CORP
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDP3
500000.00000000
PA
USD
467343.75000000
0.002859194634
Long
DBT
UST
US
N
2
2028-12-31
Fixed
1.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE20 Mortgage Trust
12592LBH4
5430399.23000000
PA
USD
5402704.74000000
0.033053580808
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.32600000
N
N
N
N
N
N
Bendigo & Adelaide Bank Ltd
549300Y9URD6W70K0360
Bendigo & Adelaide Bank Ltd
000000000
134672.00000000
NS
1029034.87000000
0.006295603566
Long
EC
CORP
AU
N
2
N
N
N
Procore Technologies Inc
N/A
Procore Technologies Inc
74275K108
155.00000000
NS
USD
8983.80000000
0.000054962611
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
29240000.00000000
OU
Other
USD
1263.96000000
0.000007732868
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
29240000.00000000
USD
45.00000000
USD
2022-06-15
XXXX
-1660.04000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-8205.09000000
-0.00005019848
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1062424.96000000
EUR
1167230.00000000
USD
2022-04-04
-8205.09000000
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
2905.00000000
NS
USD
288698.90000000
0.001766250957
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAT3
1161796.67000000
PA
USD
1148763.87000000
0.007028101892
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.54800000
N
N
N
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
2960.00000000
NS
USD
86343.20000000
0.000528245032
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
75927.00000000
NS
8075798.16000000
0.049407483829
Long
EC
CORP
NL
N
2
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics Inc
08160H101
8900.00000000
NS
USD
222856.00000000
0.001363426128
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
3205000.00000000
PA
USD
3445875.78000000
0.021081761642
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
5220000.00000000
PA
USD
4763680.97000000
0.029144053111
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
SoFi Alternative Trust
N/A
Sofi Alternative Trust 2019-F
78472AAA0
4791206.77000000
PA
USD
4705742.66000000
0.028789588319
Long
ABS-O
CORP
US
N
2
2045-02-15
Variable
3.93211400
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
2330000.00000000
PA
USD
2149573.43000000
0.013151023883
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
3.49900000
N
N
N
N
N
N
Orion Engineered Carbons SA
N/A
Orion Engineered Carbons SA
000000000
85500.00000000
NS
USD
1365435.00000000
0.008353689176
Long
EC
CORP
LU
N
1
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
12240.00000000
NS
USD
8548660.80000000
0.052300442862
Long
EC
CORP
US
N
1
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
28200.00000000
NS
482788.02000000
0.002953682201
Long
EC
CORP
JP
N
2
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
9600.00000000
NS
USD
235008.00000000
0.001437771688
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
-44111.05000000
-0.00026987004
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-317098923.00000000
INR
4091000.00000000
USD
2022-06-15
-44111.05000000
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAA7
1640000.00000000
PA
USD
1627770.36000000
0.009958648810
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Floating
1.94900000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF3
12529TAW3
6800000.00000000
PA
USD
6460407.32000000
0.039524572540
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
2.75220000
N
N
N
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
7400.00000000
NS
USD
617456.00000000
0.003777576746
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CY1
342000.00000000
PA
USD
340172.43000000
0.002081164425
Long
DBT
CORP
US
N
2
2057-03-15
Floating
4.45600000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
6095000.00000000
PA
USD
5612443.80000000
0.034336757902
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Tokuyama Corp
529900MHGZKHNMNCQB62
Tokuyama Corp
000000000
36700.00000000
NS
513690.95000000
0.003142745373
Long
EC
CORP
JP
N
2
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAP4
3985000.00000000
PA
USD
4329903.66000000
0.026490216920
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXY6
360000.00000000
PA
USD
367348.34000000
0.002247425803
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
4.13100000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
49442.00000000
NS
USD
6254907.42000000
0.038267330496
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
12050066.00000000
NS
7392377.16000000
0.045226335249
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468N2
9075000.00000000
PA
USD
11631149.99000000
0.071159016565
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
5.59700000
N
N
N
N
N
N
Kforce Inc
5493003RDQQDVXY2SK46
Kforce Inc
493732101
18200.00000000
NS
USD
1346254.00000000
0.008236340410
Long
EC
CORP
US
N
1
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
59596.00000000
NS
USD
1053657.28000000
0.006446242710
Long
EC
CORP
KR
N
1
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
33107.00000000
NS
USD
1325273.21000000
0.008107980585
Long
EC
CORP
US
N
1
N
N
N
Citi Trends Inc
529900D06Q0FPHV34S87
Citi Trends Inc
17306X102
8871.00000000
NS
USD
271674.38000000
0.001662095469
Long
EC
CORP
US
N
1
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
14600.00000000
NS
USD
965790.00000000
0.005908673404
Long
EC
CORP
US
N
1
N
N
N
New Oriental Education & Techn
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
647581107
120500.00000000
NS
USD
138575.00000000
0.000847797571
Long
EC
CORP
CN
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
205.00000000
NS
USD
2398.50000000
0.000014673948
Long
EC
CORP
BR
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X302
202670.00000000
NS
USD
9049215.50000000
0.055362821064
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-31501.95000000
-0.00019272795
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-03-25
0.00000000
USD
-893.42000000
USD
35000000.00000000
ZAR
-30608.53000000
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
202000.00000000
NS
2628280.34000000
0.016079737980
Long
EC
CORP
TW
N
2
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
3050000.00000000
PA
USD
2959515.28000000
0.018106223117
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
630334.00000000
NS
USD
46033292.02000000
0.281630259453
Long
EC
CORP
US
N
1
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAU8
25000000.00000000
PA
USD
24731610.00000000
0.151307226473
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25900000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JB5
24145000.00000000
PA
USD
14835027.48000000
0.090760240140
Long
DBT
UST
US
N
2
2040-08-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
4550000.00000000
PA
USD
3984093.75000000
0.024374562566
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INR/USD FORWARD
000000000
1.00000000
NC
USD
51410.85000000
0.000314529993
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7996785.38000000
USD
617171904.00000000
INR
2022-06-15
51410.85000000
N
N
N
Interroll Holding AG
529900MU4QAEI94TB543
Interroll Holding AG
000000000
48.00000000
NS
158384.25000000
0.000968989951
Long
EC
CORP
CH
N
2
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies Inc
46116X101
101200.00000000
NS
USD
6192428.00000000
0.037885083333
Long
EC
CORP
US
N
1
N
N
N
COSCO SHIPPING Ports Ltd
5299008QX6KA3JHWK507
COSCO SHIPPING Ports Ltd
000000000
14000.00000000
NS
10867.20000000
0.000066485194
Long
EC
CORP
HK
N
2
N
N
N
Visional Inc
N/A
Visional Inc
000000000
15200.00000000
NS
934943.16000000
0.005719953389
Long
EC
CORP
JP
N
2
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
550000.00000000
PA
USD
493134.03000000
0.003016978771
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/EUR FORWARD
000000000
1.00000000
NC
USD
17338.55000000
0.000106076713
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-3211864.05000000
USD
2917443.00000000
EUR
2022-04-19
17338.55000000
N
N
N
Harvey Norman Holdings Ltd
529900ONRWOF42PYKU59
Harvey Norman Holdings Ltd
000000000
433566.00000000
NS
1727882.42000000
0.010571131302
Long
EC
CORP
AU
N
2
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
4025000.00000000
PA
USD
3451472.92000000
0.021116004771
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
REGION OF LAZIO
81560007498E8B065B77
Region of Lazio Italy
000000000
966936.30000000
PA
1123972.29000000
0.006876427771
Long
DBT
NUSS
IT
N
2
2043-03-31
Fixed
3.08800000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
36800.00000000
NS
922623.95000000
0.005644584843
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-27200000.00000000
OU
Other
USD
-31205.63000000
-0.00019091508
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27200000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
21834.37000000
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
612100.00000000
NS
10578053.18000000
0.064716202793
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
1689968.00000000
NS
11286768.83000000
0.069052103260
Long
EC
CORP
IT
N
2
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
464.00000000
NS
USD
87454.72000000
0.000535045277
Long
EC
CORP
US
N
1
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
824800.00000000
NS
2561006.23000000
0.015668157052
Long
EC
CORP
JP
N
2
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
40863.00000000
NS
USD
2533097.37000000
0.015497411508
Long
EC
CORP
US
N
1
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
3425000.00000000
PA
USD
3541389.68000000
0.021666112733
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
2800000.00000000
PA
USD
3722365.28000000
0.022773315867
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Retail Opportunity Investments
N/A
Retail Opportunity Investments Corp
76131N101
24094.00000000
NS
USD
467182.66000000
0.002858209091
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
COP/USD FORWARD
000000000
1.00000000
NC
USD
7534.79000000
0.000046097612
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-875522.00000000
USD
3368133134.00000000
COP
2022-06-15
7534.79000000
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
30268.00000000
NS
3631181.46000000
0.022215456071
Long
EC
CORP
DE
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
4910.00000000
NS
USD
372325.30000000
0.002277874691
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
6200.00000000
NS
USD
247256.00000000
0.001512704574
Long
EC
CORP
US
N
1
N
N
N
Home Re Ltd
N/A
Home RE 2020-1 Ltd
43731WAB1
359401.15000000
PA
USD
359647.38000000
0.002200311567
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Floating
3.70657000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
54907.00000000
NS
USD
2302799.58000000
0.014088456739
Long
EC
CORP
US
N
1
N
N
N
Kunlun Energy Co Ltd
5299007GRIKP15GM4927
Kunlun Energy Co Ltd
000000000
30000.00000000
NS
26026.93000000
0.000159231954
Long
EC
CORP
HK
N
2
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
34000.00000000
NS
USD
1324300.00000000
0.008102026516
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
1135.00000000
NS
USD
174494.90000000
0.001067554411
Long
EC
CORP
US
N
1
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JG6
1080000.00000000
PA
USD
1153721.18000000
0.007058430561
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM 2017-LC26
50190DAJ5
8050000.00000000
PA
USD
8013190.57000000
0.049024452526
Long
ABS-MBS
CORP
US
N
2
2050-07-12
Fixed
3.55100000
N
N
N
N
N
N
iTeos Therapeutics Inc
N/A
iTeos Therapeutics Inc
46565G104
50300.00000000
NS
USD
1618654.00000000
0.009902875201
Long
EC
CORP
US
N
1
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
50548.00000000
NS
4355759.50000000
0.026648402151
Long
EC
CORP
DE
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
174298.00000000
NS
USD
61511507.18000000
0.376325501964
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
72800.00000000
NS
534547.35000000
0.003270344184
Long
EC
CORP
JP
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
1670.00000000
NS
USD
371792.10000000
0.002274612589
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-220419.83000000
-0.00134852171
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-08
283039.94000000
USD
0.00000000
USD
4871000.00000000
GBP
-503459.77000000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
620.00000000
NS
USD
51348.40000000
0.000314147925
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-27200000.00000000
OU
Other
USD
-60336.50000000
-0.00036913684
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27200000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-16816.50000000
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
145147.00000000
NS
353998.10000000
0.002165749447
Long
EC
CORP
CH
N
2
N
N
N
CKD Corp
N/A
CKD Corp
000000000
11900.00000000
NS
181833.51000000
0.001112451800
Long
EC
CORP
JP
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
163390.00000000
NS
USD
8537127.50000000
0.052229882489
Long
EC
CORP
US
N
1
N
N
N
Fujimi Inc
N/A
Fujimi Inc
000000000
9600.00000000
NS
524376.15000000
0.003208117097
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
55506.75000000
0.000339588582
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-05-08
0.00000000
USD
-100351.95000000
USD
-1040000.00000000
GBP
155858.70000000
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
26500.00000000
NS
USD
1840955.00000000
0.011262905856
Long
EC
CORP
US
N
1
N
N
N
LONGI GREEN ENERGY TECHNOLOGY CO LTD
300300NRGAITUP1EZ248
LONGI GREEN ENERGY TECHNOLOGY CO LTD
000000000
75712.00000000
NS
851633.92000000
0.005210270031
Long
EC
CORP
CN
N
2
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAF6
400000.00000000
PA
USD
364089.88000000
0.002227490645
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBU5
1440000.00000000
PA
USD
1625797.12000000
0.009946576589
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UEK6
265000.00000000
PA
USD
437639.48000000
0.002677464827
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
8.08400000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
13736000.00000000
PA
13748835.26000000
0.084114949671
Long
DBT
NUSS
GR
N
2
2035-02-04
Fixed
1.87500000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
72148.00000000
NS
USD
2734409.20000000
0.016729031069
Long
EC
CORP
US
N
1
N
N
N
Ashok Leyland Ltd
3358001BZKWERVWYCK35
Ashok Leyland Ltd
000000000
371215.00000000
NS
572436.87000000
0.003502151098
Long
EC
CORP
IN
N
2
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1610.00000000
NS
USD
700623.70000000
0.004286394167
Long
EC
CORP
US
N
1
N
N
N
Safehold Inc
549300MHMP6BIE0XV355
Safehold Inc
78645L100
2600.00000000
NS
USD
144170.00000000
0.000882027609
Long
EC
CORP
US
N
1
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
000000000
1500000.00000000
PA
1520445.21000000
0.009302036856
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.25000000
N
N
N
N
N
N
Eurobank Ergasias Services and
JEUVK5RWVJEN8W0C9M24
Eurobank Ergasias Services and Holdings SA
000000000
19008.00000000
NS
22145.49000000
0.000135485424
Long
EC
CORP
GR
N
2
N
N
N
American Equity Investment Lif
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676206
3900.00000000
NS
USD
155649.00000000
0.000952255776
Long
EC
CORP
US
N
1
N
N
Bluemountain CLO Ltd
N/A
BlueMountain Fuji US Clo II Ltd
09629EAL5
10000000.00000000
PA
USD
9933557.00000000
0.060773195060
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
1.25400000
N
N
N
N
N
N
ZIM Integrated Shipping Servic
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
000000000
4000.00000000
NS
USD
290840.00000000
0.001779350141
Long
EC
CORP
IL
N
1
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS ELECTRICITE DE FRANCE SA
000000000
1.00000000
NC
6448.94000000
0.000039454415
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ELECTRICITE DE FRANCE SA
ELECTRICITE DE FRANCE SA
Y
Default Event
2022-12-20
8174.00000000
USD
0.00000000
USD
1210000.00000000
EUR
-1725.06000000
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International Inc
675232102
135800.00000000
NS
USD
2058728.00000000
0.012595234347
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
118629.00000000
NS
USD
21881119.05000000
0.133868010841
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS PETROLEOS MEXICANOS SA
000000000
1.00000000
NC
USD
-5518.62000000
-0.00003376274
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
-15363.09000000
USD
705000.00000000
USD
9844.47000000
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
13667.00000000
NS
USD
1250530.50000000
0.007650706993
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
750.00000000
NS
USD
48337.50000000
0.000295727332
Long
EC
CORP
US
N
1
N
N
N
Disco Corp
N/A
Disco Corp
000000000
3000.00000000
NS
836613.03000000
0.005118372689
Long
EC
CORP
JP
N
2
N
N
N
UBE Corp
529900XMRZ2VNF3ZPS69
UBE Corp
000000000
11000.00000000
NS
178968.82000000
0.001094925715
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
660000.00000000
PA
USD
671235.50000000
0.004106598066
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
155900.00000000
NS
1836689.02000000
0.011236806722
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
468.53000000
0.000002866452
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-11
14752.73000000
USD
0.00000000
USD
-2160000.00000000
EUR
-14284.20000000
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
51934.00000000
NS
USD
8920183.84000000
0.054573409352
Long
EC
CORP
US
N
1
N
N
N
CHONGQING RURAL COMMERCIAL BANK CO LTD
300300C1126750000027
CHONGQING RURAL COMMERCIAL BANK CO LTD
000000000
128000.00000000
NS
79995.08000000
0.000489407429
Long
EC
CORP
CN
N
2
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
55953Q202
25795.00000000
NS
USD
2.58000000
0.000000015784
Long
EC
CORP
RU
N
3
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
9000.00000000
NS
206774.70000000
0.001265041231
Long
EC
CORP
JP
N
2
N
N
N
Verastem Inc
549300IY0EFBIU8NQC81
Verastem Inc
92337C104
166200.00000000
NS
USD
234342.00000000
0.001433697121
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
91495.00000000
NS
USD
5830061.40000000
0.035668135661
Long
EC
CORP
US
N
1
N
N
N
Orbia Advance Corp SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
000000000
8000.00000000
NS
21160.38000000
0.000129458551
Long
EC
CORP
MX
N
1
N
N
N
Catalyst Pharmaceuticals Inc
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals Inc
14888U101
295200.00000000
NS
USD
2447208.00000000
0.014971942994
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3856.50000000
-0.00002359394
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1887302.00000000
ZAR
124042.20000000
USD
2022-06-15
-3856.50000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-189576.48000000
-0.00115982305
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-05-08
406712.66000000
USD
0.00000000
USD
3500000.00000000
GBP
-596289.14000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
43431.00000000
NS
906570.41000000
0.005546369781
Long
EC
CORP
CH
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-23778.76000000
-0.00014547771
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
5099.18000000
USD
0.00000000
USD
-2550000.00000000
USD
-28877.94000000
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
1500000.00000000
PA
1820371.41000000
0.011136976088
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
KINGDOM OF SPAIN
9598007A56S18711AH60
Spain Government International Bond
000000000
625000.00000000
PA
972163.10000000
0.005947663833
Long
DBT
NUSS
ES
N
2
2029-04-06
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAP5
790000.00000000
PA
USD
803342.39000000
0.004914823941
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
11184.00000000
NS
USD
1454143.68000000
0.008896406142
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-41670.97000000
-0.00025494170
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-24214023.35000000
PLN
5711000.00000000
USD
2022-04-19
-41670.97000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
-69864.68000000
-0.00042742995
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
HELLENIC REPUBLIC
Hellenic Republic Government Bond
Y
Default Event
2028-12-20
0.00000000
USD
-18335.64000000
USD
2000000.00000000
USD
-51529.04000000
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
359690.00000000
NS
13772798.42000000
0.084261555544
Long
EC
CORP
AU
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
2362.00000000
NS
USD
214705.80000000
0.001313563456
Long
EC
CORP
US
N
1
N
N
N
Leslie's Inc
N/A
Leslie's Inc
527064109
165.00000000
NS
USD
3194.40000000
0.000019543240
Long
EC
CORP
US
N
1
N
N
N
Capcom Co Ltd
529900JJWQKXS3TC8744
Capcom Co Ltd
000000000
33200.00000000
NS
804669.53000000
0.004922943343
Long
EC
CORP
JP
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
1973000.00000000
PA
USD
2009288.90000000
0.012292767460
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
15780.00000000
NS
USD
6965292.00000000
0.042613441425
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
5655.00000000
NS
USD
60621.60000000
0.000370881077
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
3606.00000000
NS
USD
7372755.48000000
0.045106290417
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAB8
15220677.39000000
PA
USD
14888061.45000000
0.091084700331
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.16400000
N
N
N
N
N
N
Mitsubishi Chemical Holdings C
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
128800.00000000
NS
856483.73000000
0.005239941019
Long
EC
CORP
JP
N
2
N
N
N
Viasat Inc
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552V100
890.00000000
NS
USD
43432.00000000
0.000265715635
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
96620.00000000
NS
5072787.73000000
0.031035158726
Long
EC
CORP
GB
N
2
N
N
N
Virgin Galactic Holdings Inc
549300C631IMXCSMN048
Virgin Galactic Holdings Inc
92766K106
190.00000000
NS
USD
1877.20000000
0.000011484651
Long
EC
CORP
US
N
1
N
N
N
BANK OF CHENGDU CO LTD
30030030JPOKGL9K5418
BANK OF CHENGDU CO LTD
000000000
34400.00000000
NS
81022.81000000
0.000495695050
Long
EC
CORP
CN
N
2
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
259500.00000000
NS
1052208.38000000
0.006437378385
Long
EC
CORP
HK
N
2
N
N
N
BDO Unibank Inc
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
14720.00000000
NS
37599.31000000
0.000230031417
Long
EC
CORP
PH
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
27918.00000000
NS
USD
4639971.60000000
0.028387203005
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
111900.00000000
NS
USD
1130190.00000000
0.006914467529
Long
EC
CORP
US
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LY4
14500000.00000000
PA
USD
13187070.39000000
0.080678089539
Long
DBT
UST
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
N
N
Genworth Mortgage Insurance Au
529900RUQ2G0JXJOF423
Genworth Mortgage Insurance Australia Ltd
000000000
107107.00000000
NS
230382.38000000
0.001409472288
Long
EC
CORP
AU
N
2
N
N
N
Lendlease Rights
N/A
Lendlease Rights
000000000
257085.00000000
NS
9996.22000000
0.000061156565
Long
EC
CORP
SG
N
2
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIII LLC
68377FAA6
4900000.00000000
PA
USD
4911484.62000000
0.030048311279
Long
ABS-O
CORP
US
N
2
2025-08-08
Fixed
3.08000000
N
N
N
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp
591774104
16300.00000000
NS
USD
1658851.00000000
0.010148799206
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-10408.27000000
-0.00006367747
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-03-18
0.00000000
USD
-617.17000000
USD
18600000.00000000
ZAR
-9791.10000000
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
1184567.00000000
NS
710745.61000000
0.004348319700
Long
EC
CORP
TR
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
870000.00000000
PA
USD
733560.13000000
0.004487898229
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Abu Dhabi Islamic Bank PJSC
5493006DOLY8O98XHD74
Abu Dhabi Islamic Bank PJSC
000000000
83024.00000000
NS
197280.65000000
0.001206956926
Long
EC
CORP
AE
N
2
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
2275000.00000000
PA
USD
2104269.03000000
0.012873852963
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
1300000.00000000
PA
USD
1510013.79000000
0.009238217750
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.67800000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
18825.00000000
NS
USD
1587135.75000000
0.009710047520
Long
EC
CORP
US
N
1
N
N
N
Bristow Group Inc
5493005Q24EN3UC1PV68
Bristow Group Inc
11040G103
20000.00000000
NS
USD
741600.00000000
0.004537085905
Long
EC
CORP
US
N
1
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics Inc
45826J105
5895.00000000
NS
USD
428389.65000000
0.002620874653
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-300789.51000000
-0.00184022093
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-114370160.00000000
ZAR
7449848.61000000
USD
2022-06-15
-300789.51000000
N
N
N
Info Edge India Ltd
335800MXUVHTBF9DEC78
Info Edge India Ltd
000000000
1704.00000000
NS
100977.88000000
0.000617779552
Long
EC
CORP
IN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-4409.15000000
-0.00002697504
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-3460141.04000000
BRL
715680.00000000
USD
2022-05-03
-4409.15000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
5390000.00000000
PA
USD
4942959.65000000
0.030240874541
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Energisa SA
N/A
Energisa SA
000000000
434200.00000000
NS
4453216.41000000
0.027244640518
Long
EC
CORP
BR
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
PLN/USD FORWARD
000000000
1.00000000
NC
USD
79399.69000000
0.000485764852
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-8782874.74000000
PLN
2166000.00000000
USD
2022-04-19
79399.69000000
N
N
N
Otter Tail Corp
N/A
Otter Tail Corp
689648103
27100.00000000
NS
USD
1693750.00000000
0.010362310211
Long
EC
CORP
US
N
1
N
N
N
Greywolf CLO Ltd
5493002TWMA4NNPZ2B66
Greywolf CLO III Ltd
39809CAN4
19000000.00000000
PA
USD
18886000.00000000
0.115543964957
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.54886000
N
N
N
N
N
N
UPL Ltd
335800RJSM1SLHO4UA95
UPL Ltd
000000000
3861.00000000
NS
39133.82000000
0.000239419502
Long
EC
CORP
IN
N
2
N
N
N
Sheng Siong Group Ltd
N/A
Sheng Siong Group Ltd
000000000
186000.00000000
NS
208462.59000000
0.001275367690
Long
EC
CORP
SG
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
30099.00000000
NS
USD
2722755.54000000
0.016657734337
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
504.00000000
NS
USD
68780.88000000
0.000420799300
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
24685.00000000
NS
USD
2066134.50000000
0.012640547085
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CSWAP JPY VS USD
000000000
1.00000000
NC
USD
638955.62000000
0.003909110757
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-510000000.00000000
JPY
4819960.31000000
USD
2025-02-22
638955.62000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
13700.00000000
NS
1662980.44000000
0.010174062992
Long
EC
CORP
CA
N
1
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAA8
22683.81000000
PA
USD
22683.01000000
0.000138773954
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
1.85657000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
17582.81000000
0.000107571088
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PANAMA GOVERNMENT INTERNATIONAL BOND
PANAMA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-12-20
3889.65000000
USD
0.00000000
USD
1430000.00000000
USD
13693.16000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAV4
12238164.89000000
PA
USD
12169135.52000000
0.074450395429
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.50500000
N
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
86700.00000000
NS
1624878.77000000
0.009940958152
Long
EC
CORP
JP
N
2
N
N
N
Mister Car Wash Inc
N/A
Mister Car Wash Inc
60646V105
110.00000000
NS
USD
1626.90000000
0.000009953323
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
2325.00000000
NS
USD
179257.50000000
0.001096691851
Long
EC
CORP
US
N
1
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
194014106
22546.00000000
NS
USD
897105.34000000
0.005488462774
Long
EC
CORP
US
N
1
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
1615000.00000000
PA
USD
1511777.55000000
0.009249008379
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
1870.00000000
NS
USD
113060.20000000
0.000691698813
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
59851.00000000
NS
447336.73000000
0.002736792304
Long
EC
CORP
IN
N
2
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
198370.00000000
NS
USD
7428956.50000000
0.045450126522
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-458325.70000000
-0.00280402248
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-02-17
0.00000000
USD
-93.28000000
USD
9015000.00000000
CAD
-458232.42000000
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1910.00000000
NS
USD
184276.80000000
0.001127399773
Long
EC
CORP
US
N
1
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
133856.00000000
NS
1588113.89000000
0.009716031751
Long
EC
CORP
HK
N
2
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
3905.00000000
NS
USD
193883.25000000
0.001186171738
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
28900.00000000
NS
USD
231200.00000000
0.001414474462
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
56010.00000000
NS
1095142.14000000
0.006700045803
Long
EC
CORP
FI
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
66745.00000000
NS
1423344.92000000
0.008707980279
Long
EC
CORP
SE
N
2
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAB8
525000.00000000
PA
USD
488455.15000000
0.002988353528
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
SBI Holdings Inc/Japan
353800L6LMHYIPSMRQ17
SBI Holdings Inc/Japan
000000000
66000.00000000
NS
1662099.52000000
0.010168673551
Long
EC
CORP
JP
N
2
N
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
15500.00000000
NS
20568.38000000
0.000125836713
Long
EC
CORP
CN
N
2
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AC4
85000.00000000
PA
USD
88218.81000000
0.000539719956
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
4295.00000000
NS
USD
378776.05000000
0.002317340180
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
3130.00000000
NS
USD
195562.40000000
0.001196444725
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
2085.00000000
NS
USD
69680.70000000
0.000426304371
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
549000.00000000
PA
USD
462352.04000000
0.002828655507
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust
92922FTJ7
830523.10000000
PA
USD
810031.44000000
0.004955747342
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
1.29657000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
508955.00000000
NS
USD
9888995.65000000
0.060500570096
Long
EC
CORP
US
N
1
N
N
European Residential Loan Secu
N/A
European Residential Loan Securitisation
000000000
2572605.17000000
PA
2809012.50000000
0.017185451756
Long
ABS-O
CORP
LU
N
2
2060-11-25
Floating
1.52700000
N
N
N
N
N
N
Formosa Plastics Corp
254900KM6G17UTG1QN82
Formosa Plastics Corp
000000000
28000.00000000
NS
103449.49000000
0.000632900786
Long
EC
CORP
TW
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
4780000.00000000
PA
USD
4727739.83000000
0.028924166326
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092109
450.00000000
NS
USD
16326.00000000
0.000099881963
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
8437.00000000
NS
USD
703308.32000000
0.004302818589
Long
EC
CORP
US
N
1
N
N
Cia de Saneamento Basico do Es
254900UOXRZRS2TNWP19
Cia de Saneamento Basico do Estado de Sao Paulo
000000000
95400.00000000
NS
945373.81000000
0.005783767784
Long
EC
CORP
BR
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAH2
500000.00000000
PA
USD
461918.05000000
0.002826000369
Long
ABS-O
CORP
US
N
2
2027-10-12
Fixed
1.93000000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
1216307.05000000
PA
1590691.19000000
0.009731799593
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
1.90522000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
3615.00000000
NS
USD
252833.10000000
0.001546825100
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
10345.00000000
NS
USD
634458.85000000
0.003881599657
Long
EC
CORP
IN
N
1
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
372017.00000000
NS
2471365.36000000
0.015119736977
Long
EC
CORP
ZA
N
2
N
N
N
Kanzhun Ltd
254900F4ZCBITP7L0251
Kanzhun Ltd
48553T106
89868.00000000
NS
USD
2238611.88000000
0.013695758372
Long
EC
CORP
CN
N
1
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
1955000.00000000
PA
USD
2043571.80000000
0.012502509183
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAN1
2200000.00000000
PA
USD
2117103.12000000
0.012952371529
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
3.03700000
N
N
N
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
29600.00000000
NS
USD
351352.00000000
0.002149560689
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-27590000.00000000
OU
Other
USD
-52040.93000000
-0.00031838480
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27590000.00000000
USD
67.50000000
USD
2022-05-18
XXXX
-15070.33000000
N
N
N
CHINA RESOURCES SANJIU MEDICAL & PHARMACEUTICAL CO LTD
N/A
CHINA RESOURCES SANJIU MEDICAL & PHARMACEUTICAL CO LTD
000000000
2200.00000000
NS
15657.53000000
0.000095792285
Long
EC
CORP
CN
N
2
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
12719.00000000
NS
1226004.32000000
0.007500656580
Long
EC
CORP
KR
N
2
N
N
N
Kuala Lumpur Kepong Bhd
2549009JSTRFMR7A8D34
Kuala Lumpur Kepong Bhd
000000000
7500.00000000
NS
44934.03000000
0.000274905008
Long
EC
CORP
MY
N
2
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
745.00000000
NS
USD
128721.10000000
0.000787511715
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
205800.00000000
NS
771985.66000000
0.004722984435
Long
EC
CORP
JP
N
2
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
200000.00000000
PA
USD
189042.08000000
0.001156553609
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
134040.00000000
NS
USD
18036422.40000000
0.110346275428
Long
EC
CORP
US
N
1
N
N
N
Nelnet Inc
549300T6B0Q52I6OM558
Nelnet Inc
64031N108
11300.00000000
NS
USD
960387.00000000
0.005875618017
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637100
310.00000000
NS
USD
19449.40000000
0.000118990828
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
76712.00000000
NS
USD
5312306.00000000
0.032500524108
Long
EC
CORP
US
N
1
N
N
N
Consensus Cloud Solutions Inc
N/A
Consensus Cloud Solutions Inc
20848V105
4865.00000000
NS
USD
292532.45000000
0.001789704498
Long
EC
CORP
US
N
1
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AF8
1050000.00000000
PA
USD
1037955.21000000
0.006350177931
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
3.88500000
N
N
N
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
565.00000000
NS
USD
48143.65000000
0.000294541364
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
5995.00000000
NS
USD
139383.75000000
0.000852745479
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
1170000.00000000
PA
USD
1081221.64000000
0.006614880614
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
36909.00000000
NS
1663674.09000000
0.010178306722
Long
EC
CORP
SE
N
2
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2444.70000000
0.000014956599
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1095000.00000000
USD
1334075730.00000000
KRW
2022-06-15
2444.70000000
N
N
N
Premier Financial Corp
N/A
Premier Financial Corp
74052F108
4600.00000000
NS
USD
139518.00000000
0.000853566816
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
114236.00000000
NS
USD
9272536.12000000
0.056729089723
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
27200000.00000000
OU
Other
USD
64533.50000000
0.000394813960
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27200000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-40186.50000000
N
N
N
Century Communities Inc
5299002QMB2O7ZL1CA26
Century Communities Inc
156504300
11910.00000000
NS
USD
638018.70000000
0.003903378709
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
146265.00000000
NS
USD
11717289.15000000
0.071686013287
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
64400.00000000
NS
USD
2601116.00000000
0.015913547387
Long
EC
CORP
US
N
1
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
1955.00000000
NS
USD
104514.30000000
0.000639415260
Long
EC
CORP
US
N
1
N
N
N
WUXI SHANGJI AUTOMATION CO LTD
N/A
WUXI SHANGJI AUTOMATION CO LTD
000000000
3100.00000000
NS
66434.89000000
0.000406446606
Long
EC
CORP
CN
N
2
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
000000000
5571.00000000
NS
322819.45000000
0.001974999429
Long
EC
CORP
DE
N
2
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
2361000.00000000
PA
USD
2352721.55000000
0.014393877810
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
AU Optronics Corp
391200L7PIS4QXYJUQ72
AU Optronics Corp
000000000
1056000.00000000
NS
719023.27000000
0.004398962168
Long
EC
CORP
TW
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-7879.62000000
-0.00004820727
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
UNITED MEXICAN STATES
Mexico Government International Bond
Y
Default Event
2023-06-20
4772.87000000
USD
0.00000000
USD
-845000.00000000
USD
-12652.49000000
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
1897.00000000
NS
286282.42000000
0.001751467007
Long
EC
CORP
FR
N
2
N
N
N
CHOW TAI FOOK
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
802800.00000000
NS
1450117.34000000
0.008871773118
Long
EC
CORP
HK
N
2
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
27700000.00000000
OU
Other
USD
65719.78000000
0.000402071585
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
27700000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-36770.22000000
N
N
N
COSCO SHIPPING Holdings Co Ltd
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co Ltd
000000000
222450.00000000
NS
384022.77000000
0.002349439451
Long
EC
CORP
CN
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Euro-BTP Italian Bond
000000000
24.00000000
NC
-164465.52000000
-0.00100619497
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2022-06-08
3838330.08000000
USD
-164465.52000000
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
1520.00000000
NS
USD
64904.00000000
0.000397080668
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
50229.00000000
NS
USD
11622488.31000000
0.071106024674
Long
EC
CORP
US
N
1
N
N
N
Mirae Asset Securities Co Ltd
98840072S6T63E2V1291
Mirae Asset Securities Co Ltd
000000000
489609.00000000
NS
3440757.98000000
0.021050451099
Long
EC
CORP
KR
N
2
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
Tenneco Inc
880349105
72300.00000000
NS
USD
1324536.00000000
0.008103470357
Long
EC
CORP
US
N
1
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
000000000
28256.00000000
NS
417559.56000000
0.002554616497
Long
EC
CORP
SE
N
2
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
53293.00000000
NS
USD
17760958.11000000
0.108660993406
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
-2381313.49000000
-0.01456880241
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2030-12-20
0.00000000
USD
-2680551.18000000
USD
3900000.00000000
USD
299237.69000000
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
5249.00000000
NS
263469.71000000
0.001611899552
Long
EC
CORP
KR
N
2
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
1063100.00000000
NS
USD
482317839.00000000
2.950805649046
Long
EC
RF
US
N
1
N
N
N
Japan Hotel REIT Investment Co
353800L8KG849FP1JI68
Japan Hotel REIT Investment Corp
000000000
1529.00000000
NS
778952.85000000
0.004765609488
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-170589.33000000
-0.00104366025
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-24
0.00000000
USD
-4218.96000000
USD
1600000000.00000000
JPY
-166370.37000000
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
1273195.00000000
NS
4054071.30000000
0.024802683057
Long
EP
CORP
BR
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
805.00000000
NS
USD
48863.50000000
0.000298945384
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
176809.00000000
NS
USD
43721329.52000000
0.267485744253
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
23479.00000000
NS
USD
2380770.60000000
0.014565481032
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp
05561Q201
365.00000000
NS
USD
34291.75000000
0.000209795867
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
115434.00000000
NS
USD
7657891.56000000
0.046850744152
Long
EC
CORP
GB
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
3000000.00000000
PA
USD
2554041.60000000
0.015625547661
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals Inc/DE
269796108
20300.00000000
NS
USD
1004647.00000000
0.006146399330
Long
EC
CORP
US
N
1
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
78400.00000000
NS
7035085.39000000
0.043040435231
Long
EC
CORP
CA
N
1
N
N
N
Banc of America Funding Corpor
54930023UHZHF7UJ8596
Banc of America Funding Corp
05990QAA1
204543.06000000
PA
USD
203734.75000000
0.001246442910
Long
ABS-MBS
CORP
US
N
2
2036-03-27
Floating
0.64657000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-465507.14000000
-0.00284795831
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-16
0.00000000
USD
-134.31000000
USD
6000000.00000000
CAD
-465372.83000000
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
224168.00000000
NS
2162975.16000000
0.013233015254
Long
EC
CORP
GB
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
97760.00000000
NS
USD
18281120.00000000
0.111843327791
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
119265.00000000
NS
USD
11693933.25000000
0.071543122612
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
64926.00000000
NS
USD
3878679.24000000
0.023729639849
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
9250.00000000
NS
USD
335775.00000000
0.002054261084
Long
EC
CORP
US
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
2099.00000000
NS
358367.78000000
0.002192483014
Long
EC
CORP
NL
N
2
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
1900000.00000000
PA
2216717.30000000
0.013561808007
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
2075000.00000000
PA
USD
2023088.07000000
0.012377190356
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
4.09900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
2445000.00000000
PA
USD
2301106.52000000
0.014078098650
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
Meritz Financial Group Inc
N/A
Meritz Financial Group Inc
000000000
28468.00000000
NS
953021.48000000
0.005830555993
Long
EC
CORP
KR
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
3815000.00000000
PA
USD
4004580.13000000
0.024499897607
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3852.78000000
-0.00002357118
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1238150.00000000
ZAR
80054.18000000
USD
2022-06-15
-3852.78000000
N
N
N
BVRT_21-4F
N/A
BVRT_21-4F
000000000
7285011.05000000
PA
USD
7285011.05000000
0.044569472703
Long
ABS-MBS
CORP
US
N
3
2026-09-12
Floating
2.05000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
16406.00000000
NS
643674.97000000
0.003937983595
Long
EC
CORP
IL
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
1000000.00000000
PA
970206.03000000
0.005935690539
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
04016X101
21780.00000000
NS
USD
6867451.80000000
0.042014858102
Long
EC
CORP
NL
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
2000000.00000000
PA
USD
2160559.40000000
0.013218235709
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
151249.46000000
0.000925339526
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2042111.00000000
USD
10455608.32000000
BRL
2022-04-04
151249.46000000
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
76209.00000000
NS
USD
4169394.39000000
0.025508226161
Long
EC
CORP
US
N
1
N
N
N
GCAT
N/A
GCAT 2021-1 Asset-Backed Notes
36169CAA2
2193816.45000000
PA
USD
2133547.92000000
0.013052980308
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
2.48710000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
36000.00000000
NS
1232523.87000000
0.007540542986
Long
EC
CORP
JP
N
2
N
N
N
ELFI Graduate Loan Program 201
N/A
ELFI Graduate Loan Program 2020-A LLC
26857LAA0
3987706.54000000
PA
USD
3760218.25000000
0.023004899169
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.73000000
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
5700.00000000
NS
USD
138054.00000000
0.000844610110
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
17905.00000000
NS
USD
10016952.25000000
0.061283404625
Long
EC
CORP
US
N
1
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
1075000.00000000
PA
USD
951218.73000000
0.005819526824
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
000000000
4052.00000000
NS
1044542.76000000
0.006390480358
Long
EC
CORP
BE
N
2
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
311500.00000000
NS
875548.55000000
0.005356578999
Long
EC
CORP
HK
N
2
N
N
N
Materials Select Sector SPDR Fund
549300N81BAQ1XPGBT65
Materials Select Sector SPDR Fund
81369Y100
57500.00000000
NS
USD
5068625.00000000
0.031009691273
Long
EC
RF
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
4065.00000000
NS
USD
55080.75000000
0.000336982328
Long
EC
CORP
US
N
1
N
N
N
Hitachi Construction Machinery
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
000000000
10100.00000000
NS
261879.18000000
0.001602168738
Long
EC
CORP
JP
N
2
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAD8
1850000.00000000
PA
USD
1871340.71000000
0.011448804692
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
4700000.00000000
PA
USD
4285369.76000000
0.026217759895
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
SPAR Group Ltd/The
N/A
SPAR Group Ltd/The
000000000
1504.00000000
NS
17468.60000000
0.000106872355
Long
EC
CORP
ZA
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
224905.00000000
NS
USD
10212936.05000000
0.062482427463
Long
EC
CORP
US
N
1
N
N
N
Verint Systems Inc
549300KEQJS5FRVUCO94
Verint Systems Inc
92343X100
64400.00000000
NS
USD
3329480.00000000
0.020369655853
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
2705.00000000
NS
USD
51016.30000000
0.000312116148
Long
EC
CORP
US
N
1
N
N
N
Mphasis Ltd
335800NSYTIQLQKUYP62
Mphasis Ltd
000000000
63903.00000000
NS
2835706.10000000
0.017348762376
Long
EC
CORP
IN
N
2
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
17390.00000000
NS
USD
831242.00000000
0.005085512894
Long
EC
CORP
US
N
1
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
7200.00000000
NS
USD
1090584.00000000
0.006672159243
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
5460000.00000000
PA
USD
5134021.35000000
0.031409784123
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
4460000.00000000
PA
4427348.20000000
0.027086379607
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
22000.00000000
NS
101837.17000000
0.000623036662
Long
EC
CORP
HK
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
264128.00000000
NS
USD
6241344.64000000
0.038184353826
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAD9
5000000.00000000
PA
USD
4900417.00000000
0.029980599921
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
2.92500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
5105.00000000
NS
USD
518361.70000000
0.003171320877
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
33015.00000000
NS
USD
1847849.55000000
0.011305086500
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
38274.00000000
NS
USD
22606538.10000000
0.138306102194
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2003-NC7
61746RCR0
187218.60000000
PA
USD
186124.34000000
0.001138702966
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Floating
1.50657000
N
N
N
N
N
N
Abu Dhabi Commercial Bank PJSC
213800RWVKKIRX1AUH58
Abu Dhabi Commercial Bank PJSC
000000000
20958.00000000
NS
59820.79000000
0.000365981746
Long
EC
CORP
AE
N
2
N
N
N
Coastal Financial Corp/WA
549300XG5L36T6IU0B47
Coastal Financial Corp/WA
19046P209
6200.00000000
NS
USD
283650.00000000
0.001735361943
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
16277.00000000
NS
841992.11000000
0.005151281735
Long
EP
CORP
KR
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
20571.00000000
NS
USD
7513146.33000000
0.045965197303
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1518000.00000000
PA
1429112.32000000
0.008743265054
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
200000.00000000
PA
USD
193888.84000000
0.001186205937
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
3200.00000000
NS
USD
128352.00000000
0.000785253573
Long
EC
CORP
CN
N
1
N
N
N
Caleres Inc
JFU6RQQJ8Z1CPOLBXQ18
Caleres Inc
129500104
17600.00000000
NS
USD
340208.00000000
0.002081382041
Long
EC
CORP
US
N
1
N
N
N
N-able Inc
N/A
N-able Inc
62878D100
472.00000000
NS
USD
4295.20000000
0.000026277901
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
93214.00000000
NS
USD
18137580.12000000
0.110965155236
Long
EC
CORP
US
N
1
N
N
N
Cipla Ltd/India
335800KMJJYEDDK82Q34
Cipla Ltd/India
000000000
85897.00000000
NS
1153122.35000000
0.007054766938
Long
EC
CORP
IN
N
2
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
17495.00000000
NS
USD
123164.80000000
0.000753518444
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
45209.00000000
NS
USD
5977081.89000000
0.036567602480
Long
EC
CORP
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1000000.00000000
PA
1017445.91000000
0.006224702667
Long
DBT
NUSS
IT
N
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
CBAM CLO Management
N/A
CBAM 2020-12 Ltd
12509VAG7
8250000.00000000
PA
USD
8169167.33000000
0.049978713529
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.43400000
N
N
N
N
N
N
Argo Group International Holdi
549300M4T8Y5TTWI6O03
Argo Group International Holdings Ltd
000000000
28000.00000000
NS
USD
1155840.00000000
0.007071393437
Long
EC
CORP
BM
N
1
N
N
N
LG Corp
N/A
LG Corp
000000000
1759.00000000
NS
110545.71000000
0.000676315241
Long
EC
CORP
KR
N
2
N
N
N
Huatai Securities Co Ltd
3003009ABT0UCWO79Q77
Huatai Securities Co Ltd
000000000
12000.00000000
NS
18382.68000000
0.000112464668
Long
EC
CORP
CN
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
10100000.00000000
PA
USD
10133085.27000000
0.061993902856
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
44460.00000000
NS
USD
2862779.40000000
0.017514395990
Long
EC
CORP
US
N
1
N
N
N
BrightSpire Capital Inc
549300BOIFLLMVU37752
BrightSpire Capital Inc
10949T109
95000.00000000
NS
USD
878750.00000000
0.005376165371
Long
EC
CORP
US
N
1
N
N
N
CommScope Holding Co Inc
254900AW4CEPCQWSRI58
CommScope Holding Co Inc
20337X109
105400.00000000
NS
USD
830552.00000000
0.005081291495
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
140.00000000
NS
USD
70917.00000000
0.000433868016
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
93800.00000000
NS
1618651.89000000
0.009902862292
Long
EC
CORP
JP
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
308.00000000
NS
USD
58085.72000000
0.000355366641
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics Inc
359664109
2800.00000000
NS
USD
174748.00000000
0.001069102869
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1570000.00000000
PA
712093.12000000
0.004356563724
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
71865.00000000
NS
USD
3566659.95000000
0.021820715465
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
3139.00000000
NS
USD
573589.47000000
0.003509202669
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
141034.00000000
NS
USD
28515664.46000000
0.174457954840
Long
EC
CORP
US
N
1
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
3500000.00000000
PA
USD
3289713.53000000
0.020126365817
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
105660.00000000
NS
USD
35631721.80000000
0.217993773961
Long
EC
CORP
IE
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
21899.00000000
NS
1730763.72000000
0.010588759007
Long
EC
CORP
GB
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-81166.56000000
-0.00049657450
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1437418.61000000
USD
5708708.00000000
PLN
2022-04-19
-81166.56000000
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
1000000.00000000
PA
USD
957173.32000000
0.005855956822
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
Trigano SA
969500KLZPNMO8TUM811
Trigano SA
000000000
11634.00000000
NS
1695701.87000000
0.010374251691
Long
EC
CORP
FR
N
2
N
N
N
REGL TRANSPRTN DIST CO SALES T
N/A
Regional Transportation District Sales Tax Revenue
759136QP2
955000.00000000
PA
USD
1291262.56000000
0.007899904478
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5.84400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBB0
15386739.15000000
PA
USD
15126472.46000000
0.092543291530
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.45200000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust 2007-1
12559QAD4
247842.17000000
PA
USD
248151.95000000
0.001518185969
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.90657000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
3500000.00000000
PA
USD
3757412.12000000
0.022987731352
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
35602.00000000
NS
USD
1430488.36000000
0.008751683624
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
400419.00000000
NS
USD
54585118.08000000
0.333950067279
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
135506.20000000
0.000829022748
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-08
123696.33000000
USD
0.00000000
USD
-758500000.00000000
JPY
11809.87000000
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
131267.00000000
NS
USD
4439449.94000000
0.027160417679
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-191000.92000000
-0.00116853773
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-41577697.65000000
USD
31506268.09000000
GBP
2022-04-04
-191000.92000000
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
13000.00000000
NS
USD
1204840.00000000
0.007371173924
Long
EC
CORP
US
N
1
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
671500.00000000
NS
USD
25731880.00000000
0.157426847453
Long
EC
RF
US
N
1
N
N
N
Growthpoint Properties Austral
529900VCPJ9IEDF4TJ03
Growthpoint Properties Australia Ltd
000000000
68325.00000000
NS
222680.63000000
0.001362353219
Long
EC
CORP
AU
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AP7
1785000.00000000
PA
USD
1062075.00000000
0.006497742061
Long
DBT
NUSS
UA
N
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
51755.00000000
NS
USD
1812460.10000000
0.011088574938
Long
EC
CORP
GB
N
1
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
71971.00000000
NS
USD
6760955.74000000
0.041363318495
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
12961.00000000
NS
855108.44000000
0.005231527037
Long
EC
CORP
DE
N
2
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
5277.00000000
NS
98256.96000000
0.000601133047
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
825000.00000000
PA
USD
844500.30000000
0.005166626764
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
6.34900000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
152329.00000000
NS
USD
20287176.22000000
0.124116317815
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
6565.00000000
NS
USD
86001.50000000
0.000526154521
Long
EC
CORP
US
N
1
N
N
N
Jupiter Mortgages No.1
6354009QIELPOGEAFS09
Jupiter Mortgage NO 1 PLC
000000000
2700000.00000000
PA
3532594.09000000
0.021612301585
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
1.49156000
N
N
N
N
N
N
Bilibili Inc
5493008V60M52L3PIS45
Bilibili Inc
090040106
67293.00000000
NS
USD
1721354.94000000
0.010531196381
Long
EC
CORP
CN
N
1
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541QY30
384843.10000000
PA
USD
380354.71000000
0.002326998373
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
1.53657000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015101
730.00000000
NS
USD
44770.90000000
0.000273906984
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
78782.59000000
0.000481989453
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1450000.00000000
USD
2042556.91000000
AUD
2022-04-19
78782.59000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
-29240000.00000000
OU
Other
USD
-33546.05000000
-0.00020523369
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-29240000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
19085.95000000
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
168405.00000000
NS
USD
12633743.10000000
0.077292850261
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
2095.00000000
NS
USD
15901.05000000
0.000097282133
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
244033.00000000
NS
USD
39406448.84000000
0.241087437460
Long
EC
CORP
US
N
1
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
52000.00000000
NS
56184.28000000
0.000343733690
Long
EC
CORP
CN
N
2
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
000000000
300000.00000000
PA
356270.70000000
0.002179653143
Long
DBT
NUSS
LT
N
2
2035-10-22
Fixed
2.12500000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
4900.00000000
NS
USD
155820.00000000
0.000953301949
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
7995.00000000
NS
USD
145908.75000000
0.000892665228
Long
EC
CORP
US
N
1
N
N
N
Medifast Inc
5299000YHQJ21T5KKI80
Medifast Inc
58470H101
11000.00000000
NS
USD
1878580.00000000
0.011493094445
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MXN/USD FORWARD
000000000
1.00000000
NC
USD
119296.70000000
0.000729853527
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2592398.23000000
USD
54682752.00000000
MXN
2022-06-15
119296.70000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
-10211.41000000
-0.00006247309
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-203306821.00000000
INR
2641000.00000000
USD
2022-06-15
-10211.41000000
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
18957.00000000
NS
USD
10191472.77000000
0.062351115779
Long
EC
CORP
US
N
1
N
N
N
Valiant Holding AG
529900R30EKFHO09CN42
Valiant Holding AG
000000000
7353.00000000
NS
759614.39000000
0.004647297387
Long
EC
CORP
CH
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
399855.00000000
NS
USD
7561258.05000000
0.046259543321
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
18065.00000000
NS
USD
923663.45000000
0.005650944472
Long
EC
CORP
US
N
1
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems Inc
589889104
59500.00000000
NS
USD
3957940.00000000
0.024214554731
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
2175.00000000
NS
USD
53461.50000000
0.000327075806
Long
EC
CORP
US
N
1
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce Inc
78463M107
32200.00000000
NS
USD
4224640.00000000
0.025846217098
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-362378.25000000
-0.00221701894
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-01-14
0.00000000
USD
0.00000000
USD
2900000.00000000
EUR
-362378.25000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
5000000.00000000
PA
5226728.58000000
0.031976964094
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
492603.00000000
NS
6467094.55000000
0.039565484806
Long
EC
CORP
FR
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
-27170000.00000000
OU
Other
USD
-68585.43000000
-0.00041960354
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-27170000.00000000
USD
67.50000000
USD
2022-07-20
XXXX
-15603.93000000
N
N
N
Iovance Biotherapeutics Inc
549300220Z2GHH33XL82
Iovance Biotherapeutics Inc
462260100
1365.00000000
NS
USD
22727.25000000
0.000139044613
Long
EC
CORP
US
N
1
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TBG8
600000.00000000
PA
283579.13000000
0.001734928362
Long
DBT
CORP
LU
N
2
2037-05-28
None
0.00000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
36845.00000000
NS
664427.98000000
0.004064949869
Long
EC
CORP
SE
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
94551.37000000
0.000578462362
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-12
0.00000000
USD
0.00000000
USD
-3300000.00000000
EUR
94551.37000000
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
79300.00000000
NS
USD
4295681.00000000
0.026280843743
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
790.00000000
NS
USD
79015.80000000
0.000483416225
Long
EC
CORP
US
N
1
N
N
N
American Assets Trust Inc
N/A
American Assets Trust Inc
024013104
16200.00000000
NS
USD
613818.00000000
0.003755319574
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings Inc
549300MOI1T78144X610
Kennedy-Wilson Holdings Inc
489398107
30000.00000000
NS
USD
731700.00000000
0.004476518011
Long
EC
CORP
US
N
1
N
N
Coronado Global Resources Inc
N/A
Coronado Global Resources Inc
000000000
1986832.00000000
NS
2962024.01000000
0.018121571450
Long
EC
CORP
AU
N
2
N
N
N
Maire Tecnimont SpA
815600D85A61200A1B83
Maire Tecnimont SpA
000000000
285194.00000000
NS
982627.01000000
0.006011681711
Long
EC
CORP
IT
N
2
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
001877AA7
1950000.00000000
PA
USD
1791555.99000000
0.010960684238
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
5570.00000000
NS
USD
145321.30000000
0.000889071227
Long
EC
CORP
US
N
1
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
39398.00000000
NS
1598474.09000000
0.009779415135
Long
EC
CORP
IN
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CHF FORWARD
000000000
1.00000000
NC
USD
9040.40000000
0.000055308888
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-2145805.00000000
CHF
2332684.27000000
USD
2022-04-19
9040.40000000
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
000000000
1500000.00000000
PA
1526915.59000000
0.009341622441
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
3.25000000
N
N
N
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
23000.00000000
NS
13271.64000000
0.000081195483
Long
EC
CORP
CN
N
2
N
N
N
Focus Financial Partners Inc
5493006FFJCGLZ246V12
Focus Financial Partners Inc
34417P100
20276.00000000
NS
USD
927424.24000000
0.005673952869
Long
EC
CORP
US
N
1
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-14379.80000000
-0.00008797517
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-438004.32000000
USD
322521.00000000
GBP
2022-04-19
-14379.80000000
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
62192.00000000
NS
6101227.70000000
0.037327122713
Long
EC
CORP
IE
N
2
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
3145.00000000
NS
USD
102621.35000000
0.000627834251
Long
EC
CORP
US
N
1
N
N
N
2022-05-24
Advanced Series Trust
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer
XXXX