Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

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May 25, 2021 4:29 PM EDT
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    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
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        C000215835
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      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Income Fund
      S000067093
      549300MB2RPKSBYMCT85
      2021-03-31
      2021-03-31
      N
    
    
      141990083.58
      26481317.02
      115508766.56
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      11424905.11000000
      0.00000000
      0.00000000
      2785158.38000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          SEK
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -19898.67000000
        -0.01722697817
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            740781.25000000
            USD
            614605.76000000
            EUR
            2021-04-09
            -19898.67000000
          
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES/FIN
        N/A
        Icahn Enterprises LP / Icahn Enterprises Finance Corp
        451102CA3
        
          
        
        215000.00000000
        PA
        USD
        210431.25000000
        0.182177730978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        228000.00000000
        PA
        USD
        235410.00000000
        0.203802712998
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCI LLC
        549300N3IE9H88Q20221
        GCI LLC
        36166TAB6
        
          
        
        295000.00000000
        PA
        USD
        300900.00000000
        0.260499708343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
        
        180000.00000000
        PA
        USD
        208143.00000000
        0.180196712508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCT6
        
          
        
        100000.00000000
        PA
        USD
        114359.00000000
        0.099004606668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERISURE MIDHOLDING AB
        549300496LYEZ55X1M49
        Verisure Midholding AB
        000000000
        
          
        
        125000.00000000
        PA
        
        151700.47000000
        0.131332430011
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BK6
        
          
        
        225000.00000000
        PA
        USD
        245517.75000000
        0.212553347517
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BG3
        
          
        
        50000.00000000
        PA
        USD
        53727.50000000
        0.046513785576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A60
        
          
        
        275000.00000000
        PA
        USD
        296645.53000000
        0.256816464095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAF6
        
          
        
        25000.00000000
        PA
        USD
        26421.75000000
        0.022874237849
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DT9
        
          
        
        200000.00000000
        PA
        USD
        190250.00000000
        0.164706113367
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        10000.00000000
        PA
        USD
        10862.90000000
        0.009404394422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1134.15000000
        0.000981873526
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-11-29
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RFW7
        
          
        
        175000.00000000
        PA
        USD
        206097.50000000
        0.178425851247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
        
        400000.00000000
        PA
        USD
        396228.00000000
        0.343028509263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redstone Buyer LLC
        N/A
        Redstone Buyer LLC Term Loan
        75774EAB1
        
          
        
        74812.50000000
        PA
        USD
        74999.53000000
        0.064929729780
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-01
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idera, Inc.
        549300VQ6S3PWR8NUC48
        Idera Inc 2021 2nd Lien Term Loan
        45168RAS2
        
          
        
        45000.00000000
        PA
        USD
        44737.65000000
        0.038730956387
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-02
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        344000.00000000
        PA
        USD
        346500.88000000
        0.299977993289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKIYE VAKIFLAR BANKASI
        789000KAIHOLSQKQ9858
        Turkiye Vakiflar Bankasi TAO
        000000000
        
          
        
        210000.00000000
        PA
        USD
        205603.13000000
        0.177997857758
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2022-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        Pike Corp
        721283AA7
        
          
        
        380000.00000000
        PA
        USD
        386650.00000000
        0.334736497942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215534  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215534  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        510000.00000000
        OU
        Notional Amount
        
        5066.61000000
        0.004386342397
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-06-16
            3722.22000000
            EUR
            0.00000000
            EUR
            510000.00000000
            EUR
            627.13000000
          
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        46653KAA6
        
          
        
        250000.00000000
        PA
        USD
        234905.00000000
        0.203365516744
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-11-23
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002921  CDS USD R F  1.00000 2 CCPCDX / Short: SX002921  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        1950000.00000000
        OU
        Notional Amount
        USD
        36592.92000000
        0.031679777292
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S33.V1
                2I65BYDV4
              
            
            Y
            
            sell protection
            2024-12-20
            33110.60000000
            USD
            0.00000000
            USD
            1950000.00000000
            USD
            3482.32000000
          
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAD0
        
          
        
        60000.00000000
        PA
        USD
        64974.00000000
        0.056250276005
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASTE MANAGEMENT INC
        549300YX8JIID70NFS41
        Waste Management Inc
        94106LBN8
        
          
        
        50000.00000000
        PA
        USD
        47368.00000000
        0.041008142854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAM8
        
          
        
        225000.00000000
        PA
        USD
        243654.75000000
        0.210940482922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Fixed
          3.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBK5
        
          
        
        240000.00000000
        PA
        USD
        234000.00000000
        0.202582026428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAC5
        
          
        
        120000.00000000
        PA
        USD
        119400.00000000
        0.103368777587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        241649.50000000
        0.209204467502
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-04-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings, Inc.
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings, Inc. 2019 Term Loan B
        00164DAQ6
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-22
          Floating
          3.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
        
        50000.00000000
        PA
        USD
        49250.00000000
        0.042637456417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        110000.00000000
        PA
        USD
        12271.88000000
        0.010624197942
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2030-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ITAU UNIBANCO HLDG SA/KY
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA/Cayman Island
        000000000
        
          
        
        200000.00000000
        PA
        USD
        200530.00000000
        0.173605870768
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2022-12-12
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AppLovin Corporation
        549300LLVXMUAOL3SQ07
        AppLovin Corporation 2018 Term Loan B
        03835EAC8
        
          
        
        124681.12000000
        PA
        USD
        124461.68000000
        0.107750851910
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-15
          Floating
          3.60900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        190000.00000000
        PA
        USD
        190950.00000000
        0.165312127976
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHZ5
        
          
        
        50000.00000000
        PA
        USD
        49655.00000000
        0.042988079155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Fixed
          2.49600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        240000.00000000
        PA
        USD
        242400.00000000
        0.209854201736
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
        
        240000.00000000
        PA
        USD
        254100.00000000
        0.219983303057
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COAT/DUTCH HLD BV
        N/A
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        05454NAA7
        
          
        
        150000.00000000
        PA
        USD
        155250.00000000
        0.134405382919
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA SPA
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        175000.00000000
        PA
        
        216413.29000000
        0.187356593308
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-28
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYONIER AM PROD INC
        549300ZGRDDK1QM6MM16
        Rayonier AM Products Inc
        75508EAB4
        
          
        
        30000.00000000
        PA
        USD
        31800.00000000
        0.027530377950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020653
        
          
        
        1000000.00000000
        PA
        USD
        995931.40000000
        0.862212825623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4473.03000000
        -0.00387245932
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            257385.58000000
            USD
            215626.67000000
            EUR
            2021-04-09
            -4473.03000000
          
        
        
          N
          N
          N
        
      
      
        TEGNA INC
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901JAJ4
        
          
        
        50000.00000000
        PA
        USD
        50812.50000000
        0.043990167597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZI TECH LLC/ZI FIN CORP
        N/A
        ZoomInfo Technologies LLC/ZoomInfo Finance Corp
        98981BAA0
        
          
        
        160000.00000000
        PA
        USD
        156400.00000000
        0.135400978348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINISTRY OF FINANCE OF T
        N/A
        Republic of Belarus Ministry of Finance
        07737JAE3
        
          
        
        200000.00000000
        PA
        USD
        191637.50000000
        0.165907320896
        Long
        DBT
        NUSS
        BY
        N
        
        2
        
          2026-02-24
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYCOM INDUSTRIES INC
        549300F56EKTHQI3WT60
        Dycom Industries Inc
        267475AD3
        
          
        
        292000.00000000
        PA
        USD
        292730.00000000
        0.253426652121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hoya Midco, LLC
        549300LK73TSUP0YKH27
        Hoya Midco, LLC 2017 1st Lien Term Loan
        44325HAB4
        
          
        
        114312.59000000
        PA
        USD
        111918.88000000
        0.096892109000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-30
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJB6
        
          
        
        275000.00000000
        PA
        USD
        274131.00000000
        0.237324843961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        054561AJ4
        
          
        
        60000.00000000
        PA
        USD
        67079.40000000
        0.058072994801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAM7
        
          
        
        210000.00000000
        PA
        USD
        200025.00000000
        0.173168674514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        600000.00000000
        PA
        USD
        608640.00000000
        0.526921045151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COATING SYSTEMS
        549300G80QONCHILSF69
        Axalta Coating Systems LLC
        05453GAC9
        
          
        
        250000.00000000
        PA
        USD
        243750.00000000
        0.211022944196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMDOCS LTD
        N/A
        Amdocs Ltd
        02342TAE9
        
          
        
        75000.00000000
        PA
        USD
        73557.75000000
        0.063681530147
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2030-06-15
          Fixed
          2.53800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CB4
        
          
        
        200000.00000000
        PA
        USD
        152437.50000000
        0.131970502793
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2043-04-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAB2
        
          
        
        200000.00000000
        PA
        USD
        217000.00000000
        0.187864528782
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY BUILDING PRODU
        N/A
        Specialty Building Products Holdings LLC / SBP Finance Corp
        84749AAA5
        
          
        
        215000.00000000
        PA
        USD
        222525.00000000
        0.192647715517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
        
        100000.00000000
        PA
        USD
        112000.00000000
        0.096962337435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        Vale Overseas Ltd
        91911TAQ6
        
          
        
        60000.00000000
        PA
        USD
        62394.00000000
        0.054016679303
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BU4
        
          
        
        281000.00000000
        PA
        USD
        285215.00000000
        0.246920652426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        445750.00000000
        0.385901445643
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAE2
        
          
        
        60000.00000000
        PA
        USD
        63424.80000000
        0.054909079101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCU3
        
          
        
        200000.00000000
        PA
        USD
        230746.00000000
        0.199764924232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAR2
        
          
        
        150000.00000000
        PA
        USD
        156765.00000000
        0.135716971679
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT BANK OF MOSCOW (C
        635400Y22HQLUDCVZX38
        Credit Bank of Moscow Via CBOM Finance PLC
        12504PAH3
        
          
        
        200000.00000000
        PA
        USD
        201250.00000000
        0.174229200080
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-01-29
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XEROX HOLDINGS CORP
        5493000Y33XDVO2CXC18
        Xerox Holdings Corp
        98421MAA4
        
          
        
        55000.00000000
        PA
        USD
        56925.00000000
        0.049281973736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot U.S. Acquisition 1 Co.
        N/A
        Camelot U.S. Acquisition 1 Co. 2020 Incremental Term Loan B
        000000000
        
          
        
        74812.50000000
        PA
        USD
        74737.69000000
        0.064703045687
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEPLAT PETROLEUM DEV CO
        029200711C4S4CB2E982
        SEPLAT Petroleum Development Co Plc
        000000000
        
          
        
        200000.00000000
        PA
        USD
        203937.50000000
        0.176555863311
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2023-04-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        000000000
        
          
        
        200000.00000000
        PA
        USD
        205562.50000000
        0.177962682939
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sotera Health Holdings, LLC
        549300OVT7MBXFLOFU20
        Sotera Health Holdings, LLC 2021 Term Loan
        83600VAE1
        
          
        
        100000.00000000
        PA
        USD
        99625.00000000
        0.086248864884
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-11
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAF3
        
          
        
        394000.00000000
        PA
        USD
        396955.00000000
        0.343657898722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        450250.00000000
        0.389797253844
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBJ3
        
          
        
        200000.00000000
        PA
        USD
        238000.00000000
        0.206044967051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE  JUN21 XEUR 20210608
        000000000
        
          
        
        -1.00000000
        NC
        
        103.92000000
        0.000089967197
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXM1 Comdty
              
            
            2021-06-08
            -171258.62000000
            EUR
            103.92000000
          
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163AA1
        
          
        
        265000.00000000
        PA
        USD
        282887.50000000
        0.244905653851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        60000.00000000
        PA
        USD
        69225.00000000
        0.059930516151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        Nutrition & Biosciences Inc
        67079BAD2
        
          
        
        275000.00000000
        PA
        USD
        266593.25000000
        0.230799148791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AQ3
        
          
        
        175000.00000000
        PA
        USD
        204484.00000000
        0.177028987573
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAGATE HDD CAYMAN
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WBA8
        
          
        
        392000.00000000
        PA
        USD
        376320.00000000
        0.325793453784
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381VAF7
        
          
        
        268492.27000000
        PA
        USD
        38259.48000000
        0.033122576873
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Floating
          5.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAQ7
        
          
        
        150000.00000000
        PA
        USD
        151408.50000000
        0.131079661318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAA7
        
          
        
        55000.00000000
        PA
        USD
        62998.65000000
        0.054540146065
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLENBRAND INC
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571AE8
        
          
        
        154000.00000000
        PA
        USD
        149957.50000000
        0.129823479607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWNSQUARE MEDIA INC
        549300XBA8C68H0DR538
        Townsquare Media Inc
        892231AB7
        
          
        
        210000.00000000
        PA
        USD
        223650.00000000
        0.193621667567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CC1
        
          
        
        150000.00000000
        PA
        USD
        153765.00000000
        0.133119766212
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-09-18
          Fixed
          2.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBL8
        
          
        
        225000.00000000
        PA
        USD
        235345.50000000
        0.203746873080
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
        
        100000.00000000
        PA
        USD
        105472.00000000
        0.091310818339
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAPI VE KREDI BANKASI AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        984848AN1
        
          
        
        270000.00000000
        PA
        USD
        260550.00000000
        0.225567294811
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2031-01-22
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON CORP
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517AD7
        
          
        
        25000.00000000
        PA
        USD
        27457.00000000
        0.023770490169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MedAssets Software Intermediate Holdings, Inc.
        N/A
        MedAssets Software Intermediate Holdings, Inc. 2021 1st Lien Term Loan
        58404KAC9
        
          
        
        150000.00000000
        PA
        USD
        149157.00000000
        0.129130458615
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-28
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABE4
        
          
        
        200000.00000000
        PA
        USD
        217020.00000000
        0.187881843485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCS3
        
          
        
        150000.00000000
        PA
        USD
        178767.00000000
        0.154764876575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-17
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAK6
        
          
        
        113000.00000000
        PA
        USD
        138990.00000000
        0.120328529287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Core & Main LP
        549300ZSLF8Q660SCD17
        Core & Main LP
        14987KAA1
        
          
        
        300000.00000000
        PA
        USD
        307875.00000000
        0.266538211054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syndigo LLC
        N/A
        SYNDIGO LLC 2020 TERM LOAN
        87167XAC7
        
          
        
        225000.00000000
        PA
        USD
        225000.00000000
        0.194790410027
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAH1
        
          
        
        120000.00000000
        PA
        USD
        115500.00000000
        0.099992410480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382EML8
        
          
        
        538696.52000000
        PA
        USD
        97669.88000000
        0.084556248766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Floating
          5.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        000000000
        
          
        
        400000.00000000
        PA
        USD
        392020.00000000
        0.339385495728
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29278NAG8
        
          
        
        175000.00000000
        PA
        USD
        199482.50000000
        0.172699013192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW INC
        N/A
        Scripps Escrow Inc
        81104PAA7
        
          
        
        115000.00000000
        PA
        USD
        118450.00000000
        0.102546329190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        120000.00000000
        PA
        
        143186.67000000
        0.123961734043
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-08-03
          Fixed
          2.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAG6
        
          
        
        90000.00000000
        PA
        USD
        87075.00000000
        0.075383888680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DX2
        
          
        
        300000.00000000
        PA
        USD
        285363.00000000
        0.247048781229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1691.12000000
        0.001464062036
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            87653.39000000
            EUR
            104501.42000000
            USD
            2021-04-09
            1691.12000000
          
        
        
          N
          N
          N
        
      
      
        Mitchell International, Inc.
        5493002RDNIGEM7SSV41
        Mitchell International, Inc. 2020 Add-On Term Loan
        60662WAP7
        
          
        
        149250.00000000
        PA
        USD
        149361.94000000
        0.129307882378
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-29
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382BUQ4
        
          
        
        881555.03000000
        PA
        USD
        133420.89000000
        0.115507154974
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE STAR BVI LTD
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        419125.00000000
        0.362851247123
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-07-02
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
        
        140000.00000000
        PA
        USD
        140350.00000000
        0.121505929099
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBK4
        
          
        
        200000.00000000
        PA
        USD
        199990.00000000
        0.173138373784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        Coty Inc
        000000000
        
          
        
        350000.00000000
        PA
        
        400467.09000000
        0.346698438505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        125000.00000000
        PA
        USD
        184843.75000000
        0.160025732682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382DBZ1
        
          
        
        189402.64000000
        PA
        USD
        23604.68000000
        0.020435401314
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
        
        31000.00000000
        PA
        USD
        31310.00000000
        0.027106167724
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AD8
        
          
        
        265000.00000000
        PA
        USD
        287466.70000000
        0.248870028276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RAZ6
        
          
        
        60000.00000000
        PA
        USD
        61087.20000000
        0.052885336601
        Long
        DBT
        
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKIYE VAKIFLAR BANKASI
        789000KAIHOLSQKQ9858
        Turkiye Vakiflar Bankasi TAO
        000000000
        
          
        
        200000.00000000
        PA
        USD
        205687.50000000
        0.178070899833
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-03-28
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382DJV2
        
          
        
        342386.25000000
        PA
        USD
        61319.29000000
        0.053086265074
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Floating
          5.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29273RBD0
        
          
        
        60000.00000000
        PA
        USD
        64768.80000000
        0.056072627151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        55000.00000000
        PA
        USD
        58781.25000000
        0.050888994619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667AY7
        
          
        
        50000.00000000
        PA
        USD
        48325.00000000
        0.041836651398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBR2
        
          
        
        160000.00000000
        PA
        USD
        161600.00000000
        0.139902801157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91911KAP7
        
          
        
        175000.00000000
        PA
        USD
        189875.00000000
        0.164381462684
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H020659
        
          
        
        2000000.00000000
        PA
        USD
        2015116.60000000
        1.744557283410
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEXION INC
        54930030FZF8HYAEHM46
        Hexion Inc
        42829LAF1
        
          
        
        160000.00000000
        PA
        USD
        171600.00000000
        0.148560152714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALARM.COM HLDGS INC
        549300HIH92U1EKIHZ32
        Alarm.com Holdings Inc
        011642AA3
        
          
        
        15000.00000000
        PA
        USD
        13882.20000000
        0.012018308578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Alarm.com Holdings Inc
              Alarm.com Holdings Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAG5
        
          
        
        91000.00000000
        PA
        USD
        96915.00000000
        0.083902722612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAF2
        
          
        
        145000.00000000
        PA
        USD
        154062.50000000
        0.133377322421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE INC
        549300EFZIFW7F7I0Q28
        ModivCare Inc
        743815AE2
        
          
        
        57000.00000000
        PA
        USD
        60348.75000000
        0.052246034476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAN1
        
          
        
        375000.00000000
        PA
        USD
        402596.25000000
        0.348541727169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
        
        55000.00000000
        PA
        USD
        64143.75000000
        0.055531499392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUPERIOR PLUS/GEN PRTNR
        N/A
        Superior Plus LP / Superior General Partner Inc
        86828LAC6
        
          
        
        295000.00000000
        PA
        USD
        297212.50000000
        0.257307309956
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
        
        75000.00000000
        PA
        USD
        73079.25000000
        0.063267275875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LP
        2549009GZDBNY1KE9O81
        Duke Realty LP
        26441YBE6
        
          
        
        25000.00000000
        PA
        USD
        23341.25000000
        0.020207340702
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAL5
        
          
        
        225000.00000000
        PA
        USD
        221906.25000000
        0.192112041889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAD8
        
          
        
        25000.00000000
        PA
        USD
        23692.00000000
        0.020510997308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2538.05000000
        0.002197279111
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            197183.33000000
            GBP
            274416.89000000
            USD
            2021-05-20
            2538.05000000
          
        
        
          N
          N
          N
        
      
      
        Adient US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAA5
        
          
        
        2000.00000000
        PA
        USD
        2137.50000000
        0.001850508895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apergy Corporation
        N/A
        APERGY CORPORATION 2020 TERM LOAN
        15872EAB8
        
          
        
        400000.00000000
        PA
        USD
        407000.00000000
        0.352354208360
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        150000.00000000
        PA
        USD
        163162.50000000
        0.141255512338
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        EPICOR SOFTWARE CORPORATION 2020 2ND LIEN TERM LOAN
        29426NAQ7
        
          
        
        50000.00000000
        PA
        USD
        51562.50000000
        0.044639468964
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-31
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAA5
        
          
        
        52000.00000000
        PA
        USD
        55380.00000000
        0.047944412921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAJ6
        
          
        
        75000.00000000
        PA
        USD
        84281.25000000
        0.072965241089
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BJ9
        
          
        
        250000.00000000
        PA
        USD
        270132.50000000
        0.233863201941
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.51900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BGL8
        
          
        
        300000.00000000
        PA
        USD
        339183.00000000
        0.293642647308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pactiv LLC
        549300O4WTC6DL4JIE57
        Pactiv LLC
        880394AE1
        
          
        
        285000.00000000
        PA
        USD
        324900.00000000
        0.281277352079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAB7
        
          
        
        75000.00000000
        PA
        USD
        73833.75000000
        0.063920473050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        22813.72000000
        0.019750639435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            7165936.32000000
            SEK
            843920.07000000
            USD
            2021-06-16
            22813.72000000
          
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        25000.00000000
        PA
        USD
        24472.75000000
        0.021186920031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBT8
        
          
        
        415000.00000000
        PA
        USD
        391137.50000000
        0.338621484454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        290000.00000000
        PA
        
        376004.27000000
        0.325520115224
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2029-03-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BS4
        
          
        
        75000.00000000
        PA
        USD
        72142.50000000
        0.062456298468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERBALIFE/HLF FINANCING
        N/A
        Herbalife Nutrition Ltd / HLF Financing Inc
        42704MAA0
        
          
        
        107000.00000000
        PA
        USD
        116362.50000000
        0.100739107052
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-09-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCN8
        
          
        
        131000.00000000
        PA
        USD
        141316.25000000
        0.122342445693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AF3
        
          
        
        40000.00000000
        PA
        USD
        38400.00000000
        0.033244229978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SORENSON COMMUNICATIONS LLC
        549300H02Z2SUR0GB419
        Sorenson Communications, LLC 2021 Term Loan
        83583KAH9
        
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.086573515567
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-12
          Floating
          5.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAT5
        
          
        
        387000.00000000
        PA
        USD
        368617.50000000
        0.319125128748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Poseidon Ltd
        N/A
        Transocean Poseidon Ltd
        89383JAA6
        
          
        
        80000.00000000
        PA
        USD
        73600.00000000
        0.063718107457
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kronos Acquisition Holdings Inc.
        N/A
        Kronos Acquisition Holdings Inc 2021 Term Loan B
        49387TAW6
        
          
        
        150000.00000000
        PA
        USD
        147696.00000000
        0.127865619553
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO LOGISTICS INC
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793AH3
        
          
        
        3000.00000000
        PA
        USD
        3213.75000000
        0.002782256356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
        
        200000.00000000
        PA
        USD
        204125.00000000
        0.176718188652
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABG9
        
          
        
        25000.00000000
        PA
        USD
        24761.75000000
        0.021437117491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389284AA8
        
          
        
        180000.00000000
        PA
        USD
        195525.00000000
        0.169272866313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlobalLogic Holdings Inc.
        549300047NM5XM5G8O91
        GlobalLogic Holdings Inc 2020 Incremental Term Loan B2
        37953UAM4
        
          
        
        99500.00000000
        PA
        USD
        99251.25000000
        0.085925296369
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-14
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERALS TECHNOLOGIES IN
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158AA4
        
          
        
        315000.00000000
        PA
        USD
        323268.75000000
        0.279865121607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        100000.00000000
        PA
        USD
        100086.00000000
        0.086647968791
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
        
        295000.00000000
        PA
        USD
        296449.34000000
        0.256646615515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eG Global Finance PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
        
        250000.00000000
        PA
        
        286247.28000000
        0.247814333513
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        913229AA8
        
          
        
        340000.00000000
        PA
        USD
        340000.00000000
        0.294349952930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2C7
        
          
        
        200000.00000000
        PA
        USD
        221937.50000000
        0.192139096113
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2030-05-14
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE BUILDING
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925DAA7
        
          
        
        167000.00000000
        PA
        USD
        176393.75000000
        0.152710270616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIFT4 PAYMENTS LLC/FIN
        N/A
        Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
        82453AAA5
        
          
        
        55000.00000000
        PA
        USD
        57131.25000000
        0.049460531612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BE2
        
          
        
        50000.00000000
        PA
        USD
        62731.00000000
        0.054308432050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703DAY7
        
          
        
        340000.00000000
        PA
        USD
        369257.00000000
        0.319678766380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idera, Inc.
        549300VQ6S3PWR8NUC48
        Idera Inc 2021 Term Loan
        45168RAQ6
        
          
        
        200000.00000000
        PA
        USD
        198450.00000000
        0.171805141644
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382EQP5
        
          
        
        1334680.92000000
        PA
        USD
        184099.75000000
        0.159381625726
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CE3
        
          
        
        55000.00000000
        PA
        USD
        54656.25000000
        0.047317837102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6321.01000000
        0.005472320576
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            200125.00000000
            EUR
            241051.36000000
            USD
            2021-04-09
            6321.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
        
        400000.00000000
        PA
        USD
        400375.00000000
        0.346618712954
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAG5
        
          
        
        625000.00000000
        PA
        USD
        686881.25000000
        0.594657245901
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AL5
        
          
        
        94000.00000000
        PA
        USD
        93765.00000000
        0.081175656872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        223875.00000000
        0.193816457977
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROUP 1 AUTOMOTIVE INC
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905AN9
        
          
        
        70000.00000000
        PA
        USD
        69475.00000000
        0.060146949940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
        
        40000.00000000
        PA
        USD
        41200.00000000
        0.035668288413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDELMAN FINANCIAL CENTER LLC
        N/A
        EDELMAN FINANCIAL CENTER LLC 2021 TERM LOAN B
        27943UAK2
        
          
        
        375000.00000000
        PA
        USD
        372656.25000000
        0.322621616608
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H042646
        
          
        
        1000000.00000000
        PA
        USD
        1081710.40000000
        0.936474721542
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-21
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        05552BAA4
        
          
        
        190000.00000000
        PA
        USD
        195700.00000000
        0.169424369966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AU3
        
          
        
        150000.00000000
        PA
        USD
        163707.00000000
        0.141726905130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
          N
          Y
          
            
              Live Nation Entertainment Inc
              Live Nation Entertainment Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CT5
        
          
        
        200000.00000000
        PA
        USD
        205250.00000000
        0.177692140702
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2029-04-26
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        400000.00000000
        PA
        USD
        413500.00000000
        0.357981486872
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        38000.00000000
        PA
        USD
        41562.50000000
        0.035982117407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URBAN ONE INC
        549300PLGIGPBRQUP240
        Urban One Inc
        91705JAC9
        
          
        
        185000.00000000
        PA
        USD
        190318.75000000
        0.164765632659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE & MAIN HOLDING LP
        N/A
        Core & Main Holdings LP
        21871MAA1
        
          
        
        147000.00000000
        PA
        USD
        149940.00000000
        0.129808329242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Variable
          8.62500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
        
        150000.00000000
        PA
        USD
        151558.50000000
        0.131209521591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        Scripps Escrow II Inc
        81105DAB1
        
          
        
        130000.00000000
        PA
        USD
        129025.00000000
        0.111701478461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAB3
        
          
        
        40000.00000000
        PA
        USD
        40350.00000000
        0.034932413531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BY CROWN PARENT/BY BOND
        N/A
        BY Crown Parent LLC / BY Bond Finance Inc
        05608QAA5
        
          
        
        25000.00000000
        PA
        USD
        25812.50000000
        0.022346788705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON HOLDINGS BV
        5493000XDKGUH5NQGE22
        VEON Holdings BV
        91823N2A0
        
          
        
        410000.00000000
        PA
        USD
        402189.50000000
        0.348189589394
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-11-25
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        13000.00000000
        PA
        USD
        13747.50000000
        0.011901694052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
        
        38000.00000000
        PA
        USD
        41942.50000000
        0.036311096767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CRP
        5493003Q8F0T4F4YMR48
        California Resources Corp
        13057QAH0
        
          
        
        235000.00000000
        PA
        USD
        239112.50000000
        0.207008097412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BQ1
        
          
        
        915000.00000000
        PA
        USD
        786900.00000000
        0.681246994003
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-01-30
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        67091GAC7
        
          
        
        200000.00000000
        PA
        USD
        207000.00000000
        0.179207177225
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
        
        96000.00000000
        PA
        USD
        100080.00000000
        0.086642774380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAC9
        
          
        
        159000.00000000
        PA
        USD
        171720.00000000
        0.148664040933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        180000.00000000
        PA
        
        218869.80000000
        0.189483280376
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2025-04-11
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        100000.00000000
        PA
        
        113165.55000000
        0.097971395046
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-02-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI Aqua Merger Sub, Inc.
        5493005QMH1D47U26R45
        AI Aqua Merger Sub, Inc. 2017 1st Lien Term Loan B
        23301YAF0
        
          
        
        19793.81000000
        PA
        USD
        19756.80000000
        0.017104156323
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-12-13
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTL INC
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056BA8
        
          
        
        400000.00000000
        PA
        USD
        413500.00000000
        0.357981486872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        91153LAA5
        
          
        
        175000.00000000
        PA
        USD
        182437.50000000
        0.157942557464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AU6
        
          
        
        105000.00000000
        PA
        USD
        107887.50000000
        0.093402001608
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2022-11-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAF6
        
          
        
        85000.00000000
        PA
        USD
        106080.00000000
        0.091837185314
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
        
        415000.00000000
        PA
        USD
        395287.50000000
        0.342214285350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        301000.00000000
        PA
        USD
        300247.50000000
        0.259934816154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
        
        150000.00000000
        PA
        USD
        175900.50000000
        0.152283246751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        975000.00000000
        PA
        USD
        1106498.25000000
        0.957934434721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215537  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215537  IRS EUR P F   .25000 2 CCPVANILLA
        000000000
        
          
        
        190000.00000000
        OU
        Notional Amount
        
        9960.03000000
        0.008622748122
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2041-06-16
            5374.70000000
            EUR
            0.00000000
            EUR
            190000.00000000
            EUR
            3549.64000000
          
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAA3
        
          
        
        343000.00000000
        PA
        USD
        354147.50000000
        0.306597941045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AK7
        
          
        
        220000.00000000
        PA
        USD
        264825.00000000
        0.229268312602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-02-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Ltd
        549300JQT6ATTUNS5E06
        HUB International Ltd
        44332PAD3
        
          
        
        212000.00000000
        PA
        USD
        219685.00000000
        0.190189027675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AZ7
        
          
        
        25000.00000000
        PA
        USD
        24748.75000000
        0.021425862934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        119000.00000000
        PA
        USD
        127330.00000000
        0.110234057372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAH8
        
          
        
        50000.00000000
        PA
        USD
        51092.00000000
        0.044232140573
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeld-Wen Inc
        549300XWE6NM0N1HFW16
        Jeld-Wen Inc
        475795AD2
        
          
        
        200000.00000000
        PA
        USD
        206000.00000000
        0.178341442069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        113810.54000000
        0.098529785564
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AL5
        
          
        
        185000.00000000
        PA
        USD
        184075.00000000
        0.159360198781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDURE DIGITAL INC
        N/A
        Endure Digital Inc
        29279XAA8
        
          
        
        724000.00000000
        PA
        USD
        705900.00000000
        0.611122446393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAP3
        
          
        
        90000.00000000
        PA
        USD
        100440.00000000
        0.086954439036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-13
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starfruit Finco B.V
        549300K7VB5G6LULFT41
        Starfruit Finco B.V 2018 USD Term Loan B
        000000000
        
          
        
        69274.36000000
        PA
        USD
        68163.20000000
        0.059011278563
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2025-10-01
          Floating
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
        
        125000.00000000
        PA
        USD
        128510.00000000
        0.111255624856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AS8
        
          
        
        440000.00000000
        PA
        USD
        466623.08000000
        0.403972004806
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2035-06-30
          Fixed
          5.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAA8
        
          
        
        292000.00000000
        PA
        USD
        283605.00000000
        0.245526818826
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BJ2
        
          
        
        225000.00000000
        PA
        USD
        243823.50000000
        0.211086575730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        6788.10000000
        0.005876696810
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            6454881.11000000
            NOK
            761435.74000000
            USD
            2021-06-16
            6788.10000000
          
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        25000.00000000
        PA
        USD
        23990.75000000
        0.020769635686
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
        
        50000.00000000
        PA
        USD
        55625.00000000
        0.048156518034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE ESCROW LLC
        N/A
        Wolverine Escrow LLC
        97789LAC0
        
          
        
        371000.00000000
        PA
        USD
        370072.50000000
        0.320384773399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AL1
        
          
        
        75000.00000000
        PA
        USD
        72645.68000000
        0.062891919084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAG4
        
          
        
        50000.00000000
        PA
        USD
        48464.50000000
        0.041957421452
        Long
        DBT
        
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBC3
        
          
        
        40000.00000000
        PA
        USD
        43000.00000000
        0.037226611694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XBJ2
        
          
        
        150000.00000000
        PA
        USD
        148536.00000000
        0.128592837083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        200000.00000000
        PA
        USD
        214674.00000000
        0.185850828810
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887CJ6
        
          
        
        25000.00000000
        PA
        USD
        25658.75000000
        0.022213681925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-20
          Fixed
          2.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        000000000
        
          
        
        100000.00000000
        PA
        
        115397.20000000
        0.099903412906
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BG7
        
          
        
        50000.00000000
        PA
        USD
        53801.50000000
        0.046577849978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACKERS HOLDINGS LLC
        N/A
        Packers Holdings, LLC 2021 Term Loan
        69519UAF9
        
          
        
        225000.00000000
        PA
        USD
        222282.00000000
        0.192437341874
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-09
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPF TELECOM GROUP BV
        31570074PLDZISJWNN43
        PPF Telecom Group BV
        000000000
        
          
        
        400000.00000000
        PA
        
        476874.38000000
        0.412846915608
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-01-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITAN ACQ/CO-BORROWER
        N/A
        Titan Acquisition Ltd / Titan Co-Borrower LLC
        88827AAA1
        
          
        
        401000.00000000
        PA
        USD
        414533.75000000
        0.358876440590
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        Republic of Armenia International Bond
        042207AD2
        
          
        
        330000.00000000
        PA
        USD
        301537.50000000
        0.261051614505
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2031-02-02
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truck Hero, Inc.
        54930007KT5CX7XNSD31
        Truck Hero Inc 2021 Term Loan B
        89778PAG2
        
          
        
        150000.00000000
        PA
        USD
        149521.50000000
        0.129446019079
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        253000.00000000
        PA
        USD
        278300.00000000
        0.240934093825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRATON POLYMERS LLC/CAP
        N/A
        Kraton Polymers LLC / Kraton Polymers Capital Corp
        50076XAC5
        
          
        
        85000.00000000
        PA
        USD
        85212.50000000
        0.073771456953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABC8
        
          
        
        150000.00000000
        PA
        USD
        163854.00000000
        0.141854168198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON COAT FACTORY
        549300SIFDMGE3Y2SW49
        Burlington Coat Factory Warehouse Corp
        121579AH9
        
          
        
        92000.00000000
        PA
        USD
        97520.00000000
        0.084426492381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746AG3
        
          
        
        225000.00000000
        PA
        USD
        248418.00000000
        0.215064195903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO Holdings II Inc
        64083YAA9
        
          
        
        71000.00000000
        PA
        USD
        72775.00000000
        0.063003875954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAB8
        
          
        
        75000.00000000
        PA
        USD
        78976.50000000
        0.068372732522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        662000.00000000
        PA
        USD
        686825.00000000
        0.594608548298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABD3
        
          
        
        50000.00000000
        PA
        USD
        54160.00000000
        0.046888216031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAG5
        
          
        
        110000.00000000
        PA
        USD
        118387.50000000
        0.102492220742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380Y2Z7
        
          
        
        269468.02000000
        PA
        USD
        47041.76000000
        0.040725705416
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Floating
          6.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJF7
        
          
        
        200000.00000000
        PA
        USD
        188146.00000000
        0.162884606600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-23
          Fixed
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002967  CDS USD R F  1.00000 2 CCPCDX / Short: SX002967  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        425000.00000000
        OU
        Notional Amount
        USD
        6460.85000000
        0.005593384980
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S34.V1
                2I65BYDW2
              
            
            Y
            
            sell protection
            2023-06-20
            4038.05000000
            USD
            0.00000000
            USD
            425000.00000000
            USD
            2422.80000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN21 XCBT 20210621
        000000000
        
          
        
        25.00000000
        NC
        USD
        -164634.06000000
        -0.14252949356
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNM1 Comdty
              
            
            2021-06-21
            4711509.06000000
            USD
            -164634.06000000
          
        
        
          N
          N
          N
        
      
      
        Virtusa Corporation
        C77OMXDER63WLJCSKT03
        Virtusa Corporation Term Loan B
        92828KAJ1
        
          
        
        380000.00000000
        PA
        USD
        380239.40000000
        0.329186616153
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        158000.00000000
        PA
        USD
        172812.50000000
        0.149609856590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL Inc
        78573NAC6
        
          
        
        251000.00000000
        PA
        USD
        299317.50000000
        0.259129682459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F050643
        
          
        
        1000000.00000000
        PA
        USD
        1107704.50000000
        0.958978727752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBF1
        
          
        
        75000.00000000
        PA
        USD
        73920.00000000
        0.063995142707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLMAN GROUP INC THE
        N/A
        HILLMAN GROUP INC THE 2021 DELAYED DRAW TERM LOAN
        000000000
        
          
        
        16877.64000000
        PA
        USD
        16779.24000000
        0.014526377953
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567RAH9
        
          
        
        550000.00000000
        PA
        USD
        606031.25000000
        0.524662558564
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-03-29
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAB9
        
          
        
        50000.00000000
        PA
        USD
        49089.50000000
        0.042498505924
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        13920.00000000
        PA
        USD
        4985.10000000
        0.004315776324
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBE1
        
          
        
        95000.00000000
        PA
        USD
        98681.25000000
        0.085431827331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBA3
        
          
        
        500000.00000000
        PA
        USD
        552775.00000000
        0.478556750679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURKIYE VAKIFLAR BANKASI
        789000KAIHOLSQKQ9858
        Turkiye Vakiflar Bankasi TAO
        90015WAK9
        
          
        
        200000.00000000
        PA
        USD
        191000.00000000
        0.165355414734
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2026-01-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        140000.00000000
        PA
        USD
        154700.00000000
        0.133929228583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAA6
        
          
        
        165000.00000000
        PA
        USD
        181503.30000000
        0.157133787681
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        50000.00000000
        PA
        USD
        47156.00000000
        0.040824607001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        N/A
        Arches Buyer Inc
        039524AB9
        
          
        
        77000.00000000
        PA
        USD
        79310.00000000
        0.068661455196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAJ9
        
          
        
        176000.00000000
        PA
        USD
        186195.68000000
        0.161196146011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        224250.00000000
        0.194141108660
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        000000000
        
          
        
        400000.00000000
        PA
        USD
        407610.00000000
        0.352882306805
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN21 XCBT 20210621
        000000000
        
          
        
        -34.00000000
        NC
        USD
        163342.83000000
        0.141411630358
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYM1 Comdty
              
            
            2021-06-21
            -5055092.83000000
            USD
            163342.83000000
          
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
        
        122000.00000000
        PA
        USD
        129472.50000000
        0.112088894943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002829  CDS USD R F  1.00000 2I65BYDN2 / Short: SX002829  CDS USD P V 03MEVENT 2I65BYDN2
        000000000
        
          
        
        625000.00000000
        OU
        Notional Amount
        USD
        5564.38000000
        0.004817279385
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S28.V1
                2I65BYDN2
              
            
            Y
            
            sell protection
            2022-06-20
            5270.37000000
            USD
            0.00000000
            USD
            625000.00000000
            USD
            294.01000000
          
        
        
          N
          N
          N
        
      
      
        DEALER TIRE LLC/DT ISSR
        N/A
        Dealer Tire LLC / DT Issuer LLC
        24229JAA1
        
          
        
        269000.00000000
        PA
        USD
        283795.00000000
        0.245691308505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        20000.00000000
        PA
        USD
        2274.50000000
        0.001969114611
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2029-05-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CR9
        
          
        
        200000.00000000
        PA
        USD
        205875.00000000
        0.178233225175
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2023-12-23
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        217187.50000000
        0.188026854123
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAB5
        
          
        
        70000.00000000
        PA
        USD
        70962.50000000
        0.061434730984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379MRS5
        
          
        
        662356.41000000
        PA
        USD
        110633.72000000
        0.095779500807
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-08-20
          Floating
          5.62900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
        
        85000.00000000
        PA
        USD
        84893.75000000
        0.073495503872
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        SASOL Financing USA LLC
        80386WAB1
        
          
        
        200000.00000000
        PA
        USD
        215100.00000000
        0.186219631986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-27
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLEOPATRA FINCO SARL
        222100M6T1N8VIC8M726
        Kleopatra Finco Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        116940.47000000
        0.101239476000
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
        
        100000.00000000
        PA
        USD
        112736.00000000
        0.097599518510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAJ3
        
          
        
        345000.00000000
        PA
        USD
        370012.50000000
        0.320332829290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382ET64
        
          
        
        537374.33000000
        PA
        USD
        107106.17000000
        0.092725576759
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Floating
          6.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAL6
        
          
        
        176000.00000000
        PA
        USD
        176000.00000000
        0.152369387399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCF1
        
          
        
        50000.00000000
        PA
        USD
        52079.00000000
        0.045086621172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        275000.00000000
        PA
        USD
        289762.00000000
        0.250857150179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEACON ROOFING SUPPLY IN
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685AD1
        
          
        
        205000.00000000
        PA
        USD
        209100.00000000
        0.181025221052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES INC
        549300VFQWRKICUFNU92
        Nabors Industries Inc
        62957HAH8
        
          
        
        322000.00000000
        PA
        USD
        328440.00000000
        0.284342054530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        19807.33000000
        0.017147901921
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            475516.80000000
            EUR
            577549.87000000
            USD
            2021-04-09
            19807.33000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CW8
        
          
        
        100000.00000000
        PA
        USD
        120896.70000000
        0.104664523395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRI POINTE HOMES INC
        N/A
        Tri Pointe Homes Inc
        87265HAG4
        
          
        
        86000.00000000
        PA
        USD
        94922.50000000
        0.082177745314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AC6
        
          
        
        275000.00000000
        PA
        USD
        268125.00000000
        0.232125238616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DK0
        
          
        
        175000.00000000
        PA
        USD
        196742.00000000
        0.170326465998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardtronics USA, Inc.
        5493005S7GV0Z1YT8050
        Cardtronics USA, Inc. Term Loan B
        14161JAB0
        
          
        
        24812.50000000
        PA
        USD
        24750.47000000
        0.021427351998
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-29
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCPE ULYSSES INTERMEDIAT
        N/A
        BCPE Ulysses Intermediate Inc
        05553LAA1
        
          
        
        415000.00000000
        PA
        USD
        429525.00000000
        0.371854892742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.75000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
        
        70000.00000000
        PA
        USD
        72362.50000000
        0.062646760202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD HOLDINGS GROUP LLC
        N/A
        LD Holdings Group LLC
        521088AC8
        
          
        
        185000.00000000
        PA
        USD
        187312.50000000
        0.162163016347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGA1
        
          
        
        175000.00000000
        PA
        USD
        188175.75000000
        0.162910362221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          3.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        000000000
        
          
        
        757056.00000000
        PA
        USD
        790177.20000000
        0.684084181255
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
        
        316000.00000000
        PA
        USD
        344604.32000000
        0.298336074622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAL5
        
          
        
        50000.00000000
        PA
        USD
        52307.00000000
        0.045284008788
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERITOR INC
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001KAH3
        
          
        
        316000.00000000
        PA
        USD
        316000.00000000
        0.273572309194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS
        N/A
        First Brands 2021 Term Loan
        000000000
        
          
        
        211477.92000000
        PA
        USD
        211213.57000000
        0.182855012905
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-30
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BE2
        
          
        
        45000.00000000
        PA
        USD
        50289.30000000
        0.043537214964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON STORES INC
        5299003Z37DVGKKC1W09
        Burlington Stores Inc
        122017AA4
        
          
        
        79000.00000000
        PA
        USD
        118654.84000000
        0.102723666379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.25000000
          N
          N
          N
          N
          Y
          
            
              Burlington Stores Inc
              Burlington Stores Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
        
        175000.00000000
        PA
        USD
        206148.25000000
        0.178469787306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        22000.00000000
        PA
        USD
        22055.00000000
        0.019093788858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN21 XCBT 20210630
        000000000
        
          
        
        19.00000000
        NC
        USD
        -2504.12000000
        -0.00216790471
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                2 Year US Treasury Note
                TUM1 Comdty
              
            
            2021-06-30
            4196457.26000000
            USD
            -2504.12000000
          
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        260000.00000000
        PA
        
        289656.90000000
        0.250766161414
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2032-01-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBL3
        
          
        
        50000.00000000
        PA
        USD
        50742.00000000
        0.043929133269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATOIRE EIMER SELAS
        969500DCZL54LLTFEM37
        Laboratoire Eimer Selas
        000000000
        
          
        
        100000.00000000
        PA
        
        118888.91000000
        0.102926309007
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BE0
        
          
        
        153000.00000000
        PA
        USD
        153382.50000000
        0.132788622515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        40000.00000000
        PA
        USD
        23400.00000000
        0.020258202642
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN21 XCBT 20210630
        000000000
        
          
        
        10.00000000
        NC
        USD
        -4186.71000000
        -0.00362458203
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVM1 Comdty
              
            
            2021-06-30
            1238717.96000000
            USD
            -4186.71000000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAG4
        
          
        
        400000.00000000
        PA
        USD
        380284.00000000
        0.329225227941
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        60000.00000000
        PA
        USD
        62711.40000000
        0.054291463641
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AX7
        
          
        
        200000.00000000
        PA
        USD
        197250.00000000
        0.170766259457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MID HLDS LLC / FI
        N/A
        Summit Midstream Holdings LLC / Summit Midstream Finance Corp
        86614WAC0
        
          
        
        225000.00000000
        PA
        USD
        217125.00000000
        0.187972745676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468U6
        
          
        
        100000.00000000
        PA
        USD
        93356.00000000
        0.080821571193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-13
          Fixed
          1.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHP Lux SA
        222100RHC7R1WZ1J3M44
        MHP Lux SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        208800.00000000
        0.180765500505
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-03
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTL INC
        549300HFEKVR3US71V91
        Tempur Sealy International Inc
        88023UAH4
        
          
        
        495000.00000000
        PA
        USD
        495000.00000000
        0.428538902060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        2270294.00000000
        NS
        USD
        2270294.00000000
        1.965473329524
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AI Aqua Merger Sub, Inc.
        5493005QMH1D47U26R45
        AI Aqua Merger Sub, Inc. 2017 Incremental Term Loan
        23301YAE3
        
          
        
        29693.08000000
        PA
        USD
        29544.61000000
        0.025577807537
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-12-13
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endure Digital Inc.
        N/A
        Endure Digital Inc. Term Loan
        000000000
        
          
        
        225000.00000000
        PA
        USD
        222356.25000000
        0.192501622709
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-10
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJX1
        
          
        
        300000.00000000
        PA
        USD
        305856.00000000
        0.264790291775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        8861.20000000
        0.007671452361
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            851602.93000000
            AUD
            655911.39000000
            USD
            2021-06-16
            8861.20000000
          
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING M
        549300ZVE6MONHB01I28
        Foundation Building Materials Inc
        350392AA4
        
          
        
        95000.00000000
        PA
        USD
        93575.00000000
        0.081011167192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AB6
        
          
        
        200000.00000000
        PA
        USD
        191375.00000000
        0.165680065417
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFH7
        
          
        
        125000.00000000
        PA
        USD
        137798.75000000
        0.119297222283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        62000.00000000
        PA
        USD
        63085.00000000
        0.054614902295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NE PROPERTY BV
        7245006AG9J70KOIJH36
        NE Property BV
        000000000
        
          
        
        200000.00000000
        PA
        
        254666.47000000
        0.220473716051
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-07-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
        
        742000.00000000
        PA
        USD
        700114.10000000
        0.606113389355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Variable
          3.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        18683KAM3
        
          
        
        126000.00000000
        PA
        USD
        129307.50000000
        0.111946048642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAF0
        
          
        
        250000.00000000
        PA
        USD
        245937.50000000
        0.212916739849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B28
        
          
        
        330000.00000000
        PA
        USD
        335469.09000000
        0.290427384856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAJ6
        
          
        
        115000.00000000
        PA
        USD
        124487.50000000
        0.107773205192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4063.83000000
        0.003518200497
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            100000.00000000
            EUR
            121355.70000000
            USD
            2021-04-09
            4063.83000000
          
        
        
          N
          N
          N
        
      
      
        TERRIER MEDIA BUYER INC
        N/A
        Terrier Media Buyer Inc
        88146LAA1
        
          
        
        127000.00000000
        PA
        USD
        136525.00000000
        0.118194492128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647AZ0
        
          
        
        320000.00000000
        PA
        USD
        326800.00000000
        0.282922248875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BC0
        
          
        
        125000.00000000
        PA
        USD
        134578.75000000
        0.116509555082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        549300G8ZVHRTBBBSZ90
        LifePoint Health Inc
        53219LAU3
        
          
        
        260000.00000000
        PA
        USD
        256100.00000000
        0.221714773369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAR9
        
          
        
        72000.00000000
        PA
        USD
        83690.64000000
        0.072453929249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIGO NATURAL RES LLC
        549300F7DOI6H6TA3C86
        Indigo Natural Resources LLC
        45569LAC5
        
          
        
        300000.00000000
        PA
        USD
        295500.00000000
        0.255824738502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CV7
        
          
        
        120000.00000000
        PA
        USD
        128484.00000000
        0.111233115742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADS Tactical, Inc.
        N/A
        ADS Tactical Inc 2021 Term Loan B
        000000000
        
          
        
        300000.00000000
        PA
        USD
        297000.00000000
        0.257123341236
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-09
          Floating
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AD9
        
          
        
        25000.00000000
        PA
        USD
        26696.75000000
        0.023112315017
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        75000.00000000
        PA
        USD
        73548.75000000
        0.063673738531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGC7
        
          
        
        275000.00000000
        PA
        USD
        305907.25000000
        0.264834660701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-25
          Fixed
          4.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        455900.00000000
        PA
        USD
        151444.28000000
        0.131110637322
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FUUT9
        
          
        
        823201.82000000
        PA
        USD
        135798.01000000
        0.117565111328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABH7
        
          
        
        250000.00000000
        PA
        USD
        245225.00000000
        0.212299903551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAB
        9695008EGX5O9K1MS743
        CAB SELAS
        000000000
        
          
        
        150000.00000000
        PA
        
        175108.15000000
        0.151597281500
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AF8
        
          
        
        150000.00000000
        PA
        USD
        159187.50000000
        0.137814215094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAJ4
        
          
        
        100000.00000000
        PA
        USD
        109181.00000000
        0.094521830032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        549300ZCZ76HYCS0H445
        Frontier Communications Corp
        35906ABF4
        
          
        
        83000.00000000
        PA
        USD
        84348.75000000
        0.073023678212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
        
        25000.00000000
        PA
        USD
        28626.50000000
        0.024782967434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382LNX5
        
          
        
        1674387.39000000
        PA
        USD
        173974.88000000
        0.150616169820
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AN1
        
          
        
        25000.00000000
        PA
        USD
        24368.50000000
        0.021096667141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAS2
        
          
        
        320000.00000000
        PA
        USD
        334700.00000000
        0.289761556605
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
        
        181000.00000000
        PA
        USD
        192765.00000000
        0.166883437284
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAB9
        
          
        
        100000.00000000
        PA
        USD
        105726.00000000
        0.091530715069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BW9
        
          
        
        60000.00000000
        PA
        USD
        66148.20000000
        0.057266822224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        5493007OZE2103TZO049
        Neuberger Berman Loan Advisers CLO 31 Ltd
        64132JAU9
        
          
        
        600000.00000000
        PA
        USD
        600000.00000000
        0.519441093406
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MID HLDS LLC / FI
        N/A
        Summit Midstream Holdings LLC / Summit Midstream Finance Corp
        86614WAD8
        
          
        
        265000.00000000
        PA
        USD
        217962.50000000
        0.188697798869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CG5
        
          
        
        50000.00000000
        PA
        USD
        58352.00000000
        0.050517377804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          4.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAC3
        
          
        
        250000.00000000
        PA
        USD
        257812.50000000
        0.223197344823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AD2
        
          
        
        175000.00000000
        PA
        USD
        167413.75000000
        0.144935968918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCert Buyer, Inc.
        N/A
        DCert Buyer, Inc. 2021 2nd Lien Term Loan
        000000000
        
          
        
        325000.00000000
        PA
        USD
        326423.50000000
        0.282596299589
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-16
          Floating
          7.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2D4
        
          
        
        125000.00000000
        PA
        USD
        140815.00000000
        0.121908495946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grab Holdings Inc
        N/A
        Grab Holdings Inc Term Loan B
        000000000
        
          
        
        350000.00000000
        PA
        USD
        355250.00000000
        0.307552414054
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2026-01-29
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956PAT9
        
          
        
        50000.00000000
        PA
        USD
        53521.00000000
        0.046335011267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        10876.83000000
        0.009416454113
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            250000.00000000
            EUR
            304106.50000000
            USD
            2021-04-09
            10876.83000000
          
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LL
        549300H5PS5C68DAUX66
        Black Knight InfoServ LLC
        092174AA9
        
          
        
        100000.00000000
        PA
        USD
        97625.00000000
        0.084517394573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        16752.68000000
        0.014503384027
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            916103.16000000
            NZD
            656438.30000000
            USD
            2021-06-16
            16752.68000000
          
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        208500.00000000
        0.180505779958
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-03-18
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008RAN7
        
          
        
        95000.00000000
        PA
        USD
        99037.50000000
        0.085740245480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE & CO-CONN
        549300GJVOEHHLSO6K25
        WR Grace & Co-Conn
        383909AG3
        
          
        
        240000.00000000
        PA
        USD
        248400.00000000
        0.215048612670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMF6
        
          
        
        202000.00000000
        PA
        USD
        191736.38000000
        0.165992924788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAYTIKA HOLDING CORP
        254900E35Z4TKA4UFG64
        Playtika Holding Corp
        72815LAA5
        
          
        
        213000.00000000
        PA
        USD
        209272.50000000
        0.181174560366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GRP ISS/REYNOLD
        N/A
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        76174LAA1
        
          
        
        88000.00000000
        PA
        USD
        86020.00000000
        0.074470538091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAF6
        
          
        
        60000.00000000
        PA
        USD
        64676.40000000
        0.055992633222
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Getty Images Inc
        5493005NV20IG4VEKZ40
        Getty Images Inc
        374276AJ2
        
          
        
        358000.00000000
        PA
        USD
        381270.00000000
        0.330078842805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DP7
        
          
        
        200000.00000000
        PA
        USD
        218437.50000000
        0.189109023068
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AH5
        
          
        
        105000.00000000
        PA
        USD
        111562.50000000
        0.096583578305
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BN9
        
          
        
        25000.00000000
        PA
        USD
        24510.25000000
        0.021219385099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAK9
        
          
        
        325000.00000000
        PA
        USD
        384562.75000000
        0.332929492239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379EWA6
        
          
        
        1051072.94000000
        PA
        USD
        188665.91000000
        0.163334710964
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Floating
          5.48900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        225000.00000000
        PA
        USD
        238873.50000000
        0.206801186709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215531  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215531  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        900000.00000000
        OU
        Notional Amount
        
        1999.19000000
        0.001730769065
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-16
            2362.58000000
            EUR
            0.00000000
            EUR
            900000.00000000
            EUR
            -818.66000000
          
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        000000000
        
          
        
        400000.00000000
        PA
        USD
        437875.00000000
        0.379083781292
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-01-10
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JC6
        
          
        
        125000.00000000
        PA
        USD
        139910.00000000
        0.121125005630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEN GARFF AUTOMOTIVE LLC
        N/A
        Ken Garff Automotive LLC
        48850PAA2
        
          
        
        190000.00000000
        PA
        USD
        189287.50000000
        0.163872843280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAB8
        
          
        
        320000.00000000
        PA
        USD
        341776.00000000
        0.295887498567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO / FINANCE
        N/A
        Radiate Holdco LLC / Radiate Finance Inc
        75026JAE0
        
          
        
        364000.00000000
        PA
        USD
        384020.00000000
        0.332459614483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAL8
        
          
        
        242000.00000000
        PA
        USD
        233530.00000000
        0.202175130905
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN21 XCBT 20210621
        000000000
        
          
        
        5.00000000
        NC
        USD
        -5322.00000000
        -0.00460744249
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USM1 Comdty
              
            
            2021-06-21
            779540.75000000
            USD
            -5322.00000000
          
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAK4
        
          
        
        455000.00000000
        PA
        USD
        456137.50000000
        0.394894269573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DY0
        
          
        
        225000.00000000
        PA
        USD
        210534.75000000
        0.182267334566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382DT41
        
          
        
        649601.95000000
        PA
        USD
        119429.77000000
        0.103394550523
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Floating
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        213800TQASLF9JXH5J59
        Ziggo BV
        98955DAA8
        
          
        
        215000.00000000
        PA
        USD
        219300.00000000
        0.189855719640
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        50000.00000000
        PA
        USD
        50890.00000000
        0.044057262072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382NCT2
        
          
        
        2419.45000000
        PA
        USD
        284.59000000
        0.000246379567
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CAW9
        
          
        
        225000.00000000
        PA
        USD
        256473.00000000
        0.222037692582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBD3
        
          
        
        60000.00000000
        PA
        USD
        63541.80000000
        0.055010370115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAA9
        
          
        
        65000.00000000
        PA
        USD
        68656.25000000
        0.059438129282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAA6
        
          
        
        60000.00000000
        PA
        USD
        63825.00000000
        0.055255546311
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNISYS CORP
        549300T21W22FIJJOW08
        Unisys Corp
        909214BV9
        
          
        
        80000.00000000
        PA
        USD
        87600.00000000
        0.075838399637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
        
        25000.00000000
        PA
        USD
        26598.00000000
        0.023026823670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        EPICOR SOFTWARE CORPORATION 2020 TERM LOAN
        29426NAN4
        
          
        
        124375.00000000
        PA
        USD
        123919.79000000
        0.107281718687
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-30
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AU7
        
          
        
        200000.00000000
        PA
        USD
        199000.00000000
        0.172281295979
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR INC
        254900OFQDXZRKRCV808
        KBR Inc
        48242WAC0
        
          
        
        71000.00000000
        PA
        USD
        71798.75000000
        0.062158702008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AQ7
        
          
        
        300000.00000000
        PA
        USD
        317343.75000000
        0.274735640809
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2024-01-17
          Fixed
          4.66500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAJ0
        
          
        
        31000.00000000
        PA
        USD
        33828.75000000
        0.029286738147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAN5
        
          
        
        175000.00000000
        PA
        USD
        204104.25000000
        0.176700224648
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trico Group LLC
        N/A
        Trico Group LLC 2020 Term Loan B
        31935HAB3
        
          
        
        138309.31000000
        PA
        USD
        140498.75000000
        0.121634707203
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMI HOLDINGS
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209AA5
        
          
        
        242000.00000000
        PA
        USD
        277695.00000000
        0.240410324056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        100000.00000000
        PA
        USD
        108498.00000000
        0.093930532920
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUSKY III HOLDING LTD
        N/A
        Husky III Holding Ltd
        44810RAA6
        
          
        
        30000.00000000
        PA
        USD
        32662.50000000
        0.028277074522
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-15
          Variable
          13.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        Murphy Oil USA Inc
        626738AF5
        
          
        
        85000.00000000
        PA
        USD
        83406.25000000
        0.072207722828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -5433.23000000
        -0.00470373821
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1031505.15000000
            CAD
            815454.55000000
            USD
            2021-06-16
            -5433.23000000
          
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BL2
        
          
        
        25000.00000000
        PA
        USD
        24843.75000000
        0.021508107773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Variable
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AT5
        
          
        
        115000.00000000
        PA
        USD
        124014.85000000
        0.107364015471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        450000.00000000
        PA
        USD
        276750.00000000
        0.239592204333
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AR9
        
          
        
        200000.00000000
        PA
        USD
        202000.00000000
        0.174878501446
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAK3
        
          
        
        325000.00000000
        PA
        USD
        327206.75000000
        0.283274386650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022648
        
          
        
        3000000.00000000
        PA
        USD
        3094349.70000000
        2.678887319251
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002952  CDS USD R F  5.00000 2 CCPCDX / Short: SX002952  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        46000.00000000
        OU
        Notional Amount
        USD
        4220.21000000
        0.003653584161
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S34.V1
                2I65BRTL4
              
            
            Y
            
            sell protection
            2025-06-20
            0.00000000
            USD
            -1541.23000000
            USD
            46000.00000000
            USD
            5761.44000000
          
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAP6
        
          
        
        275000.00000000
        PA
        USD
        258500.00000000
        0.223792537742
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215532  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215532  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        220000.00000000
        OU
        Notional Amount
        
        -1241.58000000
        -0.00107487945
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-06-16
            0.00000000
            EUR
            -929.69000000
            EUR
            220000.00000000
            EUR
            -132.74000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AM3
        
          
        
        2000.00000000
        PA
        USD
        2180.00000000
        0.001887302639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HKK5
        
          
        
        40000.00000000
        PA
        USD
        40025.20000000
        0.034651222753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-01
          Variable
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762PAE2
        
          
        
        125000.00000000
        PA
        USD
        113002.50000000
        0.097830236929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BJ4
        
          
        
        175000.00000000
        PA
        USD
        182239.75000000
        0.157771358336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HLF FIN SARL LLC/HERBALI
        N/A
        HLF Financing Sarl LLC / Herbalife International Inc
        40390DAA3
        
          
        
        152000.00000000
        PA
        USD
        159220.00000000
        0.137842351487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        25000.00000000
        PA
        USD
        27709.50000000
        0.023989088296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382FW34
        
          
        
        535965.61000000
        PA
        USD
        87116.06000000
        0.075419435766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Floating
          6.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        000000000
        
          
        
        700000.00000000
        PA
        USD
        784210.00000000
        0.678918166434
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTAR GROUP INC
        N/A
        CoStar Group Inc
        22160NAA7
        
          
        
        75000.00000000
        PA
        USD
        73019.48000000
        0.063215530885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAR8
        
          
        
        135000.00000000
        PA
        USD
        134325.00000000
        0.116289874786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6955.08000000
        0.006021257266
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            250000.00000000
            EUR
            300184.75000000
            USD
            2021-04-09
            6955.08000000
          
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        N/A
        H&E Equipment Services Inc
        404030AJ7
        
          
        
        205000.00000000
        PA
        USD
        198850.00000000
        0.172151435706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AF9
        
          
        
        90000.00000000
        PA
        USD
        90423.00000000
        0.078282369981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERISURE HOLDING AB
        549300VQQCWGISM3N408
        Verisure Holding AB
        000000000
        
          
        
        125000.00000000
        PA
        
        147917.05000000
        0.128056990309
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AV1
        
          
        
        50000.00000000
        PA
        USD
        55062.50000000
        0.047669542009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        215187.50000000
        0.186295383812
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MIDSTREAM PARTNER
        N/A
        Summit Midstream Partners LP
        866142AA0
        
          
        
        188000.00000000
        PA
        USD
        115620.00000000
        0.100096298699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BE1
        
          
        
        230000.00000000
        PA
        USD
        234600.00000000
        0.203101467522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAF7
        
          
        
        540000.00000000
        PA
        USD
        597037.50000000
        0.516876353008
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BF3
        
          
        
        185000.00000000
        PA
        USD
        191475.00000000
        0.165766638933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        225062.50000000
        0.194844518474
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNELLO BIDCO SPA
        8156000BE2F1A5658E76
        Brunello Bidco SpA
        000000000
        
          
        
        350000.00000000
        PA
        
        408762.18000000
        0.353879789537
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAL0
        
          
        
        3000.00000000
        PA
        USD
        3011.25000000
        0.002606944987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX002944  CDS USD R F  1.00000 2 CCPCDX / Short: SX002944  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        15350000.00000000
        OU
        Notional Amount
        USD
        283979.61000000
        0.245851131872
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.IG.S34.V1
                2I65BYDW2
              
            
            Y
            
            sell protection
            2025-06-20
            160661.96000000
            USD
            0.00000000
            USD
            15350000.00000000
            USD
            123317.65000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5R6J7JCQRIPQR1EEP713
        Long: BR215535  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215535  IRS EUR P F   .00000 2 CCPVANILLA
        000000000
        
          
        
        1250000.00000000
        OU
        Notional Amount
        
        13902.66000000
        0.012036021519
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5R6J7JCQRIPQR1EEP713
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-06-16
            6520.32000000
            EUR
            0.00000000
            EUR
            1250000.00000000
            EUR
            6125.86000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215538  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215538  IRS EUR P F   .00000 2 CCPVANILLA
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        
        3319.74000000
        0.002874015625
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-16
            2295.37000000
            EUR
            0.00000000
            EUR
            20000.00000000
            EUR
            582.05000000
          
        
        
          N
          N
          N
        
      
      
        ADEVINTA ASA
        529900W8V3YLHRSZH763
        Adevinta ASA
        000000000
        
          
        
        100000.00000000
        PA
        
        120694.29000000
        0.104489289942
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2025-11-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        365000.00000000
        PA
        USD
        378797.00000000
        0.327937879765
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAE2
        
          
        
        366000.00000000
        PA
        USD
        397110.00000000
        0.343792087671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOBLE FINANCE CO
        5493003DTPH8AMMK4P51
        Noble Finance Co
        65505JAC5
        
          
        
        36761.00000000
        PA
        USD
        38507.15000000
        0.033336993499
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          11.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        310000.00000000
        PA
        USD
        290237.50000000
        0.251268807246
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382ET31
        
          
        
        430678.80000000
        PA
        USD
        54762.75000000
        0.047410037896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAS7
        
          
        
        28000.00000000
        PA
        USD
        31780.00000000
        0.027513063247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        000000000
        
          
        
        200000.00000000
        PA
        USD
        215845.00000000
        0.186864604677
        Long
        DBT
        
        MX
        N
        
        2
        
          2030-01-15
          Fixed
          4.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BW2
        
          
        
        250000.00000000
        PA
        USD
        269130.00000000
        0.232995302447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
        
        63000.00000000
        PA
        USD
        66937.50000000
        0.057950146983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIMAS CORP
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215AH3
        
          
        
        360000.00000000
        PA
        USD
        359550.00000000
        0.311275075224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAR0
        
          
        
        400000.00000000
        PA
        USD
        424684.00000000
        0.367663868853
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        130000.00000000
        PA
        USD
        130578.11000000
        0.113046060388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DG2
        
          
        
        100000.00000000
        PA
        USD
        105838.00000000
        0.091627677406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LD HOLDINGS GROUP LLC
        N/A
        LD Holdings Group LLC
        521088AA2
        
          
        
        215000.00000000
        PA
        USD
        225212.50000000
        0.194974378748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAQ1
        
          
        
        90000.00000000
        PA
        USD
        93150.00000000
        0.080643229751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AT8
        
          
        
        215000.00000000
        PA
        USD
        241875.00000000
        0.209399690779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        AES Panama Generation Holdings SRL
        000000000
        
          
        
        400000.00000000
        PA
        USD
        413860.00000000
        0.358293151528
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        55000.00000000
        PA
        USD
        57131.25000000
        0.049460531612
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382FV84
        
          
        
        525511.06000000
        PA
        USD
        74984.75000000
        0.064916934214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION BONDCO DAC
        635400KFD3IETNQLA755
        Motion Bondco DAC
        61978XAA5
        
          
        
        400000.00000000
        PA
        USD
        408000.00000000
        0.353219943516
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AL5
        
          
        
        88000.00000000
        PA
        USD
        93060.00000000
        0.080565313587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDN5
        
          
        
        150000.00000000
        PA
        USD
        162139.50000000
        0.140369865274
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-19
          Fixed
          3.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: BS006034  CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: BS006034  CDS USD P F  1.00000 2 CCPCORPORATE
        000000000
        
          
        
        60000.00000000
        OU
        Notional Amount
        USD
        12890.22000000
        0.011159516618
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Transocean Inc
                Transocean Inc
                
                  
                  
                
              
            
            Y
            buy protection
            
            2022-12-20
            8702.83000000
            USD
            0.00000000
            USD
            60000.00000000
            USD
            4187.39000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        275000.00000000
        PA
        USD
        314872.25000000
        0.272595976372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAF4
        
          
        
        315000.00000000
        PA
        USD
        329962.50000000
        0.285660136305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAJ1
        
          
        
        75000.00000000
        PA
        USD
        77624.25000000
        0.067202042158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intelsat Jackson Holdings S.A.
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings S.A. 2020 DIP Term Loan
        000000000
        
          
        
        10453.14000000
        PA
        USD
        10562.90000000
        0.009144673875
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2022-07-13
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        46400.00000000
        PA
        USD
        20300.00000000
        0.017574423660
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yapi ve Kredi Bankasi AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        984848AL5
        
          
        
        200000.00000000
        PA
        USD
        221000.00000000
        0.191327469404
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-01-15
          Fixed
          13.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        000000000
        
          
        
        170000.00000000
        PA
        USD
        186575.00000000
        0.161524536670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAH0
        
          
        
        50000.00000000
        PA
        USD
        53739.50000000
        0.046524174398
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -21994.49000000
        -0.01904140322
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1544064.63000000
            USD
            1295792.15000000
            EUR
            2021-06-16
            -21994.49000000
          
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
        
        66000.00000000
        PA
        USD
        64350.00000000
        0.055710057267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAB4
        
          
        
        365000.00000000
        PA
        USD
        363175.00000000
        0.314413365163
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERSIN ULUSLARARASI LIMA
        635400DAFN6NT43HM530
        Mersin Uluslararasi Liman Isletmeciligi AS
        000000000
        
          
        
        400000.00000000
        PA
        USD
        413375.00000000
        0.357873269978
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353TAF7
        
          
        
        155000.00000000
        PA
        USD
        166625.00000000
        0.144253120314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
        
        175000.00000000
        PA
        USD
        194997.25000000
        0.168815974585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AJ1
        
          
        
        250000.00000000
        PA
        USD
        258437.50000000
        0.223738429295
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DJ6
        
          
        
        100000.00000000
        PA
        USD
        109101.00000000
        0.094452571219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        34036.00000000
        PA
        USD
        13784.58000000
        0.011933795512
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAF9
        
          
        
        61000.00000000
        PA
        USD
        61833.87000000
        0.053531755070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        640000.00000000
        PA
        USD
        701600.00000000
        0.607399785223
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2025-01-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAC6
        
          
        
        260000.00000000
        PA
        USD
        269750.00000000
        0.233532058244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17725.92000000
        -0.01534595211
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            929697.75000000
            USD
            100904466.00000000
            JPY
            2021-06-16
            -17725.92000000
          
        
        
          N
          N
          N
        
      
      
        TRUGREEN LIMITED PARTNERSHIP
        549300QNRP2MNHR3QM19
        TruGreen Limited Partnership 2020 2nd Lien Term Loan
        89787RAK8
        
          
        
        310000.00000000
        PA
        USD
        319300.00000000
        0.276429235207
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-02
          Floating
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syncapay Inc
        N/A
        Syncapay Inc Term Loan B
        65230LAC2
        
          
        
        223593.75000000
        PA
        USD
        223314.26000000
        0.193331005646
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-10
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225433AR2
        
          
        
        250000.00000000
        PA
        USD
        279870.00000000
        0.242293298019
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        75000.00000000
        PA
        USD
        74716.50000000
        0.064684700759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        200000.00000000
        PA
        USD
        200190.00000000
        0.173311520815
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136BBVP4
        
          
        
        469578.25000000
        PA
        USD
        55835.25000000
        0.048338538851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        193588.74000000
        0.167596577961
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            4718303.19000000
            EUR
            5727774.72000000
            USD
            2021-04-09
            193588.74000000
          
        
        
          N
          N
          N
        
      
      
        Pluto Acquisition I, Inc.
        254900MOXD90LKQ6AY47
        Pluto Acquisition I, Inc. 2020 Incremental Term Loan B
        72941DAD4
        
          
        
        149625.00000000
        PA
        USD
        149625.00000000
        0.129535622668
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906PAA7
        
          
        
        50000.00000000
        PA
        USD
        52231.50000000
        0.045218645783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AV0
        
          
        
        75000.00000000
        PA
        USD
        72823.50000000
        0.063045864109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
        
        180000.00000000
        PA
        USD
        182700.00000000
        0.158169812942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centurion Pipeline Company LLC
        54930040AX5IIFI80J88
        Centurion Pipeline Company LLC 2020 Incremental Term Loan
        15643YAD8
        
          
        
        89775.00000000
        PA
        USD
        88877.25000000
        0.076944159864
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-28
          Floating
          4.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        90000.00000000
        PA
        USD
        103647.60000000
        0.089731371121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        215437.50000000
        0.186511817601
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBJ4
        
          
        
        101000.00000000
        PA
        USD
        123320.39000000
        0.106762797034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1140.63000000
        0.000987483490
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2025-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBB0
        
          
        
        180000.00000000
        PA
        USD
        187875.00000000
        0.162649992373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
        
        100000.00000000
        PA
        USD
        103427.00000000
        0.089540389946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP Atlas Buyer, Inc.
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer, Inc. 2021 Term Loan B
        12658HAG7
        
          
        
        100000.00000000
        PA
        USD
        99266.00000000
        0.085938065963
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-23
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136AYTL7
        
          
        
        262729.81000000
        PA
        USD
        52027.52000000
        0.045042053126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Floating
          6.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COM PART/USA COM FIN
        N/A
        USA Compression Partners LP / USA Compression Finance Corp
        91740PAC2
        
          
        
        223000.00000000
        PA
        USD
        228575.00000000
        0.197885413209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHNIPFMC PLC
        549300D5I93QWCJTCK36
        TechnipFMC PLC
        87854XAE1
        
          
        
        315000.00000000
        PA
        USD
        328781.25000000
        0.284637486652
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CP8
        
          
        
        25000.00000000
        PA
        USD
        24179.00000000
        0.020932610329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        75000.00000000
        PA
        USD
        72604.50000000
        0.062856268110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN21 XCBT 20210621
        000000000
        
          
        
        105.00000000
        NC
        USD
        -213232.74000000
        -0.18460307935
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYM1 Comdty
              
            
            2021-06-21
            13973154.62000000
            USD
            -213232.74000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAM1
        
          
        
        753000.00000000
        PA
        USD
        726645.00000000
        0.629082122197
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAA5
        
          
        
        80000.00000000
        PA
        USD
        77600.00000000
        0.067181048080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AT5
        
          
        
        225000.00000000
        PA
        USD
        243585.00000000
        0.210880097895
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        222875.00000000
        0.192950722821
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2027-03-27
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHARTI AIRTEL LTD
        335800KQ1FPKOQ84OR26
        Bharti Airtel Ltd
        08860HAC8
        
          
        
        360000.00000000
        PA
        USD
        350524.69000000
        0.303461547066
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-06-03
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50076QAR7
        
          
        
        330000.00000000
        PA
        USD
        454669.71000000
        0.393623552168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        556079AD3
        
          
        
        200000.00000000
        PA
        USD
        191466.00000000
        0.165758847317
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAM2
        
          
        
        200000.00000000
        PA
        USD
        189687.50000000
        0.164219137342
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        232927.54000000
        0.201653560103
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2030-04-16
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBN1
        
          
        
        150000.00000000
        PA
        USD
        152806.50000000
        0.132289959066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381YWG5
        
          
        
        687165.72000000
        PA
        USD
        130625.26000000
        0.113086879801
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Floating
          5.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENT-A-CENTER INC
        529900QUHE15UQNCCJ63
        Rent-A-Center Inc/TX
        76009NAL4
        
          
        
        95000.00000000
        PA
        USD
        100225.00000000
        0.086768305977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JZN2
        
          
        
        300000.00000000
        PA
        USD
        331092.00000000
        0.286637984163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNO ASA
        5967007LIEEXZXH3K072
        DNO ASA
        000000000
        
          
        
        100000.00000000
        PA
        USD
        101750.00000000
        0.088088552090
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2023-05-31
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        138274.88000000
        0.119709424763
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        USD
        1109.38000000
        0.000960429267
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2034-05-17
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        500000.00000000
        PA
        
        570225.38000000
        0.493664158125
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DY8
        
          
        
        95000.00000000
        PA
        USD
        109012.50000000
        0.094375953658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        190000.00000000
        PA
        USD
        204855.63000000
        0.177350720729
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2023-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGREE LP
        549300DXY3G299V1BO77
        Agree LP
        008513AA1
        
          
        
        25000.00000000
        PA
        USD
        25235.00000000
        0.021846826653
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201AA6
        
          
        
        11000.00000000
        PA
        USD
        12746.25000000
        0.011034876728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envision Healthcare Corporation
        549300OL60X0LPKY8N60
        Envision Healthcare Corporation 2018 1st Lien Term Loan
        29373UAC5
        
          
        
        49368.70000000
        PA
        USD
        42477.82000000
        0.036774542110
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-10
          Floating
          3.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
        
        130000.00000000
        PA
        USD
        134387.50000000
        0.116343983233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLEOPATRA HOLDINGS 2
        222100ALG258IKQWWE73
        Kleopatra Holdings 2 SCA
        000000000
        
          
        
        100000.00000000
        PA
        
        112858.30000000
        0.097705397920
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLMAN GROUP INC THE
        N/A
        HILLMAN GROUP INC THE 2021 TERM LOAN B1
        000000000
        
          
        
        83122.37000000
        PA
        USD
        82637.77000000
        0.071542422675
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canada Goose Inc.
        5493005JT54IX5MZ9P52
        Canada Goose Inc. Term Loan
        000000000
        
          
        
        74812.50000000
        PA
        USD
        74781.08000000
        0.064740609935
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2027-10-07
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382KVX8
        
          
        
        934854.46000000
        PA
        USD
        116088.82000000
        0.100502172655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
        
        42000.00000000
        PA
        USD
        41580.00000000
        0.035997267773
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBB0
        
          
        
        167000.00000000
        PA
        USD
        185640.54000000
        0.160715541797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA VENDOR FIN
        635400SSKC2QCGEPIQ43
        Virgin Media Vendor Financing Notes III DAC
        92771EAA1
        
          
        
        100000.00000000
        PA
        
        141955.74000000
        0.122896074668
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAA9
        
          
        
        99000.00000000
        PA
        USD
        99990.00000000
        0.086564858216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KU4
        
          
        
        275000.00000000
        PA
        USD
        303520.25000000
        0.262768150885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-25
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        90000.00000000
        PA
        USD
        113845.50000000
        0.098560051665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H.B. FULLER CO
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        40410KAA3
        
          
        
        80000.00000000
        PA
        USD
        81300.00000000
        0.070384268156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        N/A
        Freddie Mac REMICS
        3137FUAM6
        
          
        
        543059.05000000
        PA
        USD
        107825.35000000
        0.093348196168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Floating
          5.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cathedral Lake LTD
        N/A
        Cathedral Lake VII Ltd
        14919HAJ2
        
          
        
        200000.00000000
        PA
        USD
        194603.00000000
        0.168474658500
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          4.47200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRX0
        
          
        
        500000.00000000
        PA
        USD
        543095.00000000
        0.470176434372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
        
        50000.00000000
        PA
        USD
        52375.00000000
        0.045342878778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARRETT LX I SARL
        N/A
        GARRETT LX I SARL 2021 USD TERM LOAN B
        000000000
        
          
        
        300000.00000000
        PA
        USD
        297750.00000000
        0.257772642603
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-03-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan Bond
        91822Q2C0
        
          
        
        200000.00000000
        PA
        USD
        194000.00000000
        0.167952620201
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2030-11-25
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Pro USA Inc
        549300BY1QXU5BI3UF28
        Waste Pro USA Inc
        94107JAA1
        
          
        
        349000.00000000
        PA
        USD
        357288.75000000
        0.309317431603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBE7
        
          
        
        100000.00000000
        PA
        USD
        104754.00000000
        0.090689220497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ  / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAF9
        
          
        
        206000.00000000
        PA
        USD
        197245.00000000
        0.170761930781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
        
        400000.00000000
        PA
        USD
        393620.00000000
        0.340770671977
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2046-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BM8
        
          
        
        40000.00000000
        PA
        USD
        39300.00000000
        0.034023391618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syndigo LLC
        N/A
        SYNDIGO LLC 2020 2ND LIEN TERM LOAN
        87167XAE3
        
          
        
        160000.00000000
        PA
        USD
        160000.00000000
        0.138517624908
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAR1
        
          
        
        135000.00000000
        PA
        USD
        149112.90000000
        0.129092279695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        480000.00000000
        PA
        
        579191.85000000
        0.501426746427
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLE US HOLDING CORP
        N/A
        Castle US Holding Corp
        14852LAA1
        
          
        
        277000.00000000
        PA
        USD
        281847.50000000
        0.244005289289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOZ ALLEN HAMILTON INC
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc
        09951LAA1
        
          
        
        148000.00000000
        PA
        USD
        148370.00000000
        0.128449125047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Building Materials Holding Company LLC
        549300ZVE6MONHB01I28
        Foundation Building Materials Holding Company LLC 2021 Term Loan
        35039KAB2
        
          
        
        47519.08000000
        PA
        USD
        47032.01000000
        0.040717264499
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAH8
        
          
        
        185000.00000000
        PA
        USD
        199568.75000000
        0.172773682849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
        
        55000.00000000
        PA
        USD
        58368.75000000
        0.050531878867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
        
        35000.00000000
        PA
        USD
        35481.25000000
        0.030717365492
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DC6
        
          
        
        200000.00000000
        PA
        USD
        211000.00000000
        0.182670117848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
        
        177000.00000000
        PA
        USD
        172132.50000000
        0.149021156684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Building Materials Holding Company LLC
        549300ZVE6MONHB01I28
        Foundation Building Materials Holding Company LLC 2021 Delayed Draw Term Loan
        35039KAC0
        
          
        
        27480.92000000
        PA
        USD
        27199.24000000
        0.023547338275
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-03
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428XBM7
        
          
        
        225000.00000000
        PA
        USD
        244325.25000000
        0.211520958344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELESAT CANADA/TELESAT L
        N/A
        Telesat Canada / Telesat LLC
        87952VAM8
        
          
        
        95000.00000000
        PA
        USD
        95000.00000000
        0.082244839789
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAS8
        
          
        
        80000.00000000
        PA
        USD
        90025.60000000
        0.077938326831
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        90265EAU4
        
          
        
        150000.00000000
        PA
        USD
        135859.50000000
        0.117618345382
        Long
        DBT
        
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AV9
        
          
        
        85000.00000000
        PA
        USD
        90100.00000000
        0.078002737526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP World Crescent Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        207500.00000000
        0.179640044803
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-01-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        N/A
        Fannie Mae REMICS
        3136BA4U5
        
          
        
        359807.94000000
        PA
        USD
        59142.89000000
        0.051202079081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BL3
        
          
        
        10000.00000000
        PA
        USD
        10431.70000000
        0.009031089423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINIDAD & TOBAGO
        N/A
        Trinidad & Tobago Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        405125.00000000
        0.350730954944
        Long
        DBT
        NUSS
        TT
        N
        
        2
        
          2030-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAQ1
        
          
        
        175000.00000000
        PA
        USD
        192192.00000000
        0.166387371040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE ACQUISITION, INC.
        549300DJBUN7Z75R2S83
        Granite Acquisition Inc 2021 Term Loan B
        38723BAJ0
        
          
        
        100000.00000000
        PA
        USD
        99625.00000000
        0.086248864884
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAL0
        
          
        
        115000.00000000
        PA
        USD
        132410.08000000
        0.114632061222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12597YAA7
        
          
        
        300000.00000000
        PA
        USD
        313500.00000000
        0.271407971305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
        
        91273.00000000
        PA
        USD
        87279.81000000
        0.075561199897
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        100000.00000000
        PA
        USD
        102500.00000000
        0.088737853456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRW Holdings, LLC
        549300W696CUHX8SLK40
        DRW Holdings, LLC 2021 Term Loan
        23343HAD2
        
          
        
        325000.00000000
        PA
        USD
        324187.50000000
        0.280660515781
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-01
          Floating
          3.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAC0
        
          
        
        60000.00000000
        PA
        USD
        60450.00000000
        0.052333690160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST BRANDS
        N/A
        First Brands 2021 2nd Lien Term Loan
        000000000
        
          
        
        250000.00000000
        PA
        USD
        247500.00000000
        0.214269451030
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
        
        340000.00000000
        PA
        USD
        345576.00000000
        0.299177292158
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR215533  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215533  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        740000.00000000
        OU
        Notional Amount
        
        -1826.10000000
        -0.00158091896
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            EUR
            -1286.24000000
            EUR
            740000.00000000
            EUR
            -292.00000000
          
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BW8
        
          
        
        175000.00000000
        PA
        USD
        192885.00000000
        0.166987325502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978VAS2
        
          
        
        50000.00000000
        PA
        USD
        48083.00000000
        0.041627143490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        Nutrition & Biosciences Inc
        67079BAC4
        
          
        
        175000.00000000
        PA
        USD
        171239.25000000
        0.148247838756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        254900W8N6WOFX1LSH24
        THL Credit Wind River 2017-1 CLO Ltd
        97315TAJ1
        
          
        
        600000.00000000
        PA
        USD
        593937.00000000
        0.514192141157
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-04-18
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conservice Midco, LLC
        N/A
        CONSERVICE MIDCO, LLC 2020 TERM LOAN B
        20848PAB4
        
          
        
        199000.00000000
        PA
        USD
        198701.50000000
        0.172022874035
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-05-13
          Floating
          4.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIN DEPT GOVT SHARJAH
        254900ZNL8O3F1CLJO24
        Finance Department Government of Sharjah
        38381CAB8
        
          
        
        200000.00000000
        PA
        USD
        175500.00000000
        0.151936519821
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-07-28
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
        
        389000.00000000
        PA
        USD
        387055.00000000
        0.335087120680
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        30000.00000000
        PA
        
        34829.19000000
        0.030152854226
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2040-12-02
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metinvest BV
        635400TMCKVEU87EJ582
        Metinvest BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        223050.00000000
        0.193102226473
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-04-23
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        000000000
        
          
        
        200000.00000000
        PA
        USD
        204250.00000000
        0.176826405547
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-07-06
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGEVITY CORP
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688CAB3
        
          
        
        125000.00000000
        PA
        USD
        120937.50000000
        0.104699845389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRACTOR SUPPLY CO
        549300OJ9VZHZRO6I137
        Tractor Supply Co
        892356AA4
        
          
        
        75000.00000000
        PA
        USD
        69535.50000000
        0.060199326917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742BG9
        
          
        
        25000.00000000
        PA
        USD
        26111.25000000
        0.022605427083
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        9352.14000000
        0.008096476378
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            239000.00000000
            EUR
            289679.71000000
            USD
            2021-04-09
            9352.14000000
          
        
        
          N
          N
          N
        
      
      
        TTM TECHNOLOGIES INC
        549300SC4BDOIS008048
        TTM Technologies Inc
        87305RAK5
        
          
        
        92000.00000000
        PA
        USD
        90620.00000000
        0.078452919807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAF6
        
          
        
        185000.00000000
        PA
        USD
        198321.85000000
        0.171694197684
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AA8
        
          
        
        164000.00000000
        PA
        USD
        159490.00000000
        0.138076099979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAB7
        
          
        
        175000.00000000
        PA
        USD
        197160.25000000
        0.170688559727
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CQ1
        
          
        
        200000.00000000
        PA
        USD
        189375.00000000
        0.163948595106
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2028-10-24
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581HA9
        
          
        
        573000.00000000
        PA
        USD
        603082.50000000
        0.522109722024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Fixed
          3.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962G3P7
        
          
        
        125000.00000000
        PA
        USD
        161736.25000000
        0.140020757572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-14
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        50000.00000000
        PA
        USD
        51625.00000000
        0.044693577411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP Carey Inc
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAE9
        
          
        
        75000.00000000
        PA
        USD
        84084.75000000
        0.072795124131
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY OP/FIN CORP
        N/A
        NGL Energy Operating LLC / NGL Energy Finance Corp
        62922LAA6
        
          
        
        260000.00000000
        PA
        USD
        266500.00000000
        0.230718418988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG ISSUER LLC
        N/A
        AG Issuer LLC
        00119LAA9
        
          
        
        228000.00000000
        PA
        USD
        238545.00000000
        0.206516792711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DH7
        
          
        
        50000.00000000
        PA
        USD
        55192.50000000
        0.047782087579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAJ9
        
          
        
        200000.00000000
        PA
        USD
        217312.50000000
        0.188135071018
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-04-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        000000000
        
          
        
        400000.00000000
        PA
        USD
        419500.00000000
        0.363175897806
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2036-05-18
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government of Jamaica
        529900Y93KNSXZI8KK56
        Jamaica Government International Bond
        470160CB6
        
          
        
        400000.00000000
        PA
        USD
        538882.00000000
        0.466529092162
        Long
        DBT
        NUSS
        JM
        N
        
        2
        
          2045-07-28
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
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