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Form NPORT-P AB BOND FUND, INC. For: Oct 31

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December 8, 2021 12:36 PM EST 

  
    NPORT-P
    false
    
      
      
        
          0000003794
          XXXXXXXX
        
      
      
      
      
        S000051302
        C000161785
        C000161779
        C000161781
        C000161780
      
      
      
    
  
  
    
      AB BOND FUND, INC.
      811-02383
      0000003794
      549300RYJMGGIS1UBQ97
      ALLIANCEBERNSTEIN LP
      1345 AVENUE OF THE AMERICAS
      NEW YORK
      
      10105
      212-969-1000
      AB Income Fund
      S000051302
      J4DGJCPMXNWU97A1BX15
      2021-10-31
      2021-10-31
      N
    
    
      6330768745.50
      1693754455.39
      4637014290.11
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      24466797.37000000
      0.00000000
      0.00000000
      23979512.90000000
      
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        000000000
        
          
        
        620000.00000000
        PA
        USD
        666500.00000000
        0.014373473064
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2024-06-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        6064000.00000000
        PA
        USD
        6278135.00000000
        0.135391754418
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-01-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
        
        7959000.00000000
        PA
        USD
        7940773.89000000
        0.171247561322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-3
        12543RBF5
        
          
        
        516651.83000000
        PA
        USD
        353174.36000000
        0.007616417330
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        363000.00000000
        PA
        USD
        369980.49000000
        0.007978851624
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        626000.00000000
        PA
        USD
        644567.16000000
        0.013900478188
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE DEC21
        000000000
        
          
        
        -22.00000000
        NC
        
        52113.21000000
        0.001123852693
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex 5 Year Euro BOBL Future
                OEZ1 Comdty
              
            
            2021-12-08
            -2987800.64000000
            EUR
            52113.21000000
          
        
        
          N
          N
          N
        
      
      
        CF Industries Inc
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
        
        75000.00000000
        PA
        USD
        91488.75000000
        0.001973009878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        N/A
        Elevation CLO 2020-11 Ltd
        28621YAG0
        
          
        
        4490000.00000000
        PA
        USD
        4500915.19000000
        0.097064941110
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
        43284MAA6
        
          
        
        682000.00000000
        PA
        USD
        696001.46000000
        0.015009689780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAS4
        
          
        
        708000.00000000
        PA
        USD
        808734.24000000
        0.017440839932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones DesLauriers Insurance Management Inc.
        N/A
        Jones DesLauriers Insurance Management Inc. CAD 2nd Lien Delayed Draw Term Loan
        000000000
        
          
        
        592600.00000000
        PA
        
        480927.27000000
        0.010371485613
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2029-03-26
          Floating
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        8786000.00000000
        PA
        USD
        8623371.14000000
        0.185968181258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AK0
        
          
        
        1490000.00000000
        PA
        USD
        1639089.40000000
        0.035347947999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockwood Service Corporation
        549300PFYAJBMVGJ7074
        Rockwood Service Corporation Initial Term Loan
        77447JAH0
        
          
        
        175760.43000000
        PA
        USD
        175321.03000000
        0.003780903379
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-01-23
          Floating
          4.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        549300O6TO32N91PEI50
        Sofi Consumer Loan Program 2017-5 LLC
        83405L100
        
          
        
        16719.00000000
        PA
        USD
        351099.00000000
        0.007571660944
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        120958800000.00000000
        PA
        
        29390624.14000000
        0.633826473269
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-11-03
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        1455000.00000000
        PA
        USD
        1545064.50000000
        0.033320244522
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAIXO BONDCO TELECOM SA
        959800ULWB3MZHZ69055
        Kaixo Bondco Telecom SA
        000000000
        
          
        
        3266000.00000000
        PA
        
        3744725.29000000
        0.080757251449
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-09-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING OCEAN CRUISES SHI
        N/A
        Viking Ocean Cruises Ship VII Ltd
        92682RAA0
        
          
        
        1376000.00000000
        PA
        USD
        1370537.28000000
        0.029556460132
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLBUN SA
        5493003VQJLE2QB8IF36
        Colbun SA
        192714AD5
        
          
        
        209000.00000000
        PA
        USD
        209757.63000000
        0.004523549354
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-03-06
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAF6
        
          
        
        2588000.00000000
        PA
        USD
        2777907.44000000
        0.059907243458
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1IFA6   CDS USD R F  3.00000 IS1IFA6 CMBX / Short: IS1IFA6   CDS USD P V 01MEVENT IS1IFB7 CMBX
        000000000
        
          
        
        1146000.00000000
        OU
        Notional Amount
        USD
        -317919.50000000
        -0.00685612508
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -176687.51000000
            USD
            1146000.00000000
            USD
            -141231.99000000
          
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        308000.00000000
        PA
        USD
        132440.00000000
        0.002856148196
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-10-30
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA NOTAS DEL TESORO
        549300SHS4T08CL0LP14
        Panama Notas del Tesoro
        000000000
        
          
        
        5330000.00000000
        PA
        USD
        5654130.63000000
        0.121934725154
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2026-04-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SN9
        
          
        
        33089700.00000000
        PA
        USD
        27960796.50000000
        0.602991380889
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        1313000.00000000
        PA
        USD
        1112767.50000000
        0.023997499907
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LB-UBS Commercial Mortgage Trust
        N/A
        LB-UBS Commercial Mortgage Trust 2006-C6
        50179MAH4
        
          
        
        632133.23000000
        PA
        USD
        285481.48000000
        0.006156579689
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-09-15
          Variable
          5.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIMES CHINA HLDG LTD
        2549000KTINB9ZPZP710
        Times China Holdings Ltd
        000000000
        
          
        
        234000.00000000
        PA
        USD
        183690.00000000
        0.003961385247
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-06-04
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-43
        21055AAA5
        
          
        
        393481.80000000
        PA
        USD
        389196.98000000
        0.008393266780
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-11-15
          Variable
          5.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMERICA INC
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340AU1
        
          
        
        8000000.00000000
        PA
        USD
        8878880.00000000
        0.191478383384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERI HOLDINGS INC
        5299006DK5S7BG10K532
        Everi Holdings Inc
        30034TAA1
        
          
        
        614000.00000000
        PA
        USD
        628809.68000000
        0.013560658662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enova International Inc
        549300O8XOCQSB49UO63
        Enova International Inc
        29357KAD5
        
          
        
        3418000.00000000
        PA
        USD
        3477336.48000000
        0.074990851061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Balboa Bay Loan Funding Ltd
        549300MALKZHG9DP8554
        Balboa Bay Loan Funding 2020-1 Ltd
        05766BAG3
        
          
        
        1900000.00000000
        PA
        USD
        1903505.50000000
        0.041050240109
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          4.13200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -8084.46000000
        -0.00017434623
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            23322999614.00000000
            IDR
            1616487.13000000
            USD
            2022-01-27
            -8084.46000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YS3
        
          
        
        78385000.00000000
        PA
        USD
        80148662.50000000
        1.728454075954
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-11-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        1121000.00000000
        PA
        USD
        1244310.00000000
        0.026834292977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48127FAA1
        
          
        
        1561000.00000000
        PA
        USD
        1565308.36000000
        0.033756815529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-01
          Variable
          3.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286B1
        
          
        
        9944000.00000000
        PA
        USD
        10748842.50000000
        0.231805248539
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ION TRADING TECHNOLOGIES
        5493009ZVXOKZLQ6QJ12
        ION Trading Technologies Sarl
        46205YAA9
        
          
        
        1784000.00000000
        PA
        USD
        1836949.12000000
        0.039614911774
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Street Securities
        N/A
        JP Morgan Madison Avenue Securities Trust Series 2014-1
        46643HAB4
        
          
        
        499017.05000000
        PA
        USD
        483294.12000000
        0.010422528156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Floating
          4.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIKA ENERGY CAPITAL IV
        254900LQ197HY24XVH34
        Indika Energy Capital IV Pte Ltd
        45569GAA0
        
          
        
        4123000.00000000
        PA
        USD
        4370380.00000000
        0.094249871287
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-10-22
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        Barclays Commercial Mortgage Trust 2019-C3
        05550MAV6
        
          
        
        10866439.70000000
        PA
        USD
        919092.16000000
        0.019820774802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Variable
          1.34100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACE Capital Trust II
        N/A
        ACE Capital Trust II
        00440FAA2
        
          
        
        750000.00000000
        PA
        USD
        1120470.00000000
        0.024163608949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          9.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1WZV9   CDS USD R F  3.00000 IS1WZV9 CMBX / Short: IS1WZV9   CDS USD P V 01MEVENT IS1WZW0 CMBX
        000000000
        
          
        
        13500000.00000000
        OU
        Notional Amount
        USD
        -3745125.00000000
        -0.08076587143
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1153389.54000000
            USD
            13500000.00000000
            USD
            -2591735.46000000
          
        
        
          N
          N
          N
        
      
      
        Vantage Drilling International
        549300T9QN1134QR7185
        Vantage Drilling International
        000000000
        
          
        
        16001.00000000
        NS
        USD
        84005.25000000
        0.001811623703
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS1E2R0   IRS USD R V 03MLIBOR IS1E2S1 CCPVANILLA / Short: BS1E2R0   IRS USD P F  2.28650 IS1E2R0 CCPVANILLA
        000000000
        
          
        
        11920000.00000000
        OU
        Notional Amount
        USD
        -640219.02000000
        -0.01380670793
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-04-26
            0.00000000
            USD
            0.00000000
            USD
            11920000.00000000
            USD
            -640219.02000000
          
        
        
          N
          N
          N
        
      
      
        Proofpoint, Inc.
        529900C5FODDK0WSR085
        Proofpoint, Inc. Initial Loan (Second Lien)
        000000000
        
          
        
        6000000.00000000
        PA
        USD
        6120000.00000000
        0.131981478104
        Long
        LON
        CORP
        US
        
        N
        
        3
        
          2029-08-31
          Floating
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
        
        3961000.00000000
        PA
        USD
        4314004.32000000
        0.093034095866
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-21
          Fixed
          6.37500000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BK0
        
          
        
        790000.00000000
        PA
        USD
        975798.13000000
        0.021043673125
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2037-09-18
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAH5
        
          
        
        2100000.00000000
        PA
        USD
        2247630.00000000
        0.048471491769
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1P5O1   CDS USD R F  3.00000 IS1P5O1 CMBX / Short: IS1P5O1   CDS USD P V 01MEVENT IS1P5P2 CMBX
        000000000
        
          
        
        11909000.00000000
        OU
        Notional Amount
        USD
        -3303755.08000000
        -0.07124746384
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1333964.80000000
            USD
            11909000.00000000
            USD
            -1969790.28000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        645000.00000000
        PA
        USD
        672896.25000000
        0.014511412040
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
        
        4241000.00000000
        PA
        USD
        4289517.04000000
        0.092506012956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1XEJ3   CDS USD R F  5.00000 IS1XEJ3 CMBX / Short: IS1XEJ3   CDS USD P V 01MEVENT IS1XEK4 CMBX
        000000000
        
          
        
        3847954.00000000
        OU
        Notional Amount
        USD
        -1686280.33000000
        -0.03636564876
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -568002.50000000
            USD
            3847954.00000000
            USD
            -1118277.83000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        2963000.00000000
        PA
        USD
        2753367.75000000
        0.059378030295
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2047-11-28
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget Online Gaming, Inc.
        N/A
        Golden Nugget Online Gaming, Inc. 2020 Initial Term Loan
        51509HAC5
        
          
        
        110985.91000000
        PA
        USD
        119309.85000000
        0.002572988620
        Long
        LON
        CORP
        US
        N
        
        3
        
          2023-10-04
          Floating
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 1
        213800QO23X11QXPVT49
        INEOS Quattro Finance 1 Plc
        000000000
        
          
        
        107000.00000000
        PA
        
        124849.74000000
        0.002692459677
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        0.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-02-20
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        62528000.00000000
        PA
        
        44966613.42000000
        0.969732043222
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        497000.00000000
        PA
        
        573222.00000000
        0.012361876934
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAZEN GROUP LTD
        5493006M8GRAQRCSCD67
        Seazen Group Ltd
        000000000
        
          
        
        945000.00000000
        PA
        USD
        791437.50000000
        0.017067825339
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-07-13
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAB4
        
          
        
        1480000.00000000
        PA
        USD
        1601789.20000000
        0.034543546769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLCAN CIA MINERA SAA-CM
        549300XKJ91C4SZLG750
        Volcan Cia Minera SAA
        92863UAB2
        
          
        
        667000.00000000
        PA
        USD
        649616.31000000
        0.014009366142
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DS1
        
          
        
        864000.00000000
        PA
        USD
        810702.00000000
        0.017483275859
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARKO CORP
        N/A
        Arko Corp
        041242AA6
        
          
        
        2345000.00000000
        PA
        USD
        2286468.80000000
        0.049309073833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS2BXK0   CDS USD R F  1.00000 IS2BXK0 CCPSOVEREIGN / Short: SS2BXK0   CDS USD P V 03MEVENT IS2BXL1 CCPSOVEREIGN
        000000000
        
          
        
        5872000.00000000
        OU
        Notional Amount
        USD
        57124.09000000
        0.001231915332
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Russian Federation
                Russian Federation
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            46164.09000000
            USD
            0.00000000
            USD
            5872000.00000000
            USD
            10960.00000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        283875BZ4
        
          
        
        628000.00000000
        PA
        USD
        446390.25000000
        0.009626674020
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2050-01-20
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
        
        2381000.00000000
        PA
        USD
        2335427.66000000
        0.050364901073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAL5
        
          
        
        4367000.00000000
        PA
        USD
        4284551.04000000
        0.092398918181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        Discover Bank
        25466AAN1
        
          
        
        8350000.00000000
        PA
        USD
        8828538.50000000
        0.190392738681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          4.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TIRE DIST HOLDING INC
        HZ8T88YVE2JVXJ0BTQ24
        AMERICAN TIRE DIST HOLDING INC
        03021BAL8
        
          
        
        3368900.00000000
        PA
        USD
        3376480.03000000
        0.072815821102
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AE8
        
          
        
        1798000.00000000
        PA
        USD
        2088412.96000000
        0.045037880613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAA6
        
          
        
        1092000.00000000
        PA
        USD
        667332.12000000
        0.014391418232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        81720TAC9
        
          
        
        608000.00000000
        PA
        USD
        626354.00000000
        0.013507700447
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        879000.00000000
        PA
        USD
        935651.55000000
        0.020177887999
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAC5
        
          
        
        241000.00000000
        PA
        USD
        238688.81000000
        0.005147467639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225436AA2
        
          
        
        640000.00000000
        PA
        USD
        690726.40000000
        0.014895929940
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-12-18
          Fixed
          6.25000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1HRQ3   CDS USD R F  3.00000 IS1HRQ3 CMBX / Short: IS1HRQ3   CDS USD P V 01MEVENT IS1HRR4 CMBX
        000000000
        
          
        
        30184000.00000000
        OU
        Notional Amount
        USD
        -8373544.67000000
        -0.18058052328
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -4058276.31000000
            USD
            30184000.00000000
            USD
            -4315268.36000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        6453000.00000000
        PA
        USD
        6399762.75000000
        0.138014729944
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2048-03-13
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY ENTERTAINMENT
        969500CE0IE2EZ5VBG13
        Banijay Entertainment SASU
        000000000
        
          
        
        600000.00000000
        PA
        
        693377.97000000
        0.014953112641
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BM6
        
          
        
        3473000.00000000
        PA
        USD
        3843742.75000000
        0.082892622483
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2041-01-18
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amentum Government Services Holdings LLC
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC Initial Term Loan (First Lien)
        57776DAB9
        
          
        
        444375.00000000
        PA
        USD
        441784.29000000
        0.009527343725
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-29
          Floating
          3.58700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AAW33
        
          
        
        7029169.60000000
        PA
        USD
        1308833.49000000
        0.028225780817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Floating
          6.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AK2
        
          
        
        200000.00000000
        PA
        USD
        221154.00000000
        0.004769318922
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-19
          Fixed
          4.40000000
          N
          N
          N
          N
          Y
          
            
              Australia & New Zealand Bankin
              Australia & New Zealand Bankin
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XGQ1
        
          
        
        4031000.00000000
        PA
        USD
        4435657.58000000
        0.095657621531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          5.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
        
        339033.00000000
        PA
        USD
        351810.31000000
        0.007587000772
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AT6
        
          
        
        1942000.00000000
        PA
        USD
        2115575.96000000
        0.045623667033
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-30
          Fixed
          6.37500000
          N
          N
          N
          N
          Y
          
            
              HSBC Holdings PLC
              HSBC Holdings PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        3117000.00000000
        PA
        USD
        3167807.10000000
        0.068315663955
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0UX5
        
          
        
        4520000.00000000
        PA
        USD
        4715621.98000000
        0.101695222075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Floating
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boxer Parent Company Inc. (aka BMC Software, Inc.)
        5493006T045HLTF7YX04
        Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan
        05988HAE7
        
          
        
        3422887.00000000
        PA
        USD
        3397489.18000000
        0.073268896049
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Floating
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whiting Petroleum Corp
        52990028CHK9KUB1B293
        Whiting Petroleum Corp
        966387508
        
          
        
        12942.00000000
        NS
        USD
        842912.46000000
        0.018177913788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XWW0
        
          
        
        4275500.00000000
        PA
        USD
        4467244.20000000
        0.096338805975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Floating
          4.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJW5
        
          
        
        7080000.00000000
        PA
        USD
        7647493.86000000
        0.164922801215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          4.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        3361000.00000000
        PA
        USD
        3414145.81000000
        0.073628106285
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371H2F4
        
          
        
        7034.89000000
        PA
        USD
        8098.56000000
        0.000174650313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300JRCMNFIBT50883
        Marlette Funding Trust 2018-4
        57109GAC8
        
          
        
        502634.61000000
        PA
        USD
        503377.71000000
        0.010855642844
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAE8
        
          
        
        2453000.00000000
        PA
        USD
        2584677.04000000
        0.055740113751
        Long
        DBT
        
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
        
        2469599.00000000
        PA
        USD
        2593078.95000000
        0.055921305990
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
        46590MAT7
        
          
        
        15697849.36000000
        PA
        USD
        1105445.69000000
        0.023839600674
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-15
          Variable
          1.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RKPF OVERSEAS 2020 A LTD
        254900LKOLISWWIE7W36
        RKPF Overseas 2020 A Ltd
        000000000
        
          
        
        218000.00000000
        PA
        USD
        185300.00000000
        0.003996105864
        Long
        DBT
        
        VG
        
        N
        
        2
        
          2026-07-26
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD PPTY REIT INC
        N/A
        Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
        11284DAA3
        
          
        
        621000.00000000
        PA
        USD
        642207.15000000
        0.013849583154
        Long
        DBT
        
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AY0
        
          
        
        2797000.00000000
        PA
        USD
        3064987.56000000
        0.066098298781
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-06-22
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
        
        3286000.00000000
        PA
        USD
        3324939.10000000
        0.071704309971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITE AID CORP
        529900W353T1JY1DKT44
        Rite Aid Corp
        767754CK8
        
          
        
        2417000.00000000
        PA
        USD
        2429060.83000000
        0.052384156658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEABODY ENERGY CORP
        EJCO258LNNVSKAR2JX59
        Peabody Energy Corp
        704551AB6
        
          
        
        1037769.00000000
        PA
        USD
        977069.89000000
        0.021071099394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          8.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ENERGY TECHNOLOGY
        N/A
        ENERGY TECHNOLOGY
        000000000
        
          
        
        497.00000000
        NS
        USD
        1018850.00000000
        0.021972112576
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
        
        247000.00000000
        PA
        USD
        251446.00000000
        0.005422584108
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        690874.45000000
        0.014899122728
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            735623947.16000000
            MXN
            36025914.07000000
            USD
            2022-01-13
            690874.45000000
          
        
        
          N
          N
          N
        
      
      
        Nexa Resources SA
        549300QRMRHM7GAU7L47
        Nexa Resources SA
        000000000
        
          
        
        5600000.00000000
        PA
        USD
        5942300.00000000
        0.128149270807
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-05-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERATION BDGE AQSTN LLC
        25490066N7XDZZBNGZ02
        GENERATION BDGE AQSTN LLC
        000000000
        
          
        
        50000.00000000
        PA
        USD
        50125.00000000
        0.001080975749
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-08-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05367AAH6
        
          
        
        1315000.00000000
        PA
        USD
        1437939.35000000
        0.031010026280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
        
        1811000.00000000
        PA
        USD
        1845119.24000000
        0.039791105322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-30
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -79247.81000000
        -0.00170902665
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            6186152.35000000
            USD
            34466147.83000000
            BRL
            2021-11-03
            -79247.81000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AY8
        
          
        
        2193000.00000000
        PA
        USD
        2455063.50000000
        0.052944919864
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-01
          Fixed
          10.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        UBS-Barclays Commercial Mortgage Trust 2013-C5
        90270YAL3
        
          
        
        781890.00000000
        PA
        USD
        776577.29000000
        0.016747355979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Variable
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVISOR GROUP HOLDINGS I
        N/A
        Advisor Group Holdings Inc
        00791GAA5
        
          
        
        4330000.00000000
        PA
        USD
        4810153.70000000
        0.103733855430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900I4ZKD8IMM1O953
        Bellemeade Re 2019-2 Ltd
        07877BAE0
        
          
        
        9029137.00000000
        PA
        USD
        9051624.97000000
        0.195203732481
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-04-25
          Floating
          2.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MG3
        
          
        
        2540000.00000000
        PA
        USD
        2625471.00000000
        0.056619860016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAV3
        
          
        
        200000.00000000
        PA
        USD
        210178.00000000
        0.004532614886
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-12-20
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AS4
        
          
        
        1764000.00000000
        PA
        USD
        1928651.76000000
        0.041592534319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AA2
        
          
        
        1880000.00000000
        PA
        USD
        1937095.60000000
        0.041774630803
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        333000.00000000
        PA
        
        502931.63000000
        0.010846022861
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AXALTA COATING SYSTEMS
        549300G80QONCHILSF69
        Axalta Coating Systems LLC
        05453GAC9
        
          
        
        801000.00000000
        PA
        USD
        762095.43000000
        0.016435045965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAIZEN FUELS FINANCE
        52990010NH26VC32Q522
        Raizen Fuels Finance SA
        75102XAA4
        
          
        
        2218000.00000000
        PA
        USD
        2429819.00000000
        0.052400507050
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-01-20
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2019-2 Trust
        83406CAD1
        
          
        
        1000000.00000000
        PA
        USD
        1025262.40000000
        0.022110399836
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-25
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        4940000.00000000
        PA
        USD
        5632291.60000000
        0.121463753346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        008911BK4
        
          
        
        667000.00000000
        PA
        USD
        675791.06000000
        0.014573840357
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBG0
        
          
        
        146000.00000000
        PA
        USD
        165201.92000000
        0.003562678690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        480000.00000000
        PA
        USD
        134400.00000000
        0.002898416774
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-06-30
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAY5
        
          
        
        19386933.93000000
        PA
        USD
        1872599.46000000
        0.040383732782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.59400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY BUILDING PRODU
        N/A
        Specialty Building Products Holdings LLC / SBP Finance Corp
        84749AAA5
        
          
        
        1365000.00000000
        PA
        USD
        1421497.35000000
        0.030655444669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        1280000.00000000
        PA
        USD
        371200.00000000
        0.008005151090
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-07-23
          Fixed
          9.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLD FIELDS OROGEN HOLD
        213800CLGJ2E9KGU2F20
        Gold Fields Orogen Holdings BVI Ltd
        38060AAB0
        
          
        
        1445000.00000000
        PA
        USD
        1538744.38000000
        0.033183947336
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AE4
        
          
        
        207000.00000000
        PA
        USD
        218107.62000000
        0.004703621907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triangle Re 2019-1 Ltd.
        N/A
        Mortgage Insurance-Linked Notes Series 2019-1
        89600TAB9
        
          
        
        10015338.93000000
        PA
        USD
        10017504.25000000
        0.216033499645
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-11-26
          Floating
          2.98900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO
        5493006V07LYI3HE6G83
        Huarong Finance 2017 Co Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        390125.00000000
        0.008413280089
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Finance Authority
        5493004S6D3NA627K012
        PUBLIC FIN AUTH WI REVENUE
        74442PSF3
        
          
        
        6915000.00000000
        PA
        USD
        7321997.54000000
        0.157903277451
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-07-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAE1
        
          
        
        1286000.00000000
        PA
        USD
        1293278.76000000
        0.027890333716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
        
        4658000.00000000
        PA
        USD
        5368345.00000000
        0.115771586286
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM General Purchaser LLC
        69356MAA4
        
          
        
        1509000.00000000
        PA
        USD
        1573585.20000000
        0.033935310558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        47409.45000000
        0.001022413282
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            11011089.14000000
            USD
            62411954.36000000
            BRL
            2021-11-03
            47409.45000000
          
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300NKHFE6ZRF37I48
        Cenovus Energy Inc
        448055AP8
        
          
        
        2000000.00000000
        PA
        USD
        2240480.00000000
        0.048317297722
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        254900GFKVQN72ENGJ20
        Home RE 2019-1 Ltd
        43731AAC7
        
          
        
        2000000.00000000
        PA
        USD
        2060317.40000000
        0.044431982976
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-05-25
          Floating
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS1KVF9   CDS USD R F  2.00000 IS1KVF9 CMBX / Short: IS1KVF9   CDS USD P V 01MEVENT IS1KVG0 CMBX
        000000000
        
          
        
        293047.00000000
        OU
        Notional Amount
        USD
        -29366.57000000
        -0.00063330773
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -11606.40000000
            USD
            293047.00000000
            USD
            -17760.17000000
          
        
        
          N
          N
          N
        
      
      
        CHAMBERLAIN GROUP INC
        N/A
        CHAMBERLAIN GROUP INC
        000000000
        
          
        
        230000.00000000
        PA
        USD
        229521.60000000
        0.004949771245
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AF0
        
          
        
        6341000.00000000
        PA
        USD
        6968949.23000000
        0.150289578465
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-04-16
          Fixed
          6.50000000
          N
          N
          N
          N
          Y
          
            
              ING Groep NV
              ING Groep NV
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UNIFRAX ESCROW ISS CORP
        N/A
        Unifrax Escrow Issuer Corp
        90473LAA0
        
          
        
        360000.00000000
        PA
        USD
        360162.00000000
        0.007767109986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AL2
        
          
        
        824000.00000000
        PA
        USD
        874832.56000000
        0.018866289928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEJ9
        
          
        
        1187892.12000000
        PA
        USD
        1276043.10000000
        0.027518636350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Floating
          9.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        588000.00000000
        PA
        USD
        426300.00000000
        0.009193415705
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-04-26
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        03938LAP9
        
          
        
        1180000.00000000
        PA
        USD
        1646123.60000000
        0.035499644750
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2039-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        00191AAD8
        
          
        
        5393000.00000000
        PA
        USD
        5648574.27000000
        0.121814898911
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS20CG6   CDS USD R F  3.00000 IS20CG6 CMBX / Short: IS20CG6   CDS USD P V 01MEVENT IS20CH7 CMBX
        000000000
        
          
        
        13543000.00000000
        OU
        Notional Amount
        USD
        -3757053.92000000
        -0.08102312576
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1123231.40000000
            USD
            13543000.00000000
            USD
            -2633822.52000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BS0MJF2   IRS USD R V 03MLIBOR IS0MJG3 CCPVANILLA / Short: BS0MJF2   IRS USD P F  2.85050 IS0MJF2 CCPVANILLA
        000000000
        
          
        
        46860000.00000000
        OU
        Notional Amount
        USD
        -2387771.32000000
        -0.05149372356
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-04-02
            0.00000000
            USD
            0.00000000
            USD
            46860000.00000000
            USD
            -2387771.32000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HHA1
        
          
        
        3123000.00000000
        PA
        USD
        3134211.57000000
        0.067591156160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-30
          Variable
          3.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliance Bernstein
        5493006YWHO7MNK2U579
        AB Fixed Income Shares, Inc. - Government Money Market Portfolio
        018616748
        
          
        
        111172520.63000000
        NS
        USD
        111172520.63000000
        2.397502221787
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
        46639EAP6
        
          
        
        7500000.00000000
        PA
        USD
        6463932.00000000
        0.139398578386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Variable
          4.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BDA55
        
          
        
        3519205.34000000
        PA
        USD
        713688.86000000
        0.015391129191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FM5
        
          
        
        122902500.00000000
        PA
        USD
        169835892.19000000
        3.662613086015
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBJ8
        
          
        
        2079000.00000000
        PA
        USD
        2138604.93000000
        0.046120300611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDF6
        
          
        
        4846000.00000000
        PA
        USD
        4283864.00000000
        0.092384101751
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1KUV8   CDS USD R F  2.00000 IS1KUV8 CMBX / Short: IS1KUV8   CDS USD P V 01MEVENT IS1KUW9 CMBX
        000000000
        
          
        
        567000.00000000
        OU
        Notional Amount
        USD
        -56819.70000000
        -0.00122535097
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -21669.66000000
            USD
            567000.00000000
            USD
            -35150.04000000
          
        
        
          N
          N
          N
        
      
      
        iHeartMedia Inc
        N/A
        iHeartMedia Inc
        45174J509
        
          
        
        14385.00000000
        NS
        USD
        278781.30000000
        0.006012086281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAR2
        
          
        
        1716000.00000000
        PA
        USD
        1816849.32000000
        0.039181447507
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-09-25
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELDORADO GOLD CORP
        5493004PWQ01YDD1IH62
        Eldorado Gold Corp
        284902AF0
        
          
        
        2385000.00000000
        PA
        USD
        2423637.00000000
        0.052267188504
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-09-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAT3
        
          
        
        285000.00000000
        PA
        USD
        178534.69000000
        0.003850207888
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2027-05-11
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CQP HOLDCO LP/BIP-V CHIN
        N/A
        CQP Holdco LP / BIP-V Chinook Holdco LLC
        12657NAA8
        
          
        
        2348000.00000000
        PA
        USD
        2452204.24000000
        0.052883258204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        898339AA4
        
          
        
        4814000.00000000
        PA
        USD
        5139847.63000000
        0.110843903176
        Long
        DBT
        
        MX
        N
        
        2
        
          2030-01-15
          Fixed
          4.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2017-1
        33843QAJ3
        
          
        
        1000000.00000000
        PA
        USD
        1006915.20000000
        0.021714731441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          6.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0JU4
        
          
        
        3977697.75000000
        PA
        USD
        4124982.35000000
        0.088957723481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          4.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        221625AM8
        
          
        
        1377000.00000000
        PA
        USD
        1501188.19000000
        0.032374025527
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUGAR HSP GMNG PROP/FIN
        N/A
        Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp
        865033AC8
        
          
        
        688000.00000000
        PA
        USD
        682482.24000000
        0.014718139675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        5423000.00000000
        PA
        USD
        5891750.56000000
        0.127059141753
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAB6
        
          
        
        1846000.00000000
        PA
        USD
        1926744.04000000
        0.041551393190
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300Y3KZXU3NUCX480
        Marlette Funding Trust 2019-2
        57109HAC6
        
          
        
        2692000.00000000
        PA
        USD
        2724087.56000000
        0.058746585401
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-07-16
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EH3
        
          
        
        6520000.00000000
        PA
        USD
        7123491.20000000
        0.153622368928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-05
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZHENRO PROPERTIES GROUP
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd
        000000000
        
          
        
        233000.00000000
        PA
        USD
        139800.00000000
        0.003014871019
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-09-10
          Fixed
          7.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300VCB8LYR1RGV869
        Dryden 49 Senior Loan Fund
        26244QAE3
        
          
        
        605287.00000000
        PA
        USD
        603381.56000000
        0.013012285972
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          6.42200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAC2
        
          
        
        1010000.00000000
        PA
        USD
        1117605.40000000
        0.024101832128
        Long
        DBT
        
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        831000.00000000
        PA
        USD
        924678.63000000
        0.019941250385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenneco Inc
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AR6
        
          
        
        680000.00000000
        PA
        USD
        663108.80000000
        0.014300339798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
        
        2517000.00000000
        PA
        USD
        2574639.30000000
        0.055523643856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Capital Trust IV
        N/A
        MetLife Capital Trust IV
        591560AA5
        
          
        
        4117000.00000000
        PA
        USD
        5727364.55000000
        0.123514058652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corp
        17302XAK2
        
          
        
        2880000.00000000
        PA
        USD
        2965622.40000000
        0.063955429387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAG6
        
          
        
        1800000.00000000
        PA
        USD
        1933218.00000000
        0.041691008029
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-03-05
          Fixed
          6.50000000
          N
          N
          N
          N
          Y
          
            
              Banco Bilbao Vizcaya Argentaria SA
              Banco Bilbao Vizcaya Argentaria SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A3U46
        
          
        
        4606000.00000000
        PA
        USD
        6433246.26000000
        0.138736821961
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAA7
        
          
        
        459000.00000000
        PA
        USD
        518849.01000000
        0.011189290727
        Long
        DBT
        
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
        
        1258000.00000000
        PA
        USD
        1238979.04000000
        0.026719327620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAJ3
        
          
        
        1661000.00000000
        PA
        USD
        1793298.65000000
        0.038673563155
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAA9
        
          
        
        569000.00000000
        PA
        USD
        568573.25000000
        0.012261623847
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AJ8
        
          
        
        532000.00000000
        PA
        USD
        536655.00000000
        0.011573287603
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLER BEARING CO OF AME
        N/A
        Roller Bearing Co of America Inc
        775631AD6
        
          
        
        667000.00000000
        PA
        USD
        680119.89000000
        0.014667194178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peraton Corp.
        549300EQPCK07ZW63836
        Peraton Corp. Term B Loan (First Lien)
        71360HAB3
        
          
        
        1651700.00000000
        PA
        USD
        1653500.35000000
        0.035658728797
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CV0
        
          
        
        800000.00000000
        PA
        USD
        876640.00000000
        0.018905268458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-21
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        000000000
        
          
        
        3804000.00000000
        PA
        USD
        3836809.50000000
        0.082743102780
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2045-03-12
          Fixed
          7.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFRAX ESCROW ISS CORP
        N/A
        Unifrax Escrow Issuer Corp
        90473LAC6
        
          
        
        280000.00000000
        PA
        USD
        278378.80000000
        0.006003406126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-30
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monitronics International Inc
        SCAKOG18M6QWWML8YF46
        Monitronics International Inc
        609453105
        
          
        
        34103.00000000
        NS
        USD
        204618.00000000
        0.004412710144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AW3
        
          
        
        3952000.00000000
        PA
        USD
        4398536.48000000
        0.094857082700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
        
        1278000.00000000
        PA
        USD
        1314678.60000000
        0.028351834127
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones DesLauriers Insurance Management Inc.
        N/A
        Jones DesLauriers Insurance Management Inc. Closing Date Term Loan (Second Lien)
        000000000
        
          
        
        5923000.00000000
        PA
        
        4806838.03000000
        0.103662351014
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2029-03-26
          Floating
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAE2
        
          
        
        2044000.00000000
        PA
        USD
        2190146.00000000
        0.047231814762
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJQ4
        
          
        
        2998000.00000000
        PA
        USD
        3270188.42000000
        0.070523578652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        3586000.00000000
        PA
        USD
        3690890.50000000
        0.079596271848
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2032-09-25
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAA9
        
          
        
        1437000.00000000
        PA
        USD
        1498949.07000000
        0.032325737559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: IS10148   CDS USD R F  5.00000 IS10148 CMBX-BB-171905 / Short: IS10148   CDS USD P V 00MEVENT IS10159 CMBX-BB-171905
        000000000
        
          
        
        4809942.50000000
        OU
        Notional Amount
        USD
        -2107850.42000000
        -0.04545706112
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -114953.63000000
            USD
            4809942.50000000
            USD
            -1992896.79000000
          
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        Ballyrock CLO 15 Ltd
        05875TAG2
        
          
        
        2750000.00000000
        PA
        USD
        2750437.25000000
        0.059314832302
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          3.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAP9
        
          
        
        3307001.94000000
        PA
        USD
        3440055.19000000
        0.074186857636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          4.98900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2019-4 Trust
        83405BAD4
        
          
        
        3000000.00000000
        PA
        USD
        3045629.40000000
        0.065680828426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-25
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        95515000.00000000
        PA
        
        65705025.33000000
        1.416968359794
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2031-11-21
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AXHL2
        
          
        
        2262817.88000000
        PA
        USD
        527654.28000000
        0.011379181667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-25
          Floating
          6.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KWG GROUP HOLDINGS
        549300LK82ZOM9ZE7H90
        KWG Group Holdings Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        302000.00000000
        0.006512811501
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-08-14
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAL4
        
          
        
        5005000.00000000
        PA
        USD
        4954697.75000000
        0.106851034739
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        000000000
        
          
        
        5343000.00000000
        PA
        USD
        5809844.63000000
        0.125292791147
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2034-09-13
          Fixed
          5.87500000
          N
          N
          N
          N
          Y
          
            
              BBVA Bancomer SA/Texas
              BBVA Bancomer SA/Texas
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Corp
        654740AV1
        
          
        
        225000.00000000
        PA
        USD
        225875.25000000
        0.004871135516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-13
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493006V5AX99BBCEZ73
        GREYWOLF CLO VI Ltd
        39809GAC9
        
          
        
        5300000.00000000
        PA
        USD
        5300646.60000000
        0.114311629604
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          1.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286X3
        
          
        
        274370200.00000000
        PA
        USD
        286588247.97000000
        6.180447806280
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEPLAT ENERGY PL
        029200711C4S4CB2E982
        SEPLAT Energy PLC
        81733LAB3
        
          
        
        2065000.00000000
        PA
        USD
        2115179.50000000
        0.045615117134
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2026-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Street Securities
        N/A
        JP Morgan Madison Avenue Securities Trust Series 2015-1
        46645DAB1
        
          
        
        892727.50000000
        PA
        USD
        899578.02000000
        0.019399940645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-10-25
          Floating
          5.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2012-C1
        90269GAN1
        
          
        
        2000000.00000000
        PA
        USD
        1892500.80000000
        0.040812917140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-10
          Variable
          5.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -227223750.00000000
        PA
        USD
        -227223750.00000000
        -4.90021672964
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.11000000
          2023-09-29
          
            
              172629629.60000000
              USD
              227223750.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNW0
        
          
        
        7280000.00000000
        PA
        USD
        7611719.02000000
        0.164151295290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          3.68900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810EZ7
        
          
        
        106821700.00000000
        PA
        USD
        136264431.06000000
        2.938624350384
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAB0
        
          
        
        4529000.00000000
        PA
        USD
        4588556.35000000
        0.098954975398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        820000.00000000
        PA
        USD
        872086.40000000
        0.018807067337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS IN
        N/A
        Triton Water Holdings Inc
        89680EAA7
        
          
        
        1264000.00000000
        PA
        USD
        1263140.48000000
        0.027240383595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KM2
        
          
        
        1388000.00000000
        PA
        USD
        1602557.04000000
        0.034560105700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
        
        1306000.00000000
        PA
        USD
        1390890.00000000
        0.029995378771
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAC2
        
          
        
        760000.00000000
        PA
        USD
        833811.20000000
        0.017981639646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-10
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        10552TAG2
        
          
        
        1133000.00000000
        PA
        USD
        1124230.58000000
        0.024244708117
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBF0
        
          
        
        3255047.43000000
        PA
        USD
        3443889.33000000
        0.074269543170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          5.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AK4
        
          
        
        4513000.00000000
        PA
        USD
        4618423.68000000
        0.099599082320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        2706000.00000000
        PA
        USD
        3041374.88000000
        0.065589077145
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAA2
        
          
        
        2392000.00000000
        PA
        USD
        2436850.00000000
        0.052552134790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAB8
        
          
        
        277000.00000000
        PA
        USD
        301029.75000000
        0.006491887476
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2023-11-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1T1T0   CDS USD R F  3.00000 IS1T1T0 CMBX / Short: IS1T1T0   CDS USD P V 01MEVENT IS1T1U1 CMBX
        000000000
        
          
        
        9557000.00000000
        OU
        Notional Amount
        USD
        -2651271.08000000
        -0.05717625424
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -932343.55000000
            USD
            9557000.00000000
            USD
            -1718927.53000000
          
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAK0
        
          
        
        546000.00000000
        PA
        USD
        544449.36000000
        0.011741377661
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36
        21055KAA3
        
          
        
        889736.58000000
        PA
        USD
        895322.97000000
        0.019308177934
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-10-17
          Variable
          12.98500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAV ACQUISITION CORP
        N/A
        Mav Acquisition Corp
        57767XAA8
        
          
        
        4782000.00000000
        PA
        USD
        4704818.52000000
        0.101462238967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
        
        1741250.00000000
        PA
        USD
        1840065.94000000
        0.039682127871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282A7
        
          
        
        161051100.00000000
        PA
        USD
        163567523.44000000
        3.527431946648
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YANGO JUSTICE INTL
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        80000.00000000
        0.001725248079
        Long
        DBT
        
        HK
        
        N
        
        2
        
          2023-11-25
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBJ8
        
          
        
        1497000.00000000
        PA
        USD
        1706969.22000000
        0.036811817113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FlexPath Capital, Inc.
        N/A
        FLEXPATH WARRANT AF76932
        000000000
        
          
        
        17195.00000000
        NS
        USD
        0.02000000
        0.000000000431
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Flexpath Capital Inc
                Flexpath Capital Inc
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2031-04-15
            XXXX
            0.02000000
          
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
        
        656000.00000000
        PA
        USD
        680475.36000000
        0.014674860102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
        
        2194000.00000000
        PA
        USD
        2202995.40000000
        0.047508919795
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO XII Ltd.
        N/A
        Elmwood CLO XII Ltd
        29002YAG7
        
          
        
        4850000.00000000
        PA
        USD
        4850000.00000000
        0.104593164837
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-20
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1G4P8   CDS USD R F  3.00000 IS1G4P8 CMBX / Short: IS1G4P8   CDS USD P V 01MEVENT IS1G4Q9 CMBX
        000000000
        
          
        
        5000000.00000000
        OU
        Notional Amount
        USD
        -1387083.33000000
        -0.02991328564
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -494684.98000000
            USD
            5000000.00000000
            USD
            -892398.35000000
          
        
        
          N
          N
          N
        
      
      
        ODEBRECHT HOLDCO FIN LTD
        N/A
        Odebrecht Holdco Finance Ltd
        67577TAA6
        
          
        
        5578350.00000000
        PA
        USD
        13945.88000000
        0.000300751283
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2058-09-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)
        549300HVW4WNWYBXN830
        IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan
        44988LAF4
        
          
        
        555423.23000000
        PA
        USD
        553801.39000000
        0.011943059808
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-05
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810EV6
        
          
        
        66713900.00000000
        PA
        USD
        81265869.44000000
        1.752547315054
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        Michaels Cos Inc/The
        55916AAA2
        
          
        
        2159000.00000000
        PA
        USD
        2182360.38000000
        0.047063913187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XY32
        
          
        
        6873000.00000000
        PA
        USD
        7229918.33000000
        0.155917533948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          4.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AR9
        
          
        
        225000.00000000
        PA
        USD
        234562.50000000
        0.005058481283
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-04-07
          Fixed
          3.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        147447.00000000
        PA
        USD
        157031.06000000
        0.003386469184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BR5
        
          
        
        1372000.00000000
        PA
        USD
        1446859.75000000
        0.031202400067
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDUSTRIAS PENOLES SAB D
        549300WA2HB7776CB324
        Industrias Penoles SAB de CV
        000000000
        
          
        
        970000.00000000
        PA
        USD
        1175700.63000000
        0.025354690679
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2049-09-12
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAB8
        
          
        
        4430000.00000000
        PA
        USD
        4622705.00000000
        0.099691411558
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHABASCA OIL CORP
        549300STK2KBVO6WED71
        Athabasca Oil Corp
        04682RAE7
        
          
        
        3771000.00000000
        PA
        USD
        3799093.95000000
        0.081929744277
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-11-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLUMINATE BUYER/HLDG
        N/A
        Illuminate Buyer LLC / Illuminate Holdings IV Inc
        45232TAA9
        
          
        
        2965000.00000000
        PA
        USD
        3212547.85000000
        0.069280525118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        5017.45000000
        0.000108204324
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3161476.47000000
            EUR
            3660109.28000000
            USD
            2021-11-08
            5017.45000000
          
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900K56RF3Z7VQ3U81
        Bellemeade Re 2019-1 Ltd
        07876RAC0
        
          
        
        1340439.00000000
        PA
        USD
        1345392.32000000
        0.029014193958
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-03-25
          Floating
          2.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1OW14   CDS USD R F  3.00000 IS1OW14 CMBX / Short: IS1OW14   CDS USD P V 01MEVENT IS1OW25 CMBX
        000000000
        
          
        
        9543000.00000000
        OU
        Notional Amount
        USD
        -2647387.25000000
        -0.05709249711
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1038836.81000000
            USD
            9543000.00000000
            USD
            -1608550.44000000
          
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        N/A
        CSAIL 2019-C15 Commercial Mortgage Trust
        22945DAS2
        
          
        
        960141.00000000
        PA
        USD
        1071831.51000000
        0.023114690681
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAA0
        
          
        
        1420000.00000000
        PA
        USD
        1413169.80000000
        0.030475856048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        IS2BRI6 ALLIANCE
        000000000
        
          
        
        -25200000.00000000
        NC
        USD
        -62024.51000000
        -0.00133759583
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank, National Association
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    25200000.00000000
                    OU
                    Notional Amount
                    N/A
                    -62024.51000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2031-11-03
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  25200000.00000000
                  USD
                
              
            
            1.00000000
            0.01564000
            USD
            2021-11-01
            XXXX
            143985.49000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0BK4
        
          
        
        1120573.00000000
        PA
        USD
        1147812.78000000
        0.024753272433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          4.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A9TC9
        
          
        
        14504240.10000000
        PA
        USD
        15048510.26000000
        0.324530167873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F4W73
        
          
        
        7986945.79000000
        PA
        USD
        1411008.99000000
        0.030429256882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-15
          Floating
          6.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHO Verwaltungs GmbH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
        
        623000.00000000
        PA
        
        736860.27000000
        0.015890834573
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        FORTERRA FIN LLC/FRTA FI
        N/A
        Forterra Finance LLC / FRTA Finance Corp
        34962WAA2
        
          
        
        1383000.00000000
        PA
        USD
        1473517.35000000
        0.031777287232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
        
        1442000.00000000
        PA
        USD
        1425258.38000000
        0.030736553541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2011-GC5
        36191YAJ7
        
          
        
        375000.00000000
        PA
        USD
        319687.50000000
        0.006894253068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-08-10
          Variable
          5.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        Nabors Industries Ltd
        629571AA8
        
          
        
        1294000.00000000
        PA
        USD
        1262012.32000000
        0.027216054146
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS2BAA9   CDS EUR R F  5.00000 IS2BAA9 CCPITRAXX / Short: SS2BAA9   CDS EUR P V 03MEVENT IS2BAB0 CCPITRAXX
        000000000
        
          
        
        13220000.00000000
        OU
        Notional Amount
        
        1790009.20000000
        0.038602624188
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S36.V1
                2I667KJO7
              
            
            Y
            
            sell protection
            2026-12-20
            1561882.65000000
            EUR
            0.00000000
            EUR
            13220000.00000000
            EUR
            -42376.46000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS0VVT7   IRS USD R V 03MLIBOR IS0VVU8 CCPVANILLA / Short: BS0VVT7   IRS USD P F  2.49100 IS0VVT7 CCPVANILLA
        000000000
        
          
        
        6010000.00000000
        OU
        Notional Amount
        USD
        -362459.42000000
        -0.00781665522
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-06-09
            0.00000000
            USD
            0.00000000
            USD
            6010000.00000000
            USD
            -362459.42000000
          
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mortgage Securities
        549300PO80CHJL6XUB79
        First Horizon Alternative Mortgage Securities Trust 2007-FA2
        32053LAK8
        
          
        
        366932.13000000
        PA
        USD
        98163.41000000
        0.002116952932
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          0.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Corporation
        N/A
        Mortgage Insurance-Linked Notes
        89600HAA7
        
          
        
        8174158.00000000
        PA
        USD
        8194093.14000000
        0.176710543193
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2034-02-25
          Floating
          1.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        5929.60000000
        0.000127875387
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1203934.94000000
            GBP
            1653589.59000000
            USD
            2021-11-10
            5929.60000000
          
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        4206000.00000000
        PA
        USD
        4462061.28000000
        0.096227033190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XDK7
        
          
        
        3625607.78000000
        PA
        USD
        3774003.18000000
        0.081388646742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          4.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNNOVA ENERGY CORP
        549300TH3GCD8YQUDR46
        Sunnova Energy Corp
        86745GAF0
        
          
        
        1566000.00000000
        PA
        USD
        1598463.18000000
        0.034471819148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2006-7
        22942KAW0
        
          
        
        360307.00000000
        PA
        USD
        217880.27000000
        0.004698718968
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite Generation LLC
        549300ERB8DGZI3MXK42
        Granite Generation LLC Term Loan
        38750BAB3
        
          
        
        3865770.25000000
        PA
        USD
        3796186.39000000
        0.081867040998
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-09
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO Petroleum Corporation
        YX52P86PXMLYDOTUQ225
        CITGO Petroleum Corporation 2019 Incremental Term B Loan
        17302UAM4
        
          
        
        1586616.16000000
        PA
        USD
        1586949.35000000
        0.034223516485
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-28
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK25
        06539WBC9
        
          
        
        65723375.63000000
        PA
        USD
        4075854.86000000
        0.087898259634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-01-15
          Variable
          0.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bonanza Creek Energy Inc
        IIVIHPH28S64K95M2381
        Bonanza Creek Energy Inc
        097793400
        
          
        
        5127.00000000
        NS
        USD
        287829.78000000
        0.006207222190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810EW4
        
          
        
        30902700.00000000
        PA
        USD
        37257067.69000000
        0.803471056137
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZHENRO PROPERTIES GROUP
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd
        000000000
        
          
        
        400000.00000000
        PA
        USD
        232000.00000000
        0.005003219431
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-08-04
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND FRGN/DIAMOND FIN
        N/A
        Diamond Foreign Asset Co / Diamond Finance LLC
        25260WAA9
        
          
        
        86885.00000000
        PA
        USD
        87678.26000000
        0.001890834371
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-04-22
          Fixed
          9.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Texas Transportation Commission State Highway Fund
        N/A
        TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
        88283LHU3
        
          
        
        2560000.00000000
        PA
        USD
        3109272.32000000
        0.067053326245
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.17800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        Federal Home Loan Banks
        3133XGAY0
        
          
        
        8695000.00000000
        PA
        USD
        12672455.23000000
        0.273289113148
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1OZL5   CDS USD R F  3.00000 IS1OZL5 CMBX / Short: IS1OZL5   CDS USD P V 01MEVENT IS1OZM6 CMBX
        000000000
        
          
        
        643000.00000000
        OU
        Notional Amount
        USD
        -178378.92000000
        -0.00384684861
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -70157.35000000
            USD
            643000.00000000
            USD
            -108221.57000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Securities (USA) Inc.
        CYYGQCGNHMHPSMRL3R97
        REVERSE REPO HSBC
        000000000
        
          
        
        -266925000.00000000
        PA
        USD
        -266925000.00000000
        -5.75639804624
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.08000000
          2023-09-29
          
            
              230000000.00000000
              USD
              266925000.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AU8
        
          
        
        425000.00000000
        PA
        USD
        428134.38000000
        0.009232975212
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2028-10-12
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AH2
        
          
        
        283000.00000000
        PA
        USD
        319422.10000000
        0.006888529558
        Long
        DBT
        
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769GAA8
        
          
        
        1713000.00000000
        PA
        USD
        1723226.61000000
        0.037162417499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivables Trust
        N/A
        Westlake Automobile Receivables Trust 2019-2
        96041LAG7
        
          
        
        2551000.00000000
        PA
        USD
        2653722.14000000
        0.057229112829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EL4
        
          
        
        2072000.00000000
        PA
        USD
        2298697.52000000
        0.049572793530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tonon Luxembourg SA
        5493002IITPO16CQU448
        Tonon Luxembourg SA
        89031RAG1
        
          
        
        866939.64000000
        PA
        USD
        8929.48000000
        0.000192569602
        Long
        DBT
        CORP
        LU
        
        N
        
        3
        
          2024-10-31
          Fixed
          6.50000000
          Y
          N
          Y
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBT8
        
          
        
        4769000.00000000
        PA
        USD
        4919318.88000000
        0.106088068145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAU2
        
          
        
        473000.00000000
        PA
        USD
        497052.05000000
        0.010719226185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITT HOLDINGS LLC
        549300TH2PHOLK31LB42
        ITT Holdings LLC
        45074JAA2
        
          
        
        3258000.00000000
        PA
        USD
        3266210.16000000
        0.070437785084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Street Securities
        549300T6W1U156OOG754
        Wells Fargo Credit Risk Transfer Securities Trust 2015
        949771AC3
        
          
        
        312875.20000000
        PA
        USD
        300787.39000000
        0.006486660837
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-11-25
          Floating
          5.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Presidio Holdings Inc.
        N/A
        Presidio Holdings Inc. Initial Term Loan (2020)
        74101YAD0
        
          
        
        1627153.10000000
        PA
        USD
        1623085.22000000
        0.035002808239
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-22
          Floating
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        N/A
        EXIDE TECHNOLOGIES
        000000000
        
          
        
        2272904.00000000
        PA
        USD
        0.02000000
        0.000000000431
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-31
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        000000000
        
          
        
        200000.00000000
        PA
        USD
        203484.00000000
        0.004388254753
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2022-03-17
          Fixed
          6.00000000
          N
          N
          N
          N
          Y
          
            
              Swedbank AB
              Swedbank AB
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust
        N/A
        CFCRE Commercial Mortgage Trust 2016-C4
        12531YAQ1
        
          
        
        13503029.17000000
        PA
        USD
        808260.27000000
        0.017430618484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-10
          Variable
          1.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865AY1
        
          
        
        1378000.00000000
        PA
        USD
        1504707.10000000
        0.032449912936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BQ4
        
          
        
        3341000.00000000
        PA
        USD
        3338861.76000000
        0.072004560501
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300L8K4CLYS7FCQ06
        STACR Trust 2018-DNA2
        35563TAV3
        
          
        
        7000000.00000000
        PA
        USD
        7287527.10000000
        0.157159901696
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          3.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        1068000.00000000
        PA
        USD
        427200.00000000
        0.009212824746
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2027-01-13
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ES3
        
          
        
        20000000.00000000
        PA
        USD
        24031250.00000000
        0.518248348970
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC39
        36260JAF4
        
          
        
        15678817.24000000
        PA
        USD
        1005429.24000000
        0.021682685821
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-10
          Variable
          1.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2312371.75000000
        0.049867686518
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            71571487.20000000
            EUR
            85058632.96000000
            USD
            2021-11-08
            2312371.75000000
          
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        UBS-Barclays Commercial Mortgage Trust 2013-C5
        90270YAG4
        
          
        
        2414357.00000000
        PA
        USD
        2438798.98000000
        0.052594165715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Variable
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1ZNO7   CDS USD R F  3.00000 IS1ZNO7 CMBX / Short: IS1ZNO7   CDS USD P V 01MEVENT IS1ZNP8 CMBX
        000000000
        
          
        
        162252.00000000
        OU
        Notional Amount
        USD
        -45011.41000000
        -0.00097069810
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -9881.95000000
            USD
            162252.00000000
            USD
            -35129.46000000
          
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        000000000
        
          
        
        1690000.00000000
        PA
        USD
        8471.13000000
        0.000182685009
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-02-09
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0SE0
        
          
        
        9090000.00000000
        PA
        USD
        9605466.63000000
        0.207147660736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Floating
          4.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAK1
        
          
        
        628000.00000000
        PA
        USD
        675954.08000000
        0.014577355981
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS1XD52   CDS USD R F  3.00000 IS1XD52 CMBX / Short: IS1XD52   CDS USD P V 01MEVENT IS1XD63 CMBX
        000000000
        
          
        
        547000.00000000
        OU
        Notional Amount
        USD
        -151746.92000000
        -0.00327251352
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -43997.70000000
            USD
            547000.00000000
            USD
            -107749.22000000
          
        
        
          N
          N
          N
        
      
      
        Kronos Acquisition Holdings Inc.
        N/A
        Kronos Acquisition Holdings Inc. Tranche B-1 Term Loan
        49387TAW6
        
          
        
        1895675.00000000
        PA
        USD
        1837117.60000000
        0.039618545146
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-22
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAF9
        
          
        
        998000.00000000
        PA
        USD
        958391.88000000
        0.020668296883
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BJ0
        
          
        
        1582000.00000000
        PA
        USD
        1613181.22000000
        0.034789222527
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-08-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        549300UF4R84F48NCH34
        LONG GILT FUTURE  DEC21
        000000000
        
          
        
        13.00000000
        NC
        
        -63884.14000000
        -0.00137769987
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              549300UF4R84F48NCH34
            
            Long
            
              
                Long Gilt Future
                G Z1 Comdty
              
            
            2021-12-29
            1670640.14000000
            GBP
            -63884.14000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1G2R6   CDS USD R F  3.00000 IS1G2R6 CMBX / Short: IS1G2R6   CDS USD P V 01MEVENT IS1G2S7 CMBX
        000000000
        
          
        
        5000000.00000000
        OU
        Notional Amount
        USD
        -1387083.33000000
        -0.02991328564
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -487528.81000000
            USD
            5000000.00000000
            USD
            -899554.52000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BJ0
        
          
        
        1508000.00000000
        PA
        USD
        1737985.08000000
        0.037480692774
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W Senior Financing DAC
        5493009O8OIWZPZRY516
        C&W Senior Financing DAC
        12674TAA4
        
          
        
        247000.00000000
        PA
        USD
        260273.78000000
        0.005612960489
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVAYA INC
        J6LB5QIFSP2MFEFG4U76
        Avaya Inc
        053499AL3
        
          
        
        3860000.00000000
        PA
        USD
        4019032.00000000
        0.086672840507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0HZ5
        
          
        
        2220624.98000000
        PA
        USD
        2479727.72000000
        0.053476818591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Floating
          10.08600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAT6
        
          
        
        3774000.00000000
        PA
        USD
        4013649.00000000
        0.086556752877
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-10-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS21ZR1   CDS USD R F  3.00000 IS21ZR1 CMBX / Short: IS21ZR1   CDS USD P V 01MEVENT IS21ZS2 CMBX
        000000000
        
          
        
        2227000.00000000
        OU
        Notional Amount
        USD
        -617806.92000000
        -0.01332337753
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -536787.70000000
            USD
            2227000.00000000
            USD
            -81019.22000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS0S671   IRS USD R V 03MLIBOR IS0S682 CCPVANILLA / Short: BS0S671   IRS USD P F  2.03400 IS0S671 CCPVANILLA
        000000000
        
          
        
        30755000.00000000
        OU
        Notional Amount
        USD
        -1147434.20000000
        -0.02474510812
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-02-10
            0.00000000
            USD
            0.00000000
            USD
            30755000.00000000
            USD
            -1147434.20000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B1A61
        
          
        
        4478276.35000000
        PA
        USD
        1029988.78000000
        0.022212327061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-25
          Floating
          6.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        2549009SOTYJD2MZFC61
        Bellemeade Re 2018-3 Ltd
        07877TAB7
        
          
        
        944098.05000000
        PA
        USD
        944097.77000000
        0.020360035810
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-10-25
          Floating
          1.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWERLONG REAL ESTATE
        549300R3K12EPXCGDP22
        Powerlong Real Estate Holdings Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        173000.00000000
        0.003730848972
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-05-13
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        21987BBC1
        
          
        
        212000.00000000
        PA
        USD
        224932.00000000
        0.004850793763
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAD4
        
          
        
        2057000.00000000
        PA
        USD
        2069599.13000000
        0.044632149062
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2041-08-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        SoFi Consumer Loan Program 2019-3 Trust
        83405TAD5
        
          
        
        5378000.00000000
        PA
        USD
        5501929.56000000
        0.118652417607
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROU
        549300CQGEN0CH65UD62
        Sinclair Television Group Inc
        829259AY6
        
          
        
        2251000.00000000
        PA
        USD
        2152653.81000000
        0.046423273152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1TJH4   CDS USD R F  3.00000 IS1TJH4 CMBX / Short: IS1TJH4   CDS USD P V 01MEVENT IS1TJI5 CMBX
        000000000
        
          
        
        13000000.00000000
        OU
        Notional Amount
        USD
        -3606416.67000000
        -0.07777454293
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1272222.01000000
            USD
            13000000.00000000
            USD
            -2334194.66000000
          
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
        
        4320000.00000000
        PA
        USD
        4344926.40000000
        0.093700949105
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2C7
        
          
        
        1961000.00000000
        PA
        USD
        2181367.38000000
        0.047042498545
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2030-05-14
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
        
        486000.00000000
        PA
        USD
        567001.62000000
        0.012227730701
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-29
          Fixed
          8.00000000
          N
          N
          N
          N
          Y
          
            
              Societe Generale SA
              Societe Generale SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAE9
        
          
        
        10721000.00000000
        PA
        USD
        11664662.42000000
        0.251555455519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZHENRO PROPERTIES GROUP
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        118000.00000000
        0.002544740917
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-02-05
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBM5
        
          
        
        1902292.54000000
        PA
        USD
        2008108.51000000
        0.043306066886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          6.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        2549002XHTMWO4GGPF51
        Cbam 2018-7 Ltd
        12482JAC4
        
          
        
        1996000.00000000
        PA
        USD
        1996662.67000000
        0.043059230467
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONEYGRAM INTERNATIONAL
        5299002DLX0Q04KC4156
        MoneyGram International Inc
        60935YAA7
        
          
        
        1284000.00000000
        PA
        USD
        1290342.96000000
        0.027827021425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816BJ7
        
          
        
        576000.00000000
        PA
        USD
        576000.00000000
        0.012421786174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Variable
          3.55300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BE2
        
          
        
        1880000.00000000
        PA
        USD
        2390100.40000000
        0.051543951570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869AAA5
        
          
        
        1032000.00000000
        PA
        USD
        1117016.16000000
        0.024089124814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Aoyuan Group Ltd
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd
        000000000
        
          
        
        644000.00000000
        PA
        USD
        276920.00000000
        0.005971946228
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2023-02-19
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA ELECTRICA COCHRA
        5493000S11JF8TJHYT07
        Empresa Electrica Cochrane SpA
        29246XAB6
        
          
        
        884168.40000000
        PA
        USD
        901851.77000000
        0.019448975430
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2027-05-14
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
        
        719000.00000000
        PA
        USD
        717786.69000000
        0.015479501357
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TECHNOLOGY
        N/A
        ENERGY TECHNOLOGY
        000000000
        
          
        
        3093.00000000
        NS
        USD
        2497597.50000000
        0.053862191137
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1ZLI7   CDS USD R F  3.00000 IS1ZLI7 CMBX / Short: IS1ZLI7   CDS USD P V 01MEVENT IS1ZLJ8 CMBX
        000000000
        
          
        
        9564000.00000000
        OU
        Notional Amount
        USD
        -2653213.00000000
        -0.05721813291
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -579608.20000000
            USD
            9564000.00000000
            USD
            -2073604.80000000
          
        
        
          N
          N
          N
        
      
      
        Zacapa S.A R.L.
        213800VIVQIJLORBU468
        Zacapa S.A R.L. Initial Term Loan
        000000000
        
          
        
        3315816.32000000
        PA
        USD
        3319961.09000000
        0.071596956194
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2025-07-02
          Floating
          4.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        22546DAB2
        
          
        
        2150000.00000000
        PA
        USD
        2347155.00000000
        0.050617808209
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-11
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BL2
        
          
        
        2513000.00000000
        PA
        USD
        1921389.54000000
        0.041435920180
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AJ4
        
          
        
        4972000.00000000
        PA
        USD
        5968040.76000000
        0.128704385766
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-12-23
          Fixed
          8.12500000
          N
          N
          N
          N
          Y
          
            
              Credit Agricole SA
              Credit Agricole SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        EMPIRE COMMUNITIES CORP
        549300JM1L6KK2QFP273
        Empire Communities Corp
        29163VAC7
        
          
        
        1386000.00000000
        PA
        USD
        1442188.44000000
        0.031101660460
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
        
        7273000.00000000
        PA
        USD
        7624685.92000000
        0.164430934281
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PAR6
        
          
        
        2340000.00000000
        PA
        USD
        2408866.20000000
        0.051948647325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        000000000
        
          
        
        478000.00000000
        PA
        USD
        598599.40000000
        0.012909155817
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2047-03-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vizient Inc
        5493007V6T3HZ7777P70
        Vizient Inc
        92856JAB6
        
          
        
        561000.00000000
        PA
        USD
        587030.40000000
        0.012659663379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300KSCKXTOBY0IP86
        Voya CLO 2019-1 Ltd
        92917NAS7
        
          
        
        4595303.00000000
        PA
        USD
        4502064.30000000
        0.097089722358
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          2.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advantage Sales & Marketing Inc.
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc. Initial Term Loan (First Lien)
        00769EAY6
        
          
        
        1290250.00000000
        PA
        USD
        1297243.16000000
        0.027975828385
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-28
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust 2016-LC25
        95000JAY4
        
          
        
        17972138.20000000
        PA
        USD
        632831.34000000
        0.013647388177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-15
          Variable
          0.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOYALTY VENTURES INC
        N/A
        LOYALTY VENTURES INC
        000000000
        
          
        
        4738470.00000000
        PA
        USD
        4708854.56000000
        0.101549278595
        Long
        LON
        CORP
        US
        N
        
        3
        
          2027-11-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMER (BC) BIDC
        213800CCW2O2WZ7YV169
        Summer BC Bidco B LLC
        865632AA1
        
          
        
        876000.00000000
        PA
        USD
        890708.04000000
        0.019208654195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A8R66
        
          
        
        25111215.51000000
        PA
        USD
        25967191.56000000
        0.559998092207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0326B5
        
          
        
        13428784.00000000
        PA
        USD
        14190448.51000000
        0.306025550541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AQ1
        
          
        
        718000.00000000
        PA
        USD
        704408.26000000
        0.015190987474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FE3
        
          
        
        161400000.00000000
        PA
        USD
        203817937.50000000
        4.395456316248
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verscend Holding Corp.
        N/A
        Verscend Holding Corp. Term B-1 Loan
        92531HAD9
        
          
        
        1940106.79000000
        PA
        USD
        1942531.92000000
        0.041891868311
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          4.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHO Verwaltungs GmbH
        529900JL0HDVGZMUJF32
        IHO Verwaltungs GmbH
        000000000
        
          
        
        559927.00000000
        PA
        
        657275.94000000
        0.014174550667
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-05-15
          Fixed
          3.62500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL/GATES CORP
        N/A
        Gates Global LLC / Gates Corp
        36740LAA0
        
          
        
        1047000.00000000
        PA
        USD
        1082336.25000000
        0.023341231712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1LXG7   CDS USD R F  2.00000 IS1LXG7 CMBX / Short: IS1LXG7   CDS USD P V 01MEVENT IS1LXH8 CMBX
        000000000
        
          
        
        15000000.00000000
        OU
        Notional Amount
        USD
        -1503166.67000000
        -0.03241669263
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -408721.47000000
            USD
            15000000.00000000
            USD
            -1094445.20000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC15
        17321JAH7
        
          
        
        516418.00000000
        PA
        USD
        533753.53000000
        0.011510715658
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-09-10
          Variable
          5.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        Scripps Escrow II Inc
        81105DAB1
        
          
        
        2163000.00000000
        PA
        USD
        2120864.76000000
        0.045737723183
        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
        
          
        
        318000.00000000
        PA
        USD
        332319.54000000
        0.007166670603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        7507000.00000000
        PA
        USD
        7546880.94000000
        0.162753023127
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-01-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
        
        1047000.00000000
        PA
        USD
        1108678.77000000
        0.023909323988
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        33000.00000000
        PA
        USD
        34469.82000000
        0.000743362384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD PPTY REIT INC
        N/A
        Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
        11284DAC9
        
          
        
        1488000.00000000
        PA
        USD
        1451990.40000000
        0.031313045618
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
        
        5224000.00000000
        PA
        USD
        5321297.00000000
        0.114756967890
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK DE MEXICO
        549300JGHL56QT00KT54
        Kimberly-Clark de Mexico SAB de CV
        494386AD7
        
          
        
        1267000.00000000
        PA
        USD
        1252746.25000000
        0.027016225778
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-07-01
          Fixed
          2.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC)
        549300V3UCT773B1KR38
        Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan
        12769LAB5
        
          
        
        4517857.17000000
        PA
        USD
        4494816.10000000
        0.096933410569
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-23
          Floating
          2.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B2XN7
        
          
        
        4313732.82000000
        PA
        USD
        785378.04000000
        0.016937149442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-25
          Floating
          6.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAD1
        
          
        
        1286000.00000000
        PA
        USD
        1434082.90000000
        0.030926859618
        Long
        DBT
        
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967GD7
        
          
        
        2055000.00000000
        PA
        USD
        2136234.15000000
        0.046069173316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OIL & GAS HOLDING
        549300OBH16L6TS6IW50
        Oil and Gas Holding Co BSCC/The
        000000000
        
          
        
        668000.00000000
        PA
        USD
        722609.00000000
        0.015583497371
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2024-11-07
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        1254000.00000000
        PA
        USD
        1374409.08000000
        0.029639957826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBD2
        
          
        
        1810000.00000000
        PA
        USD
        2019055.00000000
        0.043542134521
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900JBDDKUTX6TX151
        Radnor RE 2019-1 Ltd
        75049SAB9
        
          
        
        2673302.57000000
        PA
        USD
        2675016.42000000
        0.057688336775
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-02-25
          Floating
          2.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BC7
        
          
        
        3275000.00000000
        PA
        USD
        3157001.75000000
        0.068082640088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-12
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        549300V5ZF7112UGSH89
        Rockford Tower CLO 2017-3 Ltd
        77341DAA5
        
          
        
        1931058.00000000
        PA
        USD
        1931187.38000000
        0.041647216488
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          1.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAV0
        
          
        
        75000.00000000
        PA
        USD
        96080.25000000
        0.002072028335
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2038-06-04
          Fixed
          7.72100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FPSH9
        
          
        
        3266412.78000000
        PA
        USD
        677317.15000000
        0.014606751405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO VIII Ltd
        N/A
        Elmwood CLO VIII Ltd
        29003EAG0
        
          
        
        1000000.00000000
        PA
        USD
        998461.00000000
        0.021532411537
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          3.13200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAE7
        
          
        
        1888000.00000000
        PA
        USD
        2164573.12000000
        0.046680320235
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-05-15
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Bank PLC
        029200298A5K5WI0F567
        Fidelity Bank PLC
        000000000
        
          
        
        575000.00000000
        PA
        USD
        602959.38000000
        0.013003181406
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2022-10-16
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIDVEST GROUP UK PLC
        984500A80C777F496830
        Bidvest Group UK PLC/The
        88332EAA1
        
          
        
        1667000.00000000
        PA
        USD
        1669000.40000000
        0.035992996690
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-23
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBD5
        
          
        
        145197.93000000
        PA
        USD
        146342.42000000
        0.003155962238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS1BCL5   IRS USD R V 03MLIBOR IS1BCM6 CCPVANILLA / Short: BS1BCL5   IRS USD P F  2.28450 IS1BCL5 CCPVANILLA
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        -589191.28000000
        -0.01270626405
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-01-11
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            -589191.28000000
          
        
        
          N
          N
          N
        
      
      
        GUSAP III LP
        549300WY05UJ7WTHIN64
        GUSAP III LP
        36258GAA5
        
          
        
        1491000.00000000
        PA
        USD
        1565736.38000000
        0.033766046038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        3990000.00000000
        PA
        USD
        4038598.20000000
        0.087094797370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tire Distributors, Inc.
        HZ8T88YVE2JVXJ0BTQ24
        American Tire Distributors, Inc. Initial Term Loan (DIP)
        03021BAJ3
        
          
        
        292043.55000000
        PA
        USD
        292700.65000000
        0.006312265429
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-09-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IS1ZN03   CDS USD R F  3.00000 IS1ZN03 CMBX / Short: IS1ZN03   CDS USD P V 01MEVENT IS1ZN14 CMBX
        000000000
        
          
        
        7808000.00000000
        OU
        Notional Amount
        USD
        -2166069.33000000
        -0.04671258690
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -464046.09000000
            USD
            7808000.00000000
            USD
            -1702023.24000000
          
        
        
          N
          N
          N
        
      
      
        CONNECT FINCO SARL/CONNE
        N/A
        Connect Finco SARL / Connect US Finco LLC
        20752TAA2
        
          
        
        1823000.00000000
        PA
        USD
        1890268.70000000
        0.040764780562
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        639931.28000000
        0.013800502650
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            335677135.08000000
            BRL
            59773166.14000000
            USD
            2021-12-02
            639931.28000000
          
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAA3
        
          
        
        1031000.00000000
        PA
        USD
        1055104.78000000
        0.022753968695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0MD8
        
          
        
        2413777.42000000
        PA
        USD
        2489035.62000000
        0.053677549049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          3.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAV0
        
          
        
        366000.00000000
        PA
        USD
        393409.74000000
        0.008484117481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite US Holdings Corporation
        N/A
        Granite US Holdings Corporation Replacement Term B Loan
        38740TAE1
        
          
        
        3562254.16000000
        PA
        USD
        3553348.52000000
        0.076630096387
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-09-30
          Floating
          4.13200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBC0
        
          
        
        350.00000000
        PA
        USD
        366.66000000
        0.000007907243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        1727000.00000000
        PA
        USD
        1821967.73000000
        0.039291829095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAJ2
        
          
        
        3305000.00000000
        PA
        USD
        3590675.94000000
        0.077435084633
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -117162500.00000000
        PA
        USD
        -117162500.00000000
        -2.52667972686
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.12000000
          2023-09-30
          
            
              103663845.22000000
              USD
              117162500.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0FZ7
        
          
        
        1483168.41000000
        PA
        USD
        1598974.20000000
        0.034482839602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Floating
          7.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0AD1
        
          
        
        1713230.09000000
        PA
        USD
        1766531.42000000
        0.038096311753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Floating
          4.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT DEC21
        000000000
        
          
        
        -1724.00000000
        NC
        USD
        3873165.86000000
        0.083527149533
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYZ1 Comdty
              
            
            2021-12-21
            -253907040.86000000
            USD
            3873165.86000000
          
        
        
          N
          N
          N
        
      
      
        ENABLE MIDSTREAM PARTNER
        549300TLGDBYE711G509
        Enable Midstream Partners LP
        292480AK6
        
          
        
        8139000.00000000
        PA
        USD
        8897961.75000000
        0.191889892791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AC1
        
          
        
        2739000.00000000
        PA
        USD
        2836070.16000000
        0.061161557471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        N/A
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        68622TAB7
        
          
        
        1527000.00000000
        PA
        USD
        1574947.80000000
        0.033964695846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP I
        549300HPU3BD8ZI0X358
        Renewable Energy Group Inc
        75972AAD5
        
          
        
        550000.00000000
        PA
        USD
        578358.00000000
        0.012472637861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900JBDDKUTX6TX151
        Radnor RE 2019-1 Ltd
        75049SAC7
        
          
        
        6105940.00000000
        PA
        USD
        6160431.85000000
        0.132853415249
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-02-25
          Floating
          3.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
        
        1397000.00000000
        PA
        USD
        1433671.25000000
        0.030917982139
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kallpa Generacion SA
        549300NG1PWEI5BZG095
        Kallpa Generacion SA
        000000000
        
          
        
        2562000.00000000
        PA
        USD
        2655352.88000000
        0.057264280717
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2027-08-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAE0
        
          
        
        165000.00000000
        PA
        USD
        168403.95000000
        0.003631732392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        Consumer Loan Underlying Bond Credit Trust 2018-P1
        21051TAC4
        
          
        
        1494727.74000000
        PA
        USD
        1513710.03000000
        0.032644066532
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        2948000.00000000
        PA
        USD
        3049823.92000000
        0.065771285771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERATION BRIDGE AQC LLC
        25490066N7XDZZBNGZ02
        GENERATION BRIDGE AQC LLC
        000000000
        
          
        
        2990000.00000000
        PA
        USD
        2997475.00000000
        0.064642349849
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-08-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTL TRADE FIN / GERDAU
        N/A
        GTL Trade Finance Inc / Gerdau Holdings Inc
        36249SAA1
        
          
        
        328000.00000000
        PA
        USD
        356761.50000000
        0.007693776160
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-04-29
          Fixed
          5.89300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LTD
        254900D6R731QAUIG324
        Studio City Finance Ltd
        86389QAE2
        
          
        
        1088000.00000000
        PA
        USD
        1055632.00000000
        0.022765338512
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
        61763XAL0
        
          
        
        4408334.00000000
        PA
        USD
        4529024.93000000
        0.097671144547
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-15
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman XS Trust
        N/A
        Lehman XS Trust 2007-10H
        525237AV5
        
          
        
        264370.39000000
        PA
        USD
        46177.36000000
        0.000995842520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          6.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAH2
        
          
        
        3046000.00000000
        PA
        USD
        3038537.30000000
        0.065527883027
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AL5
        
          
        
        962000.00000000
        PA
        USD
        1002702.22000000
        0.021623875995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300WFCL37N4TDUR08
        Magnetite XXV Ltd
        55955GAD5
        
          
        
        3000000.00000000
        PA
        USD
        3003849.00000000
        0.064779808990
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-25
          Floating
          3.42400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        Kosmos Energy Ltd
        500688AD8
        
          
        
        1388000.00000000
        PA
        USD
        1353300.00000000
        0.029184727829
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1V6A2   CDS USD R F  5.00000 IS1V6A2 CMBX / Short: IS1V6A2   CDS USD P V 01MEVENT IS1V6B3 CMBX
        000000000
        
          
        
        3721933.51000000
        OU
        Notional Amount
        USD
        -1631054.65000000
        -0.03517467378
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -686556.24000000
            USD
            3721933.51000000
            USD
            -944498.41000000
          
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2020-1R
        730151AA5
        
          
        
        3048561.97000000
        PA
        USD
        3048564.71000000
        0.065744130150
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-02-27
          Floating
          2.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND FRGN/DIAMOND FIN
        N/A
        Diamond Foreign Asset Co / Diamond Finance LLC
        25260WAC5
        
          
        
        76291.00000000
        PA
        USD
        76680.08000000
        0.001653652009
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-04-22
          Fixed
          9.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Nouryon Finance B.V. (aka AkzoNobel)
        549300K7VB5G6LULFT41
        Nouryon Finance B.V. (aka AkzoNobel) Initial Dollar Term Loan
        000000000
        
          
        
        139272.40000000
        PA
        USD
        138141.51000000
        0.002979104685
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          2.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        4689000.00000000
        PA
        USD
        4766075.44000000
        0.102783281262
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESAS PUBLIC MEDELLIN
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        29246BAF5
        
          
        
        5315000.00000000
        PA
        USD
        5134954.38000000
        0.110738377299
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        000000000
        
          
        
        360000.00000000
        PA
        
        425898.10000000
        0.009184748490
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-05-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAH6
        
          
        
        7170000.00000000
        PA
        USD
        7061446.20000000
        0.152284331214
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        84000.00000000
        0.001811510483
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-02-20
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODULAIRE GLOBAL FINANCE
        5493000PLZTCKZAJDO03
        Modulaire Global Finance Plc
        01551UAC8
        
          
        
        1258000.00000000
        PA
        USD
        1281939.74000000
        0.027645800935
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05565ACA9
        
          
        
        418000.00000000
        PA
        USD
        425678.66000000
        0.009180016134
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-03-14
          Fixed
          6.75000000
          N
          N
          N
          N
          Y
          
            
              BNP Paribas SA
              BNP Paribas SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Parexel International Corporation
        549300GCZVUYB6P2OA17
        Parexel International Corporation Initial Term Loan
        69946EAT8
        
          
        
        2659918.55000000
        PA
        USD
        2658269.40000000
        0.057327177224
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-27
          Floating
          2.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        205000.00000000
        PA
        USD
        209551.00000000
        0.004519093254
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-03-15
          Fixed
          7.87500000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAC7
        
          
        
        1270000.00000000
        PA
        USD
        1289278.60000000
        0.027804067862
        Long
        DBT
        
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBM1
        
          
        
        5227000.00000000
        PA
        USD
        5420921.70000000
        0.116905434420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond Credit Trust
        N/A
        CLUB Credit Trust 2017-P2
        21051CAJ6
        
          
        
        302243.49000000
        PA
        USD
        303162.94000000
        0.006537891001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS.COM INC
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575EAA3
        
          
        
        2427000.00000000
        PA
        USD
        2537161.53000000
        0.054715413222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        Nabors Industries Ltd
        629571AB6
        
          
        
        1372000.00000000
        PA
        USD
        1314965.96000000
        0.028358031218
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        515000.00000000
        PA
        USD
        527236.40000000
        0.011370169833
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-04-16
          Fixed
          6.87500000
          N
          N
          N
          N
          Y
          
            
              ING Groep NV
              ING Groep NV
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAS8
        
          
        
        3031000.00000000
        PA
        USD
        3199220.50000000
        0.068993112805
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2025-10-22
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP MODULAR SERVICES
        213800227GGD6UI7PI97
        BCP V Modular Services Finance II PLC
        000000000
        
          
        
        264000.00000000
        PA
        
        305177.86000000
        0.006581343962
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-11-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AF1
        
          
        
        3058000.00000000
        PA
        USD
        3312639.66000000
        0.071439065155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT DEC21
        000000000
        
          
        
        1454.00000000
        NC
        USD
        -2506463.11000000
        -0.05405338334
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNZ1 Comdty
              
            
            2021-12-21
            288081150.61000000
            USD
            -2506463.11000000
          
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
        
        999000.00000000
        PA
        USD
        1076702.22000000
        0.023219730469
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
        
        458000.00000000
        PA
        USD
        448093.46000000
        0.009663404767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Securities (USA) Inc.
        CYYGQCGNHMHPSMRL3R97
        REVERSE REPO HSBC
        000000000
        
          
        
        -236573750.00000000
        PA
        USD
        -236573750.00000000
        -5.10185509897
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.08000000
          2023-09-28
          
            
              172000000.00000000
              USD
              236573750.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2016-C3
        17325GAJ5
        
          
        
        34321473.23000000
        PA
        USD
        1430635.70000000
        0.030852518678
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Variable
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1ZLG5   CDS USD R F  3.00000 IS1ZLG5 CMBX / Short: IS1ZLG5   CDS USD P V 01MEVENT IS1ZLH6 CMBX
        000000000
        
          
        
        11206000.00000000
        OU
        Notional Amount
        USD
        -3108731.17000000
        -0.06704165602
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -674207.37000000
            USD
            11206000.00000000
            USD
            -2434523.80000000
          
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBD4
        
          
        
        3205000.00000000
        PA
        USD
        3653155.15000000
        0.078782486346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        1284000.00000000
        PA
        USD
        192998.04000000
        0.004162118723
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2026-11-27
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
        
        6142000.00000000
        PA
        USD
        6249485.00000000
        0.134773899949
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBB9
        
          
        
        1367148.18000000
        PA
        USD
        1406809.70000000
        0.030338696669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        45000.00000000
        PA
        USD
        50088.15000000
        0.001080181057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAA9
        
          
        
        8725000.00000000
        PA
        USD
        9962379.50000000
        0.214844701282
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2026-03-26
          Fixed
          6.62500000
          N
          N
          N
          N
          Y
          
            
              Nordea Bank Abp
              Nordea Bank Abp
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAA7
        
          
        
        4000000.00000000
        PA
        USD
        4489320.00000000
        0.096814883869
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-11-19
          Fixed
          5.17900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dealer Tire, LLC
        549300XTS06OMOCRSE50
        Dealer Tire, LLC Term B-1 Loan
        24228HAM0
        
          
        
        1306725.00000000
        PA
        USD
        1306071.64000000
        0.028166219862
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-12
          Floating
          4.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2020-IV Ltd
        12562RAG0
        
          
        
        300000.00000000
        PA
        USD
        301009.50000000
        0.006491450773
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Floating
          3.52400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        460000.00000000
        PA
        USD
        461955.00000000
        0.009962337208
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        2285000.00000000
        PA
        USD
        2323525.10000000
        0.050108215214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
        
        767000.00000000
        PA
        USD
        790961.08000000
        0.017057551055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAB3
        
          
        
        2000000.00000000
        PA
        USD
        2227020.00000000
        0.048027024733
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-03-08
          Fixed
          4.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Commercial Mortgage Securities LLC
        N/A
        LCCM 2017-LC26
        50190DAL0
        
          
        
        44472301.40000000
        PA
        USD
        2499298.87000000
        0.053898882203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-12
          Variable
          1.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058AH3
        
          
        
        992000.00000000
        PA
        USD
        1079821.76000000
        0.023287005224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-20
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AC5
        
          
        
        4615000.00000000
        PA
        USD
        5003306.10000000
        0.107899303020
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        878000.00000000
        PA
        USD
        894128.86000000
        0.019282426235
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-03-14
          Fixed
          6.75000000
          N
          N
          N
          N
          Y
          
            
              BNP Paribas SA
              BNP Paribas SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AQ1
        
          
        
        797000.00000000
        PA
        USD
        827588.86000000
        0.017847451144
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-04-07
          Fixed
          3.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAL9
        
          
        
        710000.00000000
        PA
        USD
        774120.10000000
        0.016694365200
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CURO GROUP HOLDINGS CORP
        54930007KH8KCGJ4YE72
        Curo Group Holdings Corp
        23131LAC1
        
          
        
        3140000.00000000
        PA
        USD
        3190805.20000000
        0.068811631803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBL5
        
          
        
        775000.00000000
        PA
        USD
        833132.75000000
        0.017967008464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAS0
        
          
        
        163000.00000000
        PA
        USD
        176683.85000000
        0.003810293411
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        Natura Cosmeticos SA
        63883KAB1
        
          
        
        2828000.00000000
        PA
        USD
        2799154.40000000
        0.060365446920
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        305000.00000000
        PA
        USD
        213500.00000000
        0.004604255812
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-01-26
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LJ6
        
          
        
        4419132.04000000
        PA
        USD
        4569067.89000000
        0.098534695046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Floating
          3.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2018-1 Trust
        83405R107
        
          
        
        37041.00000000
        PA
        USD
        861203.25000000
        0.018572365667
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2027-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIBO CORP
        549300Q9ID4640FE0422
        Weibo Corp
        948596AD3
        
          
        
        4574000.00000000
        PA
        USD
        4734547.40000000
        0.102103360131
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-05
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1TYA2   CDS USD R F  3.00000 IS1TYA2 CMBX / Short: IS1TYA2   CDS USD P V 01MEVENT IS1TYB3 CMBX
        000000000
        
          
        
        3250000.00000000
        OU
        Notional Amount
        USD
        -901604.17000000
        -0.01944363578
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -324074.27000000
            USD
            3250000.00000000
            USD
            -577529.90000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
        61690FAN3
        
          
        
        11891292.69000000
        PA
        USD
        314655.50000000
        0.006785734964
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-15
          Variable
          1.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        8738523.00000000
        PA
        USD
        9508124.72000000
        0.205048423945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828D56
        
          
        
        33381000.00000000
        PA
        USD
        34909223.91000000
        0.752838393973
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAN TIERRA ENERGY INC
        549300IH2S17MAIUCM32
        Gran Tierra Energy Inc
        000000000
        
          
        
        1998000.00000000
        PA
        USD
        1855662.48000000
        0.040018476629
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avaya Holdings Corp
        549300NZS2OZN6Q63A60
        Avaya Holdings Corp
        05351X119
        
          
        
        2936.00000000
        NS
        USD
        4110.40000000
        0.000088643246
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Avaya Holdings Corp
                Avaya Holdings Corp
                
                  
                  
                
              
            
            1.00000000
            25.55000000
            USD
            2022-12-15
            XXXX
            4110.40000000
          
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AS0
        
          
        
        1479000.00000000
        PA
        USD
        1629739.68000000
        0.035146315668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        4014043.24000000
        0.086565254900
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            467032351.04000000
            BRL
            86765443.19000000
            USD
            2021-11-03
            4014043.24000000
          
        
        
          N
          N
          N
        
      
      
        Peru LNG Srl
        254900F70J1LOALV5K70
        Peru LNG Srl
        000000000
        
          
        
        4293000.00000000
        PA
        USD
        3598070.63000000
        0.077594555567
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-03-22
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        N/A
        Rockford Tower CLO Ltd
        77341NAJ4
        
          
        
        8550000.00000000
        PA
        USD
        8551282.50000000
        0.184413546411
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAD1
        
          
        
        200000.00000000
        PA
        USD
        196412.50000000
        0.004235753605
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marble Point CLO XI Ltd
        549300DBVCVH5X7MO467
        Marble Point CLO XI Ltd
        56607FAA3
        
          
        
        2400177.00000000
        PA
        USD
        2398808.90000000
        0.051731755606
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-12-18
          Floating
          1.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldentree Loan Opportunities IX Ltd
        549300IOBSI2NBFBJX90
        GoldenTree Loan Opportunities IX Ltd
        38123HAW4
        
          
        
        2815000.00000000
        PA
        USD
        2811126.56000000
        0.060623633746
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-29
          Floating
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AA8
        
          
        
        505000.00000000
        PA
        USD
        545021.25000000
        0.011753710812
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2025-11-12
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        1169000.00000000
        PA
        USD
        1212545.25000000
        0.026149267052
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4KX1
        
          
        
        10400000.00000000
        PA
        USD
        14977352.00000000
        0.322995597230
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -1613441.37000000
        -0.03479483281
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            3986167025.28000000
            RUB
            54092996.77000000
            USD
            2021-12-15
            -1613441.37000000
          
        
        
          N
          N
          N
        
      
      
        US Radiology Specialists, Inc.
        N/A
        US Radiology Specialists, Inc. Closing Date Term Loan
        90372AAJ7
        
          
        
        4297525.00000000
        PA
        USD
        4308268.81000000
        0.092910406146
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPRO ACQUISITION CORP
        N/A
        TPro Acquisition Corp
        89238QAB5
        
          
        
        1216000.00000000
        PA
        USD
        1323944.32000000
        0.028551654947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        2979000.00000000
        PA
        USD
        3258489.78000000
        0.070271290449
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC/BERMUDA L
        N/A
        Veritas US Inc / Veritas Bermuda Ltd
        92346LAE3
        
          
        
        6350000.00000000
        PA
        USD
        6581838.50000000
        0.141941302920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF GMBH
        5299002S6DY5RA2IOQ11
        BRF GmbH
        000000000
        
          
        
        941000.00000000
        PA
        USD
        950292.38000000
        0.020493626297
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-09-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAB3
        
          
        
        3460000.00000000
        PA
        USD
        3434050.00000000
        0.074057352105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XYW8
        
          
        
        8575000.00000000
        PA
        USD
        8844616.87000000
        0.190739478393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          3.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        1350000.00000000
        PA
        
        1945075.27000000
        0.041946717182
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-15
          Fixed
          7.25000000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Padagis LLC
        N/A
        Padagis LLC Term B Loan
        69526PAC8
        
          
        
        1420000.00000000
        PA
        USD
        1421775.00000000
        0.030661432358
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-07-06
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL FUNDING LLC
        549300XAGH9TOLX5XM67
        GE Capital Funding LLC
        36166NAJ2
        
          
        
        3510000.00000000
        PA
        USD
        4105647.00000000
        0.088540745038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        1093000.00000000
        PA
        USD
        1100355.89000000
        0.023729836078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL CINEMEDIA LLC
        7LJEQIVQVLNGS4X6T547
        National CineMedia LLC
        63530QAJ8
        
          
        
        2267000.00000000
        PA
        USD
        2100942.25000000
        0.045308082282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAR6
        
          
        
        768000.00000000
        PA
        USD
        843984.00000000
        0.018201022192
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2025-04-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P125
        
          
        
        1080.00000000
        NS
        USD
        51.84000000
        0.000001117960
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                SandRidge Energy Inc
                SandRidge Energy Inc
                
                  
                  
                
              
            
            1.00000000
            42.03000000
            USD
            2022-10-04
            XXXX
            50.84000000
          
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        2549009ADY4208OH2Y47
        Arches Buyer Inc
        039524AB9
        
          
        
        879000.00000000
        PA
        USD
        888897.54000000
        0.019169609675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETATION LLC/FIN CORP
        N/A
        Magnetation LLC / Mag Finance Corp
        559417AA8
        
          
        
        1407000.00000000
        PA
        USD
        0.01000000
        0.000000000215
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2018-05-15
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404LAA0
        
          
        
        2912000.00000000
        PA
        USD
        2940566.72000000
        0.063415088589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
        
        10390000.00000000
        PA
        USD
        9901670.00000000
        0.213535464428
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493002SZMQH8ZTTHX49
        OZLM XVIII Ltd
        67112GAC2
        
          
        
        5450000.00000000
        PA
        USD
        5447209.60000000
        0.117472348783
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        549300ED4YNDE7SVU538
        Radnor Re 2018-1 Ltd
        750496AB7
        
          
        
        720787.00000000
        PA
        USD
        725505.56000000
        0.015645963428
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2028-03-25
          Floating
          2.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX54
        
          
        
        5226000.00000000
        PA
        USD
        5043090.00000000
        0.108757266734
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-05-29
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        753000.00000000
        PA
        USD
        794497.83000000
        0.017133823195
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAG6
        
          
        
        13133000.00000000
        PA
        USD
        11688370.00000000
        0.252066723730
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-02-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CR4
        
          
        
        771000.00000000
        PA
        USD
        783713.79000000
        0.016901258891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAA1
        
          
        
        1061000.00000000
        PA
        USD
        1081275.71000000
        0.023318360530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru
        05971U2C0
        
          
        
        3765000.00000000
        PA
        USD
        3723773.25000000
        0.080305408114
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-07-01
          Fixed
          3.12500000
          N
          N
          N
          N
          Y
          
            
              Banco de Credito del Peru
              Banco de Credito del Peru
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1PEG6   CDS USD R F  3.00000 IS1PEG6 CMBX / Short: IS1PEG6   CDS USD P V 01MEVENT IS1PEH7 CMBX
        000000000
        
          
        
        12000000.00000000
        OU
        Notional Amount
        USD
        -3329000.00000000
        -0.07179188572
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1468359.82000000
            USD
            12000000.00000000
            USD
            -1860640.18000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AQVH0
        
          
        
        16936624.59000000
        PA
        USD
        3988514.12000000
        0.086014704084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Floating
          6.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAR5
        
          
        
        311334.83000000
        PA
        USD
        316783.06000000
        0.006831617074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAR Auction Services, Inc.
        5493004HKD20LBSG7D03
        KAR Auction Services, Inc. Tranche B-6 Term Loan
        48562RAL3
        
          
        
        198177.74000000
        PA
        USD
        192232.41000000
        0.004145607452
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-09-19
          Floating
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF SA
        254900MTXR9LUVQFU480
        BRF SA
        000000000
        
          
        
        3268000.00000000
        PA
        USD
        3242705.68000000
        0.069930896847
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A14D1
        
          
        
        4702319.04000000
        PA
        USD
        5183804.06000000
        0.111791850006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        47870000.00000000
        PA
        
        8021417.32000000
        0.172986685357
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRACOL ENRGY ANDINA
        N/A
        SierraCol Energy Andina LLC
        82653LAA9
        
          
        
        602000.00000000
        PA
        USD
        591201.63000000
        0.012749618461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AR4Q8
        
          
        
        467348.19000000
        PA
        USD
        79077.65000000
        0.001705357047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAN3
        
          
        
        7425000.00000000
        PA
        USD
        8601714.00000000
        0.185501132018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAE8
        
          
        
        6486000.00000000
        PA
        USD
        4293926.58000000
        0.092601107336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
        
        75000.00000000
        PA
        USD
        78933.00000000
        0.001702237583
        Long
        DBT
        
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meredith Corp
        549300YC8BC386CCTS24
        Meredith Corp
        589433AB7
        
          
        
        293000.00000000
        PA
        USD
        303729.66000000
        0.006550112658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAM7
        
          
        
        373000.00000000
        PA
        USD
        386304.91000000
        0.008330897552
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding LI Ltd
        55821GAL9
        
          
        
        3650000.00000000
        PA
        USD
        3650324.85000000
        0.078721449226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-19
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
        
        4210000.00000000
        PA
        USD
        4481334.50000000
        0.096642671763
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
          N
          Y
          
            
              Credit Suisse Group AG
              Credit Suisse Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1ZNW5   CDS USD R F  3.00000 IS1ZNW5 CMBX / Short: IS1ZNW5   CDS USD P V 01MEVENT IS1ZNX6 CMBX
        000000000
        
          
        
        5300000.00000000
        OU
        Notional Amount
        USD
        -1470308.33000000
        -0.03170808278
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -320479.63000000
            USD
            5300000.00000000
            USD
            -1149828.70000000
          
        
        
          N
          N
          N
        
      
      
        DEALER TIRE LLC/DT ISSR
        N/A
        Dealer Tire LLC / DT Issuer LLC
        24229JAA1
        
          
        
        2682000.00000000
        PA
        USD
        2803119.12000000
        0.060450948490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AE1
        
          
        
        82000.00000000
        PA
        USD
        87881.86000000
        0.001895225127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Operating Corp
        549300FJX18IDUFPHD40
        Gulfport Energy Operating Corp
        402635502
        
          
        
        35393.00000000
        NS
        USD
        2903641.72000000
        0.062618778773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320AM4
        
          
        
        2868000.00000000
        PA
        USD
        3017680.92000000
        0.065078102658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN RESOURCES SA
        222100ZEX458NMOXZP08
        CSN Resources SA
        12644VAD0
        
          
        
        4293000.00000000
        PA
        USD
        4211433.00000000
        0.090822083705
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-10
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAB5
        
          
        
        3179000.00000000
        PA
        USD
        3164789.87000000
        0.068250595577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kayne CLO
        N/A
        Kayne CLO 7 Ltd
        48661CAA0
        
          
        
        2662611.00000000
        PA
        USD
        2668154.56000000
        0.057540356640
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          1.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDA9
        
          
        
        2372000.00000000
        PA
        USD
        2489766.00000000
        0.053693300133
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          4.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
        
        1316000.00000000
        PA
        USD
        1369903.36000000
        0.029542789266
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
        
        655000.00000000
        PA
        USD
        737150.10000000
        0.015897084931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AFXQ2
        
          
        
        1308788.99000000
        PA
        USD
        35735.57000000
        0.000770659044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veritas US Inc.
        549300RFUWCPWS8FQ104
        Veritas US Inc. Dollar Term B-2021 Loan
        000000000
        
          
        
        5703125.09000000
        PA
        USD
        5717382.90000000
        0.123298798371
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-01
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBH6
        
          
        
        1619095.81000000
        PA
        USD
        1697961.48000000
        0.036617559786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          5.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        3026338000.00000000
        PA
        
        41822563.31000000
        0.901928713034
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2024-07-17
          Fixed
          7.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        9272530.00000000
        PA
        USD
        6108279.14000000
        0.131728710714
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLEOPATRA FINCO SARL
        222100M6T1N8VIC8M726
        Kleopatra Finco Sarl
        000000000
        
          
        
        2779000.00000000
        PA
        
        3081420.55000000
        0.066452686086
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 78 CLO Ltd
        26253LAE2
        
          
        
        1480000.00000000
        PA
        USD
        1482021.68000000
        0.031960688220
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          2.07200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AN4
        
          
        
        252000.00000000
        PA
        USD
        271902.96000000
        0.005863750745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BD4
        
          
        
        7452000.00000000
        PA
        USD
        8671296.24000000
        0.187001714842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PART/GLP FINANCE
        N/A
        Global Partners LP / GLP Finance Corp
        37954FAJ3
        
          
        
        1924000.00000000
        PA
        USD
        1993148.56000000
        0.042983446573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F4V25
        
          
        
        6076219.61000000
        PA
        USD
        1048618.18000000
        0.022614081268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-15
          Floating
          6.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938CAF5
        
          
        
        71000.00000000
        PA
        USD
        72995.10000000
        0.001574183201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        2287000.00000000
        PA
        USD
        2423934.13000000
        0.052273596291
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2049-06-05
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEC4
        
          
        
        473969.31000000
        PA
        USD
        494218.04000000
        0.010658109056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Floating
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAL6
        
          
        
        4346000.00000000
        PA
        USD
        4299975.86000000
        0.092731563695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIUMPH GROUP INC
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AQ4
        
          
        
        1309000.00000000
        PA
        USD
        1307704.09000000
        0.028201424627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        N/A
        Rockford Tower CLO 2021-2 Ltd
        77341LAG4
        
          
        
        950000.00000000
        PA
        USD
        951103.90000000
        0.020511127214
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        3751000.00000000
        PA
        USD
        4048266.75000000
        0.087303305461
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2025-11-12
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOSEPH T RYERSON & SON I
        54930086XMNNXPXPWJ34
        Joseph T Ryerson & Son Inc
        48088LAB3
        
          
        
        1808000.00000000
        PA
        USD
        2019228.64000000
        0.043545879172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RONSHINE CHINA
        549300GNBBT32SFSEC47
        Ronshine China Holdings Ltd
        000000000
        
          
        
        231000.00000000
        PA
        USD
        97092.19000000
        0.002093851429
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2023-06-09
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AC6
        
          
        
        4123000.00000000
        PA
        USD
        3761041.83000000
        0.081109127440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS20CK0   CDS USD R F  3.00000 IS20CK0 CMBX / Short: IS20CK0   CDS USD P V 01MEVENT IS20CL1 CMBX
        000000000
        
          
        
        9029000.00000000
        OU
        Notional Amount
        USD
        -2504795.08000000
        -0.05401741127
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -749037.74000000
            USD
            9029000.00000000
            USD
            -1755757.34000000
          
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
        43284MAB4
        
          
        
        1896000.00000000
        PA
        USD
        1890084.48000000
        0.040760807747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG TRACKER 34GMG1
        N/A
        AG TRACKER 34GMG1
        000000000
        
          
        
        79682.00000000
        NS
        USD
        0.08000000
        0.000000001725
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAQ8
        
          
        
        1940000.00000000
        PA
        USD
        2274824.60000000
        0.049057959662
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2030-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Securities (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        REVERSE REPO FIRST BOSTON
        000000000
        
          
        
        -2774557.50000000
        PA
        USD
        -2774557.50000000
        -0.05983499998
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.50000000
          2022-09-03
          
            
              2587000.00000000
              USD
              2768090.00000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ENABLE MIDSTREAM PARTNER
        549300TLGDBYE711G509
        Enable Midstream Partners LP
        292480AL4
        
          
        
        452000.00000000
        PA
        USD
        505507.76000000
        0.010901578653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBJ0
        
          
        
        3902000.00000000
        PA
        USD
        4284396.00000000
        0.092395574651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kite Realty Group LP
        549300X6R2GYI8Y3OD81
        Kite Realty Group LP
        49803XAA1
        
          
        
        515000.00000000
        PA
        USD
        548428.65000000
        0.011827193441
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        238000.00000000
        PA
        USD
        199920.00000000
        0.004311394951
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2049-06-16
          Fixed
          8.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleaver-Brooks Inc
        549300TRZDD68CZBS255
        Cleaver-Brooks Inc
        185401AG1
        
          
        
        1258000.00000000
        PA
        USD
        1241608.26000000
        0.026776028330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285M8
        
          
        
        39000000.00000000
        PA
        USD
        43399687.50000000
        0.935940344039
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Diamond CLO Ltd
        549300K8V8PYC7UZSI28
        Black Diamond CLO 2016-1 Ltd
        09203WAQ8
        
          
        
        5300000.00000000
        PA
        USD
        5281937.60000000
        0.113908158775
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832QAF6
        
          
        
        2924000.00000000
        PA
        USD
        3294266.12000000
        0.071042828723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULFPORT ENERGY CORP
        N/A
        GULFPORT ENERGY CORP
        000000000
        
          
        
        5.00000000
        NS
        USD
        29250.00000000
        0.000630793829
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254AA8
        
          
        
        300000.00000000
        PA
        USD
        288888.00000000
        0.006230043340
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-30
          Variable
          1.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSB INDUSTRIES
        5493001H215A0HG0MI71
        LSB Industries Inc
        502160AN4
        
          
        
        1035000.00000000
        PA
        USD
        1045888.20000000
        0.022555207609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        athenahealth, Inc.
        5493004JZ4RQIZBHP241
        athenahealth, Inc. Term B-1 Loan (First Lien)
        04685YAM1
        
          
        
        4935113.14000000
        PA
        USD
        4947450.92000000
        0.106694752495
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-11
          Floating
          4.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        549300QGM7D5K3CV2643
        WFRBS Commercial Mortgage Trust 2014-LC14
        96221TAL1
        
          
        
        133916.00000000
        PA
        USD
        139439.47000000
        0.003007095973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Variable
          4.34400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1T2D1   CDS USD R F  3.00000 IS1T2D1 CMBX / Short: IS1T2D1   CDS USD P V 01MEVENT IS1T2E2 CMBX
        000000000
        
          
        
        9557000.00000000
        OU
        Notional Amount
        USD
        -2651271.08000000
        -0.05717625424
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -922960.12000000
            USD
            9557000.00000000
            USD
            -1728310.96000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-BPR
        61769GAL1
        
          
        
        1651000.00000000
        PA
        USD
        1379828.37000000
        0.029756828072
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BK2
        
          
        
        2775000.00000000
        PA
        USD
        2577586.50000000
        0.055587201995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        549300XVG45PT5BART17
        TripAdvisor Inc
        896945AA0
        
          
        
        1231000.00000000
        PA
        USD
        1305709.39000000
        0.028158407723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1T219   CDS USD R F  3.00000 IS1T219 CMBX / Short: IS1T219   CDS USD P V 01MEVENT IS1T220 CMBX
        000000000
        
          
        
        9557000.00000000
        OU
        Notional Amount
        USD
        -2651271.08000000
        -0.05717625424
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -922960.12000000
            USD
            9557000.00000000
            USD
            -1728310.96000000
          
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
        
        3302000.00000000
        PA
        
        3891010.85000000
        0.083911987467
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-04-06
          Fixed
          5.87500000
          N
          N
          N
          N
          Y
          
            
              Danske Bank A/S
              Danske Bank A/S
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MILLENNIUM ESCROW CORP
        N/A
        Millennium Escrow Corp
        60041CAA6
        
          
        
        3319000.00000000
        PA
        USD
        3373763.50000000
        0.072757237500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONITRONICS INTERNATIONAL, INC
        N/A
        MONITRONICS INTERNATIONAL, INC
        609ESCAB4
        
          
        
        1835000.00000000
        PA
        USD
        0.02000000
        0.000000000431
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2022-04-01
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE GLOBAL HLDG NETH C V
        N/A
        EXIDE GLOBAL HLDG NETH C V
        30205XAA5
        
          
        
        1124053.00000000
        PA
        USD
        1102695.99000000
        0.023780301741
        Long
        DBT
        CORP
        NL
        N
        
        3
        
          2024-06-30
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AK0
        
          
        
        3420000.00000000
        PA
        USD
        3693600.00000000
        0.079654703844
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
        
        1290000.00000000
        PA
        USD
        1495303.50000000
        0.032247118651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CC4
        
          
        
        23000.00000000
        PA
        USD
        23904.82000000
        0.000515521810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2016-1 LLC
        78471DAB3
        
          
        
        761494.43000000
        PA
        USD
        639503.02000000
        0.013791266965
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2025-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Trust
        12594TAE3
        
          
        
        4200000.00000000
        PA
        USD
        4250048.04000000
        0.091654840250
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          7.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAB8
        
          
        
        7597000.00000000
        PA
        USD
        7974494.93000000
        0.171974775816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        4992000.00000000
        PA
        USD
        5153616.00000000
        0.111140826350
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viking Cruises Ltd
        549300IJP90T4MV2GL84
        Viking Cruises Ltd
        92676XAD9
        
          
        
        1057000.00000000
        PA
        USD
        1025015.18000000
        0.022105068388
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAR4
        
          
        
        5399000.00000000
        PA
        USD
        5351758.75000000
        0.115413893837
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2028-09-28
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A8LX3
        
          
        
        6560207.08000000
        PA
        USD
        6783827.48000000
        0.146297316669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        507000.00000000
        PA
        USD
        74782.50000000
        0.001612729556
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2024-04-22
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)
        54930076J6KDZL504O62
        iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan
        45174UAF5
        
          
        
        221774.33000000
        PA
        USD
        220071.10000000
        0.004745965533
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-01
          Floating
          3.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street CLO XVI, LTD.
        N/A
        Sixth Street CLO XVII Ltd
        83012FAG3
        
          
        
        2400000.00000000
        PA
        USD
        2390752.80000000
        0.051558020968
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          3.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESOR
        BW4532OH033VURR0IT68
        Marriott Ownership Resorts Inc
        57164PAG1
        
          
        
        810000.00000000
        PA
        USD
        850743.00000000
        0.018346784089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C18
        90278PBB5
        
          
        
        44174852.74000000
        PA
        USD
        2769551.23000000
        0.059727036768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Variable
          1.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        245000.00000000
        PA
        USD
        250099.06000000
        0.005393536537
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2027-12-05
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI
        10554NAB4
        
          
        
        2058000.00000000
        PA
        USD
        2104922.40000000
        0.045393916609
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-20
          Fixed
          6.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULFPORT ENERGY OP CORP
        549300FJX18IDUFPHD40
        Gulfport Energy Operating Corp
        402635AR7
        
          
        
        942660.00000000
        PA
        USD
        1043534.05000000
        0.022504438949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDEPENDENCE ENERGY FIN
        54930061FUL6DBLFUW14
        Independence Energy Finance LLC
        45344LAA1
        
          
        
        2362000.00000000
        PA
        USD
        2458865.62000000
        0.053026914867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        2144361.00000000
        PA
        USD
        1771778.28000000
        0.038209463442
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        1053000.00000000
        PA
        USD
        158497.56000000
        0.003418095138
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-03-23
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BONANZA CREEK ENERGY INC
        IIVIHPH28S64K95M2381
        Bonanza Creek Energy Inc
        097793AE3
        
          
        
        2069000.00000000
        PA
        USD
        2089772.76000000
        0.045067205517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS Group Holdings SA
        213800WOJR3Q33H3EB73
        INEOS Group Holdings SA
        000000000
        
          
        
        3215000.00000000
        PA
        
        3718435.02000000
        0.080190285976
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        645000000.00000000
        PA
        
        33198874.95000000
        0.715953690736
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B4VV5
        
          
        
        647396.71000000
        PA
        USD
        102430.01000000
        0.002208964725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Floating
          5.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        IS2C4G6 ALLIANCE
        000000000
        
          
        
        -24617000.00000000
        NC
        USD
        -91050.90000000
        -0.00196356737
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    IRS Swap
                    N/A
                    
                      
                    
                    24617000.00000000
                    OU
                    Notional Amount
                    N/A
                    -91050.90000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2031-11-24
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  24617000.00000000
                  USD
                
              
            
            1.00000000
            1.67500000
            USD
            2021-11-22
            XXXX
            114501.05000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
        
        696000.00000000
        PA
        USD
        845640.00000000
        0.018236734827
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300BSYX29G4VVM177
        Wells Fargo Commercial Mortgage Trust 2016-C36
        95000MBS9
        
          
        
        46938025.52000000
        PA
        USD
        2341911.76000000
        0.050504734587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-15
          Variable
          1.24500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) DEC21
        000000000
        
          
        
        -3971.00000000
        NC
        USD
        6521227.73000000
        0.140634195238
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVZ1 Comdty
              
            
            2021-12-31
            -489990477.73000000
            USD
            6521227.73000000
          
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAB6
        
          
        
        6529000.00000000
        PA
        USD
        6563734.28000000
        0.141550874535
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        2485000.00000000
        PA
        USD
        2592631.56000000
        0.055911657756
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2025-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        York CLO Ltd
        25490036G9JNQQPHIX69
        York CLO-7 Ltd
        98625DAA8
        
          
        
        4400000.00000000
        PA
        USD
        4401689.60000000
        0.094925081628
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-22
          Floating
          1.49800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AF3
        
          
        
        9553000.00000000
        PA
        USD
        9935024.47000000
        0.214254773619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        693000.00000000
        PA
        USD
        800415.00000000
        0.017261430522
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2030-10-14
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endurance International Group Holdings, Inc.
        549300UTQC2651SB0W88
        Endurance International Group Holdings, Inc. Initial Term Loan
        000000000
        
          
        
        9735600.00000000
        PA
        USD
        9561138.05000000
        0.206191688267
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-10
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        N/A
        OCP CLO 2021-21 Ltd
        671000AJ6
        
          
        
        4750000.00000000
        PA
        USD
        4738571.50000000
        0.102190142266
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          3.12600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING M
        549300ZVE6MONHB01I28
        Foundation Building Materials Inc
        350392AA4
        
          
        
        1143000.00000000
        PA
        USD
        1106744.04000000
        0.023867600372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        947000.00000000
        PA
        USD
        977834.32000000
        0.021087584786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604BQ5
        
          
        
        1203000.00000000
        PA
        USD
        1172949.06000000
        0.025295351418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-15
          Variable
          3.44600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV Financing, LLC
        N/A
        DIRECTV Financing, LLC Closing Date Term Loan
        25460HAB8
        
          
        
        2280000.00000000
        PA
        USD
        2281094.40000000
        0.049193171667
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HighTower Holdings LLC
        N/A
        HighTower Holdings LLC 2021 Term Loan B
        43117LAG8
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC GCB GULFPORT ENERG
        N/A
        ESC GCB GULFPORT ENERG
        402ESCAS6
        
          
        
        1351000.00000000
        PA
        USD
        74305.00000000
        0.001602431982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO PLATINUM ROAD PTE
        254900CW3HTAEZITE455
        Medco Platinum Road Pte Ltd
        58406HAA8
        
          
        
        1532000.00000000
        PA
        USD
        1595482.25000000
        0.034407533602
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-01-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -665203.79000000
        -0.01434551951
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            134121321571.22000000
            COP
            34927427.49000000
            USD
            2021-11-12
            -665203.79000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1ZNU3   CDS USD R F  3.00000 IS1ZNU3 CMBX / Short: IS1ZNU3   CDS USD P V 01MEVENT IS1ZNV4 CMBX
        000000000
        
          
        
        3000000.00000000
        OU
        Notional Amount
        USD
        -832250.00000000
        -0.01794797143
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -182714.83000000
            USD
            3000000.00000000
            USD
            -649535.17000000
          
        
        
          N
          N
          N
        
      
      
        ULKER BISKUVI SANAYI AS
        7890009HEU9BS7J3DA93
        Ulker Biskuvi Sanayi AS
        903742AA2
        
          
        
        609000.00000000
        PA
        USD
        638802.94000000
        0.013776169320
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2025-10-30
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEAR CORP
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BB0
        
          
        
        855000.00000000
        PA
        USD
        910771.65000000
        0.019641338003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-30
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B2A44
        
          
        
        10415205.92000000
        PA
        USD
        1922080.43000000
        0.041450819638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-25
          Floating
          6.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1T2L9   CDS USD R F  3.00000 IS1T2L9 CMBX / Short: IS1T2L9   CDS USD P V 01MEVENT IS1T2M0 CMBX
        000000000
        
          
        
        1529000.00000000
        OU
        Notional Amount
        USD
        -424170.08000000
        -0.00914748270
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -150026.26000000
            USD
            1529000.00000000
            USD
            -274143.82000000
          
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAF8
        
          
        
        1694000.00000000
        PA
        USD
        1798096.30000000
        0.038777027360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB Group PLC
        635400AKJBGNS5WNQL34
        AIB Group PLC
        00135TAB0
        
          
        
        5750000.00000000
        PA
        USD
        6116102.50000000
        0.131897426174
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-04-10
          Fixed
          4.26300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        205768AT1
        
          
        
        2852000.00000000
        PA
        USD
        2966507.80000000
        0.063974523570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC CB GULFPORT ENERGY
        N/A
        ESC CB GULFPORT ENERGY
        402ESCAP2
        
          
        
        236000.00000000
        PA
        USD
        12980.00000000
        0.000279921500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
        94986KAA4
        
          
        
        719387.04000000
        PA
        USD
        719938.95000000
        0.015525916138
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-28
          Variable
          2.71600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAX6
        
          
        
        3499000.00000000
        PA
        USD
        3996076.69000000
        0.086177795451
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-03-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HLTHCARE INVESTORS
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936BD1
        
          
        
        336000.00000000
        PA
        USD
        363216.00000000
        0.007832971331
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P869
        
          
        
        105.00000000
        NS
        USD
        1344.00000000
        0.000028984167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
        
        1325000.00000000
        PA
        USD
        1372488.00000000
        0.029598528581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Long: IS1HWL3   CDS USD R F  3.00000 IS1HWL3 CMBX / Short: IS1HWL3   CDS USD P V 01MEVENT IS1HWM4 CMBX
        000000000
        
          
        
        20000000.00000000
        OU
        Notional Amount
        USD
        -5548333.33000000
        -0.11965314279
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -2787400.80000000
            USD
            20000000.00000000
            USD
            -2760932.53000000
          
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAE0
        
          
        
        1990000.00000000
        PA
        USD
        2246431.40000000
        0.048445643240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          5.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        157000.00000000
        PA
        USD
        163243.89000000
        0.003520452597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        878000.00000000
        PA
        USD
        386320.00000000
        0.008331222977
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-08-13
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBRAER NETHERLANDS FINA
        724500PBR8LR26XBSP67
        Embraer Netherlands Finance BV
        29082HAC6
        
          
        
        2058000.00000000
        PA
        USD
        2280264.00000000
        0.049175263592
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-17
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCLAREN FINANCE PLC
        213800BKPDWMWX3GSG36
        Mclaren Finance PLC
        58175LAA8
        
          
        
        6471000.00000000
        PA
        USD
        6466729.14000000
        0.139458900391
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAH4
        
          
        
        4722000.00000000
        PA
        USD
        5246283.66000000
        0.113139260131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetSmart LLC
        N/A
        PetSmart LLC Initial Term Loan
        71677HAL9
        
          
        
        4359075.00000000
        PA
        USD
        4360644.27000000
        0.094039914418
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-11
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALLINCKRODT FIN/SB
        N/A
        Mallinckrodt International Finance SA / Mallinckrodt CB LLC
        561233AD9
        
          
        
        107000.00000000
        PA
        USD
        48026.95000000
        0.001035730040
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-10-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY PART LP/FIN CO
        N/A
        NGL Energy Partners LP / NGL Energy Finance Corp
        62913TAJ1
        
          
        
        1441000.00000000
        PA
        USD
        1390147.11000000
        0.029979357902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONANZA CREEK ENERGY INC
        IIVIHPH28S64K95M2381
        Bonanza Creek Energy Inc
        097793AD5
        
          
        
        55052.00000000
        PA
        USD
        55711.52000000
        0.001201452411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
        
        996000.00000000
        PA
        USD
        1032214.56000000
        0.022260327344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Transmission Ltd
        549300PLH866JQ6LXE52
        Adani Transmission Ltd
        000000000
        
          
        
        3064000.00000000
        PA
        USD
        3229264.50000000
        0.069641029722
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-08-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        977500.00000000
        0.021080374975
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2028-02-21
          Fixed
          6.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT OIL CO OF PERU
        549300SVO0550J3IKN50
        Hunt Oil Co of Peru LLC Sucursal Del Peru
        000000000
        
          
        
        1143000.00000000
        PA
        USD
        1123211.81000000
        0.024222737730
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-06-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAJ1
        
          
        
        1304000.00000000
        PA
        USD
        1300740.00000000
        0.028051239841
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0GM5
        
          
        
        1571366.68000000
        PA
        USD
        1674662.51000000
        0.036115103496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Floating
          8.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        297000.00000000
        PA
        USD
        298485.00000000
        0.006437008413
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2022-01-31
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS1V743   CDS USD R F  5.00000 IS1V743 CMBX / Short: IS1V743   CDS USD P V 01MEVENT IS1V754 CMBX
        000000000
        
          
        
        3605532.91000000
        OU
        Notional Amount
        USD
        -1580044.67000000
        -0.03407461291
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -674834.82000000
            USD
            3605532.91000000
            USD
            -905209.85000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810EY0
        
          
        
        39144000.00000000
        PA
        USD
        49248045.00000000
        1.062063688374
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AZ5
        
          
        
        2358000.00000000
        PA
        USD
        2684417.94000000
        0.057891086204
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2025-06-01
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DZ5
        
          
        
        8612000.00000000
        PA
        USD
        8039302.00000000
        0.173372379230
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
        46638UAT3
        
          
        
        2102999.00000000
        PA
        USD
        1882478.52000000
        0.040596780648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          4.67200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Subsea Communications Holding, Inc.
        5493003AYLUE132FIO27
        Crown Subsea Communications Holding, Inc. Initial Term Loan
        22860EAE2
        
          
        
        3966780.80000000
        PA
        USD
        3994865.61000000
        0.086151677783
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-04-27
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAW5
        
          
        
        3281000.00000000
        PA
        USD
        3330575.91000000
        0.071825871166
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        Arconic Corp
        03966VAB3
        
          
        
        1765000.00000000
        PA
        USD
        1853320.60000000
        0.039967972579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAS2
        
          
        
        2630000.00000000
        PA
        USD
        2841221.88000000
        0.061272657409
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F-BRASILE SPA/F-BRASILE
        N/A
        F-Brasile SpA / F-Brasile US LLC
        30191BAB7
        
          
        
        2778000.00000000
        PA
        USD
        2819725.56000000
        0.060809076349
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-08-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AL8
        
          
        
        2210000.00000000
        PA
        USD
        2684398.60000000
        0.057890669125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Long: IS1IMT4   CDS USD R F  3.00000 IS1IMT4 CMBX / Short: IS1IMT4   CDS USD P V 01MEVENT IS1IMU5 CMBX
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        -2774166.67000000
        -0.05982657150
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1529010.78000000
            USD
            10000000.00000000
            USD
            -1245155.89000000
          
        
        
          N
          N
          N
        
      
      
        Elmwood CLO VII Ltd.
        N/A
        Elmwood CLO VII Ltd
        29002QAG4
        
          
        
        4200000.00000000
        PA
        USD
        4223759.40000000
        0.091087909929
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-17
          Floating
          3.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        221597CP0
        
          
        
        4214000.00000000
        PA
        USD
        4320140.13000000
        0.093166418296
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2031-02-19
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAD3
        
          
        
        1485000.00000000
        PA
        USD
        1507289.85000000
        0.032505611492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L93
        
          
        
        225418000.00000000
        PA
        
        177882778.89000000
        3.836149033859
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-09-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FB9
        
          
        
        398326900.00000000
        PA
        USD
        509236046.22000000
        10.98198138630
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Securities (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        REVERSE REPO FIRST BOSTON
        000000000
        
          
        
        -3108865.50000000
        PA
        USD
        -3108865.50000000
        -0.06704455292
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.25000000
          2023-09-29
          
            
              2797000.00000000
              USD
              3108865.50000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        250527000.00000000
        PA
        
        43394903.49000000
        0.935837173988
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2023-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BS1LWO8   IRS USD R V 03MLIBOR IS1LWP9 CCPVANILLA / Short: BS1LWO8   IRS USD P F  2.85000 IS1LWO8 CCPVANILLA
        000000000
        
          
        
        109350000.00000000
        OU
        Notional Amount
        USD
        -3899309.15000000
        -0.08409094529
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-04-20
            0.00000000
            USD
            0.00000000
            USD
            109350000.00000000
            USD
            -3899309.15000000
          
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        204000.00000000
        PA
        USD
        104040.00000000
        0.002243685127
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2023-11-07
          Fixed
          7.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAU5
        
          
        
        1242000.00000000
        PA
        USD
        1251252.90000000
        0.026984020788
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-26
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC NETWORKS INC
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAF0
        
          
        
        4309000.00000000
        PA
        USD
        4246045.51000000
        0.091568523285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        DBWF 2018-GLKS Mortgage Trust
        23307GAN6
        
          
        
        1993895.00000000
        PA
        USD
        1983873.88000000
        0.042783432525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-19
          Floating
          3.09800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DZ5
        
          
        
        891000.00000000
        PA
        USD
        1113937.11000000
        0.024022723250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        92824BAA4
        
          
        
        4738000.00000000
        PA
        USD
        47498.45000000
        0.001024332620
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2018-01-28
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
        
        1356000.00000000
        PA
        USD
        1362861.36000000
        0.029390924304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78471RAC0
        
          
        
        548000.00000000
        PA
        USD
        563694.72000000
        0.012156415415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AP4
        
          
        
        1135000.00000000
        PA
        USD
        1126487.50000000
        0.024293379953
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FINANCE LTD
        N/A
        OEC Finance Ltd
        67614CAE0
        
          
        
        1129994.00000000
        PA
        USD
        87913.53000000
        0.001895908110
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2033-12-27
          Fixed
          5.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKET
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00775PAA5
        
          
        
        5620000.00000000
        PA
        USD
        5863121.20000000
        0.126441732398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        N/A
        EXIDE TECHNOLOGIES
        000000000
        
          
        
        932856.00000000
        PA
        USD
        0.01000000
        0.000000000215
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-31
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PICAU HOLD LLC/HOLD CORP
        N/A
        PIC AU Holdings LLC / PIC AU Holdings Corp
        69291BAA6
        
          
        
        1158000.00000000
        PA
        USD
        1185120.36000000
        0.025557832817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FJ2
        
          
        
        47418000.00000000
        PA
        USD
        63725346.56000000
        1.374275397337
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        1654000.00000000
        PA
        USD
        1737527.00000000
        0.037470814004
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Energy Offshore Services AS
        5967007LIEEXZXGIQ006
        Golden Energy Offshore Services AS
        000000000
        
          
        
        1497659.00000000
        NS
        
        144484.68000000
        0.003115898959
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAG5
        
          
        
        2587000.00000000
        PA
        USD
        2700828.00000000
        0.058244979010
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2025-04-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAA1
        
          
        
        886000.00000000
        PA
        USD
        924374.88000000
        0.019934699834
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2025-02-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAL5
        
          
        
        2161000.00000000
        PA
        USD
        1912485.00000000
        0.041243888423
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2029-04-07
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        1762772.00000000
        PA
        USD
        1895861.29000000
        0.040885388126
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2025-06-30
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dufry One BV
        7245003K5MN9U7XW0808
        Dufry One BV
        000000000
        
          
        
        1810000.00000000
        PA
        
        2061790.39000000
        0.044463748891
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA SCE GRP HLDGS LTD
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd
        000000000
        
          
        
        468000.00000000
        PA
        USD
        379080.00000000
        0.008175088026
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-09-29
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGAN GROUP CO LTD
        549300NJ0E6Q0S1VOG90
        Logan Group Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        169000.00000000
        0.003644586568
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2028-01-13
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        SASOL Financing USA LLC
        80386WAA3
        
          
        
        1467000.00000000
        PA
        USD
        1545117.75000000
        0.033321392890
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2007-AR4
        17311WAA5
        
          
        
        116559.25000000
        PA
        USD
        117225.56000000
        0.002528039653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOUR ENERGY PLC
        213800YPC42DYBKVPF97
        Harbour Energy PLC
        411618AB7
        
          
        
        2591000.00000000
        PA
        USD
        2593539.18000000
        0.055931231127
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 78 CLO Ltd
        26253LAG7
        
          
        
        6823635.00000000
        PA
        USD
        6834177.52000000
        0.147383145542
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          3.12200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        48128KAV3
        
          
        
        10580338.54000000
        PA
        USD
        467087.03000000
        0.010073012520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Variable
          1.12800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAD7
        
          
        
        150000.00000000
        PA
        USD
        154207.50000000
        0.003325577415
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-01-23
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EC FINANCE PLC
        213800NKPB53RHYDQE45
        EC Finance PLC
        000000000
        
          
        
        869000.00000000
        PA
        
        1015794.91000000
        0.021906227724
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        428000.00000000
        PA
        USD
        175480.00000000
        0.003784331663
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-01-13
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        2188000.00000000
        PA
        USD
        2226486.92000000
        0.048015528542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAU4
        
          
        
        1832000.00000000
        PA
        USD
        2257445.36000000
        0.048683165907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding Ltd
        549300240JJHXVLBXB20
        Halcyon Loan Advisors Funding 2018-1 Ltd
        40538TAC7
        
          
        
        1825866.00000000
        PA
        USD
        1825944.51000000
        0.039377590746
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-21
          Floating
          1.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ62
        
          
        
        7250000.00000000
        PA
        USD
        7560254.33000000
        0.163041428320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0RJ0
        
          
        
        4550000.00000000
        PA
        USD
        4836057.14000000
        0.104292478682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          4.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULFPORT ENERGY CORP
        549300FJX18IDUFPHD40
        Gulfport Energy Operating Corp
        402635601
        
          
        
        108.00000000
        NS
        USD
        631800.00000000
        0.013625146710
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Univision Communications Inc.
        549300YQDE2JSGTL8V47
        Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan
        914908AX6
        
          
        
        920231.06000000
        PA
        USD
        919274.02000000
        0.019824696722
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-15
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP IRON ORE LLC
        N/A
        ERP IRON ORE LLC
        26886EAB9
        
          
        
        118241.55000000
        PA
        USD
        89745.34000000
        0.001935412193
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2019-12-31
          None
          0.00000000
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AJ8
        
          
        
        886000.00000000
        PA
        USD
        983858.70000000
        0.021217504162
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verscend Escrow Corp
        N/A
        Verscend Escrow Corp
        92535WAA8
        
          
        
        4000000.00000000
        PA
        USD
        4238160.00000000
        0.091398467523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAMS HOMES INC
        N/A
        Adams Homes Inc
        00623PAA9
        
          
        
        2232000.00000000
        PA
        USD
        2334002.40000000
        0.050334164485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AC8
        
          
        
        1525000.00000000
        PA
        USD
        1570887.25000000
        0.033877127645
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS21ZX7   CDS USD R F  3.00000 IS21ZX7 CMBX / Short: IS21ZX7   CDS USD P V 01MEVENT IS21ZY8 CMBX
        000000000
        
          
        
        2227000.00000000
        OU
        Notional Amount
        USD
        -617806.92000000
        -0.01332337753
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -531419.83000000
            USD
            2227000.00000000
            USD
            -86387.09000000
          
        
        
          N
          N
          N
        
      
      
        Staples Inc
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AP7
        
          
        
        1108000.00000000
        PA
        USD
        1057707.88000000
        0.022810106111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC CB GULFPORT ENERGY
        N/A
        ESC CB GULFPORT ENERGY
        402ESCAT4
        
          
        
        1194000.00000000
        PA
        USD
        65670.00000000
        0.001416213017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        000000000
        
          
        
        100000.00000000
        PA
        
        116235.79000000
        0.002506694668
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A9SC0
        
          
        
        29899812.38000000
        PA
        USD
        30926494.20000000
        0.666948434167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        549300JQT6ATTUNS5E06
        Hub International Limited B-3 Incremental Term Loan
        44332EAU0
        
          
        
        2840869.98000000
        PA
        USD
        2837318.89000000
        0.061188487084
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-25
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT Credit Risk Transfer Trust
        N/A
        PMT Credit Risk Transfer Trust 2019-3R
        69349MAA4
        
          
        
        635760.58000000
        PA
        USD
        635942.47000000
        0.013714481565
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-10-27
          Floating
          2.78800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        3879188.00000000
        PA
        USD
        2555415.10000000
        0.055109062429
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAL8
        
          
        
        2642000.00000000
        PA
        USD
        2580362.14000000
        0.055647060340
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESAS PUBLIC MEDELLIN
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        29246BAE8
        
          
        
        3775000.00000000
        PA
        USD
        3668356.25000000
        0.079110307204
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2029-07-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BD6
        
          
        
        6567000.00000000
        PA
        USD
        7228953.60000000
        0.155896728966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAB9
        
          
        
        4272000.00000000
        PA
        USD
        4574511.00000000
        0.098652078984
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2029-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058AD2
        
          
        
        844000.00000000
        PA
        USD
        846413.84000000
        0.018253423152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-20
          Variable
          3.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        549300G18KVCW7VUKI86
        Rockford Tower CLO 2017-2 Ltd
        77340GAQ4
        
          
        
        4444250.00000000
        PA
        USD
        4444907.75000000
        0.095857107006
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          2.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMA METRO LINE 2 FIN LT
        5493009BVQNQT1UKQ352
        Lima Metro Line 2 Finance Ltd
        532522AB5
        
          
        
        377736.44000000
        PA
        USD
        402643.44000000
        0.008683247771
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2036-04-05
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAD2
        
          
        
        937000.00000000
        PA
        USD
        939782.89000000
        0.020266982829
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -7734316.14000000
        -0.16679517586
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            290541322.98000000
            CAD
            227024800.93000000
            USD
            2021-11-19
            -7734316.14000000
          
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBL5
        
          
        
        1287000.00000000
        PA
        USD
        1418544.27000000
        0.030591759724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2D5
        
          
        
        7434000.00000000
        PA
        USD
        7259765.63000000
        0.156561208911
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Medical Response, Inc.
        549300ZFWD4ZFCEJCQ87
        Global Medical Response, Inc. 2018 New Term Loan
        00169QAD1
        
          
        
        1143139.10000000
        PA
        USD
        1137103.33000000
        0.024522316707
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-14
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        2168000.00000000
        PA
        USD
        2041714.00000000
        0.044030789474
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Balboa Bay Loan Funding Ltd
        549300G0EX8VHFWPJW18
        Balboa Bay Loan Funding 2021-1 Ltd
        05765XAJ0
        
          
        
        2750000.00000000
        PA
        USD
        2750236.50000000
        0.059310503007
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          3.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANIJAY ENTERTAINMENT
        969500CE0IE2EZ5VBG13
        Banijay Entertainment SASU
        060335AA4
        
          
        
        1955000.00000000
        PA
        USD
        2012261.95000000
        0.043395638316
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300W2612MGSLICQ35
        Marlette Funding Trust 2019-3
        57109MAC5
        
          
        
        4413000.00000000
        PA
        USD
        4469272.37000000
        0.096382544680
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-17
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        3816000.00000000
        PA
        USD
        3859349.76000000
        0.083229197033
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2031-04-08
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAA9
        
          
        
        1265000.00000000
        PA
        USD
        1341671.65000000
        0.028933955473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re 2018-1 Ltd.
        549300BLEDGL5R7YKU33
        Eagle RE 2018-1 Ltd
        269826AA1
        
          
        
        513162.91000000
        PA
        USD
        513671.92000000
        0.011077643670
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-11-25
          Floating
          1.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -238365.97000000
        -0.00514050540
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            14424185.39000000
            USD
            12270043.12000000
            EUR
            2021-11-08
            -238365.97000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS220T1   CDS USD R F  3.00000 IS220T1 CMBX / Short: IS220T1   CDS USD P V 01MEVENT IS220U2 CMBX
        000000000
        
          
        
        1187000.00000000
        OU
        Notional Amount
        USD
        -329293.58000000
        -0.00710141395
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -308998.82000000
            USD
            1187000.00000000
            USD
            -20294.76000000
          
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        222000.00000000
        PA
        USD
        99900.00000000
        0.002154403539
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-05-24
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AB3
        
          
        
        1513000.00000000
        PA
        USD
        1632920.38000000
        0.035214909375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
        
        2874000.00000000
        PA
        USD
        2921104.86000000
        0.062995381882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2011-GC5
        36191YAL2
        
          
        
        14024530.00000000
        PA
        USD
        6731774.40000000
        0.145174760715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-08-10
          Variable
          5.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475AK1
        
          
        
        1247000.00000000
        PA
        USD
        1251314.62000000
        0.026985351817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Variable
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RONSHINE CHINA
        549300GNBBT32SFSEC47
        Ronshine China Holdings Ltd
        000000000
        
          
        
        1355000.00000000
        PA
        USD
        542423.44000000
        0.011697687478
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-01-25
          Fixed
          7.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AD7
        
          
        
        5333000.00000000
        PA
        USD
        5880645.77000000
        0.126819660283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        1729000.00000000
        PA
        USD
        1656922.31000000
        0.035732525421
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2038-02-23
          Fixed
          7.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH ACQUISITION HOLDINGS
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AD4
        
          
        
        1698000.00000000
        PA
        USD
        1687370.52000000
        0.036389159369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290CA9
        
          
        
        2796000.00000000
        PA
        USD
        2885539.10000000
        0.062228384893
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-06-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Talen Energy Supply LLC
        K5K33XN0PQAU1XF7NN66
        Talen Energy Supply LLC
        87422VAF5
        
          
        
        850000.00000000
        PA
        USD
        814070.50000000
        0.017555919586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        2310000.00000000
        PA
        USD
        2476464.38000000
        0.053406442703
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1HRO1   CDS USD R F  5.00000 IS1HRO1 CMBX / Short: IS1HRO1   CDS USD P V 01MEVENT IS1HRP2 CMBX
        000000000
        
          
        
        15872810.28000000
        OU
        Notional Amount
        USD
        -6955906.37000000
        -0.15000830135
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BB.6
                137BEMAE8
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -3460671.51000000
            USD
            15872810.28000000
            USD
            -3495234.86000000
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAN5
        
          
        
        861000.00000000
        PA
        USD
        997675.14000000
        0.021515463994
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAGUAR LAND ROVER AUTOMO
        529900L73GEWN1O5NH84
        Jaguar Land Rover Automotive PLC
        47010BAM6
        
          
        
        4207000.00000000
        PA
        USD
        4059460.51000000
        0.087544705623
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBN4
        
          
        
        5400000.00000000
        PA
        USD
        6121710.00000000
        0.132018355282
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunshine Mid BV
        724500YPEUZJGV4VB176
        Sunshine Mid BV
        000000000
        
          
        
        2077000.00000000
        PA
        
        2471265.33000000
        0.053294322065
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YANGO JUSTICE INTL
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd
        000000000
        
          
        
        215000.00000000
        PA
        USD
        53750.00000000
        0.001159151053
        Long
        DBT
        
        HK
        
        N
        
        2
        
          2022-03-18
          Fixed
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YB0
        
          
        
        14594800.00000000
        PA
        USD
        14777235.00000000
        0.318679953855
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAZ7
        
          
        
        140609.56000000
        PA
        USD
        141158.47000000
        0.003044167241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Floating
          4.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1KJL1   CDS USD R F  2.00000 IS1KJL1 CMBX / Short: IS1KJL1   CDS USD P V 01MEVENT IS1KJM2 CMBX
        000000000
        
          
        
        6500000.00000000
        OU
        Notional Amount
        USD
        -651372.22000000
        -0.01404723339
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -338648.43000000
            USD
            6500000.00000000
            USD
            -312723.79000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HY4
        17025RAA3
        
          
        
        188682.45000000
        PA
        USD
        181683.78000000
        0.003918119907
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-25
          Variable
          2.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA H
        N/A
        SCIL IV LLC / SCIL USA Holdings LLC
        78397UAA8
        
          
        
        3282000.00000000
        PA
        USD
        3317412.78000000
        0.071542000357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITHACA ENERGY NORTH
        213800BMMUN3AKWBIO91
        Ithaca Energy North Sea PLC
        46567TAB0
        
          
        
        2194000.00000000
        PA
        USD
        2261662.96000000
        0.048774120986
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973833
        
          
        
        187450.00000000
        NS
        USD
        4757481.00000000
        0.102597936998
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEDCO PLATINUM ROAD PTE
        254900CW3HTAEZITE455
        Medco Platinum Road Pte Ltd
        000000000
        
          
        
        2299000.00000000
        PA
        USD
        2394264.81000000
        0.051633759574
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-01-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KWG GROUP HOLDINGS
        549300LK82ZOM9ZE7H90
        KWG Group Holdings Ltd
        000000000
        
          
        
        447000.00000000
        PA
        USD
        335250.00000000
        0.007229867734
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-08-10
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
        
        1459000.00000000
        PA
        USD
        1586487.42000000
        0.034213554687
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAD6
        
          
        
        2438981.73000000
        PA
        USD
        2517358.41000000
        0.054288347037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-25
          Floating
          4.48900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        4941000.00000000
        PA
        USD
        2494216.80000000
        0.053789284309
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBION FINANCING 1SARL /
        N/A
        Albion Financing 1 SARL / Aggreko Holdings Inc
        013304AA8
        
          
        
        2342000.00000000
        PA
        USD
        2363101.42000000
        0.050961702340
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AV7
        
          
        
        75000.00000000
        PA
        USD
        76302.75000000
        0.001645514661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
        
        4659000.00000000
        PA
        USD
        5450610.69000000
        0.117545695332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAD5
        
          
        
        3998000.00000000
        PA
        USD
        4415990.90000000
        0.095233497757
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        293000.00000000
        PA
        USD
        167010.00000000
        0.003601671022
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2023-04-24
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. Renal Care, Inc.
        54930058SS5MF69JGN89
        U.S. Renal Care, Inc. Initial Term Loan
        90290PAN4
        
          
        
        5931463.54000000
        PA
        USD
        5888460.43000000
        0.126988188122
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-26
          Floating
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAK4
        
          
        
        2420000.00000000
        PA
        USD
        2348150.20000000
        0.050639270295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Funding Ltd
        549300TSXHL7X0727895
        Lamar Funding Ltd
        000000000
        
          
        
        3297000.00000000
        PA
        USD
        3284224.13000000
        0.070826267173
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-07
          Fixed
          3.95800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320AN2
        
          
        
        4029000.00000000
        PA
        USD
        4294390.23000000
        0.092611106227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAC6
        
          
        
        4017000.00000000
        PA
        USD
        4302448.02000000
        0.092784877311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAHAM PACKAGING/GPC CAP
        N/A
        Graham Packaging Co Inc
        384701AA6
        
          
        
        454000.00000000
        PA
        USD
        467075.20000000
        0.010072757399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EA9
        
          
        
        891000.00000000
        PA
        USD
        1208338.56000000
        0.026058547254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        Diamond BC BV
        25257DAA6
        
          
        
        1004000.00000000
        PA
        USD
        1011811.12000000
        0.021820314898
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGOLINO DE OLIVEIRA FI
        N/A
        Virgolino de Oliveira Finance SA
        92824DAB8
        
          
        
        750000.00000000
        PA
        USD
        93750.00000000
        0.002021775093
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2020-01-13
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) DEC21
        000000000
        
          
        
        -1271.00000000
        NC
        USD
        1180054.87000000
        0.025448592481
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUZ1 Comdty
              
            
            2021-12-31
            -279846804.87000000
            USD
            1180054.87000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HKK5
        
          
        
        2673000.00000000
        PA
        USD
        2689545.87000000
        0.058001673096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Variable
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B4ZB7
        
          
        
        4122927.47000000
        PA
        USD
        837410.27000000
        0.018059255753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Denbury Inc
        549300KCWA5W52MS5559
        Denbury Inc
        24790A101
        
          
        
        13032.00000000
        NS
        USD
        1103289.12000000
        0.023793092946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KAR Auction Services Inc
        5493004HKD20LBSG7D03
        KAR Auction Services Inc
        48238TAA7
        
          
        
        75000.00000000
        PA
        USD
        75352.50000000
        0.001625021949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMA METRO LINE 2 FIN LT
        5493009BVQNQT1UKQ352
        Lima Metro Line 2 Finance Ltd
        000000000
        
          
        
        1671616.70000000
        PA
        USD
        1925702.44000000
        0.041528930460
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2034-07-05
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AVIATION FIN
        N/A
        Castlelake Aviation Finance DAC
        14856HAA6
        
          
        
        3299000.00000000
        PA
        USD
        3290488.58000000
        0.070961363802
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Commercial Mortgage Trust
        N/A
        Banc of America Commercial Mortgage Trust 2016-UBS10
        06054MAK9
        
          
        
        372000.00000000
        PA
        USD
        402805.58000000
        0.008686744417
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-15
          Variable
          4.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAQ4
        
          
        
        678000.00000000
        PA
        USD
        716279.88000000
        0.015447006094
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2018-3
        33844PAG0
        
          
        
        670000.00000000
        PA
        USD
        696708.75000000
        0.015024942913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUE RACER MID LLC/FINAN
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        095796AH1
        
          
        
        2125000.00000000
        PA
        USD
        2284290.00000000
        0.049262086702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coral-US Co-Borrower LLC
        N/A
        Coral-US Co-Borrower LLC Term B-6 Loan
        000000000
        
          
        
        1550000.00000000
        PA
        USD
        1538654.00000000
        0.033181998237
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Floating
          3.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1GMG5   CDS USD R F  3.00000 IS1GMG5 CMBX / Short: IS1GMG5   CDS USD P V 01MEVENT IS1GMH6 CMBX
        000000000
        
          
        
        9220000.00000000
        OU
        Notional Amount
        USD
        -2557781.67000000
        -0.05516009893
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1075675.54000000
            USD
            9220000.00000000
            USD
            -1482106.13000000
          
        
        
          N
          N
          N
        
      
      
        GLATFELTER
        549300LDQLQBT38QDY28
        Glatfelter Corp
        377320AA4
        
          
        
        1687000.00000000
        PA
        USD
        1718614.38000000
        0.037062951987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILE ELEC PEC SPA
        N/A
        Chile Electricity PEC SpA
        000000000
        
          
        
        3169000.00000000
        PA
        USD
        2577387.31000000
        0.055582906343
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT Credit Risk Transfer Trust
        N/A
        PMT Credit Risk Transfer Trust 2019-1R
        73021CAA3
        
          
        
        1327729.12000000
        PA
        USD
        1327841.58000000
        0.028635701702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-03-27
          Floating
          2.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VII Ltd
        67108WBL2
        
          
        
        1000000.00000000
        PA
        USD
        985173.00000000
        0.021245847831
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-17
          Floating
          3.12200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KE8
        
          
        
        6209700.52000000
        PA
        USD
        6444750.73000000
        0.138984922771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-25
          Floating
          5.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CB OFFSHORE GROUP INVT
        N/A
        CB OFFSHORE GROUP INVT
        676ESCAM8
        
          
        
        3068000.00000000
        PA
        USD
        0.03000000
        0.000000000646
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-04-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBC4
        
          
        
        1074000.00000000
        PA
        USD
        1147367.63000000
        0.024743672505
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street CLO XVI, LTD.
        N/A
        Sixth Street CLO
        83012QAG9
        
          
        
        3250000.00000000
        PA
        USD
        3250585.00000000
        0.070100819118
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          3.18200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        N/A
        HSBC Holdings PLC
        000000000
        
          
        
        558000.00000000
        PA
        
        696522.75000000
        0.015020931712
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-29
          Fixed
          6.00000000
          N
          N
          N
          N
          Y
          
            
              HSBC Holdings PLC
              HSBC Holdings PLC
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505EU4
        
          
        
        2526000.00000000
        PA
        USD
        2907754.38000000
        0.062707470757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-10
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2017-CD3 Mortgage Trust
        12515GAJ6
        
          
        
        14120673.04000000
        PA
        USD
        621343.50000000
        0.013399646003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-10
          Variable
          0.97700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31374TAT6
        
          
        
        2910.99000000
        PA
        USD
        3155.66000000
        0.000068053704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTALLED BUILDING PRODU
        549300I95Y9P9YM5FI86
        Installed Building Products Inc
        45780RAA9
        
          
        
        846000.00000000
        PA
        USD
        887868.54000000
        0.019147418671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RAV5
        
          
        
        1700000.00000000
        PA
        USD
        1849566.00000000
        0.039887002374
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        250000.00000000
        PA
        USD
        102500.00000000
        0.002210474102
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-08-12
          Fixed
          7.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        1149000.00000000
        PA
        USD
        1112588.19000000
        0.023993632980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Outdoors Group, LLC
        549300IYLDI2E8I2AU46
        Great Outdoors Group, LLC Term B-1 Loan
        07014QAM3
        
          
        
        1201371.84000000
        PA
        USD
        1204122.98000000
        0.025967635738
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-06
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE15 Mortgage Trust
        12591RBB5
        
          
        
        33647797.75000000
        PA
        USD
        494710.11000000
        0.010668720841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          0.71100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE27 Mortgage Trust
        12635QBH2
        
          
        
        6384709.07000000
        PA
        USD
        201491.84000000
        0.004345292625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Variable
          0.91300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER
        959800HLB3PGTGSLVV62
        Grifols Escrow Issuer SA
        39843UAA0
        
          
        
        1399000.00000000
        PA
        USD
        1421719.76000000
        0.030660241074
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        205000.00000000
        PA
        USD
        143500.00000000
        0.003094663743
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-07-09
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ACFU0
        
          
        
        2266820.79000000
        PA
        USD
        441469.02000000
        0.009520544738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Floating
          6.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2020-1 Ltd
        43731WAD7
        
          
        
        4734000.00000000
        PA
        USD
        4887529.77000000
        0.105402516882
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2030-10-25
          Floating
          5.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        56000.00000000
        0.001207673655
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-06-01
          Fixed
          11.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        13565000.00000000
        PA
        USD
        13314047.50000000
        0.287125436046
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900SCWI9IDKK5LV64
        Bellemeade Re 2019-3 Ltd
        07877GAC3
        
          
        
        15567000.00000000
        PA
        USD
        15566993.77000000
        0.335711576373
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2029-07-25
          Floating
          2.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        1919000.00000000
        PA
        USD
        1774364.97000000
        0.038265246966
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paysafe Ltd
        N/A
        Paysafe Ltd
        000000000
        
          
        
        100908.00000000
        NS
        USD
        787082.40000000
        0.016973904990
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        543000.00000000
        PA
        
        626276.76000000
        0.013506034720
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        403000.00000000
        PA
        USD
        418626.33000000
        0.009027928399
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAS7
        
          
        
        2404000.00000000
        PA
        USD
        2683753.48000000
        0.057876756725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE ENERGIA CHILE SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        000000000
        
          
        
        6432000.00000000
        PA
        USD
        6427176.00000000
        0.138605913156
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-28
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWERLONG REAL ESTATE
        549300R3K12EPXCGDP22
        Powerlong Real Estate Holdings Ltd
        000000000
        
          
        
        403000.00000000
        PA
        USD
        360685.00000000
        0.007778388795
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-04-30
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        2496000.00000000
        PA
        USD
        2438791.68000000
        0.052594008286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        549300ICATMFOKQ20083
        Marlette Funding Trust 2018-3
        57109FAC0
        
          
        
        2168853.84000000
        PA
        USD
        2171945.32000000
        0.046839306159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AR5
        
          
        
        236000.00000000
        PA
        USD
        266646.96000000
        0.005750401946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLPL Capital Pte Ltd
        254900VXZ8FXTUQNON22
        LLPL Capital Pte Ltd
        50201PAA4
        
          
        
        1102941.00000000
        PA
        USD
        1265142.26000000
        0.027283553184
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2039-02-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282N9
        
          
        
        304188100.00000000
        PA
        USD
        315975388.88000000
        6.814199161601
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAJ9
        
          
        
        1205000.00000000
        PA
        USD
        1305768.13000000
        0.028159674486
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2025-04-27
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA SCE GRP HLDGS LTD
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd
        000000000
        
          
        
        1319000.00000000
        PA
        USD
        1009035.00000000
        0.021760446202
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-02-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAQ1
        
          
        
        717000.00000000
        PA
        USD
        743385.60000000
        0.016031557236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONITRONICS
        N/A
        MONITRONICS
        000000000
        
          
        
        34245.00000000
        NS
        USD
        205470.00000000
        0.004431084036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AT8
        
          
        
        2501000.00000000
        PA
        USD
        2996047.94000000
        0.064611574443
        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
        
          
        
        1380000.00000000
        PA
        USD
        1417346.25000000
        0.030565923702
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        2215000.00000000
        PA
        USD
        2445537.20000000
        0.052739479479
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0DZ9
        
          
        
        2034552.80000000
        PA
        USD
        2072635.56000000
        0.044697631500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-25
          Floating
          11.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAZ4
        
          
        
        4399000.00000000
        PA
        USD
        4643144.50000000
        0.100132201660
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2024-03-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBB INTL SUKUK PRGM SPC
        5493006IRJ2IWXTNIM16
        CBB International Sukuk Programme Co WLL
        05675M2B9
        
          
        
        2362000.00000000
        PA
        USD
        2556569.75000000
        0.055133963150
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2024-11-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ComEd Financing III
        N/A
        ComEd Financing III
        20035AAA2
        
          
        
        3462000.00000000
        PA
        USD
        4251405.24000000
        0.091684109084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BF3
        
          
        
        459000.00000000
        PA
        USD
        417901.14000000
        0.009012289241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NX3
        
          
        
        1168083.00000000
        PA
        USD
        1205661.52000000
        0.026000815278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1IED2   CDS USD R F  3.00000 IS1IED2 CMBX / Short: IS1IED2   CDS USD P V 01MEVENT IS1IEE3 CMBX
        000000000
        
          
        
        8827000.00000000
        OU
        Notional Amount
        USD
        -2448756.92000000
        -0.05280891467
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1400833.57000000
            USD
            8827000.00000000
            USD
            -1047923.35000000
          
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAB0
        
          
        
        2392000.00000000
        PA
        USD
        2439911.76000000
        0.052618163485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP World Crescent Ltd
        000000000
        
          
        
        296000.00000000
        PA
        USD
        314592.50000000
        0.006784376331
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-07-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -4773726.68000000
        -0.10294828485
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            150951850.22000000
            AUD
            108783601.81000000
            USD
            2021-11-09
            -4773726.68000000
          
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428102AE7
        
          
        
        636000.00000000
        PA
        USD
        636343.44000000
        0.013723128724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        1113751.00000000
        PA
        USD
        665466.22000000
        0.014351178977
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        799000.00000000
        PA
        USD
        835977.72000000
        0.018028361952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain Fuji US Clo II Ltd
        09629HAA2
        
          
        
        3300000.00000000
        PA
        USD
        3256377.30000000
        0.070225733548
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          6.28200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
        46639EAR2
        
          
        
        830721.00000000
        PA
        USD
        634662.54000000
        0.013686879105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Variable
          4.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAD3
        
          
        
        1592000.00000000
        PA
        USD
        1700383.36000000
        0.036669789084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwoods Capital Ltd
        549300R06FSYRU75ZW78
        Northwoods Capital XII-B Ltd
        66858CAE7
        
          
        
        1350000.00000000
        PA
        USD
        1323842.40000000
        0.028549456981
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-06-15
          Floating
          1.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO OAK TREE PTE LTD
        254900AU06KP3JTGZL51
        Medco Oak Tree Pte Ltd
        000000000
        
          
        
        1031000.00000000
        PA
        USD
        1102203.44000000
        0.023769679605
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4AA2
        
          
        
        4000000.00000000
        PA
        USD
        5759400.00000000
        0.124204922384
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        819000.00000000
        PA
        USD
        896037.19000000
        0.019323580518
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-10-12
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        438180AH4
        
          
        
        1555000.00000000
        PA
        USD
        1623808.75000000
        0.035018411598
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2027-01-19
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        11122000.00000000
        PA
        USD
        10818230.38000000
        0.233301639873
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2049-11-26
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PED6
        
          
        
        9442000.00000000
        PA
        USD
        9541141.00000000
        0.205760439866
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LTD
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAE1
        
          
        
        895000.00000000
        PA
        USD
        881183.44000000
        0.019003250472
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust
        N/A
        JPMDB Commercial Mortgage Securities Trust 2019-COR6
        48129RBC8
        
          
        
        37175840.83000000
        PA
        USD
        2232758.69000000
        0.048150783032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-13
          Variable
          0.93800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        37957600.00000000
        PA
        USD
        32750291.75000000
        0.706279724430
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        217000.00000000
        PA
        USD
        217271.25000000
        0.004685585085
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2029-03-01
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B2ER9
        
          
        
        3138469.70000000
        PA
        USD
        760926.06000000
        0.016409827798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-25
          Floating
          6.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AU8
        
          
        
        185000.00000000
        PA
        USD
        230260.25000000
        0.004965700677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1PDS1   CDS USD R F  3.00000 IS1PDS1 CMBX / Short: IS1PDS1   CDS USD P V 01MEVENT IS1PDT2 CMBX
        000000000
        
          
        
        17343000.00000000
        OU
        Notional Amount
        USD
        -4811237.25000000
        -0.10375722283
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -2073306.63000000
            USD
            17343000.00000000
            USD
            -2737930.62000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX47
        
          
        
        6333000.00000000
        PA
        USD
        6515073.75000000
        0.140501480961
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-05-29
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW63
        
          
        
        4724000.00000000
        PA
        USD
        4918865.00000000
        0.106078279950
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2024-03-01
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        626132.00000000
        PA
        USD
        333415.29000000
        0.007190301110
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAA1
        
          
        
        4360000.00000000
        PA
        USD
        4745031.60000000
        0.102329458205
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-04
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2016-GS3
        36251PAF1
        
          
        
        30474749.16000000
        PA
        USD
        1472616.07000000
        0.031757850588
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Variable
          1.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38373MVE7
        
          
        
        149007.29000000
        PA
        USD
        338.37000000
        0.000007297152
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-16
          Variable
          0.11300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES FIN LLC / JFIN
        N/A
        Jefferies Finance LLC / JFIN Co-Issuer Corp
        47232MAF9
        
          
        
        578000.00000000
        PA
        USD
        586259.62000000
        0.012643041045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)DEC21
        000000000
        
          
        
        2436.00000000
        NC
        USD
        -3872213.85000000
        -0.08350661886
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYZ1 Comdty
              
            
            2021-12-21
            322265026.35000000
            USD
            -3872213.85000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS2BKS7   CDS USD R F  5.00000 IS2BKS7 CCPCDX / Short: SS2BKS7   CDS USD P V 03MEVENT IS2BKT8 CCPCDX
        000000000
        
          
        
        6120000.00000000
        OU
        Notional Amount
        USD
        577574.05000000
        0.012455731508
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S37.V1
                2I65BRYQ7
              
            
            Y
            
            sell protection
            2026-12-20
            563347.13000000
            USD
            0.00000000
            USD
            6120000.00000000
            USD
            14226.92000000
          
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBR9
        
          
        
        8825000.00000000
        PA
        USD
        9665493.00000000
        0.208442165481
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FT0
        
          
        
        17631000.00000000
        PA
        USD
        24220586.25000000
        0.522331498991
        Long
        DBT
        UST
        US
        N
        
        2
        
          2036-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1IDZ7   CDS USD R F  3.00000 IS1IDZ7 CMBX / Short: IS1IDZ7   CDS USD P V 01MEVENT IS1IE09 CMBX
        000000000
        
          
        
        6323000.00000000
        OU
        Notional Amount
        USD
        -1754105.58000000
        -0.03782834104
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -989218.01000000
            USD
            6323000.00000000
            USD
            -764887.57000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX21
        
          
        
        2597000.00000000
        PA
        USD
        2424948.75000000
        0.052295477181
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-01-15
          Fixed
          7.05300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABG2
        
          
        
        1042000.00000000
        PA
        USD
        1079522.42000000
        0.023280549777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAE5
        
          
        
        582000.00000000
        PA
        USD
        623979.66000000
        0.013456496378
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-01-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B2VX7
        
          
        
        11002455.19000000
        PA
        USD
        1996965.42000000
        0.043065759453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-25
          Floating
          6.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTICAL HOLDCO GMBH
        2549008GCHWX9EEMIS56
        Vertical Holdco GmbH
        92537VAA8
        
          
        
        1008000.00000000
        PA
        USD
        1068802.56000000
        0.023049369554
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-07-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1KUX0   CDS USD R F  2.00000 IS1KUX0 CMBX / Short: IS1KUX0   CDS USD P V 01MEVENT IS1KUY1 CMBX
        000000000
        
          
        
        1136000.00000000
        OU
        Notional Amount
        USD
        -113839.82000000
        -0.00245502413
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -44239.11000000
            USD
            1136000.00000000
            USD
            -69600.71000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A8R25
        
          
        
        26447649.39000000
        PA
        USD
        27440094.79000000
        0.591762135573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B6WF6
        
          
        
        3770010.36000000
        PA
        USD
        793422.43000000
        0.017110631547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-25
          Floating
          5.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLPL Capital Pte Ltd
        254900VXZ8FXTUQNON22
        LLPL Capital Pte Ltd
        000000000
        
          
        
        2026542.00000000
        PA
        USD
        2324570.33000000
        0.050130756227
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2039-02-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Securities (USA) Inc.
        CYYGQCGNHMHPSMRL3R97
        REVERSE REPO HSBC
        000000000
        
          
        
        -117700000.00000000
        PA
        USD
        -117700000.00000000
        -2.53827123740
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.08000000
          2023-08-18
          
            
              110000000.00000000
              USD
              117700000.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        RONSHINE CHINA
        549300GNBBT32SFSEC47
        Ronshine China Holdings Ltd
        000000000
        
          
        
        470000.00000000
        PA
        USD
        192846.88000000
        0.004158858867
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-08-05
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.)
        549300BIN4DWJG5VWF64
        Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2019 Term Loan
        81527CAM9
        
          
        
        2231025.94000000
        PA
        USD
        2224890.62000000
        0.047981103373
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-03
          Floating
          3.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        211000.00000000
        PA
        USD
        237362.34000000
        0.005118861516
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-02-19
          Fixed
          7.00000000
          N
          N
          N
          N
          Y
          
            
              UBS Group AG
              UBS Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR Grace Holdings LLC
        92943GAA9
        
          
        
        1194000.00000000
        PA
        USD
        1204077.36000000
        0.025966651915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Consumer Loan Program Trust
        N/A
        Sofi Consumer Loan Program 2018-2 Trust
        78471WAD7
        
          
        
        1400000.00000000
        PA
        USD
        1420447.14000000
        0.030632796259
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        84859BAA9
        
          
        
        449121.00000000
        PA
        USD
        502777.49000000
        0.010842698739
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FINANCE LTD
        N/A
        OEC Finance Ltd
        67614CAD2
        
          
        
        3647634.00000000
        PA
        USD
        278022.66000000
        0.005995725753
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-10-25
          Fixed
          4.37500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS BOND
        N/A
        Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
        43103QAA6
        
          
        
        1938321.00000000
        PA
        USD
        2051693.40000000
        0.044246001233
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JQK8
        
          
        
        724000.00000000
        PA
        USD
        727366.60000000
        0.015686097874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Variable
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Staples Inc
        XQM2JINI1UL7642TU573
        Staples Inc
        855030AN2
        
          
        
        1173000.00000000
        PA
        USD
        1187932.29000000
        0.025618473778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2019-2R
        69345WAA6
        
          
        
        1961662.13000000
        PA
        USD
        1942660.29000000
        0.041894636687
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-27
          Floating
          2.83800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        2415000.00000000
        PA
        USD
        2221800.00000000
        0.047914452296
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-03-26
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        Long: IS1P4M2   CDS USD R F  3.00000 IS1P4M2 CMBX / Short: IS1P4M2   CDS USD P V 01MEVENT IS1P4N3 CMBX
        000000000
        
          
        
        14291000.00000000
        OU
        Notional Amount
        USD
        -3964561.58000000
        -0.08549815316
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1603825.02000000
            USD
            14291000.00000000
            USD
            -2360736.56000000
          
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)
        000000000
        
          
        
        346535.44000000
        PA
        USD
        344224.05000000
        0.007423398516
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-04-30
          Floating
          3.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAS0
        
          
        
        478000.00000000
        PA
        USD
        481933.94000000
        0.010393195057
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-01-12
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        284000.00000000
        PA
        USD
        285420.00000000
        0.006155253836
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2022-01-31
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDIC AVIATION CAPITAL
        N/A
        NORDIC AVIATION CAPITAL
        000000000
        
          
        
        12727341.05000000
        PA
        USD
        9354595.67000000
        0.201737477711
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-02-27
          Variable
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAM5
        
          
        
        8904000.00000000
        PA
        USD
        9704380.56000000
        0.209280799084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE DEC21
        000000000
        
          
        
        -55.00000000
        NC
        
        263685.42000000
        0.005686534556
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex 10 Year Euro BUND Future
                RXZ1 Comdty
              
            
            2021-12-08
            -9474701.60000000
            EUR
            263685.42000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BH2
        
          
        
        265000.00000000
        PA
        USD
        283605.65000000
        0.006116126288
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-02
          Fixed
          7.75000000
          N
          N
          N
          N
          Y
          
            
              Standard Chartered PLC
              Standard Chartered PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123XBD3
        
          
        
        3229000.00000000
        PA
        USD
        3253346.66000000
        0.070160375975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS20CQ6   CDS USD R F  3.00000 IS20CQ6 CMBX / Short: IS20CQ6   CDS USD P V 01MEVENT IS20CR7 CMBX
        000000000
        
          
        
        9029000.00000000
        OU
        Notional Amount
        USD
        -2504795.08000000
        -0.05401741127
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -752630.76000000
            USD
            9029000.00000000
            USD
            -1752164.32000000
          
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AA8
        
          
        
        3422000.00000000
        PA
        USD
        3334533.68000000
        0.071911222855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2011-C4
        92936CAY5
        
          
        
        489238.00000000
        PA
        USD
        367838.24000000
        0.007932652715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-06-15
          Variable
          4.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND DEC21
        000000000
        
          
        
        -16.00000000
        NC
        
        1093.48000000
        0.000023581553
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex 30 Year Euro BUXL Future
                UBZ1 Comdty
              
            
            2021-12-08
            -3344625.92000000
            EUR
            1093.48000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0CH0
        
          
        
        580200.67000000
        PA
        USD
        599519.26000000
        0.012928993151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Floating
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGHT SERVICOS ENERGIA
        N/A
        Light Servicos de Eletricidade SA/Light Energia SA
        000000000
        
          
        
        400000.00000000
        PA
        USD
        390325.00000000
        0.008417593209
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-06-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        403000.00000000
        PA
        USD
        173290.00000000
        0.003737102996
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-07-14
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AG9
        
          
        
        1639000.00000000
        PA
        USD
        1757827.50000000
        0.037908606487
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2028-02-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AZ7
        
          
        
        2368000.00000000
        PA
        USD
        2431344.00000000
        0.052433394591
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2048-06-22
          Fixed
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN ISLANDS XI CORP
        222100R8R68DM7VM3661
        CSN Inova Ventures
        000000000
        
          
        
        445000.00000000
        PA
        USD
        472033.75000000
        0.010179691509
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-28
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396HSF7
        
          
        
        1158680.85000000
        PA
        USD
        283386.45000000
        0.006111399108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Floating
          7.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-24CB
        02146TAQ0
        
          
        
        973303.12000000
        PA
        USD
        742372.06000000
        0.016009699637
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAH3
        
          
        
        4640000.00000000
        PA
        USD
        4997280.00000000
        0.107769346552
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2030-04-16
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERGENT BIOSOLUTIONS
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089QAC9
        
          
        
        642000.00000000
        PA
        USD
        619292.46000000
        0.013355414093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM CARTER
        TGI2A0HXEYNQPU7TYV27
        William Carter Co/The
        96926JAE7
        
          
        
        154000.00000000
        PA
        USD
        161142.52000000
        0.003475135290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD Trust
        N/A
        BFLD 2019-DPLO
        054970AN8
        
          
        
        11227000.00000000
        PA
        USD
        11086030.42000000
        0.239076908683
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-15
          Floating
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AU6
        
          
        
        10000.00000000
        PA
        USD
        10822.50000000
        0.000233393716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAJ1
        
          
        
        179000.00000000
        PA
        USD
        176350.80000000
        0.003803110988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR FINANCE BV
        213800F4XI4RJB82XM19
        VTR Finance NV
        918374AA7
        
          
        
        307000.00000000
        PA
        USD
        328179.93000000
        0.007077397425
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        REVERSE REPO JPM CHASE
        000000000
        
          
        
        -339071250.00000000
        PA
        USD
        -339071250.00000000
        -7.31227528720
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          0.12000000
          2023-09-28
          
            
              337000000.00000000
              USD
              339071250.00000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAY4
        
          
        
        1130000.00000000
        PA
        USD
        1363350.65000000
        0.029401476137
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-12-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K3DL3
        
          
        
        9023318.67000000
        PA
        USD
        9896488.07000000
        0.213423712993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0306B9
        
          
        
        110846690.00000000
        PA
        USD
        115628061.97000000
        2.493588648553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -104028.64000000
        -0.00224344014
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            6212876.18000000
            USD
            34477113.77000000
            BRL
            2021-11-03
            -104028.64000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        1640000.00000000
        PA
        USD
        1822597.60000000
        0.039305412620
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -188440.83000000
        -0.00406383975
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            26688704.07000000
            USD
            22921437.46000000
            EUR
            2021-11-08
            -188440.83000000
          
        
        
          N
          N
          N
        
      
      
        LIGHT SERVICOS ENERGIA
        N/A
        Light Servicos de Eletricidade SA/Light Energia SA
        53227QAB4
        
          
        
        1845000.00000000
        PA
        USD
        1800374.06000000
        0.038826148624
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-06-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C1
        90276EAF4
        
          
        
        7284962.16000000
        PA
        USD
        493423.60000000
        0.010640976480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Variable
          1.52800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RKPF OVERSEAS 2019 A LTD
        254900P8BXRCW5458103
        RKPF Overseas 2019 A Ltd
        000000000
        
          
        
        275000.00000000
        PA
        USD
        250250.00000000
        0.005396791649
        Long
        DBT
        
        VG
        
        N
        
        2
        
          2025-03-05
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSN RESOURCES SA
        222100ZEX458NMOXZP08
        CSN Resources SA
        000000000
        
          
        
        1967000.00000000
        PA
        USD
        2071251.00000000
        0.044667772631
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-04-17
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        2400000.00000000
        PA
        
        3170334.27000000
        0.068370163895
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-10-09
          Fixed
          5.87500000
          N
          N
          N
          N
          Y
          
            
              CaixaBank SA
              CaixaBank SA
              EUR
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0GZ6
        
          
        
        2463629.20000000
        PA
        USD
        2673674.78000000
        0.057659403502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Floating
          9.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
        
        1952000.00000000
        PA
        USD
        1988112.00000000
        0.042874830130
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLO Mobile Inc
        N/A
        GOLO Mobile Inc
        381721109
        
          
        
        30264.00000000
        NS
        
        733.61000000
        0.000015820740
        Long
        EC
        CORP
        CA
        N
        
        3
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAJ7
        
          
        
        1969000.00000000
        PA
        USD
        2230561.96000000
        0.048103409229
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-05-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA ULC
        635400MHHHT7LMKMQL03
        MEGlobal Canada ULC
        58518N2B7
        
          
        
        1988000.00000000
        PA
        USD
        2174747.75000000
        0.046899742246
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FA1
        
          
        
        45300400.00000000
        PA
        USD
        58140232.13000000
        1.253829048014
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAD0
        
          
        
        1123000.00000000
        PA
        USD
        1050005.00000000
        0.022643988875
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAC5
        
          
        
        84240.00000000
        PA
        USD
        76658.40000000
        0.001653184467
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2021-11-15
          Fixed
          7.00000000
          N
          N
          Y
          N
          N
          
            
              Digicel Group One Ltd
              Digicel Group One Ltd
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON FINL SER
        RLUFFFFW4GRYU77BTS24
        Harley-Davidson Financial Services Inc
        41283LAY1
        
          
        
        7173000.00000000
        PA
        USD
        7565363.10000000
        0.163151602015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-08
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SandRidge Energy Inc
        W1MKPVGS6I5155L7VV67
        SandRidge Energy Inc
        80007P117
        
          
        
        2566.00000000
        NS
        USD
        128.30000000
        0.000002766866
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                SandRidge Energy Inc
                SandRidge Energy Inc
                
                  
                  
                
              
            
            1.00000000
            41.34000000
            USD
            2022-10-04
            XXXX
            126.27000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        10176000.00000000
        PA
        USD
        8967600.00000000
        0.193391683504
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLEVISION LIGHTPATH
        5493002ZVBLRLGES1R71
        Cablevision Lightpath LLC
        12687GAB5
        
          
        
        1847000.00000000
        PA
        USD
        1826960.05000000
        0.039399491476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDONAGH MIDCO 2 PLC
        9845003AD1386OH58D80
        Ardonagh Midco 2 PLC
        03985RAA1
        
          
        
        2520831.00000000
        PA
        USD
        2764065.98000000
        0.059608744055
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-15
          Fixed
          11.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BNRK2
        
          
        
        1569402.51000000
        PA
        USD
        361451.13000000
        0.007794910849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-15
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -647718.19000000
        -0.01396843204
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            60124867.47000000
            USD
            335677135.08000000
            BRL
            2021-11-03
            -647718.19000000
          
        
        
          N
          N
          N
        
      
      
        KONDOR FINANCE PLC (NAK)
        213800PUC1T9GI6EIO63
        NAK Naftogaz Ukraine via Kondor Finance PLC
        50050MAB1
        
          
        
        2168000.00000000
        PA
        USD
        2145886.40000000
        0.046277329888
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-11-08
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
        
        2865000.00000000
        PA
        USD
        2920781.55000000
        0.062988409508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Corp
        N/A
        Berry Corp
        08579X101
        
          
        
        137884.00000000
        NS
        USD
        1325065.24000000
        0.028575828261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828M56
        
          
        
        192513900.00000000
        PA
        USD
        201838792.03000000
        4.352774854726
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
        
        3358000.00000000
        PA
        USD
        3642859.14000000
        0.078560446703
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-01-31
          Fixed
          7.00000000
          N
          N
          N
          N
          Y
          
            
              UBS Group AG
              UBS Group AG
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300UFJ8EKD81Y8R30
        CSAIL 2015-C1 Commercial Mortgage Trust
        126281AL8
        
          
        
        670000.00000000
        PA
        USD
        495911.35000000
        0.010694626304
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Variable
          3.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAF5
        
          
        
        1800000.00000000
        PA
        USD
        1896048.00000000
        0.040889414640
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368JFA3
        
          
        
        1529000.00000000
        PA
        USD
        1783838.43000000
        0.038469547825
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-29
          Fixed
          8.00000000
          N
          N
          N
          N
          Y
          
            
              Societe Generale SA
              Societe Generale SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AM6
        
          
        
        704000.00000000
        PA
        USD
        845567.36000000
        0.018235168302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE AGE ROADS
        254900FGEO8P5USHG994
        State Agency of Roads of Ukraine
        857329AA4
        
          
        
        7856000.00000000
        PA
        USD
        7701335.00000000
        0.166083917757
        Long
        DBT
        CORP
        UA
        N
        
        2
        
          2028-06-24
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BA1
        
          
        
        9846000.00000000
        PA
        USD
        10084765.50000000
        0.217484028925
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2029-09-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumer Loan Underlying Bond (CLUB) Certificate
        N/A
        Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-20
        21052PAA5
        
          
        
        444128.53000000
        PA
        USD
        445405.75000000
        0.009605442686
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-11-16
          Variable
          11.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06738CAG4
        
          
        
        656000.00000000
        PA
        USD
        886754.56000000
        0.019123395023
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-06-15
          Fixed
          6.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET CAR/FINANCE
        N/A
        Avis Budget Car Rental LLC / Avis Budget Finance Inc
        053773BC0
        
          
        
        787000.00000000
        PA
        USD
        822714.06000000
        0.017742323152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAW1
        
          
        
        2825000.00000000
        PA
        USD
        2898676.00000000
        0.062511690036
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
        
        8898000.00000000
        PA
        USD
        11977241.88000000
        0.258296419434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY COR
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36257BAA7
        
          
        
        3358000.00000000
        PA
        USD
        3623584.22000000
        0.078144771469
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-11-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        549300VDFIIXSFET0S73
        Ares XXXIV CLO Ltd
        04015GAT6
        
          
        
        9437029.00000000
        PA
        USD
        9443229.13000000
        0.203648911545
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          2.12200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
        
        473000.00000000
        PA
        USD
        484910.14000000
        0.010457378598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AC3
        
          
        
        281000.00000000
        PA
        USD
        301295.23000000
        0.006497612712
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AJ3
        
          
        
        1680000.00000000
        PA
        USD
        1774500.00000000
        0.038268158969
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2027-05-22
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIDRON AIDA FINCO SARL
        98450036A07991DEBF10
        Cidron Aida Finco Sarl
        000000000
        
          
        
        496000.00000000
        PA
        
        564717.96000000
        0.012178482201
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        716743AP4
        
          
        
        3739000.00000000
        PA
        USD
        4030978.51000000
        0.086930474175
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        Long: IS1KUT6   CDS USD R F  2.00000 IS1KUT6 CMBX / Short: IS1KUT6   CDS USD P V 01MEVENT IS1KUU7 CMBX
        000000000
        
          
        
        2839000.00000000
        OU
        Notional Amount
        USD
        -284499.34000000
        -0.00613539925
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -108501.15000000
            USD
            2839000.00000000
            USD
            -175998.19000000
          
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAD3
        
          
        
        6051026.00000000
        PA
        USD
        6073717.35000000
        0.130983364941
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-04-01
          Fixed
          10.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBU7
        
          
        
        733635.28000000
        PA
        USD
        778241.11000000
        0.016783237258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Floating
          7.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA AOYUAN GROUP LTD
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd
        000000000
        
          
        
        1299000.00000000
        PA
        USD
        493620.00000000
        0.010645211964
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B13 Mortgage Trust
        08162DAF5
        
          
        
        44285817.52000000
        PA
        USD
        3023472.48000000
        0.065203001130
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Variable
          1.12800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZHENRO PROPERTIES GROUP
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd
        000000000
        
          
        
        997000.00000000
        PA
        USD
        578260.00000000
        0.012470524432
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-01-07
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND OFFSHORE DRILLING INC
        N/A
        DIAMOND OFFSHORE DRILLING INC
        25271C201
        
          
        
        107934.00000000
        NS
        USD
        593637.00000000
        0.012802138679
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        1195000.00000000
        PA
        
        1350596.91000000
        0.029126434069
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAW1
        
          
        
        861000.00000000
        PA
        USD
        902597.06000000
        0.019465048057
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2023-04-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Phoenix 2 Ltd
        N/A
        Transocean Phoenix 2 Ltd
        893828AA1
        
          
        
        399998.64000000
        PA
        USD
        407122.62000000
        0.008779843979
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTL Trade Finance Inc
        549300PSJEHGXCQ8J374
        GTL Trade Finance Inc
        000000000
        
          
        
        274000.00000000
        PA
        USD
        363786.38000000
        0.007845271919
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2044-04-16
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAC5
        
          
        
        75000.00000000
        PA
        USD
        77339.25000000
        0.001667867406
        Long
        DBT
        
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DY8
        
          
        
        1755000.00000000
        PA
        USD
        2076024.60000000
        0.044770718184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINANCIAL HLDGS
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901AB8
        
          
        
        5000000.00000000
        PA
        USD
        6116800.00000000
        0.131912468181
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-15
          Fixed
          8.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        415000.00000000
        PA
        USD
        454035.94000000
        0.009791557920
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-10-12
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIMES CHINA HLDG LTD
        2549000KTINB9ZPZP710
        Times China Holdings Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        153000.00000000
        0.003299536952
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2025-07-08
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
        
        6630000.00000000
        PA
        
        9274544.19000000
        0.200011119434
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2047-10-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493001QI7ZD0IPL4A34
        SOUND POINT CLO XIX Ltd
        83610JAA4
        
          
        
        7931000.00000000
        PA
        USD
        7939311.69000000
        0.171216028100
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AL9
        
          
        
        410000.00000000
        PA
        USD
        422812.50000000
        0.009118205671
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        20783.35000000
        0.000448205433
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2096773.67000000
            EUR
            2444935.60000000
            USD
            2021-11-08
            20783.35000000
          
        
        
          N
          N
          N
        
      
      
        VOC Escrow Ltd
        N/A
        VOC Escrow Ltd
        91832VAA2
        
          
        
        75000.00000000
        PA
        USD
        74594.25000000
        0.001608669832
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS1GLV3   CDS USD R F  3.00000 IS1GLV3 CMBX / Short: IS1GLV3   CDS USD P V 01MEVENT IS1GLW4 CMBX
        000000000
        
          
        
        5000000.00000000
        OU
        Notional Amount
        USD
        -1387083.33000000
        -0.02991328564
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -586901.38000000
            USD
            5000000.00000000
            USD
            -800181.95000000
          
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BA2
        
          
        
        545000.00000000
        PA
        USD
        608661.45000000
        0.013126149973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        7640000.00000000
        PA
        USD
        6060907.50000000
        0.130707112827
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2029-02-28
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
        
        1946000.00000000
        PA
        USD
        2023781.62000000
        0.043644066922
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASH MULTIFAM ACQ INC
        549300AS7PRY5PHG6L12
        WASH Multifamily Acquisition Inc
        93710WAA3
        
          
        
        1252000.00000000
        PA
        USD
        1295794.96000000
        0.027944597081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 CAPITAL BV
        N/A
        MV24 Capital BV
        55388RAA4
        
          
        
        1673315.84000000
        PA
        USD
        1725920.71000000
        0.037220517385
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND OFFSHORE DRILLING INC
        N/A
        DIAMOND OFFSHORE DRILLING INC
        25271C300
        
          
        
        22730.00000000
        NS
        USD
        125015.00000000
        0.002696023608
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3139.36000000
        0.000067702185
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            556125.59000000
            EUR
            646095.31000000
            USD
            2021-11-08
            3139.36000000
          
        
        
          N
          N
          N
        
      
      
        OIL & GAS HOLDING
        549300OBH16L6TS6IW50
        Oil and Gas Holding Co BSCC/The
        000000000
        
          
        
        3912000.00000000
        PA
        USD
        4510536.00000000
        0.097272419660
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2028-11-07
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCINO ACQUISITION PARTN
        549300BUKUEKT2UE4T49
        Encino Acquisition Partners Holdings LLC
        29254BAA5
        
          
        
        1100000.00000000
        PA
        USD
        1149841.00000000
        0.024797012216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES GENER SA
        549300IF4IFG0FS0RM26
        AES Andes SA
        00105DAG0
        
          
        
        1816000.00000000
        PA
        USD
        1889775.00000000
        0.040754133624
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2079-10-07
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLABIN AUSTRIA GMBH
        984500578YEA8DD41B09
        Klabin Austria GmbH
        000000000
        
          
        
        1084000.00000000
        PA
        USD
        1246600.00000000
        0.026883678203
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2049-04-03
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XDA9
        
          
        
        421464.66000000
        PA
        USD
        436216.01000000
        0.009407260420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          4.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AW0
        
          
        
        3960000.00000000
        PA
        USD
        4731705.00000000
        0.102042062067
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-04-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MID HLDS LLC / FI
        N/A
        Summit Midstream Holdings LLC / Summit Midstream Finance Corp
        86614WAE6
        
          
        
        1560000.00000000
        PA
        USD
        1570405.20000000
        0.033866731947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        AES Panama Generation Holdings SRL
        00109AAB3
        
          
        
        1094000.00000000
        PA
        USD
        1123606.38000000
        0.024231246869
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAW4
        
          
        
        5817000.00000000
        PA
        USD
        5766043.08000000
        0.124348184397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300W6NRTMFPYUPG47
        Wells Fargo Commercial Mortgage Trust 2015-LC20
        94989EAH0
        
          
        
        8027396.36000000
        PA
        USD
        267104.39000000
        0.005760266699
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Variable
          1.30800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        6780000.00000000
        PA
        USD
        6715590.00000000
        0.144825734402
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2029-11-26
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAD7
        
          
        
        1011000.00000000
        PA
        USD
        990780.00000000
        0.021366766156
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        5493007OD9MH69ES1S63
        Wells Fargo Commercial Mortgage Trust 2016-LC24
        95000HBJ0
        
          
        
        29346839.15000000
        PA
        USD
        1874564.57000000
        0.040426111560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Variable
          1.61600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apex Tool Group, LLC
        549300LWC59TPOM4ZR02
        Apex Tool Group, LLC Third Amendment Term Loan
        03759DAF5
        
          
        
        4778481.02000000
        PA
        USD
        4778481.02000000
        0.103050815051
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-01
          Floating
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAA1
        
          
        
        426000.00000000
        PA
        USD
        432336.75000000
        0.009323601847
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Long: IS22013   CDS USD R F  3.00000 IS22013 CMBX / Short: IS22013   CDS USD P V 01MEVENT IS22024 CMBX
        000000000
        
          
        
        2969000.00000000
        OU
        Notional Amount
        USD
        -823650.08000000
        -0.01776250898
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citigroup Global Markets Inc.
              MBNUM2BPBDO7JBLYG310
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -708480.22000000
            USD
            2969000.00000000
            USD
            -115169.86000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB34
        
          
        
        7916000.00000000
        PA
        USD
        8356327.50000000
        0.180209224669
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0226B2
        
          
        
        78250000.00000000
        PA
        USD
        80432439.45000000
        1.734573896430
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-18
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KWG GROUP HOLDINGS
        549300LK82ZOM9ZE7H90
        KWG Group Holdings Ltd
        000000000
        
          
        
        245000.00000000
        PA
        USD
        183750.00000000
        0.003962679183
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2027-01-13
          Fixed
          7.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZQ6
        
          
        
        118567400.00000000
        PA
        USD
        110249155.84000000
        2.377589305151
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP V MODULAR SERVICES
        213800K8U94KVZL98H64
        BCP V Modular Services Finance PLC
        000000000
        
          
        
        1991000.00000000
        PA
        
        2253308.26000000
        0.048593946859
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-11-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
        
        249722300.00000000
        PA
        USD
        255145956.20000000
        5.502375887522
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALLINCKRODT FIN/SB
        N/A
        Mallinckrodt International Finance SA / Mallinckrodt CB LLC
        561233AC1
        
          
        
        548000.00000000
        PA
        USD
        246682.20000000
        0.005319849898
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BD4
        
          
        
        1526000.00000000
        PA
        USD
        1729827.82000000
        0.037304776560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAE2
        
          
        
        1569000.00000000
        PA
        USD
        1634996.06000000
        0.035259672662
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2061-08-11
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Securities (USA) LLC
        1V8Y6QCX6YMJ2OELII46
        REVERSE REPO FIRST BOSTON
        000000000
        
          
        
        -590620.00000000
        PA
        USD
        -590620.00000000
        -0.01273707526
        Short
        RA
        CORP
        US
        N
        
        1
        
          Reverse repurchase
          
            
              
            
          
          N
          -2.00000000
          2022-10-18
          
            
              600000.00000000
              USD
              590620.00200000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAP6
        
          
        
        140000.00000000
        PA
        USD
        147810.60000000
        0.003187624422
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regatta XX Funding Ltd
        N/A
        REGATTA XX FUNDING LTD
        75884YAG3
        
          
        
        3500000.00000000
        PA
        USD
        3500241.50000000
        0.075484811583
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          3.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BJ6
        
          
        
        9941000.00000000
        PA
        USD
        11144059.82000000
        0.240328347569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05674RAG9
        
          
        
        873000.00000000
        PA
        USD
        955116.56000000
        0.020597662639
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-10-12
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FCAM6
        
          
        
        7904055.20000000
        PA
        USD
        1871233.69000000
        0.040354279131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-15
          Floating
          6.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        000000000
        
          
        
        3200000.00000000
        PA
        
        4456462.73000000
        0.096106297095
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2048-09-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAA5
        
          
        
        1389000.00000000
        PA
        USD
        1508829.03000000
        0.032538804834
        Long
        DBT
        
        US
        N
        
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAF7
        
          
        
        1836000.00000000
        PA
        USD
        1955119.68000000
        0.042163330921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAF1
        
          
        
        273000.00000000
        PA
        USD
        285877.41000000
        0.006165118158
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triumph Group Inc
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818AP6
        
          
        
        362000.00000000
        PA
        USD
        367922.32000000
        0.007934465951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -77655.63000000
        -0.00167469033
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            42827772.24000000
            USD
            52908170.69000000
            CAD
            2021-11-19
            -77655.63000000
          
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAJ7
        
          
        
        1514000.00000000
        PA
        USD
        1597648.50000000
        0.034454250085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-SCHATZ FUT DEC21
        000000000
        
          
        
        -297.00000000
        NC
        
        112592.82000000
        0.002428131831
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Eurex 2 Year Euro SCHATZ Future
                DUZ1 Comdty
              
            
            2021-12-08
            -33349518.64000000
            EUR
            112592.82000000
          
        
        
          N
          N
          N
        
      
      
        XEROX CORPORATION
        4KF48RN45X1OO8UBLY20
        Xerox Corp
        984121CQ4
        
          
        
        27000.00000000
        PA
        USD
        27880.74000000
        0.000601264914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        Digicel Group Holdings Ltd
        25381YAB7
        
          
        
        341930.00000000
        PA
        USD
        328851.18000000
        0.007091873335
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-04-01
          Fixed
          8.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Connecticut Avenue Securities
        N/A
        Fannie Mae Connecticut Avenue Securities
        30711XDN1
        
          
        
        2741589.75000000
        PA
        USD
        2956725.86000000
        0.063763570155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Floating
          11.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        Radiology Partners Inc
        75041VAA2
        
          
        
        3294000.00000000
        PA
        USD
        3492825.84000000
        0.075324888419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZT0
        
          
        
        48082900.00000000
        PA
        USD
        46910879.31000000
        1.011661305639
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR ENERGY GEOTHERMAL
        N/A
        Star Energy Geothermal Wayang Windu Ltd
        000000000
        
          
        
        775797.50000000
        PA
        USD
        865886.98000000
        0.018673373119
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2033-04-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709AQ1
        
          
        
        2197000.00000000
        PA
        USD
        2453038.38000000
        0.052901246934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
        
        1446000.00000000
        PA
        USD
        1408100.34000000
        0.030366530096
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YANGO JUSTICE INTL
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd
        000000000
        
          
        
        898000.00000000
        PA
        USD
        179600.00000000
        0.003873181939
        Long
        DBT
        
        HK
        
        N
        
        2
        
          2025-02-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AB6
        
          
        
        1143000.00000000
        PA
        USD
        1289441.16000000
        0.027807573566
        Long
        DBT
        
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAP1
        
          
        
        463000.00000000
        PA
        USD
        515212.51000000
        0.011110867419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
        
        223000.00000000
        PA
        USD
        237300.99000000
        0.005117538466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
        46638UAK2
        
          
        
        2411374.00000000
        PA
        USD
        2441622.52000000
        0.052655057052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          3.97700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)
        549300G8ZVHRTBBBSZ90
        LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)
        75915TAD4
        
          
        
        1018126.70000000
        PA
        USD
        1015194.50000000
        0.021893279521
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-16
          Floating
          3.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: IS20CI8   CDS USD R F  3.00000 IS20CI8 CMBX / Short: IS20CI8   CDS USD P V 01MEVENT IS20CJ9 CMBX
        000000000
        
          
        
        4514000.00000000
        OU
        Notional Amount
        USD
        -1252258.83000000
        -0.02700571427
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Markit CMBX.NA.BBB-.6
                137BERAF4
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -374382.83000000
            USD
            4514000.00000000
            USD
            -877876.00000000
          
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AM2
        
          
        
        2060000.00000000
        PA
        USD
        2364365.00000000
        0.050988952202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL CHN REAL ESTATE
        549300JDML9PYG0CIJ22
        Central China Real Estate Ltd
        000000000
        
          
        
        458000.00000000
        PA
        USD
        201520.00000000
        0.004345899913
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2024-07-16
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        4550000.00000000
        PA
        USD
        4766978.13000000
        0.102802748315
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2027-03-08
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C24
        46643GAL4
        
          
        
        5868760.00000000
        PA
        USD
        5706593.25000000
        0.123066113084
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Variable
          4.40300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C21
        46642EBD7
        
          
        
        1598762.00000000
        PA
        USD
        1684851.18000000
        0.036334828287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Variable
          4.34100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banff Guarantor Inc.
        5493006T045HLTF7YX04
        Banff Guarantor Inc. Initial Term Loan (Second Lien)
        000000000
        
          
        
        1050000.00000000
        PA
        USD
        1061812.50000000
        0.022898624709
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300JZGSLL2771YV05
        Venture XXVII CLO Ltd
        92331RAD9
        
          
        
        1591438.00000000
        PA
        USD
        1592076.17000000
        0.034334079439
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          4.13200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLEODUCTO CENTRAL SA
        254900W4CPYCQFVH5E92
        Oleoducto Central SA
        680617AC1
        
          
        
        1169000.00000000
        PA
        USD
        1194791.06000000
        0.025766387275
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2027-07-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAB0
        
          
        
        3024000.00000000
        PA
        USD
        3276655.20000000
        0.070663038649
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-05-15
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBO COMMUNICACOES PART
        52990054HEKS017PVR75
        Globo Comunicacao e Participacoes SA
        37959DAB0
        
          
        
        996000.00000000
        PA
        USD
        961140.00000000
        0.020727561742
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2030-01-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05674RAJ3
        
          
        
        1709000.00000000
        PA
        USD
        1843370.13000000
        0.039753384714
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2029-09-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AX2
        
          
        
        2762000.00000000
        PA
        USD
        2614060.38000000
        0.056373783138
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2047-09-27
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Aoyuan Group Ltd
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        92000.00000000
        0.001984035291
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2022-09-13
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEDANTA RESOURCES
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II PLC
        92243XAD3
        
          
        
        4716000.00000000
        PA
        USD
        5099175.00000000
        0.109966773466
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-21
          Fixed
          13.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding Ltd
        549300240JJHXVLBXB20
        Halcyon Loan Advisors Funding 2018-1 Ltd
        40538TAG8
        
          
        
        2000000.00000000
        PA
        USD
        1900714.00000000
        0.040990039734
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-21
          Floating
          3.33200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CD4
        
          
        
        75000.00000000
        PA
        USD
        85523.25000000
        0.001844360285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        3383000.00000000
        PA
        USD
        3681008.47000000
        0.079383159932
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-04-16
          Fixed
          6.75000000
          N
          N
          N
          N
          Y
          
            
              ING Groep NV
              ING Groep NV
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Southeastern Grocers Inc
        N/A
        Southeastern Grocers Inc
        84169Q103
        
          
        
        71086.00000000
        NS
        USD
        1626092.25000000
        0.035067656648
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International, Inc. Initial Term B-5 Loan
        80875AAP6
        
          
        
        2544090.90000000
        PA
        USD
        2532235.44000000
        0.054609179130
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          2.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transocean Inc
        DOL4HJ22ADYSIWES4H94
        Transocean Inc
        893830BF5
        
          
        
        1061000.00000000
        PA
        USD
        855261.49000000
        0.018444228041
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAB7
        
          
        
        598000.00000000
        PA
        USD
        596990.88000000
        0.012874467117
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2019-4
        33845FAJ5
        
          
        
        2970000.00000000
        PA
        USD
        3098463.19000000
        0.066820220860
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F3PH1
        
          
        
        11577827.93000000
        PA
        USD
        2544230.00000000
        0.054867849025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-15
          Floating
          6.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBB INTL SUKUK PRGM SPC
        5493006IRJ2IWXTNIM16
        CBB International Sukuk Programme Co WLL
        12482TAA6
        
          
        
        1087000.00000000
        PA
        USD
        1140874.44000000
        0.024603642961
        Long
        DBT
        CORP
        BH
        N
        
        2
        
          2027-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AP3
        
          
        
        956000.00000000
        PA
        USD
        937597.00000000
        0.020219842798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBS3
        
          
        
        2470000.00000000
        PA
        USD
        2407904.20000000
        0.051927901217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAM3
        
          
        
        1769000.00000000
        PA
        USD
        1547875.00000000
        0.033380854643
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2034-04-07
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA DE TRANSPORTE ME
        959800T4M5QUPYMSCH69
        Empresa de Transporte de Pasajeros Metro SA
        29246QAD7
        
          
        
        200000.00000000
        PA
        USD
        212725.00000000
        0.004587542472
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-05-07
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HOLDING INC
        549300NYHOALWZ2BSL72
        Citgo Holding Inc
        17302WAB4
        
          
        
        737000.00000000
        PA
        USD
        752661.25000000
        0.016231592203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC GCB GULFPORT ENERG
        N/A
        ESC GCB GULFPORT ENERG
        402ESCAQ0
        
          
        
        438000.00000000
        PA
        USD
        24090.00000000
        0.000519515328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        4169.48000000
        0.000089917342
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            1022374.11000000
            ZAR
            70924.01000000
            USD
            2021-11-24
            4169.48000000
          
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        Office Properties Income Trust
        67623CAF6
        
          
        
        2398000.00000000
        PA
        USD
        2341647.00000000
        0.050499024878
        Long
        DBT
        
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGILE GROUP HOLDINGS LTD
        549300ZRISRT38EEYY07
        Agile Group Holdings Ltd
        000000000
        
          
        
        800000.00000000
        PA
        USD
        596000.00000000
        0.012853098194
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2026-05-17
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX Group Inc
        00213MAV6
        
          
        
        3506000.00000000
        PA
        USD
        3709838.84000000
        0.080004904188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONECO LTD
        549300O1A9LEF0XZCR35
        StoneCo Ltd
        861787AA7
        
          
        
        736000.00000000
        PA
        USD
        656328.00000000
        0.014154107771
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-06-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        2282000.00000000
        PA
        USD
        2287956.02000000
        0.049341146627
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2026-04-08
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AMAH2
        
          
        
        1933644.43000000
        PA
        USD
        424701.60000000
        0.009158945248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-25
          Floating
          6.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AH9
        
          
        
        2577000.00000000
        PA
        USD
        2774810.52000000
        0.059840456517
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-03-19
          Fixed
          4.50000000
          N
          N
          N
          N
          Y
          
            
              Australia & New Zealand Bankin
              Australia & New Zealand Bankin
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEQ3
        
          
        
        11578840.00000000
        PA
        USD
        12775185.43000000
        0.275504551651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Floating
          5.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        000000000
        
          
        
        4585000.00000000
        PA
        USD
        4722183.20000000
        0.101836718728
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-07-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Team Health Holdings, Inc.
        549300PVTQ4UDTTMQT11
        Team Health Holdings, Inc. Initial Term Loan
        87817JAE8
        
          
        
        2621377.60000000
        PA
        USD
        2496862.16000000
        0.053846333088
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-06
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        4469000.00000000
        PA
        
        1131288.42000000
        0.024396914678
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2032-08-12
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 29, Ltd.
        5493003U22XL00FIHD56
        Octagon Investment Partners 29 Ltd
        67591JAS1
        
          
        
        6570803.00000000
        PA
        USD
        6548481.98000000
        0.141221949519
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-24
          Floating
          3.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        36186CBY8
        
          
        
        75000.00000000
        PA
        USD
        107376.75000000
        0.002315644146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        549300PFVBG5704L7K74
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        61762DAG6
        
          
        
        680000.00000000
        PA
        USD
        627447.36000000
        0.013531279412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-15
          Variable
          4.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eDreams ODIGEO SA
        959800Y8LQ5MR2YZ4N96
        eDreams ODIGEO SA
        000000000
        
          
        
        1227000.00000000
        PA
        
        1410156.68000000
        0.030410876304
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encore Automotive Acceptance
        N/A
        ENCORE AUTOMOTIVE ACCEPTANCE ENCORE AUTOMOTIVE ACCEPTANCE
        000000000
        
          
        
        12.31000000
        NS
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Emcore Automotive
                Emcore Automotive
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2099-12-31
            XXXX
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        Regionalcare/Lifepoint
        N/A
        RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
        53219LAR0
        
          
        
        4840000.00000000
        PA
        USD
        5107119.60000000
        0.110138103539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        Discover Bank
        25466AAJ0
        
          
        
        500000.00000000
        PA
        USD
        536275.00000000
        0.011565092674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YANGO JUSTICE INTL
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd
        000000000
        
          
        
        569000.00000000
        PA
        USD
        113800.00000000
        0.002454165393
        Long
        DBT
        
        HK
        
        N
        
        2
        
          2024-09-04
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln Financing SARL
        222100831I4WRVCLV609
        Lincoln Financing SARL
        000000000
        
          
        
        759000.00000000
        PA
        
        881720.73000000
        0.019014837454
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM GLOBAL OPERATI
        549300LC7QMVR79H5O86
        Terraform Global Operating LLC
        88104UAC7
        
          
        
        289000.00000000
        PA
        USD
        296184.54000000
        0.006387397611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        000000000
        
          
        
        7500000.00000000
        PA
        USD
        7222200.00000000
        0.155751083523
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-30
          Variable
          1.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTRUM AB
        549300UNCO2FCUWXX470
        Intrum AB
        000000000
        
          
        
        1490000.00000000
        PA
        
        1666081.58000000
        0.035930050583
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581HA9
        
          
        
        1568000.00000000
        PA
        USD
        1631660.80000000
        0.035187745775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Fixed
          3.92900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOEASY LTD
        5493009DJVZG2P8YV435
        goeasy Ltd
        380355AD9
        
          
        
        2145000.00000000
        PA
        USD
        2205767.85000000
        0.047568709346
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCASTLE LTD
        549300PNK8AKY3OIKP58
        Aircastle Ltd
        00928QAT8
        
          
        
        5846000.00000000
        PA
        USD
        6476198.80000000
        0.139663119300
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-08-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY OP/FIN CORP
        N/A
        NGL Energy Operating LLC / NGL Energy Finance Corp
        62922LAA6
        
          
        
        6150000.00000000
        PA
        USD
        6243664.50000000
        0.134648377368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIMES CHINA HLDG LTD
        2549000KTINB9ZPZP710
        Times China Holdings Ltd
        000000000
        
          
        
        887000.00000000
        PA
        USD
        643075.00000000
        0.013868298861
        Long
        DBT
        
        KY
        
        N
        
        2
        
          2027-01-14
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        000000000
        
          
        
        8600000.00000000
        PA
        USD
        9246204.00000000
        0.199399946205
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-09-17
          Fixed
          5.62500000
          N
          N
          N
          N
          Y
          
            
              Swedbank AB
              Swedbank AB
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Long: IS1KSH0   CDS USD R F  2.00000 IS1KSH0 CMBX / Short: IS1KSH0   CDS USD P V 01MEVENT IS1KSI1 CMBX
        000000000
        
          
        
        23700000.00000000
        OU
        Notional Amount
        USD
        -2375003.33000000
        -0.05121837418
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                Markit CMBX.NA.A.6
                137BEOAF1
              
            
            Y
            
            sell protection
            2063-05-11
            0.00000000
            USD
            -1001641.08000000
            USD
            23700000.00000000
            USD
            -1373362.25000000
          
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        45685EAG1
        
          
        
        12065000.00000000
        PA
        USD
        12669094.55000000
        0.273216638064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-05-15
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
        
        1359000.00000000
        PA
        USD
        1394266.05000000
        0.030068185318
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XCB8
        
          
        
        4702843.45000000
        PA
        USD
        4918876.56000000
        0.106078529248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Floating
          6.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        4550000.00000000
        PA
        USD
        4687353.13000000
        0.101085587335
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATD New Holdings Inc
        5493001F45YR8KICVO87
        ATD New Holdings Inc
        04683P100
        
          
        
        29486.00000000
        NS
        USD
        2034534.00000000
        0.043875948459
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI
        000000000
        
          
        
        2459000.00000000
        PA
        USD
        2594982.70000000
        0.055962361503
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-11-15
          Fixed
          7.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C16
        90276YAF0
        
          
        
        16760593.64000000
        PA
        USD
        1476428.96000000
        0.031840077852
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Variable
          1.55200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ATB86
        
          
        
        25803105.31000000
        PA
        USD
        4125635.29000000
        0.088971804525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-25
          Floating
          6.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0PR4
        
          
        
        5177555.00000000
        PA
        USD
        5660792.26000000
        0.122078387208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Floating
          5.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
        
        314000.00000000
        PA
        USD
        327637.02000000
        0.007065689245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2021-11-23
      AB BOND FUND, INC.
      Joseph Mantineo
      Joseph Mantineo
      Treasurer and Chief Financial Officer

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