Form NPORT-P BNY Mellon Investment For: Sep 30

November 29, 2021 7:28 AM EST

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		NPORT-P
		false
		
			
			
				
					0000799295
					XXXXXXXX
				
			
			
			
			
				S000011502
				C000031763
				C000081694
				C000081695
				C000130461
			
			
			
		
	
	
		
			BNY Mellon Investment Funds I
			811-04813
			0000799295
			5493000M3XIJVKIWWS65
			240 Greenwich Street
			New York
			
			10286
			212 495 1784
			BNY Mellon Global Fixed Income Fund
			S000011502
			54930048HUN7HSXSKS89
			2021-12-31
			2021-09-30
			N
		
		
			3206425147.42
			256791958.96
			2949633188.46
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			141797318.18
			0.00
			0.00
			11970389.49
			
				
					CAD
					
					
				
				
					MYR
					
					
				
				
					SGD
					
					
				
				
					THB
					
					
				
				
					CNY
					
					
				
				
					CHF
					
					
				
				
					USD
					
					
				
				
					SEK
					
					
				
				
					MXN
					
					
				
				
					GBP
					
					
				
				
					ZAR
					
					
				
				
					RUB
					
					
				
				
					INR
					
					
				
				
					CZK
					
					
				
				
					EUR
					
					
				
				
					AUD
					
					
				
				
					JPY
					
					
				
				
					NZD
					
					
				
				
					PLN
					
					
				
				
					KRW
					
					
				
				
					CLP
					
					
				
				
					ILS
					
					
				
				
					TWD
					
					
				
			
			
			
			
				
				
				
				
				
				
				
				
				
				
				
				
			
			
				
					
						UST
					
				
			
			
				
					
					
					
					
				
				
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
				
				
				
				
			
			
			
			
		
		
			
				HCA INC
				L3CJ6J7LJ2DX62FTXD46
				HCA INC
				404119BW8
				
					
					
				
				1625000.00
				PA
				USD
				1954773.44
				0.0662717468615
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-02-01
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CORP ANDINA DE FOMENTO
				UKZ46SXGNYCZK0UOZE76
				CORP ANDINA DE FOMENTO
				219868CB0
				
					
					
				
				8250000.00
				PA
				USD
				8339698.70
				0.2827368071605
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2022-02-11
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NYT MORTGAGE TRUST
				N/A
				BF 2019-NYT MORTGAGE TRUST
				62954PAA8
				
					
					
				
				7500000.00
				OU
				Other Units
				USD
				7514857.50
				0.2547726113674
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-12-15
					Variable
					1.284
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CAMB COMMERCIAL MORTGAGE TRUST
				N/A
				CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE
				12482HAA2
				
					
					
				
				8350000.00
				OU
				Other Units
				USD
				8373149.54
				0.2838708749534
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-12-15
					Variable
					1.154
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIEMAE GRANTOR TRUST
				N/A
				FANNIE MAE GRANTOR TRUST 2017-T1
				3136AV6R5
				
					
					
				
				7665338.32
				OU
				Other Units
				USD
				8238470.30
				0.2793049092419
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2027-06-01
					Fixed
					2.898
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SCRT
				N/A
				SEASONED CREDIT RISK TRANSFER TRUST 2017-4
				35563PCS6
				
					
					
				
				3222526.15
				OU
				Other Units
				USD
				3571347.53
				0.1210776832852
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2057-06-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PFIZER INC
				765LHXWGK1KXCLTFYQ30
				PFIZER INC
				717081ET6
				
					
					
				
				1400000.00
				PA
				USD
				1559010.47
				0.0528543846095
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-03-15
					Fixed
					3.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY CAPITAL I TRUST
				N/A
				MORGAN STANLEY CAPITAL I TRUST 2019-L2
				61768HAV8
				
					
					
				
				9750000.00
				OU
				Other Units
				USD
				10729440.15
				0.3637550659511
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2052-03-01
					Fixed
					3.806
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				AU8210364
				
					
					
				
				7500000.00
				PA
				USD
				8109225.00
				0.2749231677934
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2023-10-11
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INFRAESTRUCTURA ENERGETI
				715K4H1JYF3O6JOK1411
				INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV
				AQ3405596
				
					
					
				
				3950000.00
				PA
				USD
				4077209.75
				0.1382276876308
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2048-01-14
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958254AF1
				
					
					
				
				1810000.00
				PA
				USD
				1961297.90
				0.0664929425012
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-01
					Fixed
					4.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HOSPITALITY MORTGAGE TRUST
				N/A
				HPLY TRUST 2019-HIT
				40443RAA9
				
					
					
				
				6984195.44
				OU
				Other Units
				USD
				6993800.11
				0.2371074524575
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-11-15
					Variable
					1.08375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SLST
				N/A
				SEASONED LOANS STRUCTURED TRANSACTION SERIES 2019-1
				35564CBC0
				
					
					
				
				5000000.00
				OU
				Other Units
				USD
				5360505.50
				0.1817346482597
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2029-05-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHC COMMERCIAL MORTGAGE TRUST
				N/A
				CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC
				162665AA1
				
					
					
				
				8934784.05
				OU
				Other Units
				USD
				8943577.66
				0.3032098260553
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-06-15
					Variable
					1.204
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHC COMMERCIAL MORTGAGE TRUST
				N/A
				CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC
				162665AG8
				
					
					
				
				3375362.86
				OU
				Other Units
				USD
				3375155.61
				0.1144262826715
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-06-15
					Variable
					1.584
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				353800SUUA8QI9Y7NC83
				OSCAR US FUNDING X LLC
				68784YAF1
				
					
					
				
				6750000.00
				OU
				Other Units
				USD
				6987272.56
				0.236886152059
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2026-05-11
					Fixed
					3.27
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO COMMERCIAL MORTGAG
				N/A
				WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51
				95001VAU4
				
					
					
				
				8200000.00
				OU
				Other Units
				USD
				8939629.34
				0.3030759680551
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2052-06-01
					Fixed
					3.311
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARMAX AUTO OWNER TRUST
				N/A
				CARMAX AUTO OWNER TRUST 2019-3
				14315PAG0
				
					
					
				
				3065000.00
				OU
				Other Units
				USD
				3164418.18
				0.107281752605
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-06-16
					Fixed
					2.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY CAPITAL I TRUST
				N/A
				MORGAN STANLEY CAPITAL I TRUST 2019-H7
				61771MAV2
				
					
					
				
				6825000.00
				OU
				Other Units
				USD
				7210635.71
				0.2444587258582
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2052-07-01
					Fixed
					3.005
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARMAX AUTO OWNER TRUST
				N/A
				CARMAX AUTO OWNER TRUST 2019-3
				14315PAF2
				
					
					
				
				3445000.00
				OU
				Other Units
				USD
				3554213.39
				0.1204967927505
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-04-15
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINOPEC GRP DEV 2018
				549300C6OZZ8LTVR8209
				SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
				82939GAF5
				
					
					
				
				12840000.00
				PA
				USD
				13342164.95
				0.4523330223635
				Long
				DBT
				CORP
				VG
				
				Y
				
				2
				
					2024-08-08
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK
				N/A
				BANK 2019-BNK19
				06540WBC6
				
					
					
				
				7850000.00
				OU
				Other Units
				USD
				8310906.47
				0.2817606779892
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2061-08-01
					Fixed
					2.926
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DEVELOPMENT BANK OF KAZA
				213800LCDPGJ1BI7KX98
				DEVELOPMENT BANK OF KAZAKHSTAN JSC
				EJ4594531
				
					
					
				
				2025000.00
				PA
				USD
				2099586.83
				0.0711812858023
				Long
				DBT
				CORP
				KZ
				
				N
				
				2
				
					2022-12-10
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN EXPRESS CO
				R4PP93JZOLY261QX3811
				AMERICAN EXPRESS CO
				025816CG2
				
					
					
				
				4850000.00
				PA
				USD
				5099910.07
				0.17289980632
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-07-30
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRUIST FINANCIAL CORP
				549300DRQQI75D2JP341
				TRUIST FINANCIAL CORP
				05531FBH5
				
					
					
				
				5000000.00
				PA
				USD
				5260836.65
				0.1783556230172
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-08-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HEALTHCARE TRUST OF AMER
				549300IYGAS4GE6VDL07
				HEALTHCARE TRUST OF AMERICA HOLDINGS LP
				42225UAD6
				
					
					
				
				3055000.00
				PA
				USD
				3313788.23
				0.1123457738055
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-08-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC SERVICES INC
				NKNQHM6BLECKVOQP7O46
				REPUBLIC SERVICES INC
				760759AU4
				
					
					
				
				3400000.00
				PA
				USD
				3561577.01
				0.1207464380294
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-08-15
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING XI LLC
				68784EAD0
				
					
					
				
				9520000.00
				OU
				Other Units
				USD
				9841863.87
				0.3336639928145
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2026-09-10
					Fixed
					2.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HEALTHCARE TRUST OF AMER
				549300IYGAS4GE6VDL07
				HEALTHCARE TRUST OF AMERICA HOLDINGS LP
				42225UAG9
				
					
					
				
				3485000.00
				PA
				USD
				3667343.01
				0.1243321720255
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-15
					Fixed
					3.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SANTANDER RETAIL AUTO LEASE TR
				N/A
				SANTANDER RETAIL AUTO LEASE TRUST 2019-B
				80281GAG1
				
					
					
				
				3600000.00
				OU
				Other Units
				USD
				3654216.72
				0.1238871577081
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-08-21
					Fixed
					2.77
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SCRT
				N/A
				SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3
				35563PLQ0
				
					
					
				
				3489071.33
				OU
				Other Units
				USD
				3800267.18
				0.1288386364402
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2058-10-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PLAINS ALL AMER PIPELINE
				N/A
				PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
				72650RBM3
				
					
					
				
				5000.00
				PA
				USD
				5263.69
				0.0001784523587
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-12-15
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRICOA GLOBAL FUNDING 1
				635400IBXEBMD9ADYA79
				PRICOA GLOBAL FUNDING I
				74153WCL1
				
					
					
				
				2775000.00
				PA
				USD
				2909252.75
				0.0986310013523
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-09-23
					Fixed
					2.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SBA TOWER TRUST
				N/A
				SBA TOWER TRUST
				78403DAN0
				
					
					
				
				8030000.00
				PA
				USD
				8325573.86
				0.2822579394811
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-01-15
					Fixed
					2.836
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2019-SFR1 TRUST
				89612LAA4
				
					
					
				
				7493763.24
				OU
				Other Units
				USD
				7804243.34
				0.2645835207758
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2038-03-01
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ITALY GOV'T INT BOND
				815600DE60799F5A9309
				REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
				465410BY3
				
					
					
				
				15400000.00
				PA
				USD
				15967110.85
				0.5413253048707
				Long
				DBT
				USGSE
				IT
				
				N
				
				2
				
					2029-10-17
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAL3
				
					
					
				
				2750000.00
				PA
				USD
				2888492.15
				0.0979271646827
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-12-01
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SLST
				N/A
				SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-2
				35564CCZ8
				
					
					
				
				6028679.50
				OU
				Other Units
				USD
				6294465.29
				0.2133982393006
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2029-09-01
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CAMERON LNG LLC
				549300C39FLHGVD73K22
				CAMERON LNG LLC
				133434AA8
				
					
					
				
				8575000.00
				PA
				USD
				9097644.62
				0.3084330843439
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-07-15
					Fixed
					2.902
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CYRUSONE LP/CYRUSONE FIN
				N/A
				CYRUSONE LP / CYRUSONE FINANCE CORP
				23283PAR5
				
					
					
				
				3400000.00
				PA
				USD
				3545350.00
				0.1201963014882
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-11-15
					Fixed
					3.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SLST
				N/A
				SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-3
				35564CEJ2
				
					
					
				
				6425000.00
				OU
				Other Units
				USD
				6791399.12
				0.2302455487201
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2029-11-01
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CGDB COMMERCIAL MORTGAGE TRUST
				N/A
				CGDB COMMERCIAL MORTGAGE TRUST 2019-MOB
				125284AA7
				
					
					
				
				5750000.00
				OU
				Other Units
				USD
				5756032.33
				0.1951440047704
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-11-15
					Variable
					1.03375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MGM GROWTH/MGM FINANCE
				N/A
				MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
				55303XAJ4
				
					
					
				
				3070000.00
				PA
				USD
				3534337.50
				0.1198229499799
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-02-01
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958667AC1
				
					
					
				
				3040000.00
				PA
				USD
				3363000.00
				0.1140141768528
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-01
					Variable
					5.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PROLOGIS LP
				GL16H1DHB0QSHP25F723
				PROLOGIS LP
				74340XBM2
				
					
					
				
				4535000.00
				PA
				USD
				4619096.22
				0.1565990048549
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-04-15
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PAYPAL HOLDINGS INC
				5493005X2GO78EFZ3E94
				PAYPAL HOLDINGS INC
				70450YAC7
				
					
					
				
				6410000.00
				PA
				USD
				6737889.38
				0.2284314336562
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-10-01
					Fixed
					2.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ESTEE LAUDER COS INC/THE
				549300VFZ8XJ9NUPU221
				ESTEE LAUDER COS INC/THE
				29736RAP5
				
					
					
				
				3025000.00
				PA
				USD
				3143332.10
				0.106566881343
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-12-01
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
				38375UCB4
				
					
					
				
				176839.97
				OU
				Other Units
				USD
				177718.09
				0.0060250912111
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2063-09-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MILOS CLO, LTD
				254900GFWI4EEB8IJS18
				MILOS CLO LTD
				60162PAE2
				
					
					
				
				7150000.00
				OU
				Other Units
				USD
				7150900.90
				0.2424335652303
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-10-20
					Variable
					1.20425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FIRST REPUBLIC BANK/CA
				YWC0TIKBQM2JV8L4IV08
				FIRST REPUBLIC BANK/CA
				33616CHQ6
				
					
					
				
				2725000.00
				PA
				USD
				2780667.50
				0.0942716372625
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-02-12
					Variable
					1.912
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KEYCORP
				RKPI3RZGV1V1FJTH5T61
				KEYCORP
				49326EEK5
				
					
					
				
				8320000.00
				PA
				USD
				8602033.77
				0.2916306272811
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-04-06
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ESTEE LAUDER COS INC/THE
				549300VFZ8XJ9NUPU221
				ESTEE LAUDER COS INC/THE
				29736RAN0
				
					
					
				
				425000.00
				PA
				USD
				442179.44
				0.0149909975833
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-12-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TESLA AUTO LEASE TRUST
				N/A
				TESLA AUTO LEASE TRUST 2019-A
				88165GAE0
				
					
					
				
				13400000.00
				OU
				Other Units
				USD
				13644838.10
				0.4625944050732
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2022-12-20
					Fixed
					2.41
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PROLOGIS LP
				GL16H1DHB0QSHP25F723
				PROLOGIS LP
				74340XBN0
				
					
					
				
				1400000.00
				PA
				USD
				1450100.54
				0.0491620634617
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-04-15
					Fixed
					2.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRYDEN SENIOR LOAN FUND
				5493000CMI5L15ZSNM78
				DRYDEN 41 SENIOR LOAN FUND
				26244KAN6
				
					
					
				
				6975000.00
				OU
				Other Units
				USD
				6977259.90
				0.2365466976469
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-15
					Variable
					1.09613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN COPPER CORP
				2549007U6NAP46Q9TU15
				SOUTHERN COPPER CORP
				84265VAJ4
				
					
					
				
				2510000.00
				PA
				USD
				3396657.50
				0.1151552509406
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-04-23
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CYRUSONE LP/CYRUSONE FIN
				N/A
				CYRUSONE LP / CYRUSONE FINANCE CORP
				23283PAQ7
				
					
					
				
				1280000.00
				PA
				USD
				1343014.40
				0.045531573392
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-11-15
					Fixed
					2.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CCO HLDGS LLC/CAP CORP
				N/A
				CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
				1248EPCE1
				
					
					
				
				4105000.00
				PA
				USD
				4240341.85
				0.1437582770152
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-08-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DT AUTO OWNER TRUST
				N/A
				DT AUTO OWNER TRUST 2020-1
				23344EAC0
				
					
					
				
				6215000.00
				OU
				Other Units
				USD
				6253278.19
				0.2120018927934
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-05-15
					Fixed
					2.16
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BX TRUST
				N/A
				BX COMMERCIAL MORTGAGE TRUST 2020-BXLP
				05607QAA6
				
					
					
				
				9105364.22
				OU
				Other Units
				USD
				9122748.18
				0.3092841583045
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-15
					Variable
					0.884
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LANARK MASTER ISSUER PLC
				213800KIOPB5OYXIVY33
				LANARK MASTER ISSUER PLC
				513770BE6
				
					
					
				
				5600000.00
				OU
				Other Units
				USD
				5720360.80
				0.193934649989
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-12-22
					Variable
					2.277
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VICI PROPERTIES / NOTE
				N/A
				VICI PROPERTIES LP / VICI NOTE CO INC
				92564RAC9
				
					
					
				
				4466000.00
				PA
				USD
				4560902.50
				0.1546260910625
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-02-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRYDEN SENIOR LOAN FUND
				549300ENU7ZZLTPT3E22
				DRYDEN XXVI SENIOR LOAN FUND
				26250UAQ8
				
					
					
				
				7870959.96
				OU
				Other Units
				USD
				7871998.93
				0.266880606063
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-04-15
					Variable
					1.02613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AERCAP IRELAND CAP LTD/A
				N/A
				AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
				00774MAG0
				
					
					
				
				2900000.00
				PA
				USD
				3171567.63
				0.1075241369811
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2025-10-01
					Fixed
					4.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AERCAP IRELAND CAP LTD/A
				N/A
				AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
				00774MAM7
				
					
					
				
				3105000.00
				PA
				USD
				3235834.02
				0.1097029295934
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2024-08-14
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQUINOR ASA
				OW6OFBNCKXC4US5C7523
				EQUINOR ASA
				29446MAC6
				
					
					
				
				7350000.00
				PA
				USD
				7798380.28
				0.2643847482632
				Long
				DBT
				CORP
				NO
				
				N
				
				2
				
					2049-11-18
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MDGH - GMTN BV
				213800L53ZH5KG593W13
				MDGH - GMTN BV
				ZQ3609331
				
					
					
				
				3550000.00
				PA
				USD
				3712036.20
				0.1258473838212
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-11-07
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VOYA CLO LTD
				549300KSCKXTOBY0IP86
				VOYA CLO 2019-1 LTD
				92917NAJ7
				
					
					
				
				4025000.00
				OU
				Other Units
				USD
				4025917.70
				0.1364887578479
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-15
					Variable
					1.18613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MADISON PARK FUNDING LTD
				549300FFTJ3WPTJK8589
				MADISON PARK FUNDING XXX LTD
				55821TAA5
				
					
					
				
				7802492.45
				OU
				Other Units
				USD
				7803553.59
				0.2645601365122
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-04-15
					Variable
					0.87613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS COMMERCIAL MORTGAGE S
				N/A
				BBCMS 2019-BWAY MORTGAGE TRUST
				05492NAA1
				
					
					
				
				6400000.00
				OU
				Other Units
				USD
				6390216.32
				0.2166444405697
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-11-15
					Variable
					1.04
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				5493003SVWF9GG13MZ22
				MAGNETITE XVII LTD
				55954EAQ2
				
					
					
				
				8025000.00
				OU
				Other Units
				USD
				8029405.73
				0.2722170933461
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-07-20
					Variable
					1.23425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARRIOTT INTERNATIONAL INC/MD
				225YDZ14ZO8E1TXUSU86
				MARRIOTT INTERNATIONAL INC/MD
				571903BD4
				
					
					
				
				4375000.00
				PA
				USD
				5005526.14
				0.1696999531868
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-05-01
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TACONIC PARK CLO LTD.
				N/A
				TACONIC PARK CLO LTD 2016-1A
				873549AJ8
				
					
					
				
				7150000.00
				OU
				Other Units
				USD
				7154404.40
				0.2425523427113
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-01-20
					Variable
					1.13425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HCA INC
				L3CJ6J7LJ2DX62FTXD46
				HCA INC
				404119CA5
				
					
					
				
				5160000.00
				PA
				USD
				5471612.40
				0.1855014522282
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-09-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HUNGARY
				5299003F3UFKGCCMAP43
				HUNGARY GOVERNMENT INTERNATIONAL BOND
				445545AF3
				
					
					
				
				1765000.00
				PA
				USD
				2946738.10
				0.0999018492037
				Long
				DBT
				USGSE
				HU
				
				N
				
				2
				
					2041-03-29
					Fixed
					7.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MASTERCARD INC
				AR5L2ODV9HN37376R084
				MASTERCARD INC
				57636QAR5
				
					
					
				
				1775000.00
				PA
				USD
				1952321.63
				0.0661886243224
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-03-26
					Fixed
					3.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED RENTALS NORTH AM
				NGIZXNT70J2LYT3FBI09
				UNITED RENTALS NORTH AMERICA INC
				911365BN3
				
					
					
				
				5175000.00
				PA
				USD
				5375531.25
				0.1822440590589
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-07-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT AGRICOLE SA
				969500TJ5KRTCJQWXH05
				CREDIT AGRICOLE SA
				ZP3854616
				
					
					
				
				7250000.00
				PA
				USD
				7603355.50
				0.2577729166374
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2030-01-14
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MASTERCARD INC
				AR5L2ODV9HN37376R084
				MASTERCARD INC
				57636QAP9
				
					
					
				
				5665000.00
				PA
				USD
				6304764.99
				0.2137474250922
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-26
					Fixed
					3.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER MEXICO
				SCRYQ25DTVRHYYMM6P89
				BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
				05969BAD5
				
					
					
				
				4750000.00
				PA
				USD
				5315012.50
				0.180192320889
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2025-04-17
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICREDIT AUTOMOBILE RECEIVA
				N/A
				AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
				03067DAF2
				
					
					
				
				8725000.00
				OU
				Other Units
				USD
				8875825.59
				0.3009128601049
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2025-10-20
					Fixed
					1.59
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR PRODUCTS AND CHEMICALS INC
				7QEON6Y1RL5XR3R1W237
				AIR PRODUCTS AND CHEMICALS INC
				009158AY2
				
					
					
				
				1575000.00
				PA
				USD
				1623584.54
				0.0550436083494
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-15
					Fixed
					1.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ELANCO ANIMAL HEALTH INC
				549300SHPNDCE059M934
				ELANCO ANIMAL HEALTH INC
				28414HAG8
				
					
					
				
				4325000.00
				PA
				USD
				5065656.25
				0.1717385154811
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-08-28
					Variable
					5.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIZENS BANK NA/RI
				DRMSV1Q0EKMEXLAU1P80
				CITIZENS BANK NA/PROVIDENCE RI
				75524KNH3
				
					
					
				
				14075000.00
				PA
				USD
				14645123.08
				0.4965065872358
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-04-28
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T-MOBILE USA INC
				549300V2JRLO5DIFGE82
				T-MOBILE USA INC
				87264AAV7
				
					
					
				
				4175000.00
				PA
				USD
				4441156.25
				0.1505663913525
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-02-01
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SBA TOWER TRUST
				N/A
				SBA TOWER TRUST
				78403DAP5
				
					
					
				
				6860000.00
				PA
				USD
				6953252.10
				0.2357327727123
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-01-15
					Fixed
					1.884
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MOLINA HEALTHCARE INC
				549300NQQCEQ46YHZ591
				MOLINA HEALTHCARE INC
				60855RAJ9
				
					
					
				
				3400000.00
				PA
				USD
				3541542.00
				0.1200672006897
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBF6
				
					
					
				
				1315000.00
				PA
				USD
				1504352.83
				0.0510013528422
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-11-20
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VISA INC
				549300JZ4OKEHW3DPJ59
				VISA INC
				92826CAL6
				
					
					
				
				7075000.00
				PA
				USD
				7308418.47
				0.2477738078956
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-04-15
					Fixed
					1.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAYLOR MORRISON COMM
				549300O1Z08HI2MRK572
				TAYLOR MORRISON COMMUNITIES INC
				87724RAJ1
				
					
					
				
				2135000.00
				PA
				USD
				2300505.20
				0.0779929249847
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-08-01
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				VB-S1 ISSUER LLC
				N/A
				VB-S1 ISSUER LLC
				91823AAN1
				
					
					
				
				3645000.00
				OU
				Other Units
				USD
				3804460.73
				0.1289808083555
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2050-06-15
					Fixed
					3.031
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				YARA INTERNATIONAL ASA
				213800WKOUWXWFJ5Z514
				YARA INTERNATIONAL ASA
				984851AG0
				
					
					
				
				2150000.00
				PA
				USD
				2269521.53
				0.0769425004735
				Long
				DBT
				CORP
				NO
				
				Y
				
				2
				
					2030-06-04
					Fixed
					3.148
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NUTRIEN LTD
				5493002QQ7GD21OWF963
				NUTRIEN LTD
				67077MAV0
				
					
					
				
				2300000.00
				PA
				USD
				2350527.94
				0.0796888219591
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2023-05-13
					Fixed
					1.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR PRODUCTS AND CHEMICALS INC
				7QEON6Y1RL5XR3R1W237
				AIR PRODUCTS AND CHEMICALS INC
				009158BB1
				
					
					
				
				1425000.00
				PA
				USD
				1451714.63
				0.0492167851812
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-10-15
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PTT TREASURY CENTRE
				254900FBQLIN5XACCX50
				PTT TREASURY CENTER CO LTD
				74446T2C6
				
					
					
				
				2860000.00
				PA
				USD
				2881064.41
				0.0976753455742
				Long
				DBT
				CORP
				TH
				
				Y
				
				2
				
					2070-07-16
					Fixed
					3.70
					N
					N
					N
				
				
					N
					N
					
				
			
			
				AERCAP IRELAND CAP LTD/A
				N/A
				AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
				00774MAN5
				
					
					
				
				4000000.00
				PA
				USD
				4639715.44
				0.1572980483862
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2025-07-15
					Fixed
					6.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PIONEER NATURAL RESOURCE
				FY8JBF7CCL2VE4F1B628
				PIONEER NATURAL RESOURCES CO
				723787AQ0
				
					
					
				
				3150000.00
				PA
				USD
				3016389.57
				0.1022632096018
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-08-15
					Fixed
					1.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CROWN AMER/CAP CORP VI
				N/A
				CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI
				228187AB6
				
					
					
				
				4325000.00
				PA
				USD
				4462751.25
				0.1512985162853
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-02-01
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENTENE CORP
				549300Z7JJ4TQSQGT333
				CENTENE CORP
				15135BAV3
				
					
					
				
				4415000.00
				PA
				USD
				4576368.25
				0.1551504189708
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPIRIT REALTY LP
				549300GTBVIBJRX5BW73
				SPIRIT REALTY LP
				84861TAG3
				
					
					
				
				4505000.00
				PA
				USD
				4683865.08
				0.1587948324667
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-02-15
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ICAHN ENTERPRISES/FIN
				N/A
				ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
				451102BZ9
				
					
					
				
				4200000.00
				PA
				USD
				4362750.00
				0.1479082218449
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP COMMERCIAL MORTGAGE
				N/A
				CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25
				17322YAG5
				
					
					
				
				3925000.00
				OU
				Other Units
				USD
				4218496.59
				0.1430176676375
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2047-10-01
					Variable
					4.345
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR LEASE CORP
				5493004NW4M4P8TMMK63
				AIR LEASE CORP
				00914AAJ1
				
					
					
				
				4500000.00
				PA
				USD
				4704225.08
				0.1594850877866
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-01-15
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPIRIT REALTY LP
				549300GTBVIBJRX5BW73
				SPIRIT REALTY LP
				84861TAD0
				
					
					
				
				2645000.00
				PA
				USD
				2933149.47
				0.0994411603949
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-07-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VTR COMUNICACIONES SPA
				213800XDZJKMC1AEUV94
				VTR COMUNICACIONES SPA
				918367AA1
				
					
					
				
				2156000.00
				PA
				USD
				2290599.08
				0.0776570825471
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2028-01-15
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ROCKETMTGE C0-ISSUER INC
				N/A
				ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC
				74841CAA9
				
					
					
				
				5900000.00
				PA
				USD
				5973750.00
				0.2025251825674
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-03-01
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LENNAR CORP
				529900G61XVRLX5TJX09
				LENNAR CORP
				526057CD4
				
					
					
				
				5275000.00
				PA
				USD
				6119422.00
				0.2074638305515
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-11-29
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAIN CAPITAL CREDIT CLO, LIMIT
				N/A
				BAIN CAPITAL CREDIT CLO 2020-3 LTD
				05684CAA3
				
					
					
				
				8155000.00
				OU
				Other Units
				USD
				8157430.19
				0.2765574452414
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-10-23
					Variable
					1.51788
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENTENE CORP
				549300Z7JJ4TQSQGT333
				CENTENE CORP
				15135BAW1
				
					
					
				
				4250000.00
				PA
				USD
				4361562.50
				0.1478679626017
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-10-15
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAVITA INC
				M2XHYMU3TZNEZURC6H66
				DAVITA INC
				23918KAT5
				
					
					
				
				7640000.00
				PA
				USD
				7449000.00
				0.2525398761155
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CF HIPPOLYTA ISSUER LLC
				N/A
				CF HIPPOLYTA LLC
				12530MAA3
				
					
					
				
				7675692.99
				OU
				Other Units
				USD
				7785206.71
				0.2639381310346
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2060-07-15
					Fixed
					1.69
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				54930077HHZ1QV5CPQ30
				MAGNETITE XXVIII LTD
				55955LAA0
				
					
					
				
				5660000.00
				OU
				Other Units
				USD
				5661731.96
				0.1919469845318
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-10-25
					Variable
					1.39525
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ONEMAIN FINANCIAL ISSUANCE TRU
				N/A
				ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2
				682696AA7
				
					
					
				
				7975000.00
				OU
				Other Units
				USD
				8097980.88
				0.2745419637832
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-09-14
					Fixed
					1.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TESLA AUTO LEASE TRUST
				N/A
				TESLA AUTO LEASE TRUST 2020-A
				88167HAE6
				
					
					
				
				2400000.00
				OU
				Other Units
				USD
				2422786.32
				0.0821385631772
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-01-22
					Fixed
					1.18
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LEVEL 3 FINANCING INC
				254900AE5FEFIJOXWL19
				LEVEL 3 FINANCING INC
				527298BR3
				
					
					
				
				6810000.00
				PA
				USD
				6871153.80
				0.2329494334035
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-07-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LENNAR CORP
				529900G61XVRLX5TJX09
				LENNAR CORP
				526057CT9
				
					
					
				
				1625000.00
				PA
				USD
				1858593.75
				0.0630110129378
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-06-01
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQUINIX INC
				549300EVUN2BTLJ3GT74
				EQUINIX INC
				29444UBK1
				
					
					
				
				10360000.00
				PA
				USD
				10221896.75
				0.3465480653659
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-09-15
					Fixed
					1.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT SUISSE GROUP AG
				549300506SI9CRFV9Z86
				CREDIT SUISSE GROUP AG
				225401AC2
				
					
					
				
				5725000.00
				PA
				USD
				6367121.38
				0.2158614638901
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2028-01-09
					Fixed
					4.282
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SPRINGCASTLE SPV
				N/A
				SPRINGCASTLE AMERICA FUNDING LLC
				85022WAP9
				
					
					
				
				5433461.85
				OU
				Other Units
				USD
				5487028.72
				0.1860241043349
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-09-25
					Fixed
					1.97
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DOLLAR TREE INC
				549300PMSTQITB1WHR43
				DOLLAR TREE INC
				256746AH1
				
					
					
				
				2050000.00
				PA
				USD
				2311112.48
				0.0783525385136
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-05-15
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN CO
				549300FC3G3YU2FBZD92
				SOUTHERN CO/THE
				842587CV7
				
					
					
				
				7725000.00
				PA
				USD
				8317246.01
				0.2819756043748
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-01
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UKRAINE GOVERNMENT
				6354001WLTJXOMEXPY07
				UKRAINE GOVERNMENT INTERNATIONAL BOND
				QJ1385153
				
					
					
				
				5100000.00
				PA
				USD
				5580736.20
				0.1892010241081
				Long
				DBT
				USGSE
				UA
				
				N
				
				2
				
					2040-05-31
					Variable
					1.258
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARMAX AUTO OWNER TRUST
				N/A
				CARMAX AUTO OWNER TRUST 2018-1
				14314AAG4
				
					
					
				
				1360000.00
				OU
				Other Units
				USD
				1375329.10
				0.0466271231752
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2024-07-15
					Fixed
					3.37
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABBOTT LABORATORIES
				HQD377W2YR662HK5JX27
				ABBOTT LABORATORIES
				002824BF6
				
					
					
				
				1616000.00
				PA
				USD
				1813746.45
				0.0614905764247
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-11-30
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2017-SFR2 TRUST
				89613FAA6
				
					
					
				
				8054001.20
				OU
				Other Units
				USD
				8199305.05
				0.2779771085461
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-01-01
					Fixed
					2.928
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABU DHABI CRUDE OIL
				549300DONDFW2383FV66
				ABU DHABI CRUDE OIL PIPELINE LLC
				00401MAB2
				
					
					
				
				2460000.00
				PA
				USD
				2911796.22
				0.0987172313964
				Long
				DBT
				CORP
				AE
				
				Y
				
				2
				
					2047-11-02
					Fixed
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRUIST BANK
				JJKC32MCHWDI71265Z06
				TRUIST BANK
				07330MAB3
				
					
					
				
				4750000.00
				PA
				USD
				5188829.42
				0.1759143964171
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-09-16
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MET LIFE GLOB FUNDING I
				635400MMSOCXNNNZDZ82
				METROPOLITAN LIFE GLOBAL FUNDING I
				59217GCK3
				
					
					
				
				5475000.00
				PA
				USD
				5904460.26
				0.2001760857282
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-09-19
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OCCIDENTAL PETROLEUM CORP
				IM7X0T3ECJW4C1T7ON55
				OCCIDENTAL PETROLEUM CORP
				674599CM5
				
					
					
				
				3480000.00
				PA
				USD
				3483654.00
				0.1181046515759
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-02-15
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING TRUST VII LLC
				68784AAE6
				
					
					
				
				3281799.00
				OU
				Other Units
				USD
				3305467.01
				0.1120636634728
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2024-12-10
					Fixed
					2.76
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTERN MIDSTREAM OPERAT
				L6D8A6MLSY454J2JXJ60
				WESTERN MIDSTREAM OPERATING LP
				958254AH7
				
					
					
				
				2450000.00
				PA
				USD
				2632427.00
				0.0892459106542
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AEP TRANSMISSION CO LLC
				549300X123Z1I0LA3Y84
				AEP TRANSMISSION CO LLC
				00115AAE9
				
					
					
				
				3680000.00
				PA
				USD
				3970426.63
				0.1346074707029
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-12-01
					Fixed
					3.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMAZON.COM INC
				ZXTILKJKG63JELOEG630
				AMAZON.COM INC
				023135BC9
				
					
					
				
				7875000.00
				PA
				USD
				8663335.46
				0.2937089090905
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-08-22
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				QZ3177313
				
					
					
				
				6840000.00
				PA
				USD
				7010863.20
				0.2376859342181
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2169-12-15
					Variable
					7.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN INTERNATIONAL GROUP INC
				ODVCVCQG2BP6VHV36M30
				AMERICAN INTERNATIONAL GROUP INC
				026874DK0
				
					
					
				
				2790000.00
				PA
				USD
				3181385.36
				0.1078569827748
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-04-01
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				86765BAU3
				
					
					
				
				2775000.00
				PA
				USD
				3063655.33
				0.1038656380049
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANQUE OUEST AFRICAINE D
				529900LIZJABE4JJS826
				BANQUE OUEST AFRICAINE DE DEVELOPPEMENT
				AO3503288
				
					
					
				
				7720000.00
				PA
				USD
				8673690.20
				0.2940599608769
				Long
				DBT
				CORP
				XX
				
				N
				
				2
				
					2027-07-27
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQT CORP
				4NT01YGM4X7ZX86ISY52
				EQT CORP
				26884LAE9
				
					
					
				
				9165000.00
				PA
				USD
				9337760.25
				0.3165736094417
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-10-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				TECK RESOURCES LTD
				T8KI5SQ2JRWHL7XY0E11
				TECK RESOURCES LTD
				878742AW5
				
					
					
				
				940000.00
				PA
				USD
				1256383.52
				0.0425945681963
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2041-07-15
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JP MORGAN CHASE COMMERCIAL MOR
				N/A
				JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16
				46641BAC7
				
					
					
				
				2743906.91
				OU
				Other Units
				USD
				2860885.15
				0.0969912177959
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2046-12-01
					Fixed
					3.8812
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FHLMC MULTIFAMILY STRUCTURED P
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
				3137FHQ22
				
					
					
				
				6365000.00
				OU
				Other Units
				USD
				6666466.77
				0.2260100271478
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2025-07-01
					Fixed
					3.37
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FHLMC MULTIFAMILY STRUCTURED P
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
				3137FJF20
				
					
					
				
				3991116.53
				OU
				Other Units
				USD
				4013198.58
				0.1360575476198
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2025-08-25
					Variable
					0.5405
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMM MORTGAGE TRUST
				N/A
				COMM 2014-CCRE16 MORTGAGE TRUST
				12591VAD3
				
					
					
				
				8873175.82
				OU
				Other Units
				USD
				9410017.15
				0.3190233004841
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2047-04-01
					Fixed
					3.775
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CROWN CASTLE INTL CORP
				54930012H97VSM0I2R19
				CROWN CASTLE INTERNATIONAL CORP
				22822VAJ0
				
					
					
				
				3150000.00
				PA
				USD
				3289620.29
				0.1115264197212
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-07-15
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL EQUIPMENT FINANCE TRUST
				N/A
				DELL EQUIPMENT FINANCE TRUST 2018-2
				24704DAJ9
				
					
					
				
				2456907.60
				OU
				Other Units
				USD
				2464084.72
				0.0835386830349
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-10-22
					Fixed
					3.72
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				353800N5RGHXWI4JYR18
				OSCAR US FUNDING TRUST VIII LLC
				68784CAE2
				
					
					
				
				5480412.50
				OU
				Other Units
				USD
				5577123.53
				0.1890785454889
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2025-05-12
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVITATION HOMES TRUST
				N/A
				INVITATION HOMES 2018-SFR3 TRUST
				46187VAA7
				
					
					
				
				6323042.22
				OU
				Other Units
				USD
				6345734.35
				0.2151363896645
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-07-17
					Variable
					1.084
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN HOMES 4 RENT
				N/A
				AMERICAN HOMES 4 RENT 2014-SFR3 TRUST
				02665XAA7
				
					
					
				
				3961781.40
				OU
				Other Units
				USD
				4210272.25
				0.1427388417811
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-12-01
					Fixed
					3.678
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PERUSAHAAN LISTRIK NEGAR
				254900OYVDRYS9J51J61
				PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA
				71568QAN7
				
					
					
				
				4640000.00
				PA
				USD
				4638840.00
				0.1572683687635
				Long
				DBT
				CORP
				ID
				
				N
				
				2
				
					2030-06-30
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SUZANO AUSTRIA GMBH
				254900287ZNSGVP1R341
				SUZANO AUSTRIA GMBH
				86964WAJ1
				
					
					
				
				3575000.00
				PA
				USD
				3676887.50
				0.1246557542946
				Long
				DBT
				CORP
				AT
				
				N
				
				2
				
					2031-01-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GLP CAPITAL LP / FIN II
				N/A
				GLP CAPITAL LP / GLP FINANCING II INC
				361841AH2
				
					
					
				
				6780000.00
				PA
				USD
				7716996.00
				0.2616256160322
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-04-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					
				
			
			
				CENT CLO LP
				549300EPPYTG18BLNK44
				COLUMBIA CENT CLO 30 LTD
				19736WAC4
				
					
					
				
				7625000.00
				OU
				Other Units
				USD
				7638275.13
				0.2589567801136
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-01-20
					Variable
					1.44425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VEON HOLDINGS BV
				5493000XDKGUH5NQGE22
				VEON HOLDINGS BV
				91823N2A0
				
					
					
				
				7280000.00
				PA
				USD
				7389636.80
				0.2505273140033
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2027-11-25
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MGM GROWTH/MGM FINANCE
				N/A
				MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
				55303XAL9
				
					
					
				
				6612000.00
				PA
				USD
				7050045.00
				0.2390142960006
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-02-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SE9
				
					
					
				
				78525000.00
				PA
				USD
				100064162.50
				3.3924273327099
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2048-11-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SCRT
				N/A
				SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-4
				35563PHK8
				
					
					
				
				4827919.20
				OU
				Other Units
				USD
				5226000.93
				0.1771746043015
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2058-03-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MILLICOM INTERNATIONAL CELLULAR SA
				549300CTHC1CP86P2G96
				MILLICOM INTERNATIONAL CELLULAR SA
				600814AR8
				
					
					
				
				1300000.00
				PA
				USD
				1361496.50
				0.0461581631684
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2031-04-27
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36176VQC0
				
					
					
				
				45109.69
				OU
				Other Units
				USD
				45335.80
				0.0015369978944
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2063-01-01
					Variable
					3.63
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SAUDI ARABIAN OIL CO
				5586006WD91QHB7J4X50
				SAUDI ARABIAN OIL CO
				80414L2H7
				
					
					
				
				1560000.00
				PA
				USD
				1562340.00
				0.052967264069
				Long
				DBT
				CORP
				SA
				
				Y
				
				2
				
					2025-11-24
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE CORP CHRISTI HD
				549300I7CIEWU1BBLQ53
				CHENIERE CORPUS CHRISTI HOLDINGS LLC
				16412XAJ4
				
					
					
				
				2765000.00
				PA
				USD
				3002229.89
				0.1017831607586
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-11-15
					Fixed
					3.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SLM CORP
				4K8SLPBF5DXXGPW03H93
				SLM CORP
				78442PGD2
				
					
					
				
				1900000.00
				PA
				USD
				2039365.00
				0.0691396139689
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-10-29
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SLST
				N/A
				SEASONED LOANS STRUCTURED TRANSACTION SERIES 2018-2
				35564CAN7
				
					
					
				
				6697611.18
				OU
				Other Units
				USD
				7067285.83
				0.2395988035952
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2028-11-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERRY GLOBAL INC
				549300AP2Q7ERHX6RI89
				BERRY GLOBAL INC
				08576PAB7
				
					
					
				
				3815000.00
				PA
				USD
				3818776.85
				0.1294661609091
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-01-15
					Fixed
					1.57
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QDC3
				
					
					
				
				7755000.00
				PA
				USD
				8020376.10
				0.2719109661288
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2030-01-23
					Fixed
					6.84
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARRIER GLOBAL CORP
				549300JE3W6CWY2NAN77
				CARRIER GLOBAL CORP
				14448CAP9
				
					
					
				
				6020000.00
				PA
				USD
				6297828.42
				0.2135122578847
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-02-15
					Fixed
					2.493
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAIN CAPITAL CREDIT CLO, LIMIT
				N/A
				BAIN CAPITAL CREDIT CLO 2020-5 LTD
				05683FAJ8
				
					
					
				
				3275000.00
				OU
				Other Units
				USD
				3277341.63
				0.1111101421974
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-01-20
					Variable
					1.35425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MULTIFAMILY STRUCTURED CREDIT
				N/A
				FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK
				35563FAA9
				
					
					
				
				2141141.72
				OU
				Other Units
				USD
				2158589.03
				0.0731816091046
				Long
				ABS-MBS
				USGA
				US
				
				Y
				
				2
				
					2051-01-25
					Variable
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DP WORLD SALAAM
				549300SUYBT9X88E9435
				DP WORLD SALAAM
				BK2438988
				
					
					
				
				6725000.00
				PA
				USD
				7381265.85
				0.2502435176983
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2170-01-01
					Variable
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC - SCRT
				N/A
				SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3
				35563PSU4
				
					
					
				
				3363707.20
				OU
				Other Units
				USD
				3490283.50
				0.1183294083364
				Long
				ABS-CBDO
				CORP
				US
				
				N
				
				2
				
					2060-05-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VALE OVERSEAS LIMITED
				254900BA3U6G5DNV5V04
				VALE OVERSEAS LTD
				91911TAP8
				
					
					
				
				1307000.00
				PA
				USD
				1546161.40
				0.0524187687489
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2026-08-10
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARRIER GLOBAL CORP
				549300JE3W6CWY2NAN77
				CARRIER GLOBAL CORP
				14448CAQ7
				
					
					
				
				2035000.00
				PA
				USD
				2106678.26
				0.0714217031542
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-02-15
					Fixed
					2.722
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARB BONDCO PLC
				254900PVA1EU6QM1JN57
				MARB BONDCO PLC
				566007AC4
				
					
					
				
				5850000.00
				PA
				USD
				5595642.00
				0.1897063683
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2031-01-29
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CNX RESOURCES CORP
				549300JK3KH8PWM3B226
				CNX RESOURCES CORP
				12653CAJ7
				
					
					
				
				1065000.00
				PA
				USD
				1127568.75
				0.0382274227999
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-01-15
					Fixed
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINOPEC GRP DEV 2018
				549300C6OZZ8LTVR8209
				SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
				82939GAR9
				
					
					
				
				1400000.00
				PA
				USD
				1395957.15
				0.0473264660657
				Long
				DBT
				CORP
				VG
				
				Y
				
				2
				
					2026-01-08
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					
				
			
			
				DATABANK ISSUER LLC
				N/A
				DATABANK ISSUER
				23802WAA9
				
					
					
				
				6055000.00
				OU
				Other Units
				USD
				6057787.72
				0.2053742731028
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-02-27
					Fixed
					2.06
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED MEXICAN STATES
				254900EGTWEU67VP6075
				MEXICO GOVERNMENT INTERNATIONAL BOND
				BN2966958
				
					
					
				
				3115000.00
				PA
				USD
				2699116.35
				0.0915068477178
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2071-04-19
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LAMAR MEDIA CORP
				N/A
				LAMAR MEDIA CORP
				513075BR1
				
					
					
				
				6390000.00
				PA
				USD
				6581156.85
				0.2231178058257
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967HQ7
				
					
					
				
				4520000.00
				PA
				USD
				4890640.00
				0.1658050234562
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-15
					Variable
					6.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KRAFT HEINZ FOODS CO
				5493003STKEZ2S0RNU91
				KRAFT HEINZ FOODS CO
				50077LBF2
				
					
					
				
				1530000.00
				PA
				USD
				1730701.22
				0.058675133802
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIGNA CORP
				549300VIWYMSIGT1U456
				CIGNA CORP
				125523AH3
				
					
					
				
				8825000.00
				PA
				USD
				10206255.99
				0.3460178041774
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-10-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967GR6
				
					
					
				
				6725000.00
				PA
				USD
				6943562.50
				0.2354042708485
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-15
					Variable
					5.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TEXTAINER MARINE CONTAINERS LI
				549300X48KLHDDGPK024
				TEXTAINER MARINE CONTAINERS VII LTD
				88315LAL2
				
					
					
				
				8103333.37
				OU
				Other Units
				USD
				7999243.62
				0.2711945217898
				Long
				ABS-MBS
				CORP
				BM
				
				Y
				
				2
				
					2046-02-20
					Fixed
					1.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29273VAL4
				
					
					
				
				2275000.00
				PA
				USD
				2331875.00
				0.0790564402761
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-05-15
					Variable
					6.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RIN LTD
				N/A
				RIN IV LTD
				76679AAA5
				
					
					
				
				5225000.00
				OU
				Other Units
				USD
				5232471.75
				0.17739398141
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-20
					Variable
					1.43425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AVERY POINT CLO LTD
				549300ZZJXJNKXU40667
				AVERY POINT VII CLO LTD
				05364CBE1
				
					
					
				
				6216769.75
				OU
				Other Units
				USD
				6217434.94
				0.2107867162711
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2028-01-15
					Variable
					1.08613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TESLA AUTO LEASE TRUST
				N/A
				TESLA AUTO LEASE TRUST 2021-A
				88161FAF3
				
					
					
				
				5775000.00
				OU
				Other Units
				USD
				5775313.58
				0.1957976877462
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-03-20
					Fixed
					1.18
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VASA TRUST
				N/A
				VASA TRUST 2021-VASA
				92230AAC0
				
					
					
				
				9725000.00
				OU
				Other Units
				USD
				9744273.01
				0.3303554166708
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2039-07-15
					Variable
					1.334
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MAGNETITE CLO LTD
				5493000OP4ZUZOOM1U45
				MAGNETITE XIX LTD
				55954KAL9
				
					
					
				
				7000000.00
				OU
				Other Units
				USD
				7007826.00
				0.2375829654825
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-17
					Variable
					1.18388
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE ENERGY PARTNERS LP
				5493005UEC8AZ34LDV29
				CHENIERE ENERGY PARTNERS LP
				16411QAH4
				
					
					
				
				5935000.00
				PA
				USD
				6222550.75
				0.2109601551252
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-03-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				48124BAC9
				
					
					
				
				4342000.00
				PA
				USD
				4472262.17
				0.1516209604467
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-01
					Variable
					5.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED MEXICAN STATES
				254900EGTWEU67VP6075
				MEXICO GOVERNMENT INTERNATIONAL BOND
				91086QAV0
				
					
					
				
				3800000.00
				PA
				USD
				4661992.00
				0.158053279921
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2040-01-11
					Fixed
					6.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRASS PLC
				213800UCE3NFG8SQKH09
				BRASS NO 10 PLC
				BCC2R4V61
				
					
					
				
				3694864.17
				OU
				Other Units
				USD
				3695721.38
				0.1252942702997
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-04-16
					Variable
					0.669
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BARCLAYS PLC
				213800LBQA1Y9L22JB70
				BARCLAYS PLC
				06738EBG9
				
					
					
				
				4151000.00
				PA
				USD
				4690650.76
				0.1590248841229
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2170-09-15
					Variable
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LIFE FINANCIAL SERVICES TRUST
				N/A
				LIFE 2021-BMR MORTGAGE TRUST
				53218CAA8
				
					
					
				
				4350000.00
				OU
				Other Units
				USD
				4359245.49
				0.1477894101224
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2038-03-15
					Variable
					0.784
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				48128BAF8
				
					
					
				
				13688000.00
				PA
				USD
				14295405.00
				0.4846502628167
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-02-01
					Variable
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CF HIPPOLYTA ISSUER LLC
				N/A
				CF HIPPOLYTA LLC
				12530MAE5
				
					
					
				
				6442037.96
				OU
				Other Units
				USD
				6489703.89
				0.2200173199633
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2061-03-15
					Fixed
					1.53
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO COMMERCIAL MORTGAG
				N/A
				WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE
				95003LAA8
				
					
					
				
				4567834.71
				OU
				Other Units
				USD
				4603788.14
				0.156080022357
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2040-02-15
					Variable
					1.234
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KRAFT HEINZ FOODS CO
				5493003STKEZ2S0RNU91
				KRAFT HEINZ FOODS CO
				50077LAZ9
				
					
					
				
				1445000.00
				PA
				USD
				1762044.60
				0.0597377533889
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2049-10-01
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF GHANA
				213800PP4399SNNXZ126
				GHANA GOVERNMENT INTERNATIONAL BOND
				37443GAM3
				
					
					
				
				4125000.00
				PA
				USD
				3935167.50
				0.1334120973209
				Long
				DBT
				USGSE
				GH
				
				Y
				
				2
				
					2034-04-07
					Fixed
					8.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KRAFT HEINZ FOODS CO
				5493003STKEZ2S0RNU91
				KRAFT HEINZ FOODS CO
				50077LBC9
				
					
					
				
				1830000.00
				PA
				USD
				1999261.06
				0.067779989316
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DOMINOS PIZZA MASTER ISSUER LL
				N/A
				DOMINO'S PIZZA MASTER ISSUER LLC
				25755TAN0
				
					
					
				
				5610937.50
				OU
				Other Units
				USD
				5792910.30
				0.1963942609089
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-04-25
					Fixed
					2.662
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TCI-FLATIRON CLO LTD
				N/A
				TCI-FLATIRON CLO 2017-1 LTD
				87231BAL7
				
					
					
				
				1300000.00
				OU
				Other Units
				USD
				1300374.40
				0.0440859699127
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-11-18
					Variable
					1.08425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RACE POINT CLO LTD
				549300C3570PBQ31OI09
				RACE POINT IX CLO LTD
				74982WAA4
				
					
					
				
				7150000.00
				OU
				Other Units
				USD
				7150886.60
				0.2424330804242
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-10-15
					Variable
					1.06613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29273VAH3
				
					
					
				
				3080000.00
				PA
				USD
				2763376.00
				0.0936854118271
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-02-15
					Variable
					6.25
					N
					N
					N
				
				
					N
					N
					
				
			
			
				THOMPSON PARK CLO, LTD
				N/A
				TPRK 2021-1A A1
				884887AA8
				
					
					
				
				7975000.00
				OU
				Other Units
				USD
				7982671.95
				0.2706327004059
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-04-15
					Variable
					1.19935
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CENT CLO LP
				5493002BI0SI5QMH0P08
				CENT CLO 21 LTD
				15137EBN2
				
					
					
				
				7600000.00
				OU
				Other Units
				USD
				7601368.00
				0.2577055353777
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2030-07-27
					Variable
					1.09888
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UBS GROUP AG
				549300SZJ9VS8SGXAN81
				UBS GROUP AG
				90352JAF0
				
					
					
				
				6575000.00
				PA
				USD
				7177631.63
				0.2433398043553
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2170-07-31
					Variable
					7.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967GF2
				
					
					
				
				3622000.00
				PA
				USD
				3784990.00
				0.1283207015302
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-08-15
					Variable
					5.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				YUM! BRANDS INC
				549300JE8XHZZ7OHN517
				YUM! BRANDS INC
				988498AP6
				
					
					
				
				9225000.00
				PA
				USD
				9859218.75
				0.3342523669916
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-01-31
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVERSIONES CMPC SA
				549300G475ACIABB4385
				INVERSIONES CMPC SA
				46128MAQ4
				
					
					
				
				5900000.00
				PA
				USD
				5864010.00
				0.1988047199544
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2031-04-06
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VICI PROPERTIES / NOTE
				N/A
				VICI PROPERTIES LP / VICI NOTE CO INC
				92564RAA3
				
					
					
				
				2550000.00
				PA
				USD
				2666229.00
				0.0903918836562
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-12-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CONOCOPHILLIPS
				WPTL2Z3FIYTHSP5V2253
				CONOCOPHILLIPS
				20825CAV6
				
					
					
				
				3750000.00
				PA
				USD
				4190472.00
				0.1420675633971
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-10-01
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NRG ENERGY INC
				5E2UPK5SW04M13XY7I38
				NRG ENERGY INC
				629377CR1
				
					
					
				
				7360000.00
				PA
				USD
				7238560.00
				0.2454054296757
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					
				
			
			
				TRIUMPH RAIL LLC
				N/A
				TRP 2021-2 A
				89683LAA8
				
					
					
				
				7385125.81
				OU
				Other Units
				USD
				7455393.81
				0.2527566423909
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-06-19
					Fixed
					2.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRP LLC
				N/A
				TRP 2021 LLC
				87267CAA6
				
					
					
				
				6946430.86
				OU
				Other Units
				USD
				6982810.71
				0.2367348840974
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-06-19
					Fixed
					2.07
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXETER AUTOMOBILE RECEIVABLES
				N/A
				EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
				30165XAE5
				
					
					
				
				6160000.00
				OU
				Other Units
				USD
				6175526.90
				0.2093659280808
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2026-06-15
					Fixed
					0.98
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA PLC
				PY6ZZQWO2IZFZC3IOL08
				ASTRAZENECA PLC
				046353AZ1
				
					
					
				
				4645000.00
				PA
				USD
				4799857.47
				0.1627272668607
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2051-05-28
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAR0
				
					
					
				
				8130000.00
				PA
				USD
				8448100.88
				0.2864119143035
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-24
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICA FINANCE CORP
				213800LXFHRRXIJRXW97
				AFRICA FINANCE CORP
				00830YAD3
				
					
					
				
				4950000.00
				PA
				USD
				4992570.00
				0.1692607073833
				Long
				DBT
				CORP
				XX
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				02005NBM1
				
					
					
				
				9315000.00
				PA
				USD
				9724627.13
				0.329689371819
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-08-15
					Variable
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38144GAE1
				
					
					
				
				5405000.00
				PA
				USD
				5546881.25
				0.1880532559676
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-11-10
					Variable
					3.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA FINANCE LLC
				549300C3HATU4Q460S18
				ASTRAZENECA FINANCE LLC
				04636NAB9
				
					
					
				
				2430000.00
				PA
				USD
				2469600.40
				0.0837256784898
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-05-28
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SUZANO AUSTRIA GMBH
				254900287ZNSGVP1R341
				SUZANO AUSTRIA GMBH
				86964WAK8
				
					
					
				
				1760000.00
				PA
				USD
				1701920.00
				0.0576993778975
				Long
				DBT
				CORP
				AT
				
				N
				
				2
				
					2032-01-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHENIERE ENERGY INC
				MIHC87W9WTYSYZWV1J40
				CHENIERE ENERGY INC
				16411RAK5
				
					
					
				
				4225000.00
				PA
				USD
				4457375.00
				0.1511162478588
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-10-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AFRICAN EXPORT-IMPORT BA
				21380068LJCDYA42GJ76
				AFRICAN EXPORT-IMPORT BANK/THE
				00831TAC5
				
					
					
				
				4075000.00
				PA
				USD
				4231887.50
				0.14347165324
				Long
				DBT
				CORP
				XX
				
				Y
				
				2
				
					2031-05-17
					Fixed
					3.798
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL INT LLC / EMC CORP
				N/A
				DELL INTERNATIONAL LLC / EMC CORP
				24703TAD8
				
					
					
				
				4650000.00
				PA
				USD
				5535094.58
				0.1876536581448
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-06-15
					Fixed
					6.02
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARLYLE GLOBAL MARKET STRATEGI
				549300VZ0HS3D307K776
				CARLYLE US CLO 2017-1 LTD
				14314BAN7
				
					
					
				
				7850000.00
				OU
				Other Units
				USD
				7857693.00
				0.2663955989762
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-20
					Variable
					1.73425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARVANA AUTO RECEIVABLES TRUST
				N/A
				CARVANA AUTO RECEIVABLES TRUST 2021-N2
				14686KAD9
				
					
					
				
				4600000.00
				OU
				Other Units
				USD
				4608207.32
				0.1562298436981
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2028-03-10
					Fixed
					1.07
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEMAK SAB DE CV
				5493000MY3DAIB0BP706
				NEMAK SAB DE CV
				64045DAC8
				
					
					
				
				4200000.00
				PA
				USD
				4158000.00
				0.1409666807475
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-06-28
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QATAR PETROLEUM
				254900QTESJKJ3P87J26
				QATAR PETROLEUM
				74730DAC7
				
					
					
				
				9550000.00
				PA
				USD
				9471403.50
				0.3211044524809
				Long
				DBT
				CORP
				QA
				
				Y
				
				2
				
					2031-07-12
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIT GROUP INC
				N8O96ZZJQRFYQUJY7K79
				CIT GROUP INC
				125581GX0
				
					
					
				
				6025000.00
				PA
				USD
				7290973.00
				0.2471823624891
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-09
					Fixed
					6.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HERTZ VEHICLE FINANCING LLC
				N/A
				HERTZ VEHICLE FINANCING III LP
				42806MAE9
				
					
					
				
				15400000.00
				OU
				Other Units
				USD
				15455042.68
				0.5239649031773
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2027-12-27
					Fixed
					1.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SA GLOBAL SUKUK LTD
				5493007DFAVKU7UOGR47
				SA GLOBAL SUKUK LTD
				78397PAB7
				
					
					
				
				3275000.00
				PA
				USD
				3258641.38
				0.1104761565861
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2026-06-17
					Fixed
					1.602
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				Z91ZC0NV9_1093400_S
				N/A
				ICE CDS Buy protection CDX HY CDSI S36 5Y PRC 6/20/2026 - BOAML - CON
				N/A
				
					
					
				
				-53930000.00
				NC
				USD
				-5004213.16
				-0.1696554398553
				Short
				DCR
				
				US
				
				N
				
				2
				
					
						
							BANK OF AMERICA
							N/A
						
						
							
								CDX.NA.HY.36
								2I65BRYP9
							
						
						Y
						
							
								
							
						
						
						2026-06-20
						0.00
						USD
						5087697.50
						USD
						-53930000.00
						USD
						83484.34
					
				
				
					N
					N
					N
				
			
			
				LUMEN TECHNOLOGIES INC
				8M3THTGWLTYZVE6BBY25
				LUMEN TECHNOLOGIES INC
				550241AA1
				
					
					
				
				6950000.00
				PA
				USD
				7100189.50
				0.240714320946
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-06-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CO
				20S05OYHG0MQM4VUIC57
				FORD MOTOR CO
				345370CQ1
				
					
					
				
				5640000.00
				PA
				USD
				5918503.20
				0.2006521767911
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2043-01-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JBS FINANCE LUXEMBOURG
				N/A
				JBS FINANCE LUXEMBOURG SARL
				46592QAA7
				
					
					
				
				4775000.00
				PA
				USD
				4870547.75
				0.1651238455362
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2032-01-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METALSA SA DE CV
				549300F2FONGJR575V67
				METALSA SA DE CV
				59132VAB4
				
					
					
				
				4825000.00
				PA
				USD
				4724905.38
				0.1601862020838
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-05-04
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HILTON DOMESTIC OPERATIN
				5493003EG7H0N1E4XV50
				HILTON DOMESTIC OPERATING CO INC
				432833AN1
				
					
					
				
				4475000.00
				PA
				USD
				4413468.75
				0.1496277153127
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2032-02-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQUATE PETROCHEMICAL BV
				635400Y3Z5R4NJSMQ630
				EQUATE PETROCHEMICAL BV
				29441WAD7
				
					
					
				
				3400000.00
				PA
				USD
				3427618.20
				0.1162048967108
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2028-04-28
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUCKHORN PARK CLO, LTD.
				N/A
				BUCKHORN PARK CLO LTD
				118382AS9
				
					
					
				
				7550000.00
				OU
				Other Units
				USD
				7555103.80
				0.2561370623831
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2034-07-18
					Variable
					1.76201
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EQT CORP
				4NT01YGM4X7ZX86ISY52
				EQT CORP
				26884LAM1
				
					
					
				
				5250000.00
				PA
				USD
				5388442.50
				0.1826817829783
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-05-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CONTINENTAL RESOURCES INC/OK
				XXRTID9RYWOZ0UPIVR53
				CONTINENTAL RESOURCES INC/OK
				212015AT8
				
					
					
				
				3670000.00
				PA
				USD
				4440700.00
				0.1505509233274
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-01-15
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KE77BA5H1VNEL64B_1093400_S
				N/A
				RUB/USD FWD 20211215 908
				N/A
				
					
					
				
				-1115825000.00
				NC
				
				-15106276.61
				-0.5121408542967
				Short
				DFE
				
				RU
				
				N
				
				2
				
					
						
							CITIBANK N A
							N/A
						
						1115825000.00
						RUB
						15106276.61
						USD
						2021-12-15
						-137198.77
					
				
				
					N
					N
					N
				
			
			
				FANNIE MAE OR FREDDIE MAC
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE OR FREDDIE MAC
				01F0226A8
				
					
					
				
				42750000.00
				OU
				Other Units
				USD
				44080928.06
				1.4944545726044
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2051-10-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CUUUFG44Q57V8L7B_1093400_S
				N/A
				NZD/USD FWD 20211029 187
				N/A
				
					
					
				
				-8380000.00
				NC
				
				-5784208.40
				-0.1960992445647
				Short
				DFE
				
				NZ
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						8380000.00
						NZD
						5784208.40
						USD
						2021-10-29
						87288.88
					
				
				
					N
					N
					N
				
			
			
				CAPITAL ONE FINANCIAL CORP
				ZUE8T73ROZOF6FLBAR73
				CAPITAL ONE FINANCIAL CORP
				14040HCG8
				
					
					
				
				7585000.00
				PA
				USD
				7432666.35
				0.2519861242095
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-07-29
					Variable
					2.359
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OOUC7L1095TA7HS3_1093400_S
				N/A
				CNH/USD FWD 20211215 229
				N/A
				
					
					
				
				-229695000.00
				NC
				
				-35408562.15
				-1.2004395084965
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						229695000.00
						CNY
						35408562.15
						USD
						2021-12-15
						-17646.56
					
				
				
					N
					N
					N
				
			
			
				ARAB REPUBLIC OF EGYPT
				529900GFIVH4086NMH82
				EGYPT GOVERNMENT INTERNATIONAL BOND
				03846JAE0
				
					
					
				
				6800000.00
				PA
				USD
				6620140.00
				0.2244394328725
				Long
				DBT
				USGSE
				EG
				
				Y
				
				2
				
					2033-09-30
					Fixed
					7.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE OR FREDDIE MAC
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE OR FREDDIE MAC
				01F0306A1
				
					
					
				
				35595000.00
				OU
				Other Units
				USD
				37248221.17
				1.26280858636
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2051-10-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARBOR MULTIFAMILY MORTGAGE SEC
				N/A
				ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1
				03882KAJ1
				
					
					
				
				3850000.00
				OU
				Other Units
				USD
				3972947.44
				0.1346929325159
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2054-10-01
					Fixed
					2.5747
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MF1 MULTIFAMILY HOUSING MORTGA
				N/A
				MF1 2021-FL7 LTD
				55284AAC2
				
					
					
				
				5500000.00
				OU
				Other Units
				USD
				5519228.00
				0.1871157410892
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2036-10-18
					Variable
					1.545
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FHPGNV84QJIGCSB8_1093400_S
				N/A
				MYR/USD FWD 20211215 5
				N/A
				
					
					
				
				-39420000.00
				NC
				
				-9384373.66
				-0.3181539215355
				Short
				DFE
				
				MY
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						39420000.00
						MYR
						9384373.66
						USD
						2021-12-15
						74534.56
					
				
				
					N
					N
					N
				
			
			
				40RQ89QH1TQEJSM7_1093400_L
				N/A
				AUD/USD FWD 20211029 187
				N/A
				
					
					
				
				530770.87
				NC
				
				383768.44
				0.0130107174512
				Long
				DFE
				
				AU
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						383768.44
						USD
						530770.87
						AUD
						2021-10-29
						-3106.73
					
				
				
					N
					N
					N
				
			
			
				MRIV0CM9UUSPIGAK_1093400_S
				N/A
				THB/USD FWD 20211215 229
				N/A
				
					
					
				
				-79600000.00
				NC
				
				-2351604.74
				-0.0797253281933
				Short
				DFE
				
				TH
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						79600000.00
						THB
						2351604.74
						USD
						2021-12-15
						79263.62
					
				
				
					N
					N
					N
				
			
			
				FANNIE MAE OR FREDDIE MAC
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE OR FREDDIE MAC
				01F0326A7
				
					
					
				
				28600000.00
				OU
				Other Units
				USD
				30262933.84
				1.025989738602
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2051-10-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE OR FREDDIE MAC
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE OR FREDDIE MAC
				01F0206A2
				
					
					
				
				29650000.00
				OU
				Other Units
				USD
				29732232.79
				1.0079976353101
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2051-10-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				6AFTPBNEAMF25MJ9_1093400_S
				N/A
				CNH/USD FWD 20211215 486
				N/A
				
					
					
				
				-710955000.00
				NC
				
				-109597049.58
				-3.7156162335297
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						710955000.00
						CNY
						109597049.58
						USD
						2021-12-15
						174130.19
					
				
				
					N
					N
					N
				
			
			
				Q9GPAKLKU1PF6PCK_1093400_S
				N/A
				CAD/USD FWD 20211029 5
				N/A
				
					
					
				
				-74340119.64
				NC
				
				-58690243.85
				-1.9897472024527
				Short
				DFE
				
				CA
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						74340119.64
						CAD
						58690243.85
						USD
						2021-10-29
						96.53
					
				
				
					N
					N
					N
				
			
			
				UPSTART SECURITIZATION TRUST
				N/A
				UPSTART SECURITIZATION TRUST 2021-4
				91682NAA1
				
					
					
				
				11800000.00
				OU
				Other Units
				USD
				11824801.24
				0.4008905678937
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2031-09-20
					Fixed
					0.84
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810FT0
				
					
					
				
				43675000.00
				PA
				USD
				59693147.35
				2.0237481590436
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2036-02-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					
				
			
			
				STELLANTIS FIN US INC
				549300QZ0AI8Q7LNON33
				STELLANTIS FINANCE US INC
				85855CAB6
				
					
					
				
				5585000.00
				PA
				USD
				5534286.47
				0.1876262611789
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-09-15
					Fixed
					2.691
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				1S7PJJSAJDBMVT9M_1093400_S
				N/A
				EUR/USD FWD 20211029 229
				N/A
				
					
					
				
				-548885100.58
				NC
				
				-636147347.79
				-21.566998577275
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						548885100.58
						EUR
						636147347.79
						USD
						2021-10-29
						5309969.43
					
				
				
					N
					N
					N
				
			
			
				7-ELEVEN INC
				549300K23JPL0SS3LB18
				7-ELEVEN INC
				817826AG5
				
					
					
				
				6325000.00
				PA
				USD
				5854650.80
				0.1984874194833
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2051-02-10
					Fixed
					2.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				03DH065PNQ71OMF4_1093400_S
				N/A
				EUR/USD FWD 20211029 486
				N/A
				
					
					
				
				-3800000.00
				NC
				
				-4404127.42
				-0.1493110206798
				Short
				DFE
				
				XX
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						3800000.00
						EUR
						4404127.42
						USD
						2021-10-29
						35701.76
					
				
				
					N
					N
					N
				
			
			
				BXHPP TRUST
				N/A
				BXHPP TRUST 2021-FILM
				05609JAJ1
				
					
					
				
				9620000.00
				OU
				Other Units
				USD
				9643527.63
				0.3269398943478
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-08-15
					Variable
					0.984
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF NIGERIA
				549300GSBZD84TNEQ285
				NIGERIA GOVERNMENT INTERNATIONAL BOND
				65412JAS2
				
					
					
				
				3275000.00
				PA
				USD
				3307881.00
				0.1121455038186
				Long
				DBT
				USGSE
				NG
				
				Y
				
				2
				
					2033-09-28
					Fixed
					7.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				1KRCDPIMT2F9DLLC_1093400_L
				N/A
				PLN/USD FWD 20211215 5
				N/A
				
					
					
				
				22730000.00
				NC
				
				5713602.59
				0.1937055296351
				Long
				DFE
				
				PL
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						5713602.59
						USD
						22730000.00
						PLN
						2021-12-15
						-197615.75
					
				
				
					N
					N
					N
				
			
			
				QLU6TA3S9SN9V6AH_1093400_S
				N/A
				SGD/USD FWD 20211215 187
				N/A
				
					
					
				
				-9895000.00
				NC
				
				-7286311.33
				-0.2470243201258
				Short
				DFE
				
				SG
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						9895000.00
						SGD
						7286311.33
						USD
						2021-12-15
						81955.31
					
				
				
					N
					N
					N
				
			
			
				RT6LSBQ4UJ89F8LJ_1093400_S
				N/A
				CLP/USD FWD 20211215 187
				N/A
				
					
					
				
				-65665000.00
				NC
				
				-80424.06
				-0.0027265783526
				Short
				DFE
				
				CL
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						65665000.00
						CLP
						80424.06
						USD
						2021-12-15
						2238.93
					
				
				
					N
					N
					N
				
			
			
				6J2D47PI90N4A502_1093400_S
				N/A
				MXN/USD FWD 20211215 5
				N/A
				
					
					
				
				-1023628612.04
				NC
				
				-49046905.33
				-1.6628137194105
				Short
				DFE
				
				MX
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						1023628612.04
						MXN
						49046905.33
						USD
						2021-12-15
						1815629.89
					
				
				
					N
					N
					N
				
			
			
				16APRK866K6LA45J_1093400_S
				N/A
				CNH/USD FWD 20211215 187
				N/A
				
					
					
				
				-75340000.00
				NC
				
				-11614014.55
				-0.3937443677891
				Short
				DFE
				
				CN
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						75340000.00
						CNY
						11614014.55
						USD
						2021-12-15
						18470.56
					
				
				
					N
					N
					N
				
			
			
				QJQ63RPAED05TNKE_1093400_S
				N/A
				KRW/USD FWD 20211215 5
				N/A
				
					
					
				
				-26148315000.00
				NC
				
				-22060563.71
				-0.7479087161179
				Short
				DFE
				
				KR
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						26148315000.00
						KRW
						22060563.71
						USD
						2021-12-15
						312517.56
					
				
				
					N
					N
					N
				
			
			
				PM3DJ8EA7L0A8OUV_1093400_S
				N/A
				THB/USD FWD 20211215 187
				N/A
				
					
					
				
				-755290000.00
				NC
				
				-22313361.15
				-0.7564791865408
				Short
				DFE
				
				TH
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						755290000.00
						THB
						22313361.15
						USD
						2021-12-15
						740481.72
					
				
				
					N
					N
					N
				
			
			
				TREASURY BILL
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY BILL
				912796G52
				
					
					
				
				144425000.00
				OU
				Other Units
				USD
				144423825.82
				4.8963317332147
				Long
				STIV
				UST
				US
				
				N
				
				2
				
					2021-10-14
					Fixed
					N/A
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CH5FSU9M02K35FKA_1093400_L
				N/A
				GBP/USD SPOT 20211001 486
				N/A
				
					
					
				
				23670290.37
				NC
				
				31893372.91
				1.0812657327961
				Long
				DFE
				
				GB
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						31893372.91
						USD
						23670290.37
						GBP
						2021-10-01
						-124967.30
					
				
				
					N
					N
					N
				
			
			
				84VAK4HCTFH3N90G_1093400_S
				N/A
				JPY/USD FWD 20211029 229
				N/A
				
					
					
				
				-22020166570.00
				NC
				
				-197892368.49
				-6.7090501037289
				Short
				DFE
				
				JP
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						22020166570.00
						JPY
						197892368.49
						USD
						2021-10-29
						1319714.51
					
				
				
					N
					N
					N
				
			
			
				BRASKEM NETHERLANDS
				2549000TLMHFQ74DS330
				BRASKEM NETHERLANDS FINANCE BV
				10554TAE5
				
					
					
				
				3750000.00
				PA
				USD
				4270312.50
				0.1447743575949
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2050-01-31
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				1JVCC9U16HIJ7CG6_1093400_S
				N/A
				TWD/USD FWD 20211215 5
				N/A
				
					
					
				
				-328220000.00
				NC
				
				-11781136.76
				-0.39941023196
				Short
				DFE
				
				TW
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						328220000.00
						TWD
						11781136.76
						USD
						2021-12-15
						57276.22
					
				
				
					N
					N
					N
				
			
			
				L47FGG94P96HQJ30_1093400_L
				N/A
				EUR/USD FWD 20211029 187
				N/A
				
					
					
				
				12680000.00
				NC
				
				14695877.81
				0.4982273005163
				Long
				DFE
				
				XX
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						14695877.81
						USD
						12680000.00
						EUR
						2021-10-29
						-37470.67
					
				
				
					N
					N
					N
				
			
			
				LIN90T5AANT532HM_1093400_S
				N/A
				GBP/USD FWD 20211029 486
				N/A
				
					
					
				
				-69734744.86
				NC
				
				-93964087.76
				-3.1856194230394
				Short
				DFE
				
				GB
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						69734744.86
						GBP
						93964087.76
						USD
						2021-10-29
						-11180.66
					
				
				
					N
					N
					N
				
			
			
				13MNMBGN46S95V8C_1093400_S
				N/A
				CZK/USD FWD 20211215 187
				N/A
				
					
					
				
				-324350000.00
				NC
				
				-14790855.91
				-0.5014472975103
				Short
				DFE
				
				CZ
				
				N
				
				2
				
					
						
							JP MORGAN SECURITIES LLC
							N/A
						
						324350000.00
						CZK
						14790855.91
						USD
						2021-12-15
						-59630.49
					
				
				
					N
					N
					N
				
			
			
				K7EJ15DH1L03B8BT_1093400_L
				N/A
				GBP/USD SPOT 20211004 486
				N/A
				
					
					
				
				42613277.75
				NC
				
				57417300.89
				1.9465912275003
				Long
				DFE
				
				GB
				
				N
				
				2
				
					
						
							HSBC SECURITIES INC
							N/A
						
						57417300.89
						USD
						42613277.75
						GBP
						2021-10-04
						204160.21
					
				
				
					N
					N
					N
				
			
			
				SR6T1IUNM6N96LK8_1093400_L
				N/A
				INR/USD FWD 20211215 229
				N/A
				
					
					
				
				875500000.00
				NC
				
				11702198.76
				0.3967340347872
				Long
				DFE
				
				IN
				
				N
				
				2
				
					
						
							BARCLAYS
							N/A
						
						11702198.76
						USD
						875500000.00
						INR
						2021-12-15
						19207.49
					
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF CHILE
				549300FLZTJM5YJF8D34
				CHILE GOVERNMENT INTERNATIONAL BOND
				168863DT2
				
					
					
				
				2459000.00
				PA
				USD
				2402664.31
				0.0814563763182
				Long
				DBT
				USGSE
				CL
				
				N
				
				2
				
					2033-07-27
					Fixed
					2.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				Z91ZC0NVY_1093400_S
				N/A
				ICE CDS CDX EM CDSI S35 5Y PRC 6/20/2026 - BOAML - CON
				N/A
				
					
					
				
				-154605000.00
				NC
				USD
				5010836.52
				0.1698799884542
				Short
				DCR
				
				US
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						
							
								CDX.EM.35-V1
								2I65BZEA6
							
						
						Y
						
							
								
							
						
						
						2026-06-20
						4556696.37
						USD
						0.00
						USD
						-154605000.00
						USD
						454140.15
					
				
				
					N
					N
					N
				
			
			
				FARM 2021-1 MORTGAGE TRUST
				N/A
				FARMER MAC AGRICULTURAL REAL ESTATE TRUST 1992-A
				30768WAA6
				
					
					
				
				6710000.00
				OU
				Other Units
				USD
				6696502.16
				0.2270283025767
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2051-01-01
					Variable
					2.18
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BMW CANADA AUTO TRUST
				N/A
				BMW CANADA AUTO TRUST
				05570XBV7
				
					
					
				
				8900000.00
				OU
				Other Units
				
				6976936.68
				0.2365357396742
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-12-20
					Fixed
					0.755
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MBARC CREDIT CANADA INC
				549300T0LAPKEKVWBV33
				MBARC CREDIT CANADA INC
				552755BS8
				
					
					
				
				7200000.00
				OU
				Other Units
				
				5670127.90
				0.1922316280608
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-02-17
					Fixed
					0.932
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				BCC2PUF55
				
					
					
				
				7825000.00
				OU
				Other Units
				
				6172853.74
				0.2092753012188
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-11-15
					Fixed
					1.153
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MBU3
				
					
					
				
				6325000.00
				OU
				Other Units
				
				5010312.85
				0.1698622347213
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2025-11-20
					Fixed
					1.048
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHINA GOVERNMENT BOND
				300300CHN201808MOF68
				CHINA GOVERNMENT BOND
				ZO3452687
				
					
					
				
				542850000.00
				PA
				
				89179809.45
				3.0234203289718
				Long
				DBT
				USGSE
				CN
				
				N
				
				2
				
					2050-09-14
					Fixed
					3.81
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHINA DEVELOPMENT BANK
				300300C1020111000029
				CHINA DEVELOPMENT BANK
				AW4371570
				
					
					
				
				178000000.00
				PA
				
				27879408.56
				0.945182223643
				Long
				DBT
				USGSE
				CN
				
				N
				
				2
				
					2029-01-08
					Fixed
					3.48
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				345213GV8
				
					
					
				
				7483562.46
				OU
				Other Units
				
				5982418.68
				0.2028190726699
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2024-01-15
					Fixed
					2.841
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHINA GOVERNMENT BOND
				300300CHN201808MOF68
				CHINA GOVERNMENT BOND
				AV6707732
				
					
					
				
				191700000.00
				PA
				
				30394068.15
				1.0304355222511
				Long
				DBT
				USGSE
				CN
				
				N
				
				2
				
					2028-11-22
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AUSTRALIAN GOVERNMENT
				213800J6B7JSBDETCB42
				AUSTRALIA GOVERNMENT BOND
				QZ5429456
				
					
					
				
				5240000.00
				PA
				
				4273102.90
				0.1448689591884
				Long
				DBT
				USGSE
				AU
				
				N
				
				2
				
					2047-03-21
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CNH CAPITAL CANADA RECEIVABLES
				984500F690CEB062EF31
				CNH CAPITAL CANADA RECEIVABLES TRUST
				12614ADF4
				
					
					
				
				9020000.00
				OU
				Other Units
				
				7100917.73
				0.2407390097786
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-11-16
					Fixed
					1.001
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				345213FZ0
				
					
					
				
				1159029.21
				OU
				Other Units
				
				919510.23
				0.0311737145349
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2023-03-15
					Fixed
					2.383
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GMF CANADA LEASING TRUST
				549300KHZQ7YBTEOJU80
				GMF CANADA LEASING TRUST
				36252MCG3
				
					
					
				
				9345000.00
				OU
				Other Units
				
				7369240.05
				0.2498358127658
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2026-05-20
					Fixed
					0.867
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD AUTO SECURITIZATION TRUST
				549300UXPSVB9J11GQ87
				FORD AUTO SECURITIZATION TRUST
				345213GK2
				
					
					
				
				4000926.00
				OU
				Other Units
				
				3185575.44
				0.1079990370485
				Long
				ABS-MBS
				CORP
				CA
				
				Y
				
				2
				
					2023-09-15
					Fixed
					2.713
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RHH8
				
					
					
				
				2763000.00
				PA
				
				3618672.33
				0.1226821132931
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-09-05
					Fixed
					2.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF PHILIPPINES
				529900RAHBALMYIJ3T08
				PHILIPPINE GOVERNMENT INTERNATIONAL BOND
				ZP6060526
				
					
					
				
				8600000.00
				PA
				
				9959927.22
				0.3376666379727
				Long
				DBT
				USGSE
				PH
				
				N
				
				2
				
					2023-02-03
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON EUR FIN 18
				2549003J58N9TB141B68
				CK HUTCHISON EUROPE FINANCE 18 LTD
				AS1624210
				
					
					
				
				2045000.00
				PA
				
				2467328.63
				0.0836486597605
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2025-04-13
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAKEDA PHARMACEUTICAL CO LTD
				549300ZLMVP4X0OGR454
				TAKEDA PHARMACEUTICAL CO LTD
				BK2909236
				
					
					
				
				2175000.00
				PA
				
				2713317.74
				0.0919883106352
				Long
				DBT
				CORP
				JP
				
				N
				
				2
				
					2040-07-09
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BONOS Y OBLIG DEL ESTADO
				9598007A56S18711AH60
				SPAIN GOVERNMENT BOND
				BJ0516218
				
					
					
				
				3385000.00
				PA
				
				4250952.46
				0.1441180034395
				Long
				DBT
				USGSE
				ES
				
				Y
				
				2
				
					2030-10-31
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT AGRICOLE HOME LOA
				969500C9913Z7PKUGB44
				CREDIT AGRICOLE HOME LOAN SFH SA
				JK4681751
				
					
					
				
				6700000.00
				PA
				
				8576752.26
				0.290773520367
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2031-03-24
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					
				
			
			
				VODAFONE GROUP PLC
				213800TB53ELEUKM7Q61
				VODAFONE GROUP PLC
				AU6544814
				
					
					
				
				4100000.00
				PA
				
				4941954.21
				0.167544704519
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2079-01-03
					Variable
					3.10
					N
					N
					N
				
				
					N
					N
					
				
			
			
				REPUBLIC OF SENEGAL
				549300NP14ZLQGWIUZ97
				SENEGAL GOVERNMENT INTERNATIONAL BOND
				BP9003099
				
					
					
				
				3500000.00
				PA
				
				4005087.79
				0.1357825713946
				Long
				DBT
				USGSE
				SN
				
				Y
				
				2
				
					2037-06-08
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KOREA TREASURY BOND
				549300O0QCVSQGPGDT58
				KOREA TREASURY BOND
				AW8985946
				
					
					
				
				8000000000.00
				PA
				
				6394775.00
				0.2167989913124
				Long
				DBT
				USGSE
				KR
				
				N
				
				2
				
					2049-03-10
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF PHILIPPINES
				529900RAHBALMYIJ3T08
				PHILIPPINE GOVERNMENT INTERNATIONAL BOND
				ZS5626230
				
					
					
				
				3000000.00
				PA
				
				3555740.66
				0.1205485710532
				Long
				DBT
				USGSE
				PH
				
				N
				
				2
				
					2027-05-17
					Fixed
					0.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MALAYSIA GOVERNMENT
				254900GSIL471JOBYY43
				MALAYSIA GOVERNMENT BOND
				AX1841680
				
					
					
				
				37430000.00
				PA
				
				9256127.42
				0.3138060507392
				Long
				DBT
				USGSE
				MY
				
				N
				
				2
				
					2029-08-15
					Fixed
					3.885
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WPC EUROBOND BV
				5493005XDMOLBARL5M14
				WPC EUROBOND BV
				ZR5454437
				
					
					
				
				2200000.00
				PA
				
				2640626.09
				0.089523880472
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2028-04-15
					Fixed
					1.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUNDESREPUB. DEUTSCHLAND
				529900AQBND3S6YJLY83
				BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
				BP9803662
				
					
					
				
				25000000.00
				PA
				
				29520462.87
				1.0008181012301
				Long
				DBT
				USGSE
				DE
				
				N
				
				2
				
					2031-08-15
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (30 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT THIRTY YEAR BOND
				BH6206925
				
					
					
				
				8242600000.00
				PA
				
				69331495.10
				2.3505124424029
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2050-03-20
					Fixed
					0.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KOREA TREASURY BOND
				549300O0QCVSQGPGDT58
				KOREA TREASURY BOND
				BN7932278
				
					
					
				
				4753450000.00
				PA
				
				3715457.27
				0.1259633667174
				Long
				DBT
				USGSE
				KR
				
				N
				
				2
				
					2051-03-10
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAT INTL FINANCE PLC
				21380041YBGOQDFAC823
				BAT INTERNATIONAL FINANCE PLC
				AO7043042
				
					
					
				
				5700000.00
				PA
				
				7042928.66
				0.238773034137
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2030-01-16
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				BM3107737
				
					
					
				
				25400000.00
				PA
				
				31717315.03
				1.0752969268887
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2031-07-31
					Fixed
					0.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				BJ5968141
				
					
					
				
				2725000.00
				PA
				
				3559021.11
				0.1206597865769
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2030-05-26
					Fixed
					3.624
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GEMGARTO
				635400KLHB2FIID9TE45
				GEMGARTO 2021-1 PLC
				BCC2QHUW7
				
					
					
				
				6416437.90
				OU
				Other Units
				
				8699880.03
				0.2949478621286
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2067-12-16
					Variable
					0.64032
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				QJ1649335
				
					
					
				
				130000000.00
				PA
				
				6011319.72
				0.2037988907745
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2026-03-05
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FIDELITY NATIONAL INFORMATION SERVICES INC
				6WQI0GK1PRFVBA061U48
				FIDELITY NATIONAL INFORMATION SERVICES INC
				31620MBD7
				
					
					
				
				4280000.00
				PA
				
				5260368.24
				0.1783397427375
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-05-21
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPT OPER PARTNERSP/FINL
				N/A
				MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP
				BR5786222
				
					
					
				
				5125000.00
				PA
				
				5950553.99
				0.2017387793601
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-10-15
					Fixed
					0.993
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEDTRONIC GLOBAL HLDINGS
				549300JXMTTP8GKYIX14
				MEDTRONIC GLOBAL HOLDINGS SCA
				AX4989023
				
					
					
				
				2000000.00
				PA
				
				2547668.04
				0.0863723682648
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2031-03-07
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DH EUROPE FINANCE
				222100KDGL314CKTZ511
				DH EUROPE FINANCE II SARL
				ZR4416965
				
					
					
				
				6120000.00
				PA
				
				7131207.01
				0.2417658927184
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2026-03-18
					Fixed
					0.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BONOS Y OBLIG DEL ESTADO
				9598007A56S18711AH60
				SPAIN GOVERNMENT BOND
				AZ1293424
				
					
					
				
				42550000.00
				PA
				
				50984869.77
				1.7285155988029
				Long
				DBT
				USGSE
				ES
				
				Y
				
				2
				
					2029-10-31
					Fixed
					0.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ING GROEP NV
				549300NYKK9MWM7GGW15
				ING GROEP NV
				AR7666027
				
					
					
				
				4600000.00
				PA
				
				5619117.39
				0.1905022431936
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2030-03-22
					Variable
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BELGIUM KINGDOM
				549300SZ25JZFHRHWD76
				KINGDOM OF BELGIUM GOVERNMENT BOND
				BG1378069
				
					
					
				
				11600000.00
				PA
				
				12903698.83
				0.437467915688
				Long
				DBT
				USGSE
				BE
				
				Y
				
				2
				
					2040-06-22
					Fixed
					0.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUNDESOBLIGATION
				529900AQBND3S6YJLY83
				BUNDESOBLIGATION
				BQ3124923
				
					
					
				
				100000000.00
				PA
				
				119109655.45
				4.0381175502092
				Long
				DBT
				USGSE
				DE
				
				N
				
				2
				
					2026-10-09
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WPC EUROBOND BV
				5493005XDMOLBARL5M14
				WPC EUROBOND BV
				92940NAA7
				
					
					
				
				2975000.00
				PA
				
				3652767.13
				0.1238380129533
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-07-19
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIGITAL EURO FINCO
				635400OUEAPTXSW3SC91
				DIGITAL EURO FINCO LLC
				JK7307651
				
					
					
				
				5814000.00
				PA
				
				7171424.31
				0.243129360561
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-04-15
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SINGAPORE GOVERNMENT
				549300ZSV6VOGFH1ER70
				SINGAPORE GOVERNMENT BOND
				AS3039433
				
					
					
				
				9000000.00
				PA
				
				7188466.64
				0.2437071385053
				Long
				DBT
				USGSE
				SG
				
				N
				
				2
				
					2028-05-01
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON GROUP
				254900OM17Q9YNDIUG82
				CK HUTCHISON GROUP TELECOM FINANCE SA
				ZQ0129309
				
					
					
				
				3650000.00
				PA
				
				4376612.05
				0.1483781802809
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2028-10-17
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PERUSAHAAN LISTRIK NEGAR
				254900OYVDRYS9J51J61
				PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK NEGARA
				ZQ3502254
				
					
					
				
				5100000.00
				PA
				
				5767457.08
				0.1955313325929
				Long
				DBT
				CORP
				ID
				
				N
				
				2
				
					2031-11-05
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUONI POLIENNALI DEL TES
				815600DE60799F5A9309
				ITALY BUONI POLIENNALI DEL TESORO
				ZP5131328
				
					
					
				
				44815000.00
				PA
				
				59583189.66
				2.0200203161908
				Long
				DBT
				USGSE
				IT
				
				Y
				
				2
				
					2050-09-01
					Fixed
					2.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SERBIA
				254900W94OCY91V32O78
				SERBIA INTERNATIONAL BOND
				BR4457197
				
					
					
				
				8125000.00
				PA
				
				8845298.15
				0.2998779029408
				Long
				DBT
				USGSE
				RS
				
				Y
				
				2
				
					2036-09-23
					Fixed
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FRANCE (GOVT OF)
				969500KCGF3SUYJHPV70
				FRENCH REPUBLIC GOVERNMENT BOND OAT
				AP3656380
				
					
					
				
				51050000.00
				PA
				
				63007029.27
				2.1360971091763
				Long
				DBT
				USGSE
				FR
				
				N
				
				2
				
					2028-05-25
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BUNDESREPUB. DEUTSCHLAND
				529900AQBND3S6YJLY83
				BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
				EC0518513
				
					
					
				
				17575000.00
				PA
				
				27665324.00
				0.9379242174327
				Long
				DBT
				USGSE
				DE
				
				N
				
				2
				
					2028-07-04
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORANGE SA
				969500MCOONR8990S771
				ORANGE SA
				ZR3637892
				
					
					
				
				5100000.00
				PA
				
				5903377.26
				0.2001393692983
				Long
				DBT
				CORP
				FR
				
				N
				
				2
				
					2026-09-04
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				BO2326789
				
					
					
				
				27400000.00
				PA
				
				36418707.21
				1.2346859722247
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2026-10-22
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IBERDROLA INTL BV
				549300ZMLFJKWC63XN87
				IBERDROLA INTERNATIONAL BV
				EK6989967
				
					
					
				
				1400000.00
				PA
				
				1654313.54
				0.0560853989056
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2023-01-27
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ENEL FINANCE INTL NV
				0YQH6LCEF474UTUV4B96
				ENEL FINANCE INTERNATIONAL NV
				ZQ0626254
				
					
					
				
				7275000.00
				PA
				
				8503066.75
				0.2882753958447
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2027-06-17
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CYRUSONE LP/CYRUSONE FIN
				N/A
				CYRUSONE LP / CYRUSONE FINANCE CORP
				ZP5132813
				
					
					
				
				2575000.00
				PA
				
				3002955.21
				0.1018077509348
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-01-22
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					
				
			
			
				REPUBLIC OF AUSTRIA
				529900QWWUI4XRVR7I03
				REPUBLIC OF AUSTRIA GOVERNMENT BOND
				BN7645573
				
					
					
				
				13400000.00
				PA
				
				15477017.46
				0.5247099036094
				Long
				DBT
				USGSE
				AT
				
				Y
				
				2
				
					2031-02-20
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ING GROEP NV
				549300NYKK9MWM7GGW15
				ING GROEP NV
				AN2180791
				
					
					
				
				5200000.00
				PA
				
				6297616.92
				0.2135050875016
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2028-04-11
					Variable
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				THAILAND GOVERNMENT BOND
				254900PHJ6MSKT6C7026
				THAILAND GOVERNMENT BOND
				AT4545436
				
					
					
				
				312520000.00
				PA
				
				10094123.15
				0.3422162182569
				Long
				DBT
				USGSE
				TH
				
				N
				
				2
				
					2028-12-17
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RUSSIA GOVT BOND - OFZ
				5493004EHVGF71PDBU58
				RUSSIAN FEDERAL BOND - OFZ
				ZS2796762
				
					
					
				
				1046950000.00
				PA
				
				14836547.02
				0.5029963413093
				Long
				DBT
				USGSE
				RU
				
				N
				
				2
				
					2030-04-10
					Fixed
					7.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED KINGDOM GILT
				ECTRVYYCEF89VWYS6K36
				UNITED KINGDOM GILT
				BJ7876565
				
					
					
				
				18500000.00
				PA
				
				20402667.65
				0.6917018607541
				Long
				DBT
				USGSE
				GB
				
				N
				
				2
				
					2050-10-22
					Fixed
					0.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KOREA TREASURY BOND
				549300O0QCVSQGPGDT58
				KOREA TREASURY BOND
				AU6128873
				
					
					
				
				11350200000.00
				PA
				
				9784941.37
				0.3317341765844
				Long
				DBT
				USGSE
				KR
				
				N
				
				2
				
					2028-12-10
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANCO SANTANDER SA
				5493006QMFDDMYWIAM13
				BANCO SANTANDER SA
				ZS4116993
				
					
					
				
				6800000.00
				PA
				
				8413732.22
				0.2852467300991
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2031-05-09
					Fixed
					0.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				BERKSHIRE HATHAWAY INC
				5493000C01ZX7D35SD85
				BERKSHIRE HATHAWAY INC
				BG5374981
				
					
					
				
				7285000.00
				PA
				
				8469064.12
				0.2871226209799
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-03-12
					Fixed
					0.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF SERBIA
				254900W94OCY91V32O78
				SERBIA INTERNATIONAL BOND
				BJ4188717
				
					
					
				
				2260000.00
				PA
				
				2880003.66
				0.0976393834754
				Long
				DBT
				USGSE
				RS
				
				Y
				
				2
				
					2027-05-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (20 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT TWENTY YEAR BOND
				JK5016049
				
					
					
				
				9023250000.00
				PA
				
				82869926.08
				2.809499377896
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2036-03-20
					Fixed
					0.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				THAILAND GOVERNMENT BOND
				254900PHJ6MSKT6C7026
				THAILAND GOVERNMENT BOND
				LW9064558
				
					
					
				
				492750000.00
				PA
				
				15343226.49
				0.5201740524899
				Long
				DBT
				USGSE
				TH
				
				N
				
				2
				
					2026-12-17
					Fixed
					2.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (10 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT TEN YEAR BOND
				AP0275929
				
					
					
				
				2945650000.00
				PA
				
				26743380.21
				0.9066679990796
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2027-09-20
					Fixed
					0.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ELI LILLY & CO
				FRDRIPF3EKNDJ2CQJL29
				ELI LILLY & CO
				BR3374989
				
					
					
				
				5625000.00
				PA
				
				6116064.11
				0.2073499896166
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2061-09-14
					Fixed
					1.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEX BONOS DESARR FIX RT
				254900EGTWEU67VP6075
				MEXICAN BONOS
				EI8047355
				
					
					
				
				821500000.00
				PA
				
				40834020.30
				1.3843762153123
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2031-05-29
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN CO
				549300FC3G3YU2FBZD92
				SOUTHERN CO/THE
				BR3544508
				
					
					
				
				5625000.00
				PA
				
				6488691.55
				0.2199829990856
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2081-09-15
					Variable
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IRELAND GOVERNMENT BOND
				549300KXBEJAOJ9OVF93
				IRELAND GOVERNMENT BOND
				EK7325393
				
					
					
				
				2150000.00
				PA
				
				3176587.11
				0.1076943100053
				Long
				DBT
				USGSE
				IE
				
				N
				
				2
				
					2045-02-18
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				BO9736337
				
					
					
				
				3435000.00
				PA
				
				3705913.83
				0.125639820046
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2041-04-14
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				ZR4572635
				
					
					
				
				2330000.00
				PA
				
				2749345.00
				0.0932097255603
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2039-09-14
					Fixed
					1.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				ZR4572619
				
					
					
				
				4725000.00
				PA
				
				5506551.98
				0.1866859920597
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-03-04
					Fixed
					0.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				L73421635_1093400_L
				N/A
				LCH - IRS GBP 0.73 02/26/2050 - BOAML
				N/A
				
					
					
				
				17590000.00
				NC
				
				-3103730.84
				-0.1052242988091
				Long
				DIR
				
				US
				
				N
				
				2
				
					
						
							GOLDMAN SACHS & CO
							N/A
						
						Y
						
						
							
								
							
						
						2050-02-26
						0.00
						USD
						0.00
						USD
						23700766.00
						USD
						-3103730.84
					
				
				
					N
					N
					N
				
			
			
				MEDTRONIC GLOBAL HLDINGS
				549300JXMTTP8GKYIX14
				MEDTRONIC GLOBAL HOLDINGS SCA
				ZO6400733
				
					
					
				
				2900000.00
				PA
				
				3382837.00
				0.1146867011543
				Long
				DBT
				CORP
				LU
				
				N
				
				2
				
					2032-10-15
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JAPAN (10 YEAR ISSUE)
				353800WZS8AXZXFUC241
				JAPAN GOVERNMENT TEN YEAR BOND
				EK6363973
				
					
					
				
				3319950000.00
				PA
				
				30414945.07
				1.0311433024619
				Long
				DBT
				USGSE
				JP
				
				N
				
				2
				
					2024-12-20
					Fixed
					0.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CK HUTCHISON FIN 16 II
				254900X1B76DSAVBLZ88
				CK HUTCHISON FINANCE 16 II LTD
				QZ7159705
				
					
					
				
				5185000.00
				PA
				
				6157216.90
				0.2087451729282
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2024-10-03
					Fixed
					0.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARSH & MCLENNAN COS INC
				549300XMP3KDCKJXIU47
				MARSH & MCLENNAN COS INC
				AX6833211
				
					
					
				
				2145000.00
				PA
				
				2762669.94
				0.0936614746134
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-21
					Fixed
					1.979
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDP FINANCE BV
				5299007L43AQDFOW5739
				EDP FINANCE BV
				ZR5456655
				
					
					
				
				5815000.00
				PA
				
				6812256.64
				0.230952671222
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2026-09-16
					Fixed
					0.375
					N
					N
					N
				
				
					N
					N
					
				
			
			
				DANAHER CORP
				S4BKK9OTCEWQ3YHPFM11
				DANAHER CORP
				BH3423150
				
					
					
				
				2025000.00
				PA
				
				2714215.06
				0.092018732045
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-30
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				BJ5954943
				
					
					
				
				2150000.00
				PA
				
				2758587.07
				0.093523055029
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-05-19
					Fixed
					2.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IVORY COAST
				254900ICW11T82O6H590
				IVORY COAST GOVERNMENT INTERNATIONAL BOND
				BM7280605
				
					
					
				
				3650000.00
				PA
				
				4129055.51
				0.1399853895784
				Long
				DBT
				USGSE
				CI
				
				Y
				
				2
				
					2032-01-30
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WPC EUROBOND BV
				5493005XDMOLBARL5M14
				WPC EUROBOND BV
				AR5058805
				
					
					
				
				685000.00
				PA
				
				861824.00
				0.0292180059327
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2027-04-15
					Fixed
					2.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VOLKSWAGEN INTL FIN NV
				5299004PWNHKYTR23649
				VOLKSWAGEN INTERNATIONAL FINANCE NV
				AM9628026
				
					
					
				
				2200000.00
				PA
				
				2761607.41
				0.0936254521682
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2027-03-30
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROMANIA
				315700IASY927EDWBK92
				ROMANIAN GOVERNMENT INTERNATIONAL BOND
				AR0511139
				
					
					
				
				2670000.00
				PA
				
				3241919.77
				0.1099092518582
				Long
				DBT
				USGSE
				RO
				
				Y
				
				2
				
					2030-02-08
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DREYFUS INSTITUTIONAL PREFERRE
				549300RBWL04JG8SIX57
				Dreyfus Institutional Preferred Government Plus Money Market Fund
				N/A
				
					
					
				
				92921956.50
				OU
				Other Units
				USD
				92921956.50
				3.1502885465061
				Long
				STIV
				RF
				US
				
				N
				
				1
				
					2099-12-01
					Variable
					0.061343
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TYZ1 COMDTY
				N/A
				US 10YR NOTE (CBT)DEC21
				N/A
				
					
					
				
				-1021.00
				NC
				USD
				-134373176.98
				-4.555589403649
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								TYZ1 COMDTY_REF
								US 10YR NOTE (CBT)DEC21
								
									
									
									
								
							
						
						2021-12-21
						-134373176.98
						USD
						2080338.55
					
				
				
					N
					N
					N
				
			
			
				RXZ1 COMDTY
				N/A
				EURO-BUND FUTURE DEC21
				N/A
				
					
					
				
				175.00
				NC
				
				34424424.48
				1.1670747608441
				Long
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								RXZ1 COMDTY_REF
								EURO-BUND FUTURE DEC21
								
									
									
									
								
							
						
						2021-12-08
						29718500.00
						EUR
						-358301.10
					
				
				
					N
					N
					N
				
			
			
				TUZ1 COMDTY
				N/A
				US 2YR NOTE (CBT) DEC21
				N/A
				
					
					
				
				376.00
				NC
				USD
				82740562.69
				2.8051136328988
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								TUZ1 COMDTY_REF
								US 2YR NOTE (CBT) DEC21
								
									
									
									
								
							
						
						2021-12-31
						82740562.69
						USD
						-41824.13
					
				
				
					N
					N
					N
				
			
			
				JBZ1 COMDTY
				N/A
				JPN 10Y BOND(OSE) DEC21
				N/A
				
					
					
				
				35.00
				NC
				
				47602767.42
				1.6138538041353
				Long
				DIR
				
				JP
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								JBZ1 COMDTY_REF
								JPN 10Y BOND(OSE) DEC21
								
									
									
									
								
							
						
						2021-12-13
						5297950000.00
						JPY
						-220330.34
					
				
				
					N
					N
					N
				
			
			
				YMZ1 COMDTY
				N/A
				AUST 3YR BOND FUT DEC21
				N/A
				
					
					
				
				442.00
				NC
				
				37207075.00
				1.2614136274831
				Long
				DIR
				
				AU
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								YMZ1 COMDTY_REF
								AUST 3YR BOND FUT DEC21
								
									
									
									
								
							
						
						2021-12-15
						51465626.94
						AUD
						-88146.18
					
				
				
					N
					N
					N
				
			
			
				DUZ1 COMDTY
				N/A
				EURO-SCHATZ FUT DEC21
				N/A
				
					
					
				
				382.00
				NC
				
				49649556.79
				1.6832451229612
				Long
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								DUZ1 COMDTY_REF
								EURO-SCHATZ FUT DEC21
								
									
									
									
								
							
						
						2021-12-08
						42862310.00
						EUR
						-40151.52
					
				
				
					N
					N
					N
				
			
			
				UBZ1 COMDTY
				N/A
				EURO-BUXL 30Y BND DEC21
				N/A
				
					
					
				
				-103.00
				NC
				
				-24260505.57
				-0.8224922903944
				Short
				DIR
				
				DE
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								UBZ1 COMDTY_REF
								EURO-BUXL 30Y BND DEC21
								
									
									
									
								
							
						
						2021-12-08
						-20944020.00
						EUR
						808926.31
					
				
				
					N
					N
					N
				
			
			
				FVZ1 COMDTY
				N/A
				US 5YR NOTE (CBT) DEC21
				N/A
				
					
					
				
				-494.00
				NC
				USD
				-60634641.86
				-2.0556671960847
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								FVZ1 COMDTY_REF
								US 5YR NOTE (CBT) DEC21
								
									
									
									
								
							
						
						2021-12-31
						-60634641.86
						USD
						369600.92
					
				
				
					N
					N
					N
				
			
			
				USZ1 COMDTY
				N/A
				US LONG BOND(CBT) DEC21
				N/A
				
					
					
				
				203.00
				NC
				USD
				32321406.25
				1.0957771419325
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								USZ1 COMDTY_REF
								US LONG BOND(CBT) DEC21
								
									
									
									
								
							
						
						2021-12-21
						32321406.25
						USD
						-843324.15
					
				
				
					N
					N
					N
				
			
			
				UXYZ1 COMDTY
				N/A
				US 10YR ULTRA FUT DEC21
				N/A
				
					
					
				
				-1377.00
				NC
				USD
				-200009250.00
				-6.7808177227767
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								UXYZ1 COMDTY_REF
								US 10YR ULTRA FUT DEC21
								
									
									
									
								
							
						
						2021-12-21
						-200009250.00
						USD
						3577645.56
					
				
				
					N
					N
					N
				
			
			
				XMZ1 COMDTY
				N/A
				AUST 10Y BOND FUT DEC21
				N/A
				
					
					
				
				143.00
				NC
				
				14625696.01
				0.4958479605945
				Long
				DIR
				
				AU
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								XMZ1 COMDTY_REF
								AUST 10Y BOND FUT DEC21
								
									
									
									
								
							
						
						2021-12-15
						20230577.51
						AUD
						-365816.68
					
				
				
					N
					N
					N
				
			
			
				CNZ1 COMDTY
				N/A
				CAN 10YR BOND FUT DEC21
				N/A
				
					
					
				
				-192.00
				NC
				
				-21699668.40
				-0.7356734554281
				Short
				DIR
				
				CA
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								CNZ1 COMDTY_REF
								CAN 10YR BOND FUT DEC21
								
									
									
									
								
							
						
						2021-12-20
						-27484800.00
						CAD
						430847.86
					
				
				
					N
					N
					N
				
			
			
				99VVB9HH4
				N/A
				DREYFUS INST PREF GOVT PLUS MMF - SL #4134
				99VVB9HH4
				
					
					
				
				41548271.69
				OU
				Other Units
				USD
				41548271.69
				1.4085911377913
				Long
				
				RF
				US
				
				N
				1
				
					
					N
					N
				
			
		
		
			2021-11-23
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX



STATEMENT OF INVESTMENTS
BNY Mellon Global Fixed Income Fund

September 30, 2021 (Unaudited)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1%

     

Australia - .1%

     

Australia, Sr. Unscd. Bonds, Ser. 150

AUD

3.00

 

3/21/2047

 

5,240,000

 

4,273,103

 

Austria - .7%

     

Austria, Sr. Unscd. Bonds

EUR

0.03

 

2/20/2031

 

13,400,000

b 

15,477,017

 

Suzano Austria GmbH, Gtd. Notes

 

3.13

 

1/15/2032

 

1,760,000

 

1,701,920

 

Suzano Austria GmbH, Gtd. Notes

 

3.75

 

1/15/2031

 

3,575,000

 

3,676,888

 
 

20,855,825

 

Belgium - .4%

     

Belgium, Sr. Unscd. Bonds, Ser. 90

EUR

0.40

 

6/22/2040

 

11,600,000

b 

12,903,699

 

Bermuda - .3%

     

Textainer Marine Containers VII, Ser. 2021-1A, Cl. A

 

1.68

 

2/20/2046

 

8,103,333

b 

7,999,244

 

British Virgin - .5%

     

Sinopec Group Overseas Development, Gtd. Notes

 

1.45

 

1/8/2026

 

1,400,000

b,c 

1,395,957

 

Sinopec Group Overseas Development, Gtd. Notes

 

2.50

 

8/8/2024

 

12,840,000

b 

13,342,165

 
 

14,738,122

 

Canada - 1.8%

     

BMW Canada Auto Trust, Ser. 2021-1A, Cl. A3

CAD

0.76

 

12/20/2025

 

8,900,000

b 

6,976,937

 

CNH Capital Canada Receivables Trust, Ser. 2021-1A, Cl. A2

CAD

1.00

 

11/16/2026

 

9,020,000

b 

7,100,918

 

Ford Auto Securitization Trust, Ser. 2017-R5A, Cl. A3

CAD

2.38

 

3/15/2023

 

1,159,029

b 

919,510

 

Ford Auto Securitization Trust, Ser. 2018-AA, Cl. A3

CAD

2.71

 

9/15/2023

 

4,000,926

b 

3,185,575

 

Ford Auto Securitization Trust, Ser. 2018-BA, Cl. A3

CAD

2.84

 

1/15/2024

 

7,483,562

b 

5,982,419

 

Ford Auto Securitization Trust, Ser. 2020-AA, Cl. A3

CAD

1.15

 

11/15/2025

 

7,825,000

b 

6,172,854

 

GMF Canada Leasing Trust, Ser. 2020-1A, Cl. A3

CAD

1.05

 

11/20/2025

 

6,325,000

b 

5,010,313

 

GMF Canada Leasing Trust, Ser. 2021-1A, Cl. A3

CAD

0.87

 

5/20/2026

 

9,345,000

b 

7,369,240

 

MBarc Credit Canada, Ser. 2021-AA, Cl. A3

CAD

0.93

 

2/17/2026

 

7,200,000

b 

5,670,128

 

Nutrien, Sr. Unscd. Notes

 

1.90

 

5/13/2023

 

2,300,000

 

2,350,528

 

Teck Resources, Sr. Unscd. Notes

 

6.25

 

7/15/2041

 

940,000

 

1,256,384

 
 

51,994,806

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Cayman Islands - 5.4%

     

Avery Point VII CLO, Ser. 2015-7A, Cl. AR2, 3 Month LIBOR +.96%

 

1.09

 

1/15/2028

 

6,216,770

b,d 

6,217,435

 

Bain Capital Credit CLO, Ser. 2020-3A, Cl. A, 3 Month LIBOR +1.38%

 

1.52

 

10/23/2032

 

8,155,000

b,d 

8,157,430

 

Bain Capital Credit CLO, Ser. 2020-5A, Cl. A1, 3 Month LIBOR +1.22%

 

1.35

 

1/20/2032

 

3,275,000

b,d 

3,277,342

 

Buckhorn Park CLO, Ser. 2019-1A, Cl. B1R, 3 Month LIBOR +1.65%

 

1.76

 

7/18/2034

 

7,550,000

b,d 

7,555,104

 

Carlyle US CLO, Ser. 2017-1A, Cl. A2R, 3 Month LIBOR +1.60%

 

1.73

 

4/20/2031

 

7,850,000

b,d 

7,857,693

 

Cent 21 CLO, Ser. 2014-21A, Cl. A1R3, 3 Month LIBOR +.97%

 

1.10

 

7/27/2030

 

7,600,000

b,d 

7,601,368

 

CK Hutchison Europe Finance 18, Gtd. Bonds

EUR

1.25

 

4/13/2025

 

2,045,000

 

2,467,329

 

CK Hutchison Finance 16 II, Gtd. Bonds

EUR

0.88

 

10/3/2024

 

5,185,000

 

6,157,217

 

Columbia Cent 30 CLO, Ser. 2020-30A, Cl. A1, 3 Month LIBOR +1.31%

 

1.44

 

1/20/2034

 

7,625,000

b,d 

7,638,275

 

DP World Salaam, Jr. Sub. Notes

 

6.00

 

10/1/2025

 

6,725,000

e 

7,381,266

 

Dryden 41 Senior Loan Fund CLO, Ser. 2015-41A, Cl. AR, 3 Month LIBOR +.97%

 

1.10

 

4/15/2031

 

6,975,000

b,d 

6,977,260

 

Dryden XXVI Senior Loan Fund CLO, Ser. 2013-26A, Cl. AR, 3 Month LIBOR +.90%

 

1.03

 

4/15/2029

 

7,870,960

b,d 

7,871,999

 

Madison Park Funding XXX CLO, Ser. 2018-30A, Cl. A, 3 Month LIBOR +.75%

 

0.88

 

4/15/2029

 

7,802,492

b,d 

7,803,554

 

Magnetite XIX CLO, Ser. 2017-19A, Cl. AR, 3 Month LIBOR +1.05%

 

1.18

 

4/17/2034

 

7,000,000

b,d 

7,007,826

 

Magnetite XVII CLO, Ser. 2016-17A, Cl. AR, 3 Month LIBOR +1.10%

 

1.23

 

7/20/2031

 

8,025,000

b,d 

8,029,406

 

Magnetite XXVIII CLO, Ser. 2020-28A, Cl. A, 3 Month LIBOR +1.27%

 

1.40

 

10/25/2031

 

5,660,000

b,d 

5,661,732

 

MF1 2021-FL7, Ser. 2021-FL7, CI. AS, 1 Month LIBOR +1.45%

 

1.55

 

10/18/2036

 

5,500,000

b,d 

5,519,228

 

Milos CLO, Ser. 2017-1A, Cl. AR, 3 Month LIBOR +1.07%

 

1.20

 

10/20/2030

 

7,150,000

b,d 

7,150,901

 

Race Point IX CLO, Ser. 2015-9A, CI. A1A2, 3 Month LIBOR +.94%

 

1.07

 

10/15/2030

 

7,150,000

b,d 

7,150,887

 

RIN IV CLO, Ser. 2021-1A, CI. A, 3 Month LIBOR +1.30%

 

1.43

 

4/20/2033

 

5,225,000

b,d 

5,232,472

 

SA Global Sukuk, Sr. Unscd. Notes

 

1.60

 

6/17/2026

 

3,275,000

b 

3,258,641

 

Taconic Park CLO, Ser. 2016-1A, Cl. A1R, 3 Month LIBOR +1.00%

 

1.13

 

1/20/2029

 

7,150,000

b,d 

7,154,404

 

TCI-Flatiron CLO, Ser. 2017-1A, CI. AR, 3 Month LIBOR +.96%

 

1.08

 

11/18/2030

 

1,300,000

b,d 

1,300,374

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Cayman Islands - 5.4% (continued)

     

Thompson Park CLO, Ser. 2021-1A, CI. A1, 3 Month LIBOR +1.00%

 

1.20

 

4/15/2034

 

7,975,000

b,d 

7,982,672

 

Vale Overseas, Gtd. Notes

 

6.25

 

8/10/2026

 

1,307,000

 

1,546,161

 

Voya CLO, Ser. 2019-1A, Cl. AR, 3 Month LIBOR +1.06%

 

1.19

 

4/15/2031

 

4,025,000

b,d 

4,025,918

 
 

157,983,894

 

Chile - .3%

     

Inversiones, Gtd. Notes

 

3.00

 

4/6/2031

 

5,900,000

b 

5,864,010

 

VTR Comunicaciones, Sr. Scd. Notes

 

5.13

 

1/15/2028

 

2,156,000

b,c 

2,290,599

 
 

8,154,609

 

China - 5.0%

     

China, Bonds, Ser. 1827

CNY

3.25

 

11/22/2028

 

191,700,000

 

30,394,068

 

China, Unscd. Bonds

CNY

3.81

 

9/14/2050

 

542,850,000

 

89,179,809

 

China Development Bank, Unscd. Bonds, Ser. 1905

CNY

3.48

 

1/8/2029

 

178,000,000

 

27,879,409

 
 

147,453,286

 

Egypt - .2%

     

Egypt, Sr. Unscd. Notes

 

7.30

 

9/30/2033

 

6,800,000

b 

6,620,140

 

France - 2.9%

     

Credit Agricole, Sub. Notes

 

3.25

 

1/14/2030

 

7,250,000

 

7,603,355

 

Credit Agricole Home Loan SFH, Covered Notes

EUR

1.25

 

3/24/2031

 

6,700,000

c 

8,576,752

 

France, Bonds

EUR

0.75

 

5/25/2028

 

51,050,000

 

63,007,029

 

Orange, Sr. Unscd. Notes

EUR

-0.03

 

9/4/2026

 

5,100,000

 

5,903,377

 
 

85,090,513

 

Germany - 6.0%

     

Bundesobligation, Bonds, Ser. 184

EUR

-0.63

 

10/9/2026

 

100,000,000

 

119,109,655

 

Bundesrepublik Deutschland Bundesanleihe, Bonds

EUR

-0.32

 

8/15/2031

 

25,000,000

 

29,520,463

 

Bundesrepublik Deutschland Bundesanleihe, Bonds, Ser. 98

EUR

4.75

 

7/4/2028

 

17,575,000

 

27,665,324

 
 

176,295,442

 

Ghana - .1%

     

Ghana, Sr. Unscd. Notes

 

8.63

 

4/7/2034

 

4,125,000

b 

3,935,168

 

Hungary - .1%

     

Hungary, Sr. Unscd. Notes

 

7.63

 

3/29/2041

 

1,765,000

 

2,946,738

 

Indonesia - .3%

     

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, Sr. Unscd. Notes

EUR

1.88

 

11/5/2031

 

5,100,000

 

5,767,457

 

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, Sr. Unscd. Notes

 

3.00

 

6/30/2030

 

4,640,000

c 

4,638,840

 
 

10,406,297

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Ireland - .5%

     

AerCap Global Aviation Trust, Gtd. Notes

 

2.88

 

8/14/2024

 

3,105,000

 

3,235,834

 

AerCap Global Aviation Trust, Gtd. Notes

 

4.45

 

10/1/2025

 

2,900,000

 

3,171,568

 

AerCap Global Aviation Trust, Gtd. Notes

 

6.50

 

7/15/2025

 

4,000,000

 

4,639,715

 

Ireland, Bonds

EUR

2.00

 

2/18/2045

 

2,150,000

 

3,176,587

 
 

14,223,704

 

Italy - 2.6%

     

Italy, Sr. Unscd. Notes

 

2.88

 

10/17/2029

 

15,400,000

 

15,967,111

 

Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Bonds

EUR

2.45

 

9/1/2050

 

44,815,000

b 

59,583,190

 
 

75,550,301

 

Ivory Coast - .1%

     

Ivory Coast, Sr. Unscd. Notes

EUR

4.88

 

1/30/2032

 

3,650,000

b 

4,129,056

 

Japan - 8.1%

     

Japan (10 Year Issue), Bonds, Ser. 336

JPY

0.50

 

12/20/2024

 

3,319,950,000

 

30,414,945

 

Japan (10 Year Issue), Bonds, Ser. 348

JPY

0.10

 

9/20/2027

 

2,945,650,000

 

26,743,380

 

Japan (20 Year Issue), Bonds, Ser. 156

JPY

0.40

 

3/20/2036

 

9,023,250,000

 

82,869,926

 

Japan (30 Year Issue), Bonds, Ser. 66

JPY

0.40

 

3/20/2050

 

8,242,600,000

 

69,331,495

 

OSCAR US Funding Trust VII, Ser. 2017-2A, Cl. A4

 

2.76

 

12/10/2024

 

3,281,799

b 

3,305,467

 

OSCAR US Funding Trust VIII, Ser. 2018-1A, Cl. A4

 

3.50

 

5/12/2025

 

5,480,413

b 

5,577,124

 

OSCAR US Funding X, Ser. 2019-1A, Cl. A4

 

3.27

 

5/11/2026

 

6,750,000

b 

6,987,273

 

OSCAR US Funding XI, Ser. 2019-2A, Cl. A4

 

2.68

 

9/10/2026

 

9,520,000

b 

9,841,864

 

Takeda Pharmaceutical, Sr. Unscd. Notes

EUR

2.00

 

7/9/2040

 

2,175,000

 

2,713,318

 
 

237,784,792

 

Kazakhstan - .1%

     

Development Bank of Kazakhstan, Sr. Unscd. Notes

 

4.13

 

12/10/2022

 

2,025,000

 

2,099,587

 

Luxembourg - .8%

     

CK Hutchison Group Telecom Finance, Gtd. Notes

EUR

1.13

 

10/17/2028

 

3,650,000

 

4,376,612

 

DH Europe Finance II, Gtd. Bonds

EUR

0.20

 

3/18/2026

 

6,120,000

 

7,131,207

 

JBS Finance Luxembourg, Gtd. Notes

 

3.63

 

1/15/2032

 

4,775,000

b 

4,870,548

 

Medtronic Global Holdings, Gtd. Notes

EUR

0.75

 

10/15/2032

 

2,900,000

 

3,382,837

 

Medtronic Global Holdings, Gtd. Notes

EUR

1.63

 

3/7/2031

 

2,000,000

 

2,547,668

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Luxembourg - .8% (continued)

     

Millicom International Cellular, Sr. Unscd. Notes

 

4.50

 

4/27/2031

 

1,300,000

b 

1,361,497

 
 

23,670,369

 

Malaysia - .3%

     

Malaysia, Bonds, Ser. 219

MYR

3.89

 

8/15/2029

 

37,430,000

 

9,256,127

 

Mexico - 2.7%

     

Banco Santander Mexico, Sr. Unscd. Notes

 

5.38

 

4/17/2025

 

4,750,000

b 

5,315,013

 

Infraestructura Energetica Nova, Sr. Unscd. Notes

 

4.88

 

1/14/2048

 

3,950,000

 

4,077,210

 

Metalsa, Gtd. Notes

 

3.75

 

5/4/2031

 

4,825,000

b 

4,724,905

 

Mexico, Bonds, Ser. M

MXN

5.75

 

3/5/2026

 

130,000,000

 

6,011,320

 

Mexico, Bonds, Ser. M

MXN

7.75

 

5/29/2031

 

821,500,000

 

40,834,020

 

Mexico, Sr. Unscd. Notes

 

3.75

 

4/19/2071

 

3,115,000

 

2,699,116

 

Mexico, Sr. Unscd. Notes

 

6.05

 

1/11/2040

 

3,800,000

 

4,661,992

 

Nemak, Sr. Unscd. Notes

 

3.63

 

6/28/2031

 

4,200,000

b 

4,158,000

 

Petroleos Mexicanos, Gtd. Notes

 

6.84

 

1/23/2030

 

7,755,000

 

8,020,376

 
 

80,501,952

 

Netherlands - 1.9%

     

Braskem Netherlands Finance, Gtd. Notes

 

5.88

 

1/31/2050

 

3,750,000

b 

4,270,313

 

EDP Finance, Sr. Unscd. Notes

EUR

0.38

 

9/16/2026

 

5,815,000

c 

6,812,257

 

Enel Finance International, Gtd. Notes

EUR

0.38

 

6/17/2027

 

7,275,000

 

8,503,067

 

Equate Petrochemical, Gtd. Notes

 

2.63

 

4/28/2028

 

3,400,000

b 

3,427,618

 

Iberdrola International, Gtd. Notes

EUR

1.13

 

1/27/2023

 

1,400,000

c 

1,654,314

 

ING Groep, Sub. Bonds

EUR

2.00

 

3/22/2030

 

4,600,000

 

5,619,117

 

ING Groep, Sub. Notes

EUR

3.00

 

4/11/2028

 

5,200,000

 

6,297,617

 

Mamoura Diversified Global Holding, Gtd. Notes

 

2.50

 

11/7/2024

 

3,550,000

 

3,712,036

 

VEON Holdings, Sr. Unscd. Notes

 

3.38

 

11/25/2027

 

7,280,000

b 

7,389,637

 

Volkswagen International Finance, Gtd. Bonds, Ser. 10Y

EUR

1.88

 

3/30/2027

 

2,200,000

 

2,761,607

 

WPC Eurobond, Gtd. Bonds

EUR

2.25

 

7/19/2024

 

2,975,000

 

3,652,767

 

WPC Eurobond, Gtd. Notes

EUR

1.35

 

4/15/2028

 

2,200,000

 

2,640,626

 

WPC Eurobond, Gtd. Notes

EUR

2.13

 

4/15/2027

 

685,000

 

861,824

 
 

57,602,800

 

Nigeria - .1%

     

Nigeria, Sr. Unscd. Notes

 

7.38

 

9/28/2033

 

3,275,000

b 

3,307,881

 

Norway - .3%

     

Equinor, Gtd. Notes

 

3.25

 

11/18/2049

 

7,350,000

 

7,798,380

 

Yara International, Sr. Unscd. Notes

 

3.15

 

6/4/2030

 

2,150,000

b 

2,269,522

 
 

10,067,902

 

Philippines - .5%

     

Philippine, Sr. Unscd. Notes

EUR

0.14

 

2/3/2023

 

8,600,000

 

9,959,927

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Philippines - .5% (continued)

     

Philippine, Sr. Unscd. Notes

EUR

0.88

 

5/17/2027

 

3,000,000

 

3,555,741

 
 

13,515,668

 

Qatar - .3%

     

Qatar Petroleum, Sr. Unscd. Notes

 

2.25

 

7/12/2031

 

9,550,000

b 

9,471,403

 

Romania - .4%

     

Romania, Bonds

EUR

3.62

 

5/26/2030

 

2,725,000

b 

3,559,021

 

Romania, Sr. Unscd. Notes

EUR

2.50

 

2/8/2030

 

2,670,000

b 

3,241,920

 

Romania, Unscd. Notes

EUR

2.75

 

4/14/2041

 

3,435,000

b 

3,705,914

 
 

10,506,855

 

Russia - .5%

     

Russia, Bonds, Ser. 6228

RUB

7.65

 

4/10/2030

 

1,046,950,000

 

14,836,547

 

Saudi Arabia - .0%

     

Saudi Arabian Oil Co., Sr. Unscd. Notes

 

1.63

 

11/24/2025

 

1,560,000

b 

1,562,340

 

Senegal - .1%

     

Senegal, Sr. Unscd. Notes

EUR

5.38

 

6/8/2037

 

3,500,000

b 

4,005,088

 

Serbia - .4%

     

Serbia, Sr. Unscd. Notes

EUR

2.05

 

9/23/2036

 

8,125,000

b 

8,845,298

 

Serbia, Sr. Unscd. Notes

EUR

3.13

 

5/15/2027

 

2,260,000

b 

2,880,004

 
 

11,725,302

 

Singapore - .2%

     

Singapore, Bonds

SGD

2.63

 

5/1/2028

 

9,000,000

 

7,188,467

 

South Korea - .7%

     

Korea, Bonds, Ser. 2812

KRW

2.38

 

12/10/2028

 

11,350,200,000

 

9,784,941

 

Korea, Bonds, Ser. 4903

KRW

2.00

 

3/10/2049

 

8,000,000,000

 

6,394,775

 

Korea Treasury Bond, Sr. Unscd. Bonds, Ser. 5103

KRW

1.88

 

3/10/2051

 

4,753,450,000

 

3,715,457

 
 

19,895,173

 

Spain - 2.2%

     

Banco Santander, Covered Notes

EUR

0.88

 

5/9/2031

 

6,800,000

c 

8,413,732

 

Spain, Bonds

EUR

0.60

 

10/31/2029

 

42,550,000

b 

50,984,870

 

Spain, Sr. Unscd. Bonds

EUR

1.25

 

10/31/2030

 

3,385,000

b 

4,250,952

 
 

63,649,554

 

Supranational - 1.2%

     

Africa Finance, Sr. Unscd. Notes

 

2.88

 

4/28/2028

 

4,950,000

b 

4,992,570

 

Banque Ouest Africaine de Developpement, Sr. Unscd. Notes

 

5.00

 

7/27/2027

 

7,720,000

 

8,673,690

 

Corp. Andina de Fomento, Sr. Unscd. Notes

 

3.25

 

2/11/2022

 

8,250,000

 

8,339,699

 

The African Export-Import Bank, Sr. Unscd. Notes

 

3.80

 

5/17/2031

 

4,075,000

b 

4,231,888

 

The African Export-Import Bank, Sr. Unscd. Notes

 

5.25

 

10/11/2023

 

7,500,000

 

8,109,225

 
 

34,347,072

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

Switzerland - .5%

     

Credit Suisse Group, Sr. Unscd. Notes

 

4.28

 

1/9/2028

 

5,725,000

b 

6,367,121

 

UBS Group, Jr. Sub. Notes

 

7.00

 

1/31/2024

 

6,575,000

b,c,e 

7,177,632

 
 

13,544,753

 

Thailand - 1.0%

     

PTT Treasury Center, Gtd. Notes

 

3.70

 

7/16/2070

 

2,860,000

b,c 

2,881,064

 

Thailand, Bonds

THB

2.88

 

12/17/2028

 

312,520,000

 

10,094,123

 

Thailand, Sr. Unscd. Bonds

THB

2.13

 

12/17/2026

 

492,750,000

 

15,343,226

 
 

28,318,413

 

Ukraine - .2%

     

Ukraine, Sr. Unscd. Notes

 

1.26

 

5/31/2040

 

5,100,000

d 

5,580,736

 

United Arab Emirates - .1%

     

Abu Dhabi Crude Oil Pipeline, Sr. Scd. Bonds

 

4.60

 

11/2/2047

 

2,460,000

b 

2,911,796

 

United Kingdom - 4.8%

     

AstraZeneca, Sr. Unscd. Notes

 

3.00

 

5/28/2051

 

4,645,000

c 

4,799,857

 

Barclays, Jr. Sub. Bonds

 

7.88

 

3/15/2022

 

6,840,000

e 

7,010,863

 

Barclays, Jr. Sub. Notes

 

8.00

 

6/15/2024

 

4,151,000

 

4,690,651

 

BAT International Finance, Gtd. Notes

EUR

2.25

 

1/16/2030

 

5,700,000

 

7,042,929

 

Brass No. 10, Ser. 10-A, Cl. A1

 

0.67

 

4/16/2069

 

3,694,864

b 

3,695,721

 

Gemgarto, Ser. 2021-1A, Cl. A, 3 Month SONIA +.59%

GBP

0.64

 

12/16/2067

 

6,416,438

b,d 

8,699,880

 

Lanark Master Issuer, Ser. 2020-1A, Cl. 1A

 

2.28

 

12/22/2069

 

5,600,000

b 

5,720,361

 

MARB BondCo, Gtd. Bonds

 

3.95

 

1/29/2031

 

5,850,000

b 

5,595,642

 

United Kingdom Gilt, Bonds

GBP

0.25

 

7/31/2031

 

25,400,000

 

31,717,315

 

United Kingdom Gilt, Bonds

GBP

0.38

 

10/22/2026

 

27,400,000

 

36,418,707

 

United Kingdom Gilt, Bonds

GBP

0.63

 

10/22/2050

 

18,500,000

 

20,402,668

 

Vodafone Group, Jr. Sub. Bonds

EUR

3.10

 

1/3/2079

 

4,100,000

c 

4,941,954

 
 

140,736,548

 

United States - 43.4%

     

7-Eleven, Sr. Unscd. Notes

 

2.80

 

2/10/2051

 

6,325,000

b 

5,854,651

 

Abbott Laboratories, Sr. Unscd. Notes

 

3.75

 

11/30/2026

 

1,616,000

 

1,813,746

 

AEP Transmission, Sr. Unscd. Notes

 

3.10

 

12/1/2026

 

3,680,000

 

3,970,427

 

Air Lease, Sr. Unscd. Notes

 

2.88

 

1/15/2026

 

4,500,000

 

4,704,225

 

Air Products & Chemicals, Sr. Unscd. Notes

 

1.50

 

10/15/2025

 

1,425,000

 

1,451,715

 

Air Products & Chemicals, Sr. Unscd. Notes

 

1.85

 

5/15/2027

 

1,575,000

 

1,623,585

 

Ally Financial, Jr. Sub. Notes, Ser. B

 

4.70

 

5/15/2026

 

9,315,000

 

9,724,627

 

Ally Financial, Sub. Notes

 

5.75

 

11/20/2025

 

1,315,000

 

1,504,353

 

Amazon.com, Sr. Unscd. Notes

 

3.15

 

8/22/2027

 

7,875,000

 

8,663,335

 

American Express, Sr. Unscd. Notes

 

2.50

 

7/30/2024

 

4,850,000

 

5,099,910

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

United States - 43.4% (continued)

     

American Homes 4 Rent Trust, Ser. 2014-SFR3, Cl. A

 

3.68

 

12/17/2036

 

3,961,781

b 

4,210,272

 

American International Group, Sr. Unscd. Notes

 

4.20

 

4/1/2028

 

2,790,000

 

3,181,385

 

AmeriCredit Automobile Receivables Trust, Ser. 2020-1, Cl. C

 

1.59

 

10/20/2025

 

8,725,000

 

8,875,826

 

Arbor Multifamily Mortgage Securities Trust, Ser. 2021-MF3, CI. A5

 

2.57

 

10/15/2054

 

3,850,000

b,f 

3,972,947

 

AstraZeneca Finance, Gtd. Notes

 

2.25

 

5/28/2031

 

2,430,000

c 

2,469,600

 

AT&T, Sr. Unscd. Notes

EUR

0.25

 

3/4/2026

 

4,725,000

 

5,506,552

 

AT&T, Sr. Unscd. Notes

EUR

2.35

 

9/5/2029

 

2,763,000

 

3,618,672

 

AT&T, Sr. Unscd. Notes

EUR

1.80

 

9/14/2039

 

2,330,000

 

2,749,345

 

AT&T, Sr. Unscd. Notes

EUR

2.05

 

5/19/2032

 

2,150,000

 

2,758,587

 

Bank, Ser. 2019-BN19, Cl. A2

 

2.93

 

8/15/2061

 

7,850,000

 

8,310,906

 

BBCMS Mortgage Trust, Ser. 2019-BWAY, Cl. A, 1 Month LIBOR +.96%

 

1.04

 

11/15/2034

 

6,400,000

b,d 

6,390,216

 

Berkshire Hathaway, Sr. Unscd. Notes

EUR

0.09

 

3/12/2025

 

7,285,000

 

8,469,064

 

Berry Global, Sr. Scd. Notes

 

1.57

 

1/15/2026

 

3,815,000

b 

3,818,777

 

BF Mortgage Trust, Ser. 2019-NYT, Cl. A, 1 Month LIBOR +1.20%

 

1.28

 

12/15/2035

 

7,500,000

b,d 

7,514,857

 

BX Commercial Mortgage Trust, Ser. 2020-BXLP, Cl. A, 1 Month LIBOR +.80%

 

0.88

 

12/15/2036

 

9,105,364

b,d 

9,122,748

 

BXHPP Trust, Ser. 2021-FILM, Cl. B, 1 Month LIBOR +.90%

 

0.98

 

8/15/2036

 

9,620,000

b,d 

9,643,528

 

CAMB Commercial Mortgage Trust, Ser. 2019-LIFE, Cl. A, 1 Month LIBOR +1.07%

 

1.15

 

12/15/2037

 

8,350,000

b,d 

8,373,150

 

Cameron LNG, Sr. Scd. Notes

 

2.90

 

7/15/2031

 

8,575,000

b 

9,097,645

 

Capital One Financial, Sub. Notes

 

2.36

 

7/29/2032

 

7,585,000

 

7,432,666

 

CarMax Auto Owner Trust, Ser. 2018-1, Cl. D

 

3.37

 

7/15/2024

 

1,360,000

 

1,375,329

 

CarMax Auto Owner Trust, Ser. 2019-3, Cl. B

 

2.50

 

4/15/2025

 

3,445,000

 

3,554,213

 

CarMax Auto Owner Trust, Ser. 2019-3, Cl. C

 

2.60

 

6/16/2025

 

3,065,000

 

3,164,418

 

Carrier Global, Sr. Unscd. Notes

 

2.49

 

2/15/2027

 

6,020,000

 

6,297,828

 

Carrier Global, Sr. Unscd. Notes

 

2.72

 

2/15/2030

 

2,035,000

 

2,106,678

 

Carvana Auto Receivables Trust, Ser. 2021-N2, Cl. C

 

1.07

 

3/10/2028

 

4,600,000

 

4,608,207

 

CCO Holdings, Sr. Unscd. Notes

 

4.50

 

8/15/2030

 

4,105,000

b 

4,240,342

 

Centene, Sr. Unscd. Notes

 

3.00

 

10/15/2030

 

4,250,000

 

4,361,563

 

Centene, Sr. Unscd. Notes

 

3.38

 

2/15/2030

 

4,415,000

 

4,576,368

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

United States - 43.4% (continued)

     

CF Hippolyta, Ser. 2020-1, Cl. A1

 

1.69

 

7/15/2060

 

7,675,693

b 

7,785,207

 

CF Hippolyta, Ser. 2021-1A, Cl. A1

 

1.53

 

3/15/2061

 

6,442,038

b 

6,489,704

 

CGDB Commercial Mortgage Trust, Ser. 2019-MOB, Cl. A, 1 Month LIBOR +.95%

 

1.03

 

11/15/2036

 

5,750,000

b,d 

5,756,032

 

CHC Commercial Mortgage Trust, Ser. 2019-CHC, Cl. A, 1 Month LIBOR +1.12%

 

1.20

 

6/15/2034

 

8,934,784

b,d 

8,943,578

 

CHC Commercial Mortgage Trust, Ser. 2019-CHC, Cl. B, 1 Month LIBOR +1.50%

 

1.58

 

6/15/2034

 

3,375,363

b,d 

3,375,156

 

Cheniere Corpus Christi Holdings, Sr. Scd. Notes

 

3.70

 

11/15/2029

 

2,765,000

 

3,002,230

 

Cheniere Energy, Sr. Scd. Notes

 

4.63

 

10/15/2028

 

4,225,000

 

4,457,375

 

Cheniere Energy Partners, Gtd. Notes

 

4.00

 

3/1/2031

 

5,935,000

b 

6,222,551

 

Cigna, Gtd. Notes

 

4.38

 

10/15/2028

 

8,825,000

 

10,206,256

 

CIT Group, Sub. Notes

 

6.13

 

3/9/2028

 

6,025,000

 

7,290,973

 

Citigroup, Jr. Sub. Bonds

 

5.90

 

2/15/2023

 

3,622,000

e 

3,784,990

 

Citigroup, Jr. Sub. Bonds, Ser. D

 

5.35

 

5/15/2023

 

6,725,000

e 

6,943,563

 

Citigroup, Jr. Sub. Bonds, Ser. M

 

6.30

 

5/15/2024

 

4,520,000

e 

4,890,640

 

Citigroup Commercial Mortgage Trust, Ser. 2014-GC25, Cl. B

 

4.35

 

10/10/2047

 

3,925,000

 

4,218,497

 

Citizens Bank, Sr. Unscd. Notes

 

2.25

 

4/28/2025

 

14,075,000

 

14,645,123

 

CNX Resources, Gtd. Notes

 

6.00

 

1/15/2029

 

1,065,000

b 

1,127,569

 

Commercial Mortgage Trust, Ser. 2014-CR16, Cl. A3

 

3.78

 

4/10/2047

 

8,873,176

 

9,410,017

 

ConocoPhillips, Gtd. Notes

 

3.75

 

10/1/2027

 

3,750,000

b 

4,190,472

 

Continental Resources, Gtd. Notes

 

5.75

 

1/15/2031

 

3,670,000

b 

4,440,700

 

Crown Americas, Gtd. Notes

 

4.75

 

2/1/2026

 

4,325,000

 

4,462,751

 

Crown Castle International, Sr. Unscd. Notes

 

3.15

 

7/15/2023

 

3,150,000

 

3,289,620

 

CyrusOne, Gtd. Notes

EUR

1.45

 

1/22/2027

 

2,575,000

c 

3,002,955

 

CyrusOne, Gtd. Notes

 

2.90

 

11/15/2024

 

1,280,000

 

1,343,014

 

CyrusOne, Gtd. Notes

 

3.45

 

11/15/2029

 

3,400,000

 

3,545,350

 

Danaher, Sr. Unscd. Notes

EUR

2.50

 

3/30/2030

 

2,025,000

 

2,714,215

 

DataBank Issuer, Ser. 2021-1A, Cl. A2

 

2.06

 

2/27/2051

 

6,055,000

b 

6,057,788

 

DaVita, Gtd. Notes

 

3.75

 

2/15/2031

 

7,640,000

b 

7,449,000

 

Dell Equipment Finance Trust, Ser. 2018-2, Cl. C

 

3.72

 

10/22/2023

 

2,456,908

b 

2,464,085

 

Dell International, Sr. Scd. Notes

 

6.02

 

6/15/2026

 

4,650,000

 

5,535,095

 

Diamondback Energy, Gtd. Notes

 

2.88

 

12/1/2024

 

2,750,000

 

2,888,492

 

Diamondback Energy, Gtd. Notes

 

3.13

 

3/24/2031

 

8,130,000

 

8,448,101

 

Digital Euro Finco, Gtd. Bonds

EUR

2.63

 

4/15/2024

 

5,814,000

 

7,171,424

 

Dollar Tree, Sr. Unscd. Notes

 

4.20

 

5/15/2028

 

2,050,000

 

2,311,112

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

United States - 43.4% (continued)

     

Domino's Pizza Master Issuer, Ser. 2021-1A, Cl. A2I

 

2.66

 

4/25/2051

 

5,610,938

b 

5,792,910

 

DT Auto Owner Trust, Ser. 2020-1A, Cl. B

 

2.16

 

5/15/2024

 

6,215,000

b 

6,253,278

 

Elanco Animal Health, Sr. Unscd. Notes

 

5.90

 

8/28/2028

 

4,325,000

 

5,065,656

 

Eli Lilly & Co., Sr. Unscd. Bonds

EUR

1.38

 

9/14/2061

 

5,625,000

 

6,116,064

 

Energy Transfer, Jr. Sub. Bonds, Ser. A

 

6.25

 

2/15/2023

 

3,080,000

c,e 

2,763,376

 

Energy Transfer, Jr. Sub. Bonds, Ser. F

 

6.75

 

5/15/2025

 

2,275,000

e 

2,331,875

 

Energy Transfer, Sr. Unscd. Notes

 

4.00

 

10/1/2027

 

2,775,000

 

3,063,655

 

EQT, Sr. Unscd. Notes

 

3.00

 

10/1/2022

 

9,165,000

c 

9,337,760

 

EQT, Sr. Unscd. Notes

 

3.13

 

5/15/2026

 

5,250,000

b 

5,388,443

 

Equinix, Sr. Unscd. Notes

 

1.00

 

9/15/2025

 

10,360,000

 

10,221,897

 

Exeter Automobile Receivables Trust, Ser. 2021-2A, Cl. C

 

0.98

 

6/15/2026

 

6,160,000

 

6,175,527

 

FARM 21-1 Mortgage Trust, Ser. 2021-1, CI. A

 

2.18

 

1/25/2051

 

6,710,000

b,f 

6,696,502

 

Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, Ser. 2021-MN1, Cl. M1, 1 Month SOFR +2.00%

 

2.05

 

1/25/2051

 

2,141,142

b,d,g 

2,158,589

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. KC02, Cl. A2

 

3.37

 

7/25/2025

 

6,365,000

g 

6,666,467

 

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. KL3W, Cl. AFLW, 1 Month LIBOR +.45%

 

0.54

 

8/25/2025

 

3,991,117

d,g 

4,013,199

 

Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. 2017-4, Cl. M45T

 

4.50

 

6/25/2057

 

3,222,526

g 

3,571,348

 

Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. 2018-4, Cl. M55D

 

4.00

 

3/25/2058

 

4,827,919

g 

5,226,001

 

Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. 2019-3, Cl. M55D

 

4.00

 

10/25/2058

 

3,489,071

g 

3,800,267

 

Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. 2020-3, Cl. TTU

 

2.50

 

5/25/2060

 

3,363,707

g 

3,490,284

 

Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction Trust, Ser. 2018-2, Cl. A1

 

3.50

 

11/25/2028

 

6,697,611

g 

7,067,286

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

a 

Value ($)

 

Bonds and Notes - 98.1% (continued)

     

United States - 43.4% (continued)

     

Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction Trust, Ser. 2019-1, Cl. A2

 

3.50

 

5/25/2029

 

5,000,000

g 

5,360,506

 

Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction Trust, Ser. 2019-2, Cl. A1C

 

2.75

 

9/25/2029

 

6,028,680

g 

6,294,465

 

Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction Trust, Ser. 2019-3, Cl. A2C

 

2.75

 

11/25/2029

 

6,425,000

g 

6,791,399

 

Federal National Mortgage Association Grantor Trust, Ser. 2017-T1, Cl. A

 

2.90

 

6/25/2027

 

7,665,338

g 

8,238,470

 

Fidelity National Information Services, Sr. Unscd. Notes

EUR

1.50

 

5/21/2027

 

4,280,000

 

5,260,368

 

First Republic Bank, Sr. Unscd. Notes

 

1.91

 

2/12/2024

 

2,725,000

 

2,780,668

 

Ford Motor, Sr. Unscd. Notes

 

4.75

 

1/15/2043

 

5,640,000

 

5,918,503

 

GLP Capital, Gtd. Notes

 

5.38

 

4/15/2026

 

6,780,000

c 

7,716,996

 

Government National Mortgage Association, Ser. 2013-H26, Cl. HA

 

3.50

 

9/20/2063

 

176,840

 

177,718

 

HCA, Gtd. Notes

 

3.50

 

9/1/2030

 

5,160,000

 

5,471,612

 

HCA, Gtd. Notes

 

5.88

 

2/1/2029

 

1,625,000

 

1,954,773

 

Healthcare Trust of America Holdings, Gtd. Notes

 

3.10

 

2/15/2030

 

3,485,000

 

3,667,343

 

Healthcare Trust of America Holdings, Gtd. Notes

 

3.50

 

8/1/2026