Form NPORT-P BlackRock Funds V For: Mar 31

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      BlackRock Funds V
      811-23339
      0001738078
      54930077DSFQPJDWM487
      100 Bellevue Parkway
      Wilmington
      
      19809
      800-441-7762
      BlackRock Low Duration Bond Portfolio
      S000062361
      HXUPEBLUHVD4YLUU0O61
      2022-09-30
      2022-03-31
      N
    
    
      7915753683.15
      311418797.84
      7604334885.31
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      5005075.20000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          IDR
          
          
        
        
          JPY
          
          
        
        
          MXN
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          PLN
          
          
        
        
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          SGD
          
          
        
        
          TRY
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        780153BJ0
        
          
          
        
        389000.00000000
        PA
        USD
        378030.20000000
        0.004971246081
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-08-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Ltd.
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd.
        N/A
        
          
          
        
        555000.00000000
        PA
        USD
        135975.00000000
        0.001788124826
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-09
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Li & Fung Ltd.
        254900B5ACVOJC6VNM71
        Li & Fung Ltd.
        N/A
        
          
          
        
        1404000.00000000
        PA
        USD
        1347225.75000000
        0.017716549446
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-08-18
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -18393.13000000
        -0.00024187690
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            7784077.00000000
            USD
            7000000.00000000
            EUR
            2022-06-15
            -18393.13000000
          
        
        
          N
          N
          N
        
      
      
        Graham Holdings Co.
        529900BOSCEEEMAFQJ29
        Graham Holdings Co.
        384637AA2
        
          
          
        
        984000.00000000
        PA
        USD
        1010518.80000000
        0.013288720384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
          
        
        4475000.00000000
        PA
        USD
        4134456.71000000
        0.054369734794
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Variable
          2.56899960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC, Series 2020-1A, Class C
        165183CM4
        
          
          
        
        720000.00000000
        PA
        USD
        711092.95000000
        0.009351152477
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-08-15
          Fixed
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377CC4
        
          
          
        
        493000.00000000
        PA
        USD
        508051.29000000
        0.006681074645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279HH99
        
          
          
        
        20000000.00000000
        PA
        USD
        19890251.20000000
        0.261564640431
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-08-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Networks, Inc.
        549300VGG9K75226LR46
        AMC Networks, Inc.
        00164VAD5
        
          
          
        
        304000.00000000
        PA
        USD
        303240.00000000
        0.003987725482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garda World Security Corp.
        549300ZF1NDXLMCHNO20
        Garda World Security Corp.
        36485MAK5
        
          
          
        
        519000.00000000
        PA
        USD
        497435.55000000
        0.006541473481
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC, Inc.
        54930050SSMU8SKDJ030
        PTC, Inc.
        69370CAB6
        
          
          
        
        769000.00000000
        PA
        USD
        760348.75000000
        0.009998885654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mirae Asset Securities Co. Ltd.
        98840072S6T63E2V1291
        Mirae Asset Securities Co. Ltd.
        N/A
        
          
          
        
        2131000.00000000
        PA
        USD
        2058146.44000000
        0.027065436636
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-07-30
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140HP5K9
        
          
          
        
        1238479.53030000
        PA
        USD
        1302397.97000000
        0.017127046476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        8330000.00000000
        PA
        USD
        -165298.77000000
        -0.00217374395
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2037-01-15
            0.00000000
            USD
            0.00000000
            USD
            8330000.00000000
            USD
            -165298.77000000
          
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAJ6
        
          
          
        
        15000000.00000000
        PA
        USD
        13747008.90000000
        0.180778583628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        20300000.00000000
        PA
        USD
        129215.43000000
        0.001699233817
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-28
            0.00000000
            USD
            0.00000000
            USD
            20300000.00000000
            USD
            129215.43000000
          
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        37045XDK9
        
          
          
        
        11100000.00000000
        PA
        USD
        10142007.29000000
        0.133371392014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        6435000.00000000
        PA
        USD
        141792.65000000
        0.001864629216
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.02250000
            USD
            2025-06-04
            XXXX
            18633.82000000
          
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust, Series 2022-2, Class A1
        24380XAA5
        
          
          
        
        2666568.00000000
        PA
        USD
        2663070.26000000
        0.035020423221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-03-25
          Variable
          4.29999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Americas LLC
        N/A
        Crown Americas LLC
        228187AB6
        
          
          
        
        758000.00000000
        PA
        USD
        766095.44000000
        0.010074456892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Electricity Mumbai Ltd.
        335800AIC1B5EBFVUC38
        Adani Electricity Mumbai Ltd.
        00654GAA1
        
          
          
        
        390000.00000000
        PA
        USD
        352448.85000000
        0.004634841249
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-12
          Fixed
          3.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust, Series 2021-A, Class D
        64035DAG1
        
          
          
        
        1150000.00000000
        PA
        USD
        1083800.37000000
        0.014252401904
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        Cascade MH Asset Trust, Series 2021-MH1, Class A1
        14731QAA7
        
          
          
        
        2615229.64000000
        PA
        USD
        2424334.09000000
        0.031880948519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          1.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class A
        55284DAA0
        
          
          
        
        2490000.00000000
        PA
        USD
        2488157.40000000
        0.032720250193
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2034-12-15
          Floating
          1.37148840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newday Funding Master Issuer plc
        213800GBPRAJHSB5YK19
        Newday Funding Master Issuer plc, Series 2021-3X, Class B
        N/A
        
          
          
        
        677000.00000000
        PA
        
        886191.01000000
        0.011653760958
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2029-11-15
          Floating
          1.91058885
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centennial Resource Production LLC
        5493004CTVUMQLRPOE23
        Centennial Resource Production LLC
        15138AAC4
        
          
          
        
        606000.00000000
        PA
        USD
        609090.60000000
        0.008009781383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Powdr Corp.
        549300XIF5ZPMVRIGO50
        Powdr Corp.
        73900LAA9
        
          
          
        
        411000.00000000
        PA
        USD
        420247.49000000
        0.005526420079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC, Series 2020-1A, Class B
        165183CL6
        
          
          
        
        1170000.00000000
        PA
        USD
        1146577.65000000
        0.015077947871
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-08-15
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        14560000.00000000
        PA
        USD
        1379486.10000000
        0.018140785759
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.23200000
            USD
            2025-02-25
            XXXX
            159046.71000000
          
        
        
          N
          N
          N
        
      
      
        Logan Group Co. Ltd.
        549300NJ0E6Q0S1VOG90
        Logan Group Co. Ltd.
        N/A
        
          
          
        
        1167000.00000000
        PA
        USD
        233400.00000000
        0.003069301964
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-13
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRF GmbH
        5299002S6DY5RA2IOQ11
        BRF GmbH
        N/A
        
          
          
        
        508000.00000000
        PA
        USD
        494601.50000000
        0.006504204607
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-09-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer Capital Corp. BV
        529900KEOKKPYZLTAU90
        Bayer Capital Corp. BV
        N/A
        
          
          
        
        2600000.00000000
        PA
        
        2876623.92000000
        0.037828737994
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-06-26
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        5493005DZE8VF033DB25
        SoFi Professional Loan Program LLC, Series 2016-C, Class A2B
        83402DAC5
        
          
          
        
        203320.35000000
        PA
        USD
        203546.95000000
        0.002676722594
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-12-27
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PCH7
        
          
          
        
        12000000.00000000
        PA
        USD
        11442854.04000000
        0.150478039336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Variable
          0.82400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        Lloyds Banking Group plc
        53944YAM5
        
          
          
        
        4950000.00000000
        PA
        USD
        4937655.00000000
        0.064932108783
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Variable
          1.32599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni Finance USA, Inc.
        5493004C2UY8KKD61453
        Eni Finance USA, Inc.
        26876BDD0
        
          
          
        
        32000000.00000000
        PA
        USD
        31995435.52000000
        0.420752583921
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN, Inc.
        549300XWE6NM0N1HFW16
        JELD-WEN, Inc.
        475795AE0
        
          
          
        
        243000.00000000
        PA
        USD
        250379.91000000
        0.003292594471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444UBQ8
        
          
          
        
        8813000.00000000
        PA
        USD
        8084926.70000000
        0.106319971725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trivium Packaging Finance BV
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAA4
        
          
          
        
        2699000.00000000
        PA
        USD
        2687880.12000000
        0.035346682655
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397XL2
        
          
          
        
        370000.00000000
        PA
        USD
        369583.75000000
        0.004860171935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-04
          Fixed
          4.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group, Inc.
        549300CQGEN0CH65UD62
        Sinclair Television Group, Inc.
        829259AW0
        
          
          
        
        542000.00000000
        PA
        USD
        491865.00000000
        0.006468218554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AF1
        
          
          
        
        901000.00000000
        PA
        USD
        923525.00000000
        0.012144717637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52800000.00000000
        PA
        USD
        -1142925.71000000
        -0.01502992342
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-06
            0.00000000
            USD
            0.00000000
            USD
            52800000.00000000
            USD
            -1142925.71000000
          
        
        
          N
          N
          N
        
      
      
        PetSmart, Inc.
        N/A
        PetSmart, Inc.
        71677KAA6
        
          
          
        
        1239000.00000000
        PA
        USD
        1197375.80000000
        0.015745963559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397B28
        
          
          
        
        221000.00000000
        PA
        USD
        216015.35000000
        0.002840686966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transportation Finance Equipment Trust
        N/A
        Transportation Finance Equipment Trust, Series 2019-1, Class A3
        89389JAC6
        
          
          
        
        4170712.06000000
        PA
        USD
        4174776.84000000
        0.054899960390
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-04-24
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp.
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp.
        913017DB2
        
          
          
        
        37000.00000000
        PA
        USD
        37478.99000000
        0.000492863485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Litigation Fee Residual Funding LLC
        N/A
        Litigation Fee Residual Funding LLC, Series 2015-1
        53688TAA2
        
          
        
        712606.21000000
        PA
        USD
        699422.07000000
        0.009197675806
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2027-10-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust, Series 2021-ARIA, Class A
        05608RAA3
        
          
          
        
        14000000.00000000
        PA
        USD
        13727502.60000000
        0.180522068097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.29566880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santos Finance Ltd.
        213800BKUBSWG53XNS94
        Santos Finance Ltd.
        N/A
        
          
          
        
        1453000.00000000
        PA
        USD
        1447609.37000000
        0.019036633602
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-09-14
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mortimer BTL plc
        213800XP3NPPV83PMY32
        Mortimer BTL plc, Series 2021-1, Class C
        N/A
        
          
          
        
        111000.00000000
        PA
        
        143211.33000000
        0.001883285417
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2053-06-23
          Floating
          2.07371100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        15650000.00000000
        PA
        USD
        1294414.06000000
        0.017022054913
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.41500000
            USD
            2024-07-22
            XXXX
            315116.77000000
          
        
        
          N
          N
          N
        
      
      
        Highlands Holdings Bond Issuer Ltd.
        N/A
        Highlands Holdings Bond Issuer Ltd.
        43103QAA6
        
          
          
        
        9673.00000000
        PA
        USD
        9712.95000000
        0.000127729119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          7.62500000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Cablevision Lightpath LLC
        5493002ZVBLRLGES1R71
        Cablevision Lightpath LLC
        12687GAA7
        
          
          
        
        494000.00000000
        PA
        USD
        461890.00000000
        0.006074035493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust
        N/A
        BX Commercial Mortgage Trust, Series 2021-XL2, Class A
        05609KAA7
        
          
          
        
        15488546.38000000
        PA
        USD
        15158705.39000000
        0.199342948707
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.08550080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust
        N/A
        CHL Mortgage Pass-Through Trust, Series 2005-HYB8, Class 2A1
        126694QF8
        
          
          
        
        584112.20000000
        PA
        USD
        569638.02000000
        0.007490964411
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-20
          Variable
          2.90369160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        AerCap Ireland Capital DAC
        00772BAP6
        
          
          
        
        4515000.00000000
        PA
        USD
        4539740.12000000
        0.059699371325
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2022-07-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        13220000.00000000
        PA
        USD
        878801.74000000
        0.011556589146
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.71000000
            USD
            2024-06-24
            XXXX
            239801.07000000
          
        
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        06326BAA7
        
          
          
        
        1798000.00000000
        PA
        USD
        1683377.50000000
        0.022137077408
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2031-01-29
          Variable
          3.27499920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp.
        N/A
        Aon Corp.
        03740LAD4
        
          
          
        
        6710000.00000000
        PA
        USD
        6564174.46000000
        0.086321480563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holcim Finance Luxembourg SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        N/A
        
          
          
        
        1900000.00000000
        PA
        
        1938660.21000000
        0.025494145631
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-07-19
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Velocity Commercial Capital Loan Trust
        N/A
        Velocity Commercial Capital Loan Trust, Series 2019-3, Class A
        92257HAA7
        
          
          
        
        3598243.19000000
        PA
        USD
        3534698.58000000
        0.046482679068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-25
          Variable
          3.03000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CCT6
        
          
          
        
        185000000.00000000
        PA
        USD
        176183593.75000000
        2.316883677629
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J5J75
        
          
          
        
        18266.89740000
        PA
        USD
        18463.11000000
        0.000242797171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tallgrass Energy Partners LP
        N/A
        Tallgrass Energy Partners LP
        87470LAG6
        
          
          
        
        46000.00000000
        PA
        USD
        45823.13000000
        0.000602592214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Communications, Inc.
        549300WW675Y48HDVX34
        Consolidated Communications, Inc.
        20903XAF0
        
          
          
        
        685000.00000000
        PA
        USD
        631159.00000000
        0.008299989539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599EE1
        
          
          
        
        1063000.00000000
        PA
        USD
        1118594.90000000
        0.014709963683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class AS
        90270YAA7
        
          
          
        
        9712867.00000000
        PA
        USD
        9721749.42000000
        0.127844835434
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Fixed
          3.34680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10130000.00000000
        PA
        USD
        347603.27000000
        0.004571119963
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-04
            0.00000000
            USD
            0.00000000
            USD
            10130000.00000000
            USD
            347603.27000000
          
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAB6
        
          
          
        
        193000.00000000
        PA
        USD
        185285.79000000
        0.002436581144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corp.
        549300YKTY8JX1DV2R67
        NCR Corp.
        62886EAY4
        
          
          
        
        428000.00000000
        PA
        USD
        409810.00000000
        0.005389162973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings plc
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings plc
        80281LAH8
        
          
          
        
        3715000.00000000
        PA
        USD
        3726301.59000000
        0.049002334144
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-01-05
          Variable
          3.37299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG CLO LLC
        N/A
        AIG CLO LLC, Series 2018-1A, Class A1R
        00141UAC7
        
          
          
        
        1400000.00000000
        PA
        USD
        1388567.88000000
        0.018260214745
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-04-20
          Floating
          1.37400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BB2
        
          
          
        
        126000.00000000
        PA
        USD
        127137.15000000
        0.001671903617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        18610000.00000000
        PA
        USD
        705824.98000000
        0.009281876595
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-03-24
            0.00000000
            USD
            0.00000000
            USD
            18610000.00000000
            USD
            705824.98000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class A4
        17318UAD6
        
          
          
        
        10437137.71000000
        PA
        USD
        10436594.98000000
        0.137245336211
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-09-10
          Fixed
          3.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F9GE9
        
          
          
        
        234328.94500000
        PA
        USD
        236712.40000000
        0.003112861329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JPDW2
        
          
          
        
        329504.25330000
        PA
        USD
        340320.28000000
        0.004475345774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Latinoamericano de Comercio Exterior SA
        549300CN3134K4LC0651
        Banco Latinoamericano de Comercio Exterior SA
        05968CAC6
        
          
          
        
        1110000.00000000
        PA
        USD
        1069762.50000000
        0.014067798382
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2025-09-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 4752, Class PL
        3137FCPN8
        
          
          
        
        7253114.49000000
        PA
        USD
        7096441.41000000
        0.093321000679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279HDR3
        
          
          
        
        30000000.00000000
        PA
        USD
        29982500.10000000
        0.394281690012
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXV Ltd.
        254900B0583OW8RQ8N33
        Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R
        55820RAL6
        
          
          
        
        5550000.00000000
        PA
        USD
        5516011.80000000
        0.072537728587
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-25
          Floating
          1.90770840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association Variable Rate Notes, Series 2012-120
        38378BM71
        
          
          
        
        12115652.56000000
        PA
        USD
        229761.24000000
        0.003021450836
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-02-16
          Variable
          0.64356840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp., Series 2020-G, Class A
        69335PDX0
        
          
          
        
        6800000.00000000
        PA
        USD
        6517317.20000000
        0.085705289131
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDvestinU Private Education Loan Issue No. 1 LLC
        N/A
        EDvestinU Private Education Loan Issue No. 1 LLC, Series 2019-A, Class A
        28166GAA3
        
          
          
        
        5053178.44000000
        PA
        USD
        5007282.95000000
        0.065847743760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-11-25
          Fixed
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138ELKX0
        
          
          
        
        160859.04960000
        PA
        USD
        165877.90000000
        0.002181359744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAM2
        
          
          
        
        1513000.00000000
        PA
        USD
        1378343.00000000
        0.018125753544
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
          
        
        705000.00000000
        PA
        USD
        719131.73000000
        0.009456865601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        53750000.00000000
        PA
        USD
        1360727.10000000
        0.017894097518
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-07
            0.00000000
            USD
            0.00000000
            USD
            53750000.00000000
            USD
            1360727.10000000
          
        
        
          N
          N
          N
        
      
      
        Oportun Issuance Trust
        N/A
        Oportun Issuance Trust, Series 2021-B, Class C
        68377GAC0
        
          
          
        
        370000.00000000
        PA
        USD
        359950.80000000
        0.004733494847
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-05-08
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co. LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co. LLC
        92840VAB8
        
          
          
        
        1358000.00000000
        PA
        USD
        1356852.49000000
        0.017843144870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO II Ltd.
        549300PVYNJC7QL0GC48
        Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2
        08179XBA2
        
          
          
        
        8400000.00000000
        PA
        USD
        8338170.96000000
        0.109650233528
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          1.69129080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFI Holdings Group Co. Ltd.
        549300WGKSV867C0JF48
        CIFI Holdings Group Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        586960.00000000
        0.007718755273
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-07
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26575000.00000000
        PA
        USD
        915974.79000000
        0.012045429400
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-20
            0.00000000
            USD
            0.00000000
            USD
            26575000.00000000
            USD
            915974.79000000
          
        
        
          N
          N
          N
        
      
      
        Ares LVI CLO Ltd.
        N/A
        Ares LVI CLO Ltd., Series 2020-56A, Class AR
        04018NAN1
        
          
          
        
        4400000.00000000
        PA
        USD
        4349236.32000000
        0.057194171293
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-25
          Floating
          1.41770880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vizient, Inc.
        5493007V6T3HZ7777P70
        Vizient, Inc.
        92856JAB6
        
          
          
        
        680000.00000000
        PA
        USD
        700400.00000000
        0.009210535971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co.
        84BUTVXV5ODI6BXNMH43
        SM Energy Co.
        78454LAT7
        
          
          
        
        1591000.00000000
        PA
        USD
        1736831.06000000
        0.022840012784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class B
        46655AAE8
        
          
          
        
        3405000.00000000
        PA
        USD
        3236326.17000000
        0.042558964311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-05
          Fixed
          3.37650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PKHL Commercial Mortgage Trust
        N/A
        PKHL Commercial Mortgage Trust, Series 2021-MF, Class A
        69356GAA7
        
          
          
        
        15473000.00000000
        PA
        USD
        15292242.87000000
        0.201099019186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.27699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Listrik Negara PT
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        71568QAC1
        
          
          
        
        2299000.00000000
        PA
        USD
        2320984.19000000
        0.030521856612
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397A78
        
          
          
        
        22661000.00000000
        PA
        USD
        22627235.11000000
        0.297557057274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287YDN6
        
          
          
        
        1305000.00000000
        PA
        
        1457653.94000000
        0.019168723655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        4410000.00000000
        PA
        USD
        117731.29000000
        0.001548212851
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-14
            0.00000000
            USD
            0.00000000
            USD
            4410000.00000000
            USD
            117731.29000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        N/A
        
          
          
        
        10100000.00000000
        PA
        
        11179314.94000000
        0.147012396331
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-23
          Variable
          1.37499880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Modern Dairy Holdings Ltd.
        549300TAELI2JXTKK009
        China Modern Dairy Holdings Ltd.
        N/A
        
          
          
        
        1010000.00000000
        PA
        USD
        918605.10000000
        0.012080019013
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-14
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        30030000.00000000
        PA
        USD
        -1758719.52000000
        -0.02312785465
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-07-08
            0.00000000
            USD
            0.00000000
            USD
            30030000.00000000
            USD
            -1758719.52000000
          
        
        
          N
          N
          N
        
      
      
        Liquid Telecommunications Financing plc
        635400MXAVJRJJCWVI87
        Liquid Telecommunications Financing plc
        536333AB3
        
          
          
        
        280000.00000000
        PA
        USD
        265300.00000000
        0.003488799533
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25820000.00000000
        PA
        USD
        284597.31000000
        0.003742566763
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-19
            0.00000000
            USD
            0.00000000
            USD
            25820000.00000000
            USD
            284597.31000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J8JD6
        
          
          
        
        2225863.01280000
        PA
        USD
        2203186.39000000
        0.028972769127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        13660000.00000000
        PA
        USD
        746053.76000000
        0.009810900903
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-01-06
            0.00000000
            USD
            0.00000000
            USD
            13660000.00000000
            USD
            746053.76000000
          
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust, Series 2019-2A, Class A
        52604AAA6
        
          
          
        
        6170000.00000000
        PA
        USD
        6104789.89000000
        0.080280392461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions, Inc.
        N/A
        Consensus Cloud Solutions, Inc.
        20848VAA3
        
          
          
        
        98000.00000000
        PA
        USD
        97265.00000000
        0.001279073074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        6230000.00000000
        PA
        USD
        117191.01000000
        0.001541107957
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            USD
            0.00000000
            USD
            6230000.00000000
            USD
            117191.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25820000.00000000
        PA
        USD
        289614.00000000
        0.003808538213
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-19
            0.00000000
            USD
            0.00000000
            USD
            25820000.00000000
            USD
            289614.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26570000.00000000
        PA
        USD
        376101.35000000
        0.004945880943
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2025-02-27
            0.00000000
            USD
            0.00000000
            USD
            26570000.00000000
            USD
            376101.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5365000.00000000
        PA
        USD
        174693.13000000
        0.002297283492
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-04
            0.00000000
            USD
            0.00000000
            USD
            5365000.00000000
            USD
            174693.13000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140HFZT9
        
          
          
        
        296107.13450000
        PA
        USD
        299025.08000000
        0.003932297623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance
        N/A
        Mello Mortgage Capital Acceptance, Series 2022-INV2, Class A3
        58549JAF1
        
          
          
        
        10750000.00000000
        PA
        USD
        10351914.06000000
        0.136131748747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gracie Point International Funding
        N/A
        Gracie Point International Funding, Series 2020-B, Class A
        38411DAA2
        
          
          
        
        5839771.57000000
        PA
        USD
        5851153.87000000
        0.076944978860
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2023-05-02
          Floating
          1.63056960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2019-B9, Class A5
        08160JAE7
        
          
          
        
        10000000.00000000
        PA
        USD
        10351542.00000000
        0.136126856012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.01560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        22065000.00000000
        PA
        USD
        715704.98000000
        0.009411802488
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-20
            0.00000000
            USD
            0.00000000
            USD
            22065000.00000000
            USD
            715704.98000000
          
        
        
          N
          N
          N
        
      
      
        Times China Holdings Ltd.
        2549000KTINB9ZPZP710
        Times China Holdings Ltd.
        N/A
        
          
          
        
        1417000.00000000
        PA
        USD
        524290.00000000
        0.006894620080
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-22
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEF1
        
          
          
        
        1715000.00000000
        PA
        USD
        1554004.38000000
        0.020435769905
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd.
        N/A
        Palmer Square CLO Ltd., Series 2013-2A, Class A1A3
        69688AAL5
        
          
          
        
        3300000.00000000
        PA
        USD
        3268353.66000000
        0.042980138424
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.24800120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORRENS Trust
        N/A
        TORRENS Trust, Series 2013-1, Class A
        N/A
        
          
          
        
        3021987.52660000
        PA
        
        2261467.85000000
        0.029739193290
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2044-04-12
          Floating
          0.96500160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        General Motors Co.
        37045VAW0
        
          
          
        
        4920000.00000000
        PA
        USD
        5090618.07000000
        0.066943633424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CrownRock LP
        N/A
        CrownRock LP
        228701AF5
        
          
          
        
        2029000.00000000
        PA
        USD
        2068027.82000000
        0.027195380676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAB1
        
          
          
        
        3169000.00000000
        PA
        USD
        3010550.00000000
        0.039589918716
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Trucks Finance North America LLC
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AF7
        
          
          
        
        2740000.00000000
        PA
        USD
        2552212.05000000
        0.033562594079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493004WA7G168XIR344
        SLM Student Loan Trust, Series 2013-4, Class A
        78448AAA1
        
          
          
        
        4423299.69000000
        PA
        USD
        4359824.01000000
        0.057333403588
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-06-25
          Floating
          1.00657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Financial Services AG
        529900USFSZYPS075O24
        Volkswagen Financial Services AG
        N/A
        
          
          
        
        2270000.00000000
        PA
        
        2342033.92000000
        0.030798668855
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-31
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52230000.00000000
        PA
        USD
        805654.93000000
        0.010594679773
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            52230000.00000000
            USD
            805654.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        13220000.00000000
        PA
        USD
        464193.51000000
        0.006104327557
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.74000000
            USD
            2024-06-28
            XXXX
            -86326.85000000
          
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        Service Properties Trust
        81761LAA0
        
          
          
        
        227000.00000000
        PA
        USD
        238134.35000000
        0.003131560532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China SCE Group Holdings Ltd.
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        420210.00000000
        0.005525927071
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-09-29
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        VMware, Inc.
        928563AH8
        
          
          
        
        8634000.00000000
        PA
        USD
        8232162.42000000
        0.108256179457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sotheby's
        549300P5BAAMQQ7VL735
        Sotheby's
        835898AH0
        
          
          
        
        1289000.00000000
        PA
        USD
        1320052.01000000
        0.017359204058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association, Series 2011-84, Class MG
        3136A0B55
        
          
          
        
        858959.32000000
        PA
        USD
        876948.16000000
        0.011532213838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-25
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bharti Airtel Ltd.
        335800KQ1FPKOQ84OR26
        Bharti Airtel Ltd.
        N/A
        
          
          
        
        2017000.00000000
        PA
        USD
        2038808.81000000
        0.026811139182
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2025-06-10
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos., Inc.
        N/A
        Albertsons Cos., Inc.
        013092AC5
        
          
          
        
        870000.00000000
        PA
        USD
        841042.05000000
        0.011060034344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tap Rock Resources LLC
        549300Y3SDS1HPFQ6H17
        Tap Rock Resources LLC
        87602LAA0
        
          
          
        
        1359000.00000000
        PA
        USD
        1406728.08000000
        0.018499028530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Philippines
        529900RAHBALMYIJ3T08
        Republic of Philippines
        718286CG0
        
          
          
        
        4460000.00000000
        PA
        USD
        4644465.60000000
        0.061076552651
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-01-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WHR95
        
          
          
        
        3404204.63990000
        PA
        USD
        3448041.94000000
        0.045343110107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        1567500.00000000
        PA
        USD
        -132336.84000000
        -0.00174028158
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2051-02-22
            0.00000000
            USD
            0.00000000
            USD
            1567500.00000000
            USD
            -132336.84000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31410LR79
        
          
          
        
        6152.12180000
        PA
        USD
        6215.70000000
        0.000081738904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adient US LLC
        213800SOTRCDGZUHL712
        Adient US LLC
        00688JAB3
        
          
          
        
        233000.00000000
        PA
        USD
        242320.00000000
        0.003186603478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Loan Funding Ltd.
        25490072LQI0R2J4XC93
        OHA Loan Funding Ltd., Series 2015-1A, Class AR3
        67109BDC5
        
          
          
        
        1250000.00000000
        PA
        USD
        1235908.75000000
        0.016252687034
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-19
          Floating
          1.35977040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2021-C, Class D
        83208AAG8
        
          
          
        
        400000.00000000
        PA
        USD
        377774.48000000
        0.004967883262
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -27230000.00000000
        PA
        USD
        -2586733.77000000
        -0.03401656829
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.43800000
            USD
            2023-01-09
            XXXX
            -1699035.77000000
          
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        2138001R7A1P55MJ8S09
        Twin Bridges plc, Series 2020-1, Class D
        N/A
        
          
          
        
        225000.00000000
        PA
        
        298364.70000000
        0.003923613366
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2054-12-12
          Floating
          3.55415830
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP
        N/A
        MGM Growth Properties Operating Partnership LP
        55303XAB1
        
          
          
        
        860000.00000000
        PA
        USD
        864300.00000000
        0.011365885551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust, Series 2019-C18, Class A4
        90278PBA7
        
          
          
        
        7873000.00000000
        PA
        USD
        7600724.10000000
        0.099952516750
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          3.03520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        63540046RPZ8IOOPGL28
        Tower Bridge Funding plc, Series 2021-2, Class D
        N/A
        
          
          
        
        169000.00000000
        PA
        
        217167.10000000
        0.002855832933
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2063-11-20
          Floating
          2.29547040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Oil and Gas, Inc.
        OKFF0PIZDDMNH4UCYE51
        Northern Oil and Gas, Inc.
        665531AG4
        
          
          
        
        218000.00000000
        PA
        USD
        227116.76000000
        0.002986674882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Corp. Trust
        N/A
        GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ4, Class A2
        36259VAB9
        
          
          
        
        4062793.93000000
        PA
        USD
        3978300.00000000
        0.052316212528
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599DB8
        
          
          
        
        174000.00000000
        PA
        USD
        186832.50000000
        0.002456920990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13485000.00000000
        PA
        USD
        -65636.11000000
        -0.00086314070
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.55000000
            USD
            2022-08-08
            XXXX
            97532.39000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Tool Works, Inc.
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works, Inc.
        452308AY5
        
          
          
        
        5360000.00000000
        PA
        
        5857029.67000000
        0.077022247945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMR Hyderabad International Airport Ltd.
        335800NSPGIN89SVOU83
        GMR Hyderabad International Airport Ltd.
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        804150.00000000
        0.010574889350
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-04-10
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO II-S Ltd.
        635400R1GOVCHJ4SNX58
        Allegro CLO II-S Ltd., Series 2014-1RA, Class A1
        01751EAC2
        
          
          
        
        4742874.05000000
        PA
        USD
        4721615.54000000
        0.062091104760
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-21
          Floating
          1.33513920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        340000.00000000
        PA
        USD
        -15059.00000000
        -0.00019803178
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-11-21
            0.00000000
            USD
            0.00000000
            USD
            340000.00000000
            USD
            -15059.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10635000.00000000
        PA
        USD
        -165278.20000000
        -0.00217347345
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-19
            0.00000000
            USD
            0.00000000
            USD
            10635000.00000000
            USD
            -165278.20000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        N/A
        
          
          
        
        2438000.00000000
        PA
        USD
        2251035.88000000
        0.029602008774
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2033-10-07
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDvestinU Private Education Loan Issue No. 3 LLC
        N/A
        EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B
        28166LAB0
        
          
          
        
        640000.00000000
        PA
        USD
        592227.84000000
        0.007788029445
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        NatWest Group plc
        780097BD2
        
          
          
        
        8585000.00000000
        PA
        USD
        8672909.37000000
        0.114052175513
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHL6
        
          
          
        
        5620000.00000000
        PA
        USD
        5683532.81000000
        0.074740695875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Variable
          3.86399880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JPJQ9
        
          
          
        
        2263568.66370000
        PA
        USD
        2351236.13000000
        0.030919681542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTR Partnership LP
        N/A
        CTR Partnership LP
        126458AE8
        
          
          
        
        200000.00000000
        PA
        USD
        188544.00000000
        0.002479427890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        25100000.00000000
        PA
        USD
        650071.66000000
        0.008548698470
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-03-10
            0.00000000
            USD
            0.00000000
            USD
            25100000.00000000
            USD
            650071.66000000
          
        
        
          N
          N
          N
        
      
      
        Dutch Property Finance BV
        724500CZD3S0GPKAZP67
        Dutch Property Finance BV, Series 2021-1, Class B
        N/A
        
          
          
        
        740000.00000000
        PA
        
        811995.78000000
        0.010678064449
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2058-07-28
          Floating
          0.54600120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        22440000.00000000
        PA
        USD
        569421.23000000
        0.007488113537
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-02-25
            0.00000000
            USD
            0.00000000
            USD
            22440000.00000000
            USD
            569421.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        33080000.00000000
        PA
        USD
        957.59000000
        0.000012592685
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2028-03-28
            0.00000000
            USD
            0.00000000
            USD
            33080000.00000000
            USD
            957.59000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp. Trust
        N/A
        GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A
        36192HAA2
        
          
          
        
        17000000.00000000
        PA
        USD
        16992477.50000000
        0.223457774496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-10
          Fixed
          3.55100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR Senior Secured Financing DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
          
        
        383000.00000000
        PA
        USD
        393455.90000000
        0.005174100114
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        11730000.00000000
        PA
        USD
        774738.53000000
        0.010188116931
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.81000000
            USD
            2040-01-17
            XXXX
            5172.33000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 3986, Class M
        3137AKBG5
        
          
          
        
        620656.30000000
        PA
        USD
        632553.78000000
        0.008318331445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Big River Steel LLC
        N/A
        Big River Steel LLC
        08949LAB6
        
          
          
        
        402000.00000000
        PA
        USD
        421786.44000000
        0.005546657878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-31
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM Ltd.
        254900Q3N8LV0KJICN72
        CBAM Ltd., Series 2019-9A, Class B2
        14987VAE9
        
          
          
        
        3500000.00000000
        PA
        USD
        3490124.75000000
        0.045896515640
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-02-12
          Floating
          2.14129080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust, Series 2021-LBA, Class AV
        05609BAV1
        
          
          
        
        6280000.00000000
        PA
        USD
        6146244.79000000
        0.080825540730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-15
          Floating
          1.19657160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp.
        88033GCS7
        
          
          
        
        124000.00000000
        PA
        USD
        124533.20000000
        0.001637660648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flatiron CLO 21 Ltd.
        N/A
        Flatiron CLO 21 Ltd., Series 2021-1A, Class A1
        33883PAC1
        
          
          
        
        8500000.00000000
        PA
        USD
        8377413.85000000
        0.110166292994
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-19
          Floating
          1.35799920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scenery Journey Ltd.
        549300Q2FGQXKG7X0I83
        Scenery Journey Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        75060.00000000
        0.000987068575
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-11-06
          Fixed
          13.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11750000.00000000
        PA
        USD
        576265.36000000
        0.007578116543
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2048-11-15
            0.00000000
            USD
            54681.99000000
            USD
            11750000.00000000
            USD
            576265.36000000
          
        
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
          
        
        3000000.00000000
        PA
        
        3331089.12000000
        0.043805134442
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2026-03-29
          Variable
          1.50000035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC, Series 2019-1A, Class D
        165183CC6
        
          
          
        
        6630000.00000000
        PA
        USD
        6633562.30000000
        0.087233957999
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BR9
        
          
          
        
        16105000.00000000
        PA
        USD
        16757252.50000000
        0.220364473063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd.
        N/A
        Palmer Square Loan Funding Ltd., Series 2019-1A, Class B
        69700VAE9
        
          
          
        
        3450000.00000000
        PA
        USD
        3446805.65000000
        0.045326852407
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-20
          Floating
          2.50400160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp. Trust
        N/A
        GS Mortgage Securities Corp. Trust, Series 2020-TWN3, Class A
        36263JAA2
        
          
          
        
        11900000.00000000
        PA
        USD
        11889244.78000000
        0.156348253454
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.39657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DP0
        
          
          
        
        1930000.00000000
        PA
        USD
        1803102.50000000
        0.023711508333
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2031-01-31
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P&L Development LLC
        N/A
        P&L Development LLC
        69306RAA4
        
          
          
        
        582000.00000000
        PA
        USD
        535440.00000000
        0.007041246973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMB International Leasing Management Ltd.
        5493003RO1EBM4E5IG13
        CMB International Leasing Management Ltd.
        N/A
        
          
          
        
        900000.00000000
        PA
        USD
        848079.00000000
        0.011152573009
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2024-09-16
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Longfor Group Holdings Ltd.
        254900UJX27B2F1JYR13
        Longfor Group Holdings Ltd.
        N/A
        
          
          
        
        425000.00000000
        PA
        USD
        382978.13000000
        0.005036313310
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-04-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXXVII Ltd.
        N/A
        Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR
        55817EAN6
        
          
          
        
        2900000.00000000
        PA
        USD
        2869389.63000000
        0.037733604230
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.31128920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mortgage Loan Trust
        N/A
        Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2
        863579BM9
        
          
          
        
        589445.09000000
        PA
        USD
        554942.10000000
        0.007297707273
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          0.75656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continuum Energy Levanter Pte. Ltd.
        254900MFSMO37F3WJ232
        Continuum Energy Levanter Pte. Ltd.
        21218MAB1
        
          
          
        
        369843.75000000
        PA
        USD
        353200.78000000
        0.004644729425
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-02-09
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        549300PFVBG5704L7K74
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class AAB
        61762DAU5
        
          
          
        
        1173801.03000000
        PA
        USD
        1175422.40000000
        0.015457267699
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAL3
        
          
          
        
        8080000.00000000
        PA
        USD
        8126013.42000000
        0.106860278282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XAZ3
        
          
          
        
        4355000.00000000
        PA
        USD
        4238110.54000000
        0.055732823500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo KUO SAB de CV
        549300WIYIAVCFZI6Z04
        Grupo KUO SAB de CV
        40052CAC0
        
          
          
        
        560000.00000000
        PA
        USD
        549605.00000000
        0.007227522305
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-07-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Private Credit Student Loan Trust
        54930054KUX5HFXZUQ43
        SLM Private Credit Student Loan Trust, Series 2004-A, Class A3
        78443CBH6
        
          
          
        
        851695.56000000
        PA
        USD
        832653.18000000
        0.010949717398
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-06-15
          Floating
          1.22600160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26735000.00000000
        PA
        USD
        833782.33000000
        0.010964566166
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-26
            0.00000000
            USD
            0.00000000
            USD
            26735000.00000000
            USD
            833782.33000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCB6
        
          
          
        
        1720000.00000000
        PA
        USD
        1795164.00000000
        0.023607113930
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-08-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        91911KAN2
        
          
          
        
        226000.00000000
        PA
        USD
        224022.50000000
        0.002945984144
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX Group, Inc.
        549300OMQVKPRU98OE64
        APX Group, Inc.
        00213MAV6
        
          
          
        
        486000.00000000
        PA
        USD
        496789.20000000
        0.006532973724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        VICI Properties LP
        92564RAC9
        
          
          
        
        248000.00000000
        PA
        USD
        244342.00000000
        0.003213193575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus UK DAC
        635400SG2ZVJCYHITE32
        Taurus UK DAC, Series 2021-UK1X, Class B
        N/A
        
          
          
        
        879540.00000000
        PA
        
        1145182.37000000
        0.015059599389
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-05-17
          Floating
          1.79082870
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        254900287ZNSGVP1R341
        Suzano Austria GmbH, Series DM3N
        86964WAK8
        
          
          
        
        940000.00000000
        PA
        USD
        832887.00000000
        0.010952792223
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Treasury AB
        549300PD69T87IGZG395
        Volvo Treasury AB
        N/A
        
          
          
        
        240000.00000000
        PA
        
        265521.24000000
        0.003491708926
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2022-05-24
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9990000.00000000
        PA
        USD
        52001.20000000
        0.000683836269
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-31
            0.00000000
            USD
            0.00000000
            USD
            9990000.00000000
            USD
            52001.20000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2019-NUGS, Class D
        61692AAL6
        
          
          
        
        8000000.00000000
        PA
        USD
        7894678.40000000
        0.103818131619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          3.30000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CPP3
        
          
          
        
        1893811.52800000
        PA
        USD
        1961824.72000000
        0.025798768065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Transportation & Infrastructure Investors LLC
        529900E7PUVK6BC8PE80
        Fortress Transportation & Infrastructure Investors LLC
        34960PAC5
        
          
          
        
        89000.00000000
        PA
        USD
        92984.09000000
        0.001222777421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX Trust
        N/A
        OBX Trust, Series 2022-INV3, Class A1
        67116EAA7
        
          
          
        
        4867211.00000000
        PA
        USD
        4634499.91000000
        0.060945499901
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Longfor Group Holdings Ltd.
        254900UJX27B2F1JYR13
        Longfor Group Holdings Ltd.
        N/A
        
          
          
        
        950000.00000000
        PA
        USD
        935750.00000000
        0.012305481203
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-16
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        41250000.00000000
        PA
        USD
        4081955.12000000
        0.053679318198
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.17200000
            USD
            2025-06-05
            XXXX
            435658.50000000
          
        
        
          N
          N
          N
        
      
      
        Champion Path Holdings Ltd.
        549300QWJFPV5413KI88
        Champion Path Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        530806.94000000
        0.006980320409
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-01-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Mutuel Arkea SA
        96950041VJ1QP0B69503
        Credit Mutuel Arkea SA
        N/A
        
          
          
        
        2700000.00000000
        PA
        
        2858415.49000000
        0.037589289965
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-01-28
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        51740000.00000000
        PA
        USD
        -715256.77000000
        -0.00940590835
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-04-20
            0.00000000
            USD
            1307362.96000000
            USD
            51740000.00000000
            USD
            -715256.77000000
          
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        65412JAU7
        
          
          
        
        865000.00000000
        PA
        USD
        868243.75000000
        0.011417747417
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2029-03-24
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust, Series 2018-EA, Class A2
        63890BAB2
        
          
          
        
        1169604.68000000
        PA
        USD
        1180699.43000000
        0.015526662723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant CLO Ltd.
        N/A
        Assurant CLO Ltd., Series 2018-2A, Class A
        04623TAA3
        
          
          
        
        1750000.00000000
        PA
        USD
        1735834.98000000
        0.022826913940
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.29399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        OneMain Finance Corp.
        85172FAQ2
        
          
          
        
        800000.00000000
        PA
        USD
        838000.00000000
        0.011020030188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JAFJ2
        
          
          
        
        14260043.65280000
        PA
        USD
        15135346.81000000
        0.199035774177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -90720000.00000000
        PA
        USD
        -989839.72000000
        -0.01301678233
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.20000000
            USD
            2022-08-11
            XXXX
            -630361.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        680000.00000000
        PA
        USD
        -12541.90000000
        -0.00016493092
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-08-17
            0.00000000
            USD
            0.00000000
            USD
            680000.00000000
            USD
            -12541.90000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        DISH DBS Corp.
        25470XBE4
        
          
          
        
        2567000.00000000
        PA
        USD
        2445067.50000000
        0.032153601029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies CLO Ltd.
        549300ODZUR61VZRRZ07
        Carlyle Global Market Strategies CLO Ltd., Series 2014-5A, Class A1RR
        14311AAS1
        
          
          
        
        5995869.06000000
        PA
        USD
        5944920.96000000
        0.078178053040
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.38129120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2021-A, Class A
        63942BAA2
        
          
          
        
        1465553.70000000
        PA
        USD
        1399236.52000000
        0.018400511564
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        170110000.00000000
        PA
        USD
        -2567346.98000000
        -0.03376162437
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-03-04
            0.00000000
            USD
            3845138.53000000
            USD
            170110000.00000000
            USD
            -2567346.98000000
          
        
        
          N
          N
          N
        
      
      
        SRM Escrow Issuer LLC
        N/A
        SRM Escrow Issuer LLC
        85236FAA1
        
          
          
        
        921000.00000000
        PA
        USD
        908345.46000000
        0.011945100705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Country Garden Holdings Co. Ltd.
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co. Ltd.
        N/A
        
          
          
        
        1566000.00000000
        PA
        USD
        1119690.00000000
        0.014724364679
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-12-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AT8
        
          
          
        
        383000.00000000
        PA
        USD
        377710.77000000
        0.004967045451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        15650000.00000000
        PA
        USD
        399636.32000000
        0.005255375072
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.41500000
            USD
            2024-07-22
            XXXX
            -32582.00000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Uniform Mortgage-Backed Securities
        3132CWJB1
        
          
          
        
        12624121.46750000
        PA
        USD
        12993537.35000000
        0.170870135862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GUKS5
        
          
          
        
        342306.15400000
        PA
        USD
        345869.61000000
        0.004548321650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association, Series 2017-136, Class GB
        38380HHT2
        
          
          
        
        5157691.69590000
        PA
        USD
        5087384.62000000
        0.066901112283
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matador Resources Co.
        549300CI3Q2UUK5R4G79
        Matador Resources Co.
        576485AE6
        
          
          
        
        1792000.00000000
        PA
        USD
        1824793.60000000
        0.023996754844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univision Communications, Inc.
        549300YQDE2JSGTL8V47
        Univision Communications, Inc.
        914906AU6
        
          
          
        
        443000.00000000
        PA
        USD
        464042.50000000
        0.006102341716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy XXVII CLO Ltd.
        549300GJYHKO4BDEN716
        Galaxy XXVII CLO Ltd., Series 2018-27A, Class A
        36320UAC4
        
          
          
        
        10500000.00000000
        PA
        USD
        10421250.00000000
        0.137043543678
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-16
          Floating
          1.47857040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrias Penoles SAB de CV
        549300WA2HB7776CB324
        Industrias Penoles SAB de CV
        456472AD1
        
          
          
        
        685000.00000000
        PA
        USD
        623478.44000000
        0.008198987148
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-08-06
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -134603000.00000000
        PA
        USD
        -1796373.81000000
        -0.02362302340
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.39000000
            USD
            2023-02-17
            XXXX
            -1170015.60000000
          
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp.
        14040HCH6
        
          
          
        
        7010000.00000000
        PA
        USD
        6468115.57000000
        0.085058268310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Variable
          1.87800120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12070000.00000000
        PA
        USD
        -27988.56000000
        -0.00036806059
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2047-08-15
            0.00000000
            USD
            0.00000000
            USD
            12070000.00000000
            USD
            -27988.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        44080000.00000000
        PA
        USD
        -21998.64000000
        -0.00028929078
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-10-04
            0.00000000
            USD
            0.00000000
            USD
            44080000.00000000
            USD
            -21998.64000000
          
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAH3
        
          
          
        
        1416000.00000000
        PA
        USD
        1365024.00000000
        0.017950603446
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-04-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CTD6
        
          
          
        
        1090810.00030000
        PA
        USD
        1102166.75000000
        0.014493927037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDL Mortgage Trust
        N/A
        KNDL Mortgage Trust, Series 2019-KNSQ, Class D
        482598AL3
        
          
          
        
        2972000.00000000
        PA
        USD
        2934562.61000000
        0.038590654597
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.74656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -72480000.00000000
        PA
        USD
        -105416.06000000
        -0.00138626272
        N/A
        DIR
        
        US
        
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.36000000
            USD
            2023-01-18
            XXXX
            188852.74000000
          
        
        
          N
          N
          N
        
      
      
        Powerlong Real Estate Holdings Ltd.
        549300R3K12EPXCGDP22
        Powerlong Real Estate Holdings Ltd.
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        304000.00000000
        0.003997719782
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-08-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        86220000.00000000
        PA
        USD
        585324.60000000
        0.007697249119
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.59000000
            USD
            2023-01-12
            XXXX
            -712286.40000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Variable Rate Notes
        3138EQCA8
        
          
          
        
        2960231.71000000
        PA
        USD
        3050871.49000000
        0.040120162197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Variable
          2.84799960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q9EK5
        
          
          
        
        2939739.65200000
        PA
        USD
        3073189.81000000
        0.040413656898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -289200000.00000000
        PA
        USD
        -10178620.47000000
        -0.13385286975
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            0.74000000
            USD
            2022-04-06
            XXXX
            -9715900.47000000
          
        
        
          N
          N
          N
        
      
      
        Sound Point CLO XV Ltd.
        549300YVZ0M0XDDYS744
        Sound Point CLO XV Ltd., Series 2017-1A, Class CR
        83609RAQ4
        
          
          
        
        1500000.00000000
        PA
        USD
        1483128.00000000
        0.019503717581
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-23
          Floating
          2.30886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Saudi Arabia
        635400FMICXSM3SI3H65
        Kingdom of Saudi Arabia
        N/A
        
          
          
        
        854000.00000000
        PA
        USD
        873215.00000000
        0.011483121313
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2026-10-26
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        27175000.00000000
        PA
        USD
        770606.99000000
        0.010133785552
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-06-17
            0.00000000
            USD
            0.00000000
            USD
            27175000.00000000
            USD
            770606.99000000
          
        
        
          N
          N
          N
        
      
      
        SAN Miguel Industrias Pet SA
        N/A
        SAN Miguel Industrias Pet SA
        79911QAA2
        
          
          
        
        2157000.00000000
        PA
        USD
        1937660.06000000
        0.025480993265
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-08-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        4020000.00000000
        PA
        USD
        1213928.64000000
        0.015963639927
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2053-07-12
            0.00000000
            USD
            0.00000000
            USD
            4020000.00000000
            USD
            1213928.64000000
          
        
        
          N
          N
          N
        
      
      
        Sunoco LP
        N/A
        Sunoco LP
        86765LAQ0
        
          
          
        
        54000.00000000
        PA
        USD
        55012.50000000
        0.000723436051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust, Series 2016-4, Class A1
        89172UAA6
        
          
          
        
        1298685.59000000
        PA
        USD
        1298361.05000000
        0.017073959387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        Sprint Corp.
        85207UAF2
        
          
          
        
        514000.00000000
        PA
        USD
        546125.00000000
        0.007181758934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
          
        
        -1280.00000000
        NC
        
        5223957.47000000
        0.068697099072
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -164940800.00000000
            EUR
            5223957.47000000
          
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2013-CR13, Class A4
        12630BBA5
        
          
          
        
        4515000.00000000
        PA
        USD
        4586871.12000000
        0.060319162545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        13220000.00000000
        PA
        USD
        448614.06000000
        0.005899451651
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.71000000
            USD
            2024-06-24
            XXXX
            -81706.41000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        N/A
        
          
          
        
        1855000.00000000
        PA
        
        2085768.61000000
        0.027428679055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        N/A
        Clear Channel Outdoor Holdings, Inc.
        18453HAA4
        
          
          
        
        2417000.00000000
        PA
        USD
        2390872.23000000
        0.031440911875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Prime Capital Pte. Ltd.
        254900BOZNNFPDZAEZ24
        Global Prime Capital Pte. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        633650.00000000
        0.008332747170
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-01-23
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Operadora de Servicios Mega SA de CV Sofom ER
        4469000001BP4DCM0P31
        Operadora de Servicios Mega SA de CV Sofom ER
        68373NAA3
        
          
          
        
        286000.00000000
        PA
        USD
        213481.13000000
        0.002807360975
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-02-11
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        15890000.00000000
        PA
        USD
        -1128258.96000000
        -0.01483704988
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-02
            0.00000000
            USD
            0.00000000
            USD
            15890000.00000000
            USD
            -1128258.96000000
          
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887CN7
        
          
          
        
        2460000.00000000
        PA
        
        2615571.15000000
        0.034395791209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-13
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034AV1
        
          
          
        
        981000.00000000
        PA
        USD
        1044784.62000000
        0.013739329418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        51850000.00000000
        PA
        USD
        350094.48000000
        0.004603880356
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-20
            0.00000000
            USD
            0.00000000
            USD
            51850000.00000000
            USD
            350094.48000000
          
        
        
          N
          N
          N
        
      
      
        Bank Tabungan Negara Persero Tbk. PT
        2549009BLYOGL9ZLAW17
        Bank Tabungan Negara Persero Tbk. PT
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        643728.37000000
        0.008465281707
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-01-23
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        455780CD6
        
          
          
        
        1600000.00000000
        PA
        USD
        1642800.00000000
        0.021603467295
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-01-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GUR25
        
          
          
        
        197708.40300000
        PA
        USD
        199434.08000000
        0.002622636732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower LLC
        N/A
        Prime Security Services Borrower LLC
        74166MAF3
        
          
          
        
        221000.00000000
        PA
        USD
        202190.69000000
        0.002658887240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-31
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Usiminas International SARL
        529900KLYX6QPXVIVP43
        Usiminas International SARL
        91734JAA8
        
          
          
        
        510000.00000000
        PA
        USD
        521666.25000000
        0.006860116734
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-07-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        34890000.00000000
        PA
        USD
        2668717.33000000
        0.035094684416
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-09-24
            0.00000000
            USD
            0.00000000
            USD
            34890000.00000000
            USD
            2668717.33000000
          
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc.
        64110LAN6
        
          
          
        
        10000000.00000000
        PA
        USD
        10399350.00000000
        0.136755550049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FT Santander Consumer Spain Auto
        894500EO9XFVE82OWE89
        FT Santander Consumer Spain Auto, Series 2020-1, Class B
        N/A
        
          
          
        
        632040.76930000
        PA
        
        695078.24000000
        0.009140552730
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2033-03-20
          Floating
          0.45699840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redexis Gas Finance BV
        724500XI19XTPCL36320
        Redexis Gas Finance BV
        N/A
        
          
          
        
        900000.00000000
        PA
        
        1008633.84000000
        0.013263932417
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 45 Senior Loan Fund
        54930046L20VLJKPVV31
        Dryden 45 Senior Loan Fund, Series 2016-45A, Class BR
        26244MAQ5
        
          
          
        
        3150000.00000000
        PA
        USD
        3123954.23000000
        0.041081229024
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          1.94128920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138EQ5W8
        
          
          
        
        26420.21500000
        PA
        USD
        26695.51000000
        0.000351056475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        27175000.00000000
        PA
        USD
        773507.91000000
        0.010171933793
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-06-17
            0.00000000
            USD
            0.00000000
            USD
            27175000.00000000
            USD
            773507.91000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Corp. Trust
        N/A
        GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ1, Class B1
        36257TAQ3
        
          
          
        
        2671655.39000000
        PA
        USD
        2671066.02000000
        0.035125570615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-25
          Variable
          4.29993000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMMC CLO XIII Ltd.
        549300R4YQWFRASHVE93
        AMMC CLO XIII Ltd., Series 2013-13A, Class A1R2
        00176DAQ2
        
          
          
        
        8750000.00000000
        PA
        USD
        8712746.00000000
        0.114576042894
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-24
          Floating
          1.31713920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK Elevator US Newco, Inc.
        549300C2AFWPAYWS5574
        TK Elevator US Newco, Inc.
        92537RAA7
        
          
          
        
        1786000.00000000
        PA
        USD
        1766407.58000000
        0.023228955676
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034AR0
        
          
          
        
        234000.00000000
        PA
        USD
        228150.00000000
        0.003000262395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
          
        
        953000.00000000
        PA
        USD
        407407.50000000
        0.005357569151
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -165780000.00000000
        PA
        USD
        -2483075.62000000
        -0.03265342278
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.25000000
            USD
            2023-02-15
            XXXX
            -1325009.53000000
          
        
        
          N
          N
          N
        
      
      
        Battalion CLO XX Ltd.
        549300CDYR56PY734566
        Battalion CLO XX Ltd., Series 2021-20A, Class A
        07134UAA5
        
          
          
        
        4500000.00000000
        PA
        USD
        4461750.00000000
        0.058673770517
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-07-15
          Floating
          1.42129080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        N/A
        
          
          
        
        3600000.00000000
        PA
        
        3992299.39000000
        0.052500310023
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-02-28
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Transportation & Infrastructure Investors LLC
        529900E7PUVK6BC8PE80
        Fortress Transportation & Infrastructure Investors LLC
        34960PAB7
        
          
          
        
        196000.00000000
        PA
        USD
        194530.00000000
        0.002558146148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarivate Science Holdings Corp.
        N/A
        Clarivate Science Holdings Corp.
        18064PAC3
        
          
          
        
        637000.00000000
        PA
        USD
        607551.49000000
        0.007989541480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138EPQP2
        
          
          
        
        15633.85900000
        PA
        USD
        15796.50000000
        0.000207730199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanlington No. 2 plc
        213800FCNYGLAJQ7PJ81
        Stanlington No. 2 plc, Series 2, Class E
        N/A
        
          
          
        
        450000.00000000
        PA
        
        592043.40000000
        0.007785603986
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-06-12
          Floating
          3.85415910
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
          
        
        1100000.00000000
        PA
        USD
        1028362.50000000
        0.013523372070
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2049-06-05
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice France SA
        5493001ZMCICV4N02J21
        Altice France SA
        02156LAA9
        
          
          
        
        1870000.00000000
        PA
        USD
        1928213.10000000
        0.025356762019
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO XXXVII
        549300OGB01ASKLNI660
        Apidos CLO XXXVII, Series 2021-37A, Class A
        03769HAA5
        
          
          
        
        9650000.00000000
        PA
        USD
        9535611.80000000
        0.125397052389
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-22
          Floating
          1.25913960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        NatWest Group plc
        780097BN0
        
          
          
        
        9520000.00000000
        PA
        USD
        9442658.95000000
        0.124174685786
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Variable
          2.35900080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL, Inc.
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL, Inc.
        78573NAF9
        
          
          
        
        270000.00000000
        PA
        USD
        281942.10000000
        0.003707649705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association, Series 2018-36, Class AM
        38380VT76
        
          
          
        
        12675448.09000000
        PA
        USD
        12708400.45000000
        0.167120473278
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12845000.00000000
        PA
        USD
        141181.38000000
        0.001856590775
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-16
            0.00000000
            USD
            0.00000000
            USD
            12845000.00000000
            USD
            141181.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10120000.00000000
        PA
        USD
        311921.95000000
        0.004101896545
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-04
            0.00000000
            USD
            0.00000000
            USD
            10120000.00000000
            USD
            311921.95000000
          
        
        
          N
          N
          N
        
      
      
        SLM Private Education Loan Trust
        549300JEA36NHBYED811
        SLM Private Education Loan Trust, Series 2010-C, Class A5
        78445QAE1
        
          
          
        
        18074550.08000000
        PA
        USD
        20034219.91000000
        0.263457885694
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-10-15
          Floating
          5.14657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered plc
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        853254BY5
        
          
          
        
        2770000.00000000
        PA
        USD
        2646134.52000000
        0.034797711567
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Variable
          0.99100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3940000.00000000
        PA
        USD
        1054458.78000000
        0.013866548434
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2052-06-20
            0.00000000
            USD
            0.00000000
            USD
            3940000.00000000
            USD
            1054458.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7726.67000000
        -0.00010160875
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Westpac Banking
              EN5TNI6CI43VEPAMHL14
            
            1187000.00000000
            EUR
            1309111.44000000
            USD
            2022-06-15
            -7726.67000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        699149AJ9
        
          
          
        
        4368000.00000000
        PA
        USD
        4573569.00000000
        0.060144234426
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brex Commercial Charge Card Master Trust
        N/A
        Brex Commercial Charge Card Master Trust, Series 2021-1, Class A
        05601DAA1
        
          
          
        
        2130000.00000000
        PA
        USD
        2105771.89000000
        0.027691730069
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        213800OFO3J9U3ZZGO47
        Twin Bridges plc, Series 2022-1, Class D
        N/A
        
          
          
        
        365000.00000000
        PA
        
        461897.72000000
        0.006074137014
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-12-01
          Floating
          2.12136905
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co. (The)
        382550BH3
        
          
          
        
        69000.00000000
        PA
        USD
        73056.17000000
        0.000960717421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baidu, Inc.
        254900AL64IANZYI1E02
        Baidu, Inc.
        056752AH1
        
          
          
        
        8205000.00000000
        PA
        USD
        8210251.20000000
        0.107968038281
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-07-06
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kia Corp.
        988400V8MJK9N7OI5X76
        Kia Corp.
        N/A
        
          
          
        
        1460000.00000000
        PA
        USD
        1357989.80000000
        0.017858100944
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-10-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC, Series 2019-1A, Class C
        165183CB8
        
          
          
        
        4930000.00000000
        PA
        USD
        4932254.98000000
        0.064861096392
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co. (The)
        097023CG8
        
          
          
        
        4580000.00000000
        PA
        USD
        4584980.93000000
        0.060294305802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Federation
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        184000.00000000
        0.002419672499
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-06-23
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        52950000.00000000
        PA
        USD
        1965486.40000000
        0.025846920600
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-11
            0.00000000
            USD
            0.00000000
            USD
            52950000.00000000
            USD
            1965486.40000000
          
        
        
          N
          N
          N
        
      
      
        Klabin Austria GmbH
        984500578YEA8DD41B09
        Klabin Austria GmbH
        49836AAC8
        
          
          
        
        1040000.00000000
        PA
        USD
        900900.00000000
        0.011847189972
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-12
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Together Asset-Backed Securitisation 2021-1st1 plc
        635400SL9S6ASYM6DX74
        Together Asset-Backed Securitisation 2021-1st1 plc, Series 2021-1ST1, Class C
        N/A
        
          
          
        
        108000.00000000
        PA
        
        140017.78000000
        0.001841288976
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2063-07-12
          Floating
          1.62850955
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Securities Trust
        N/A
        Natixis Commercial Mortgage Securities Trust, Series 2018-FL1, Class A
        63874MAA0
        
          
          
        
        3418379.16000000
        PA
        USD
        3289685.39000000
        0.043260659079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-15
          Floating
          1.34656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Money UK plc
        213800ZK9VGCYYR6O495
        Virgin Money UK plc
        N/A
        
          
          
        
        2350000.00000000
        PA
        
        2588274.88000000
        0.034036834503
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-27
          Variable
          0.37500100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        20140000.00000000
        PA
        USD
        -169717.67000000
        -0.00223185423
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-18
            0.00000000
            USD
            0.00000000
            USD
            20140000.00000000
            USD
            -169717.67000000
          
        
        
          N
          N
          N
        
      
      
        Picasso Finance Sub, Inc.
        N/A
        Picasso Finance Sub, Inc.
        71953LAA9
        
          
          
        
        847000.00000000
        PA
        USD
        860763.75000000
        0.011319382470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        OneMain Finance Corp.
        85172FAM1
        
          
          
        
        510000.00000000
        PA
        USD
        536275.20000000
        0.007052230183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -173240000.00000000
        PA
        USD
        -359572.10000000
        -0.00472851479
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.95000000
            USD
            2022-09-19
            XXXX
            194795.90000000
          
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        N/A
        
          
          
        
        2277000.00000000
        PA
        USD
        2305177.88000000
        0.030313997407
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Credit Funding 3 Ltd.
        N/A
        OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR
        67112RAS3
        
          
          
        
        850000.00000000
        PA
        USD
        842350.00000000
        0.011077234402
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-07-02
          Floating
          1.39399920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust
        N/A
        JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A3
        48128KAS0
        
          
          
        
        17260000.00000000
        PA
        USD
        17168894.82000000
        0.225777731766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.10850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468T9
        
          
          
        
        10000000.00000000
        PA
        USD
        9883738.50000000
        0.129975055663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Variable
          0.56000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTM SpA
        8156003F2286CFA55E20
        ASTM SpA
        N/A
        
          
          
        
        4240000.00000000
        PA
        
        4480787.76000000
        0.058924124562
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-11-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -289200000.00000000
        PA
        USD
        -10887389.28000000
        -0.14317345887
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            0.60600000
            USD
            2022-04-01
            XXXX
            -10199093.28000000
          
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Ltd.
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd.
        N/A
        
          
          
        
        472000.00000000
        PA
        USD
        115640.00000000
        0.001520711564
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-08-03
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        37046UDV0
        
          
          
        
        30000000.00000000
        PA
        USD
        29976848.40000000
        0.394207367930
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Kingdom of Bahrain
        N/A
        
          
          
        
        577000.00000000
        PA
        USD
        623809.13000000
        0.008203335852
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2026-01-26
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RAS8
        
          
          
        
        2900000.00000000
        PA
        USD
        2916710.35000000
        0.038355890343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA
        35563PGG8
        
          
          
        
        13697951.27000000
        PA
        USD
        13768119.03000000
        0.181056190155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-08-25
          Variable
          3.49999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationstar Mortgage Holdings, Inc.
        N/A
        Nationstar Mortgage Holdings, Inc.
        63861CAA7
        
          
          
        
        401000.00000000
        PA
        USD
        408057.60000000
        0.005366118222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blue Racer Midstream LLC
        N/A
        Blue Racer Midstream LLC
        095796AH1
        
          
          
        
        484000.00000000
        PA
        USD
        506075.24000000
        0.006655088809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22045000.00000000
        PA
        USD
        -1431124.70000000
        -0.01881985369
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.80000000
            USD
            2022-10-07
            XXXX
            -824887.20000000
          
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AL3
        
          
          
        
        2070000.00000000
        PA
        USD
        2093339.25000000
        0.027528235954
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tempo Acquisition LLC
        N/A
        Tempo Acquisition LLC
        88023JAD8
        
          
          
        
        200000.00000000
        PA
        USD
        201750.00000000
        0.002653091993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Muthoot Finance Ltd.
        335800HAMJMBFL4RRF02
        Muthoot Finance Ltd.
        62828L2A0
        
          
          
        
        1110000.00000000
        PA
        USD
        1117839.38000000
        0.014700028297
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2022-10-31
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEN4
        
          
          
        
        685000.00000000
        PA
        USD
        666719.06000000
        0.008767618339
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2033-02-22
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard Hughes Corp. (The)
        549300BVHY25JZC1KI49
        Howard Hughes Corp. (The)
        44267DAD9
        
          
          
        
        549000.00000000
        PA
        USD
        551185.02000000
        0.007248300190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAN5
        
          
          
        
        3000000.00000000
        PA
        USD
        2709605.31000000
        0.035632377464
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-14
          Variable
          1.72199880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        24627.49000000
        0.000323861197
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            4694000.00000000
            EUR
            5232073.22000000
            USD
            2022-06-15
            24627.49000000
          
        
        
          N
          N
          N
        
      
      
        Sasol Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
          
        
        620000.00000000
        PA
        USD
        595200.00000000
        0.007827114520
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 87 CLO Ltd.
        N/A
        Dryden 87 CLO Ltd., Series 2021-87A, Class A1
        26246GAA1
        
          
          
        
        750000.00000000
        PA
        USD
        738909.98000000
        0.009716957382
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-05-20
          Floating
          1.57956840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        88660000.00000000
        PA
        USD
        -1000186.47000000
        -0.01315284617
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2023-12-08
            0.00000000
            USD
            1789745.53000000
            USD
            88660000.00000000
            USD
            -1000186.47000000
          
        
        
          N
          N
          N
        
      
      
        Antero Midstream Partners LP
        N/A
        Antero Midstream Partners LP
        03690EAA6
        
          
          
        
        319000.00000000
        PA
        USD
        345196.28000000
        0.004539467096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA Magnum Holdings
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
          
        
        634000.00000000
        PA
        USD
        618150.00000000
        0.008128916063
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
          
        
        2900000.00000000
        PA
        
        3172258.17000000
        0.041716444867
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-09-09
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -242285000.00000000
        PA
        USD
        -491339.22000000
        -0.00646130434
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.78000000
            USD
            2022-11-15
            XXXX
            780657.03000000
          
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
          
        
        558000.00000000
        PA
        USD
        528487.38000000
        0.006949817281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J5JX8
        
          
          
        
        25691.19270000
        PA
        USD
        25897.65000000
        0.000340564301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172BH1
        
          
          
        
        1550000.00000000
        PA
        
        1801605.01000000
        0.023691815749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zhenro Properties Group Ltd.
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd.
        N/A
        
          
          
        
        200000.00000000
        PA
        USD
        22000.00000000
        0.000289308668
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-04-14
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H2L89
        
          
          
        
        325820.23970000
        PA
        USD
        329209.48000000
        0.004329234377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp., Series N
        06051GJQ3
        
          
          
        
        13500000.00000000
        PA
        USD
        12584324.70000000
        0.165488828277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-11
          Variable
          1.65800160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658BQ4
        
          
          
        
        1139000.00000000
        PA
        USD
        1059270.00000000
        0.013929817873
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Easy Tactic Ltd.
        549300WYFMC41MKE6E16
        Easy Tactic Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        146740.00000000
        0.001929688818
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-02-13
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        CommScope, Inc.
        20338QAD5
        
          
          
        
        1255000.00000000
        PA
        USD
        1269545.45000000
        0.016695022893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC Trust
        N/A
        CSMC Trust, Series 2013-HYB1, Class B2
        12647JBW1
        
          
          
        
        4792125.43000000
        PA
        USD
        4794155.85000000
        0.063045038419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Variable
          2.92421160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldentTree Loan Management US CLO 1 Ltd.
        N/A
        GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class A
        38138KAC4
        
          
          
        
        8950000.00000000
        PA
        USD
        8843731.28000000
        0.116298550936
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.38399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Variable Rate Notes
        3138ELZ63
        
          
          
        
        2598247.88000000
        PA
        USD
        2691313.35000000
        0.035391830983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Variable
          2.41599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traton Finance Luxembourg SA
        529900BRKIE6LKIEXD84
        Traton Finance Luxembourg SA
        N/A
        
          
          
        
        2200000.00000000
        PA
        
        2363039.83000000
        0.031074904848
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-10
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Property REIT, Inc.
        N/A
        Brookfield Property REIT, Inc.
        11284DAC9
        
          
          
        
        245000.00000000
        PA
        USD
        228663.40000000
        0.003007013807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triumph Group, Inc.
        5493007L6S47Q14SL582
        Triumph Group, Inc.
        896818AS0
        
          
          
        
        598000.00000000
        PA
        USD
        631607.60000000
        0.008305888805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO XX Ltd.
        549300NPF57YF6WBDP72
        Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ARR
        64130TBA2
        
          
          
        
        20000000.00000000
        PA
        USD
        19778728.00000000
        0.260098066409
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.40128920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Country Garden Holdings Co. Ltd.
        549300MGHLPT1EFHGF84
        Country Garden Holdings Co. Ltd.
        N/A
        
          
          
        
        600000.00000000
        PA
        USD
        453000.00000000
        0.005957128490
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-08
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Saudi Arabia
        635400FMICXSM3SI3H65
        Kingdom of Saudi Arabia
        N/A
        
          
          
        
        831000.00000000
        PA
        USD
        860085.00000000
        0.011310456640
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Forestar Group, Inc.
        549300BC2UB0GHV60V70
        Forestar Group, Inc.
        346232AF8
        
          
          
        
        177000.00000000
        PA
        USD
        165052.50000000
        0.002170505408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rocket Mortgage LLC
        N/A
        Rocket Mortgage LLC
        77313LAA1
        
          
          
        
        165000.00000000
        PA
        USD
        151493.93000000
        0.001992204871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust
        N/A
        BX Commercial Mortgage Trust, Series 2020-VIV4, Class A
        05608MAA4
        
          
          
        
        5820000.00000000
        PA
        USD
        5444683.33000000
        0.071599731102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-03-09
          Fixed
          2.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WKVC6
        
          
          
        
        8175069.11710000
        PA
        USD
        8571905.37000000
        0.112723933115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        N/A
        CIFC Funding Ltd., Series 2021-5A, Class A
        12565EAA9
        
          
          
        
        3350000.00000000
        PA
        USD
        3313843.45000000
        0.043578347087
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.38129120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DV7
        
          
          
        
        490000.00000000
        PA
        USD
        485590.00000000
        0.006385699832
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2034-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust, Series 2022-INV3, Class A3B
        46593FAD4
        
          
          
        
        8950000.00000000
        PA
        USD
        8404609.38000000
        0.110523924929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinitas CLO IV Ltd.
        635400UFTIJ9NEWTCB16
        Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2
        89640XBM7
        
          
          
        
        1250000.00000000
        PA
        USD
        1254197.63000000
        0.016493193013
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          1.64129040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300SSCQUZ3RRV2T53
        GS Mortgage Securities Trust, Series 2013-GC12, Class A4
        36197XAK0
        
          
          
        
        16779000.00000000
        PA
        USD
        16848037.20000000
        0.221558327639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-10
          Fixed
          3.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA Bank SpA
        549300V1VN70Q7PQ7234
        FCA Bank SpA
        N/A
        
          
          
        
        1250000.00000000
        PA
        
        1356702.24000000
        0.017841169023
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-04-16
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Red & Black Auto Germany 8 UG
        391200E3OPA9K4R22Z70
        Red & Black Auto Germany 8 UG, Series 8, Class C
        N/A
        
          
          
        
        400000.00000000
        PA
        
        439697.21000000
        0.005782191560
        Long
        ABS-O
        CORP
        DE
        N
        
        2
        
          2030-09-15
          Floating
          0.40200120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Star BVI Ltd.
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        N/A
        
          
          
        
        1167000.00000000
        PA
        USD
        1064887.50000000
        0.014003690211
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-10-19
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Azure Finance No. 2 plc
        213800O5Z4Y2QLJZQT22
        Azure Finance No. 2 plc, Series 2, Class C
        N/A
        
          
          
        
        1055000.00000000
        PA
        
        1396271.46000000
        0.018361519857
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2030-07-20
          Floating
          3.62370905
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp.
        81211KAY6
        
          
          
        
        123000.00000000
        PA
        USD
        119925.00000000
        0.001577061002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13485000.00000000
        PA
        USD
        -457260.07000000
        -0.00601315009
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.95000000
            USD
            2022-08-03
            XXXX
            -300159.82000000
          
        
        
          N
          N
          N
        
      
      
        RMAC Securities No. 1 plc
        213800C48M2JTBGZT736
        RMAC Securities No. 1 plc, Series 2007-NS1X, Class A2A
        N/A
        
          
          
        
        346544.20830000
        PA
        
        438251.97000000
        0.005763186085
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2044-06-12
          Floating
          1.17209895
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan Ltd., Series 2021-2GS, Class A
        53948QAA4
        
          
          
        
        6403794.59000000
        PA
        USD
        5935191.80000000
        0.078050110752
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2048-03-20
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Medical Systems Europe BV
        549300AA2JE6ZQ5D2493
        American Medical Systems Europe BV
        N/A
        
          
          
        
        3191000.00000000
        PA
        
        3454818.53000000
        0.045432224936
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-08
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMF plc
        6354005IDWW8PQJAHB37
        CMF plc, Series 2020-1, Class B
        N/A
        
          
          
        
        220000.00000000
        PA
        
        287117.55000000
        0.003775708912
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2057-01-16
          Floating
          1.56783925
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -238721.58000000
        -0.00313928283
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Toronto Dominion Bank
              PT3QB789TSUIDF371261
            
            27665000.00000000
            GBP
            36092948.60000000
            USD
            2022-06-15
            -238721.58000000
          
        
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658BG6
        
          
          
        
        671000.00000000
        PA
        USD
        746091.61000000
        0.009811398646
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-CR23, Class A2
        12593AAX3
        
          
          
        
        2919965.80000000
        PA
        USD
        2918304.05000000
        0.038376848126
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-10
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140X4L38
        
          
          
        
        24763502.09000000
        PA
        USD
        25549961.20000000
        0.335992056969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444UBF2
        
          
          
        
        28500000.00000000
        PA
        USD
        26570201.73000000
        0.349408621933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WHKH4
        
          
          
        
        1195006.41180000
        PA
        USD
        1182831.94000000
        0.015554706070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -173240000.00000000
        PA
        USD
        -1612513.39000000
        -0.02120518644
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.45000000
            USD
            2022-09-19
            XXXX
            -858919.39000000
          
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MA
        35563PML0
        
          
          
        
        13698279.06000000
        PA
        USD
        13604659.54000000
        0.178906633455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140HEW57
        
          
          
        
        343555.51970000
        PA
        USD
        347335.62000000
        0.004567600260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        Community Health Systems, Inc.
        12543DBG4
        
          
          
        
        448000.00000000
        PA
        USD
        456258.88000000
        0.005999984047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square plc
        635400K1KOJXSMZCI443
        Finsbury Square plc, Series 2021-2X, Class D
        N/A
        
          
          
        
        200000.00000000
        PA
        
        256030.12000000
        0.003366896958
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2071-12-16
          Floating
          2.26783990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2019-GA, Class A
        63941JAA6
        
          
          
        
        955315.57960000
        PA
        USD
        949299.00000000
        0.012483655892
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-10-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRH Finland Services OYJ
        549300F7G18UFXIS2K82
        CRH Finland Services OYJ
        N/A
        
          
          
        
        1670000.00000000
        PA
        
        1854742.27000000
        0.024390591655
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2023-11-05
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        Community Health Systems, Inc.
        12543DBC3
        
          
          
        
        1439000.00000000
        PA
        USD
        1498603.38000000
        0.019707224926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samba Funding Ltd.
        549300PT73WJRNMAKE44
        Samba Funding Ltd.
        N/A
        
          
          
        
        2887000.00000000
        PA
        USD
        2818975.06000000
        0.037070632770
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-01-29
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WGVA9
        
          
          
        
        1920721.90490000
        PA
        USD
        1940741.07000000
        0.025521509760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJG5
        
          
          
        
        16700000.00000000
        PA
        USD
        15828420.49000000
        0.208149966153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-25
          Variable
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        2500000.00000000
        PA
        USD
        -39555.40000000
        -0.00052016909
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-30
            0.00000000
            USD
            0.00000000
            USD
            2500000.00000000
            USD
            -39555.40000000
          
        
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        N/A
        
          
          
        
        1420000.00000000
        PA
        
        1520820.64000000
        0.019999390649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP Corp.
        VO2L9FZNXDJNQNEYH039
        NFP Corp.
        65342RAE0
        
          
          
        
        1444000.00000000
        PA
        USD
        1379020.00000000
        0.018134656361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Ltd.
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd.
        N/A
        
          
          
        
        1486879.00000000
        PA
        USD
        1501561.93000000
        0.019746131024
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autonoria Spain
        959800PAVFGQ48YNAE06
        Autonoria Spain, Series 2021-SP, Class E
        N/A
        
          
          
        
        600000.00000000
        PA
        
        656457.38000000
        0.008632673204
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2039-01-31
          Floating
          2.10399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        N/A
        
          
          
        
        3250000.00000000
        PA
        
        3700230.92000000
        0.048659494562
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-07-07
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PED6
        
          
          
        
        2904000.00000000
        PA
        USD
        2666779.50000000
        0.035069201188
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967NA5
        
          
          
        
        31455000.00000000
        PA
        USD
        28887885.42000000
        0.379887075670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Variable
          1.46199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -148430000.00000000
        PA
        USD
        -4638841.65000000
        -0.06100259549
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.02000000
            USD
            2022-05-03
            XXXX
            -4052543.15000000
          
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP
        N/A
        MGM Growth Properties Operating Partnership LP
        55303XAJ4
        
          
          
        
        1846000.00000000
        PA
        USD
        1949837.50000000
        0.025641131399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        21680000.00000000
        PA
        USD
        -1938634.63000000
        -0.02549380924
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-06-20
            0.00000000
            USD
            0.00000000
            USD
            21680000.00000000
            USD
            -1938634.63000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM Mortgage Trust, Series 2018-COR3, Class A3
        12595VAD9
        
          
          
        
        3570000.00000000
        PA
        USD
        3720230.60000000
        0.048922498234
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-10
          Fixed
          4.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Evergrande Group
        549300CUF7B1LAB15T90
        China Evergrande Group
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        83375.00000000
        0.001096414101
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-04-11
          Fixed
          9.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J5RA9
        
          
          
        
        20451.70310000
        PA
        USD
        21091.08000000
        0.000277356012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass-Through Trust
        N/A
        Upstart Pass-Through Trust, Series 2021-ST9, Class A
        91683MAA2
        
          
          
        
        3698443.05000000
        PA
        USD
        3564849.00000000
        0.046879168970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JM5T5
        
          
          
        
        121598.99850000
        PA
        USD
        126285.51000000
        0.001660704215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2021-A, Class APL
        78448YAM3
        
          
          
        
        17145418.90000000
        PA
        USD
        16925439.75000000
        0.222576201670
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BL Consumer Credit
        N/A
        BL Consumer Credit, Series 2021-1, Class C
        N/A
        
          
          
        
        528000.00000000
        PA
        
        581769.44000000
        0.007650497364
        Long
        ABS-O
        CORP
        LU
        N
        
        2
        
          2038-09-25
          Floating
          0.55400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AU5
        
          
          
        
        479000.00000000
        PA
        USD
        458862.84000000
        0.006034227147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2015-P1, Class A4
        17324DAT1
        
          
          
        
        13174000.00000000
        PA
        USD
        13102923.64000000
        0.172308608676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-15
          Fixed
          3.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9780000.00000000
        PA
        USD
        309260.34000000
        0.004066895325
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-02-08
            0.00000000
            USD
            0.00000000
            USD
            9780000.00000000
            USD
            309260.34000000
          
        
        
          N
          N
          N
        
      
      
        Sasol Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAD7
        
          
          
        
        1015000.00000000
        PA
        USD
        946487.50000000
        0.012446683559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-18
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -89735000.00000000
        PA
        USD
        -156212.92000000
        -0.00205426144
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.39000000
            USD
            2023-02-17
            XXXX
            166833.08000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd.
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        895000.00000000
        0.011769602647
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        AerCap Ireland Capital DAC
        00774MAV7
        
          
          
        
        10210000.00000000
        PA
        USD
        9443763.29000000
        0.124189208292
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust
        5493000F7E2NMQ4HIO61
        WFRBS Commercial Mortgage Trust, Series 2014-C21, Class ASBF
        92939FBE8
        
          
          
        
        1568613.96000000
        PA
        USD
        1563197.38000000
        0.020556661477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Floating
          1.00143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comstock Resources, Inc.
        I03QQGEA4SS774AURI46
        Comstock Resources, Inc.
        22304LAA8
        
          
          
        
        760000.00000000
        PA
        USD
        771400.00000000
        0.010144213946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3135000.00000000
        PA
        USD
        -288646.45000000
        -0.00379581454
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2051-02-19
            0.00000000
            USD
            0.00000000
            USD
            3135000.00000000
            USD
            -288646.45000000
          
        
        
          N
          N
          N
        
      
      
        Dell International LLC
        N/A
        Dell International LLC
        24703TAB2
        
          
          
        
        8370000.00000000
        PA
        USD
        8550138.97000000
        0.112437696379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XBR0
        
          
          
        
        8800000.00000000
        PA
        USD
        8029103.81000000
        0.105585878727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        91831AAC5
        
          
          
        
        2724000.00000000
        PA
        USD
        2747835.00000000
        0.036135112951
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2021-CRE6, Class A
        53948HAA4
        
          
          
        
        7230000.00000000
        PA
        USD
        7180513.43000000
        0.094426580868
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-11-15
          Floating
          1.69656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2B
        63941MAC5
        
          
          
        
        9575356.58000000
        PA
        USD
        9579907.75000000
        0.125979561585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-05-15
          Floating
          1.31657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WE3P2
        
          
          
        
        45881.51530000
        PA
        USD
        46331.82000000
        0.000609281688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulfport Energy Corp.
        254900DJRGZBUZ3F5038
        Gulfport Energy Corp.
        402635AR7
        
          
          
        
        40500.00000000
        PA
        USD
        41661.95000000
        0.000547871058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertiv Group Corp.
        549300ZT8RQ5VK10E643
        Vertiv Group Corp.
        92535UAB0
        
          
          
        
        893000.00000000
        PA
        USD
        814965.20000000
        0.010717113492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCT Autonoria
        549300J0CMU2QRSXRZ67
        FCT Autonoria, Series 2019-1, Class E
        N/A
        
          
          
        
        212145.10000000
        PA
        
        236712.73000000
        0.003112865668
        Long
        ABS-O
        CORP
        FR
        N
        
        2
        
          2035-09-25
          Floating
          2.15399880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PCB0
        
          
          
        
        28515000.00000000
        PA
        USD
        26558242.81000000
        0.349251357423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Variable
          1.57799880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp.
        81211KAW0
        
          
          
        
        5330000.00000000
        PA
        USD
        5532876.32000000
        0.072759503670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harben Finance
        N/A
        Harben Finance, Series 2017-1RX, Class D
        N/A
        
          
          
        
        441000.00000000
        PA
        
        557095.22000000
        0.007326021649
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-09-28
          Floating
          1.99083045
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Grid Electricity Transmission plc
        5XJXCCYG4SDKFJ5WLB02
        National Grid Electricity Transmission plc
        N/A
        
          
          
        
        1490000.00000000
        PA
        
        1611419.97000000
        0.021190807536
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-20
          Fixed
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        14610000.00000000
        PA
        USD
        -328735.86000000
        -0.00432300608
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-01-20
            0.00000000
            USD
            365190.03000000
            USD
            14610000.00000000
            USD
            -328735.86000000
          
        
        
          N
          N
          N
        
      
      
        India Green Energy Holdings
        2549005BFUXXT5HWAG36
        India Green Energy Holdings
        45410FAA3
        
          
          
        
        810000.00000000
        PA
        USD
        816156.00000000
        0.010732772981
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-04-29
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53250000.00000000
        PA
        USD
        1646129.16000000
        0.021647247061
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-12
            0.00000000
            USD
            0.00000000
            USD
            53250000.00000000
            USD
            1646129.16000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust, Series 2014-GC24, Class AAB
        36253GAF9
        
          
          
        
        4623566.31000000
        PA
        USD
        4676642.08000000
        0.061499686041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-10
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        N/A
        
          
          
        
        2400000.00000000
        PA
        
        2616183.91000000
        0.034403849244
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-06-23
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc.
        156700BC9
        
          
          
        
        1325000.00000000
        PA
        USD
        1234018.88000000
        0.016227834499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD&R Smokey Buyer, Inc.
        N/A
        CD&R Smokey Buyer, Inc.
        12510CAA9
        
          
          
        
        277000.00000000
        PA
        USD
        284617.50000000
        0.003742832269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138XTBK0
        
          
          
        
        143305.69000000
        PA
        USD
        144790.85000000
        0.001904056727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        76930000.00000000
        PA
        USD
        2817599.21000000
        0.037052539801
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-12
            0.00000000
            USD
            0.00000000
            USD
            76930000.00000000
            USD
            2817599.21000000
          
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
          
        
        9855000.00000000
        PA
        
        11017546.95000000
        0.144885083523
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-06
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust
        N/A
        CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A6
        12669G5S6
        
          
          
        
        297123.62000000
        PA
        USD
        290352.38000000
        0.003818248201
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AP4
        
          
          
        
        1565000.00000000
        PA
        USD
        1416325.00000000
        0.018625231810
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        56147.85000000
        0.000738366350
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of New York
              WFLLPEPC7FZXENRZV188
            
            1753075.81000000
            EUR
            1998613.36000000
            USD
            2022-05-20
            56147.85000000
          
        
        
          N
          N
          N
        
      
      
        Doha Finance Ltd.
        549300C2SXK7TLB4RX62
        Doha Finance Ltd.
        N/A
        
          
          
        
        670000.00000000
        PA
        USD
        638175.00000000
        0.008392252703
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        24645000.00000000
        PA
        USD
        -68214.69000000
        -0.00089705005
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-10-03
            0.00000000
            USD
            0.00000000
            USD
            24645000.00000000
            USD
            -68214.69000000
          
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Federative Republic of Brazil
        105756CC2
        
          
          
        
        2299000.00000000
        PA
        USD
        2119103.25000000
        0.027867042706
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WJ6S2
        
          
          
        
        2655417.04100000
        PA
        USD
        2784364.68000000
        0.036615492636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group, Inc.
        549300W7UTQ0M4C7LB15
        Penske Automotive Group, Inc.
        70959WAJ2
        
          
          
        
        344000.00000000
        PA
        USD
        341420.00000000
        0.004489807526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ronshine China Holdings Ltd.
        549300GNBBT32SFSEC47
        Ronshine China Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        100050.00000000
        0.001315696921
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-25
          Fixed
          7.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC Trust
        N/A
        CSMC Trust, Series 2013-HYB1, Class B4
        12647JBS0
        
          
          
        
        4259528.81000000
        PA
        USD
        4245149.92000000
        0.055825394120
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Variable
          2.92421160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC, Series 2019-1A, Class B
        165183CA0
        
          
          
        
        5230000.00000000
        PA
        USD
        5230588.90000000
        0.068784304990
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd.
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd.
        88032XAG9
        
          
          
        
        1720000.00000000
        PA
        USD
        1676742.00000000
        0.022049817969
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-19
          Fixed
          3.59500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Aoyuan Group Ltd.
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        133440.00000000
        0.001754788577
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-24
          Fixed
          6.20000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Merlin Properties Socimi SA
        959800L8KD863DP30X04
        Merlin Properties Socimi SA
        N/A
        
          
          
        
        3800000.00000000
        PA
        
        4178477.07000000
        0.054948619873
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-02
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck Financial Services GmbH
        549300OELEN3ZS5RB682
        Merck Financial Services GmbH
        N/A
        
          
          
        
        4500000.00000000
        PA
        
        4956042.05000000
        0.065173905735
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-12-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11130000.00000000
        PA
        USD
        -816829.85000000
        -0.01074163437
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-12-07
            0.00000000
            USD
            0.00000000
            USD
            11130000.00000000
            USD
            -816829.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        44610000.00000000
        PA
        USD
        -1957803.01000000
        -0.02574588099
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-05-26
            0.00000000
            USD
            0.00000000
            USD
            44610000.00000000
            USD
            -1957803.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5420000.00000000
        PA
        USD
        7568.05000000
        0.000099522839
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-18
            0.00000000
            USD
            0.00000000
            USD
            5420000.00000000
            USD
            7568.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        15820000.00000000
        PA
        USD
        1305196.84000000
        0.017163852719
        N/A
        DIR
        
        US
        
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES LLC
              VYVVCKR63DVZZN70PB21
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.42000000
            USD
            2024-08-02
            XXXX
            313655.67000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A
        03880RAA7
        
          
          
        
        12750000.00000000
        PA
        USD
        12731129.22000000
        0.167419365559
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-11-15
          Floating
          1.74656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Satus plc
        6354009RPGD3VEUB2K73
        Satus plc, Series 2021-1, Class D
        N/A
        
          
          
        
        200000.00000000
        PA
        
        262132.29000000
        0.003447142898
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-08-17
          Floating
          2.47606875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association, Series 2013-131, Class PA
        38378WG98
        
          
          
        
        1155969.02000000
        PA
        USD
        1168312.34000000
        0.015363767609
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Operating Partners LP
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAK8
        
          
          
        
        744000.00000000
        PA
        USD
        752924.28000000
        0.009901250949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        145230000.00000000
        PA
        USD
        1846441.44000000
        0.024281432470
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-21
            0.00000000
            USD
            0.00000000
            USD
            145230000.00000000
            USD
            1846441.44000000
          
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 7 Ltd.
        54930014PVHLSZJQK139
        Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR2
        03328TBA2
        
          
          
        
        14523000.00000000
        PA
        USD
        14437179.24000000
        0.189854595539
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-28
          Floating
          1.36757160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International, Inc.
        80874YBA7
        
          
          
        
        284000.00000000
        PA
        USD
        295715.00000000
        0.003888768767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869AAB3
        
          
          
        
        188000.00000000
        PA
        USD
        176720.00000000
        0.002323937631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Republic of Peru
        715638DP4
        
          
          
        
        970000.00000000
        PA
        USD
        830744.38000000
        0.010924615926
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2032-12-01
          Fixed
          1.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CVC5
        
          
          
        
        1348225.81840000
        PA
        USD
        1392731.84000000
        0.018314972459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5405000.00000000
        PA
        USD
        9134.46000000
        0.000120121748
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-23
            0.00000000
            USD
            0.00000000
            USD
            5405000.00000000
            USD
            9134.46000000
          
        
        
          N
          N
          N
        
      
      
        Bear Stearns ARM Trust
        N/A
        Bear Stearns ARM Trust, Series 2004-5, Class 2A
        07384MS78
        
          
          
        
        272297.85000000
        PA
        USD
        274070.92000000
        0.003604140587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.86503480
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nucor Corp.
        549300GGJCRSI2TIEJ46
        Nucor Corp.
        670346AR6
        
          
          
        
        1245000.00000000
        PA
        USD
        1205140.25000000
        0.015848069136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABL, Inc.
        5493004FUZN8R6Y3VB98
        LABL, Inc.
        50168QAC9
        
          
          
        
        333000.00000000
        PA
        USD
        312187.50000000
        0.004105388633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        2470000.00000000
        PA
        USD
        -675283.01000000
        -0.00888023765
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2050-08-17
            0.00000000
            USD
            0.00000000
            USD
            2470000.00000000
            USD
            -675283.01000000
          
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
          
        
        1120000.00000000
        PA
        
        1235607.62000000
        0.016248727056
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-01-08
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Leasing GmbH
        5299004GLEUX88BSNB74
        Volkswagen Leasing GmbH
        N/A
        
          
          
        
        1020000.00000000
        PA
        
        1061168.99000000
        0.013954790340
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-07-20
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad Holding SASU
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AC8
        
          
          
        
        425000.00000000
        PA
        USD
        425629.00000000
        0.005597189056
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410GAD6
        
          
          
        
        2065000.00000000
        PA
        USD
        2014252.63000000
        0.026488215739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        06738EBH7
        
          
          
        
        565000.00000000
        PA
        USD
        569596.53000000
        0.007490418801
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Variable
          3.93199920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        2675000.00000000
        PA
        USD
        81834.77000000
        0.001076159470
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-11
            0.00000000
            USD
            0.00000000
            USD
            2675000.00000000
            USD
            81834.77000000
          
        
        
          N
          N
          N
        
      
      
        Ziggo Bond Co. BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co. BV
        98954UAB9
        
          
          
        
        322000.00000000
        PA
        USD
        324012.50000000
        0.004260892042
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies, Inc.
        549300B2FTG34FILDR98
        Uber Technologies, Inc.
        90353TAG5
        
          
          
        
        1152000.00000000
        PA
        USD
        1191098.88000000
        0.015663419588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Las Vegas LLC
        N/A
        Wynn Las Vegas LLC
        983130AX3
        
          
          
        
        533000.00000000
        PA
        USD
        515677.50000000
        0.006781362312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        6354008YXSM4DT8B8S69
        Tower Bridge Funding plc, Series 2020-1, Class C
        N/A
        
          
          
        
        145000.00000000
        PA
        
        191717.37000000
        0.002521158955
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2063-09-20
          Floating
          3.07370880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828YV6
        
          
          
        
        25000000.00000000
        PA
        USD
        24353515.50000000
        0.320258324591
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yanlord Land HK Co. Ltd.
        549300O56H3950RDWG19
        Yanlord Land HK Co. Ltd.
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        760000.00000000
        0.009994299455
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2024-02-27
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172CK3
        
          
          
        
        730000.00000000
        PA
        
        748875.32000000
        0.009848005529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-03
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB International Finance III LLC
        50249AAF0
        
          
          
        
        3841000.00000000
        PA
        USD
        3555189.62000000
        0.046752144317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven, Inc.
        549300K23JPL0SS3LB18
        7-Eleven, Inc.
        817826AC4
        
          
          
        
        5040000.00000000
        PA
        USD
        4580743.26000000
        0.060238578772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-10
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22420000.00000000
        PA
        USD
        -1660077.22000000
        -0.02183066954
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.45000000
            USD
            2022-12-05
            XXXX
            -976267.22000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp. II
        N/A
        GS Mortgage Securities Corp. II, Series 2005-ROCK, Class F
        36228CVD2
        
          
          
        
        2000000.00000000
        PA
        USD
        2039142.60000000
        0.026815528652
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-05-03
          Fixed
          5.51500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Bradesco SA
        N/A
        Banco Bradesco SA
        05947KAY6
        
          
          
        
        19500000.00000000
        PA
        USD
        19557622.50000000
        0.257190441964
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-01-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies LLC
        N/A
        ZoomInfo Technologies LLC
        98981BAA0
        
          
          
        
        264000.00000000
        PA
        USD
        241302.60000000
        0.003173224267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5
        95000XAF4
        
          
          
        
        25064000.00000000
        PA
        USD
        25114498.95000000
        0.330265556801
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Markets plc
        RR3QWICWWIPCS8A4S074
        NatWest Markets plc
        N/A
        
          
          
        
        4200000.00000000
        PA
        
        4368404.26000000
        0.057446237256
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-18
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Credito del Peru SA
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru SA
        05971U2C0
        
          
          
        
        690000.00000000
        PA
        USD
        645840.00000000
        0.008493050473
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-07-01
          Variable
          3.12500160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinopec Group Overseas Development 2017 Ltd.
        5493001IPW8ZGQ181Z16
        Sinopec Group Overseas Development 2017 Ltd.
        N/A
        
          
          
        
        1690000.00000000
        PA
        USD
        1697740.20000000
        0.022325952573
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        16590000.00000000
        PA
        USD
        502147.97000000
        0.006603443661
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-17
            0.00000000
            USD
            0.00000000
            USD
            16590000.00000000
            USD
            502147.97000000
          
        
        
          N
          N
          N
        
      
      
        Traton Finance Luxembourg SA
        529900BRKIE6LKIEXD84
        Traton Finance Luxembourg SA
        N/A
        
          
          
        
        4100000.00000000
        PA
        
        4374510.54000000
        0.057526537244
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-03-24
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25860000.00000000
        PA
        USD
        183902.91000000
        0.002418395727
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-20
            0.00000000
            USD
            0.00000000
            USD
            25860000.00000000
            USD
            183902.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        64490000.00000000
        PA
        USD
        2635396.43000000
        0.034656501452
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            64490000.00000000
            USD
            2635396.43000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program Trust
        N/A
        SoFi Professional Loan Program Trust, Series 2018-C, Class A2FX
        78490DAB0
        
          
          
        
        2128077.89000000
        PA
        USD
        2141538.62000000
        0.028162076661
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-25
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BE6
        
          
          
        
        4813000.00000000
        PA
        USD
        4941218.32000000
        0.064978967845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unique Pub Finance Co. plc (The)
        213800FOMWLKHQTI5562
        Unique Pub Finance Co. plc (The), Series M
        N/A
        
          
          
        
        3396768.00000000
        PA
        
        4633639.79000000
        0.060934188984
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-28
          Fixed
          7.39500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Soundview Home Loan Trust
        N/A
        Soundview Home Loan Trust, Series 2003-2, Class A2
        83611MAQ1
        
          
          
        
        150561.92000000
        PA
        USD
        149577.21000000
        0.001966999247
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-25
          Floating
          1.75656960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSW Steel Ltd.
        335800EK6HZSC4CVAJ09
        JSW Steel Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        669501.25000000
        0.008804205234
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2025-04-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEK7
        
          
          
        
        9310000.00000000
        PA
        USD
        8875433.69000000
        0.116715450119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Variable
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMERS Finance Trust
        529900M039WCPES03P17
        OMERS Finance Trust
        682142AF1
        
          
          
        
        17380000.00000000
        PA
        USD
        16280056.47000000
        0.214089157244
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-26
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GUEH6
        
          
          
        
        918189.00930000
        PA
        USD
        928048.23000000
        0.012204199893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26910000.00000000
        PA
        USD
        -1212933.74000000
        -0.01595055660
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-11-15
            0.00000000
            USD
            0.00000000
            USD
            26910000.00000000
            USD
            -1212933.74000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3128P8EP2
        
          
          
        
        4123856.21470000
        PA
        USD
        4275093.28000000
        0.056219161103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Kingdom of Bahrain
        05675M2F0
        
          
          
        
        780000.00000000
        PA
        USD
        753675.00000000
        0.009911123212
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-01-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCP Applied Technologies, Inc.
        5493007G654QKQVEKV09
        GCP Applied Technologies, Inc.
        36164YAB7
        
          
          
        
        1571000.00000000
        PA
        USD
        1590637.50000000
        0.020917509867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        106850000.00000000
        PA
        USD
        2557007.48000000
        0.033625655873
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-13
            0.00000000
            USD
            0.00000000
            USD
            106850000.00000000
            USD
            2557007.48000000
          
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO III Ltd.
        549300Y1V90IQ456QX97
        Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2
        08180EBL7
        
          
          
        
        1350000.00000000
        PA
        USD
        1343531.07000000
        0.017667962948
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-20
          Floating
          1.90400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCT Noria
        5493003C5ECZD3NDSV63
        FCT Noria, Series 2021-1, Class D
        N/A
        
          
          
        
        900000.00000000
        PA
        
        981296.96000000
        0.012904441674
        Long
        ABS-O
        CORP
        FR
        N
        
        2
        
          2049-10-25
          Floating
          0.95100120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sands China Ltd.
        549300EVO6UZDGY05787
        Sands China Ltd.
        80007RAK1
        
          
          
        
        700000.00000000
        PA
        USD
        660187.50000000
        0.008681725751
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-08
          Fixed
          3.80000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        Mosaic Solar Loan Trust, Series 2022-1A, Class B
        61946QAB7
        
          
          
        
        5091000.00000000
        PA
        USD
        4803023.51000000
        0.063161651642
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-20
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PSA Banque France SA
        969500JK1O192KI3E882
        PSA Banque France SA
        N/A
        
          
          
        
        2100000.00000000
        PA
        
        2241578.67000000
        0.029477642736
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-22
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN Commercial Mortgage Trust
        N/A
        MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A
        62475WAA3
        
          
          
        
        14870000.00000000
        PA
        USD
        14804780.18000000
        0.194688692742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          1.44690120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26165000.00000000
        PA
        USD
        104964.41000000
        0.001380323349
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-07
            0.00000000
            USD
            0.00000000
            USD
            26165000.00000000
            USD
            104964.41000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Co.
        54930036474DURYNB481
        Canadian Pacific Railway Co.
        13645RBE3
        
          
          
        
        4720000.00000000
        PA
        USD
        4446104.96000000
        0.058468032077
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AK0
        
          
          
        
        710000.00000000
        PA
        USD
        732812.30000000
        0.009636770487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Med Trust
        N/A
        Med Trust, Series 2021-MDLN, Class A
        58403YAD8
        
          
          
        
        6980000.00000000
        PA
        USD
        6859502.86000000
        0.090205165388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.34656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        AerCap Ireland Capital DAC
        00774MAM7
        
          
          
        
        9600000.00000000
        PA
        USD
        9336297.60000000
        0.122775992125
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Loyalty Cayman Ltd.
        N/A
        Spirit Loyalty Cayman Ltd.
        84859BAA9
        
          
          
        
        110230.00000000
        PA
        USD
        117394.95000000
        0.001543789848
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Herens Midco SARL
        2221002FZ55AMAUX4G64
        Herens Midco SARL
        427169AA5
        
          
          
        
        696000.00000000
        PA
        USD
        624124.08000000
        0.008207477569
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Grid North America, Inc.
        5Q3U0WRKWZZGRMPYFT08
        National Grid North America, Inc.
        N/A
        
          
          
        
        2120000.00000000
        PA
        
        2266918.66000000
        0.029810873589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-20
          Fixed
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        N/A
        
          
          
        
        500000.00000000
        PA
        
        574632.71000000
        0.007556646553
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-18
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Solutions, Inc.
        549300FLGN6P5CU20J91
        Element Solutions, Inc.
        28618MAA4
        
          
          
        
        1959000.00000000
        PA
        USD
        1829216.25000000
        0.024054914434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        BAT Capital Corp.
        05526DBG9
        
          
          
        
        29510000.00000000
        PA
        USD
        29122268.41000000
        0.382969304340
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-06
          Fixed
          2.78900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding LLC, Series 2022-1, Class A
        68377XAA7
        
          
          
        
        5259000.00000000
        PA
        USD
        5246072.85000000
        0.068987925033
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hindustan Petroleum Corp. Ltd.
        335800DWLXIP7HFFY564
        Hindustan Petroleum Corp. Ltd.
        N/A
        
          
          
        
        1471000.00000000
        PA
        USD
        1450589.88000000
        0.019075828483
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-07-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3132XCSH9
        
          
          
        
        51647316.79260000
        PA
        USD
        54736272.57000000
        0.719803551468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 4459, Class BN
        3137BHTC1
        
          
          
        
        4581229.63000000
        PA
        USD
        4540569.38000000
        0.059710276421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26835000.00000000
        PA
        USD
        651534.91000000
        0.008567940784
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-07-18
            0.00000000
            USD
            0.00000000
            USD
            26835000.00000000
            USD
            651534.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12810000.00000000
        PA
        USD
        654499.83000000
        0.008606930650
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-11-26
            0.00000000
            USD
            0.00000000
            USD
            12810000.00000000
            USD
            654499.83000000
          
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies, Inc.
        549300UTE50ZMDBG8A20
        L3Harris Technologies, Inc.
        502431AJ8
        
          
          
        
        1194000.00000000
        PA
        USD
        1210725.46000000
        0.015921516848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        780153BK7
        
          
          
        
        475000.00000000
        PA
        USD
        456370.50000000
        0.006001451893
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP
        N/A
        Icahn Enterprises LP
        451102BQ9
        
          
          
        
        485000.00000000
        PA
        USD
        488637.50000000
        0.006425775657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        25160PAH0
        
          
          
        
        13645000.00000000
        PA
        USD
        12588103.74000000
        0.165538524142
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-07
          Variable
          2.55200040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787AT4
        
          
          
        
        6380000.00000000
        PA
        USD
        5916764.92000000
        0.077807790020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5860000.00000000
        PA
        USD
        -117005.89000000
        -0.00153867355
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2025-06-02
            0.00000000
            USD
            285849.06000000
            USD
            5860000.00000000
            USD
            -117005.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        30710000.00000000
        PA
        USD
        419758.88000000
        0.005519994665
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-15
            0.00000000
            USD
            0.00000000
            USD
            30710000.00000000
            USD
            419758.88000000
          
        
        
          N
          N
          N
        
      
      
        Aeropuertos Dominicanos Siglo XXI SA
        254900KJA5MXNPYB4W32
        Aeropuertos Dominicanos Siglo XXI SA
        007866AC0
        
          
          
        
        530000.00000000
        PA
        USD
        512443.75000000
        0.006738837225
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2029-03-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
          
        
        721000.00000000
        PA
        USD
        723822.72000000
        0.009518553968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class B
        55284DAG7
        
          
          
        
        2170000.00000000
        PA
        USD
        2168372.50000000
        0.028514952756
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2034-12-15
          Floating
          1.67149080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10635000.00000000
        PA
        USD
        -171017.07000000
        -0.00224894185
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-19
            0.00000000
            USD
            0.00000000
            USD
            10635000.00000000
            USD
            -171017.07000000
          
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LLC
        N/A
        Anchorage Capital CLO LLC, Series 2019-13A, Class AR
        033291AL9
        
          
          
        
        27170000.00000000
        PA
        USD
        26871130.00000000
        0.353365947256
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.34129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust
        5493000F7E2NMQ4HIO61
        WFRBS Commercial Mortgage Trust, Series 2014-C21, Class ASB
        92939FAV1
        
          
          
        
        6063931.27000000
        PA
        USD
        6116369.12000000
        0.080432663898
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WJJ90
        
          
          
        
        387529.39000000
        PA
        USD
        383752.63000000
        0.005046498290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG
        N/A
        
          
          
        
        4405000.00000000
        PA
        
        4910124.78000000
        0.064570075543
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-04-21
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q7PN1
        
          
          
        
        970865.12300000
        PA
        USD
        980985.83000000
        0.012900350192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        7900000.00000000
        PA
        USD
        268830.58000000
        0.003535228051
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-04
            0.00000000
            USD
            0.00000000
            USD
            7900000.00000000
            USD
            268830.58000000
          
        
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        N/A
        
          
          
        
        800000.00000000
        PA
        
        845421.03000000
        0.011117619657
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-14
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WFT48
        
          
          
        
        353336.14000000
        PA
        USD
        357015.34000000
        0.004694892392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boxer Parent Co., Inc.
        5493006T045HLTF7YX04
        Boxer Parent Co., Inc.
        103186AB8
        
          
          
        
        2547000.00000000
        PA
        USD
        2640067.38000000
        0.034717926285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-02
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        27160000.00000000
        PA
        USD
        768974.89000000
        0.010112322794
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-06-07
            0.00000000
            USD
            0.00000000
            USD
            27160000.00000000
            USD
            768974.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        100585000.00000000
        PA
        USD
        -3708781.67000000
        -0.04877194029
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-03-07
            0.00000000
            USD
            0.00000000
            USD
            100585000.00000000
            USD
            -3708781.67000000
          
        
        
          N
          N
          N
        
      
      
        ONGC Videsh Vankorneft Pte. Ltd.
        254900FXH0X0S4UIS503
        ONGC Videsh Vankorneft Pte. Ltd.
        N/A
        
          
          
        
        1481000.00000000
        PA
        USD
        1458599.88000000
        0.019181163139
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-07-27
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albion Financing 1 SARL
        N/A
        Albion Financing 1 SARL
        013304AA8
        
          
          
        
        241000.00000000
        PA
        USD
        232565.00000000
        0.003058321385
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-10-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GSPP1
        
          
          
        
        45469.04970000
        PA
        USD
        45931.78000000
        0.000604021005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        N/A
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2012-K20, Class B
        30290QAG3
        
          
          
        
        3030000.00000000
        PA
        USD
        3026250.38000000
        0.039796384899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-25
          Variable
          4.04062560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AH0
        
          
          
        
        3130000.00000000
        PA
        USD
        3133959.45000000
        0.041212801609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower LLC
        N/A
        Prime Security Services Borrower LLC
        74166MAC0
        
          
          
        
        824000.00000000
        PA
        USD
        840624.20000000
        0.011054539452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SC Germany SA Compartment Consumer
        N/A
        SC Germany SA Compartment Consumer, Series 2020-1, Class C
        N/A
        
          
          
        
        3245501.22000000
        PA
        
        3593326.48000000
        0.047253659053
        Long
        ABS-O
        CORP
        LU
        N
        
        2
        
          2034-11-14
          Floating
          1.20099960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Auto Loan Enhanced Trust
        N/A
        Volkswagen Auto Loan Enhanced Trust, Series 2021-1, Class A3
        92868KAC7
        
          
          
        
        25048000.00000000
        PA
        USD
        24210512.61000000
        0.318377780241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-22
          Fixed
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL2, Class A
        03881EAA5
        
          
          
        
        14460000.00000000
        PA
        USD
        14297325.00000000
        0.188015457178
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-05-15
          Floating
          1.49657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO Ltd.
        549300GUKNMHLHIJO049
        Bain Capital Credit CLO Ltd., Series 2017-1A, Class BR
        05682QAU0
        
          
          
        
        1350000.00000000
        PA
        USD
        1334134.53000000
        0.017544394744
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.75399920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
          
        
        930000.00000000
        PA
        USD
        409200.00000000
        0.005381141232
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-02-01
          Fixed
          8.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO II Ltd.
        N/A
        Elmwood CLO II Ltd., Series 2019-2A, Class BR
        29001LAN1
        
          
          
        
        4200000.00000000
        PA
        USD
        4152946.14000000
        0.054612878083
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.90400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP Finance 2013
        549300L84EKSLWWPGI24
        WPP Finance 2013
        N/A
        
          
          
        
        3960000.00000000
        PA
        
        4551213.76000000
        0.059850254212
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Capital Finance LP
        N/A
        BlackRock Capital Finance LP, Series 1997-R2, Class AP
        05535DBD5
        
          
          
        
        15614.20940000
        PA
        USD
        14147.81000000
        0.000186049276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          0.00001080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26575000.00000000
        PA
        USD
        571570.06000000
        0.007516371498
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-07-29
            0.00000000
            USD
            0.00000000
            USD
            26575000.00000000
            USD
            571570.06000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2018-BOP, Class A
        61768FAA8
        
          
          
        
        3081969.97000000
        PA
        USD
        3062226.25000000
        0.040269481765
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-15
          Floating
          1.24656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Promigas SA ESP
        N/A
        Promigas SA ESP
        74348DAA5
        
          
          
        
        360000.00000000
        PA
        USD
        324558.00000000
        0.004268065582
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 43 Senior Loan Fund
        5493002P75UIPU4MC757
        Dryden 43 Senior Loan Fund, Series 2016-43A, Class AR2
        26245CBE2
        
          
          
        
        5750000.00000000
        PA
        USD
        5685863.93000000
        0.074771351022
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.29399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Midstream Partners LP
        N/A
        Antero Midstream Partners LP
        03690AAD8
        
          
          
        
        557000.00000000
        PA
        USD
        567243.23000000
        0.007459471979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OQ SAOC
        549300YK417GKI6EQ392
        OQ SAOC
        67624L2A5
        
          
          
        
        2031000.00000000
        PA
        USD
        2004723.94000000
        0.026362909711
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2028-05-06
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Japan 10 Year Bond
        N/A
        
          
          
        
        -22.00000000
        NC
        
        -128624.61000000
        -0.00169146430
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Short
            
              
                Japan
                Japan 10 Year Bond
                
                  
                
              
            
            2022-06-13
            -3293400000.00000000
            JPY
            -128624.61000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        61530000.00000000
        PA
        USD
        -738743.60000000
        -0.00971476941
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-01-21
            0.00000000
            USD
            1403152.82000000
            USD
            61530000.00000000
            USD
            -738743.60000000
          
        
        
          N
          N
          N
        
      
      
        Gosforth Funding plc
        213800GD24WOLHNGMP34
        Gosforth Funding plc, Series 2018-1A, Class A1
        38312RAA1
        
          
          
        
        1475056.67000000
        PA
        USD
        1475054.69000000
        0.019397550374
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-08-25
          Floating
          0.94757040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WJR91
        
          
          
        
        389775.02650000
        PA
        USD
        393835.09000000
        0.005179086612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138MQVM2
        
          
          
        
        4813738.42000000
        PA
        USD
        4769563.80000000
        0.062721643272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto
        N/A
        FS Rialto, Series 2021-FL3, Class A
        30323CAA8
        
          
          
        
        8380000.00000000
        PA
        USD
        8244872.50000000
        0.108423322017
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-11-16
          Floating
          1.68057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280DA4
        
          
          
        
        7360000.00000000
        PA
        USD
        7216164.48000000
        0.094895406223
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-10
          Variable
          2.99900160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trust Fibra Uno
        N/A
        Trust Fibra Uno
        898324AC2
        
          
          
        
        745000.00000000
        PA
        USD
        765627.19000000
        0.010068299220
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DL6
        
          
          
        
        2510000.00000000
        PA
        USD
        2416345.63000000
        0.031775897122
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-04-25
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        15300000.00000000
        PA
        USD
        53677.39000000
        0.000705878828
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-11-15
            0.00000000
            USD
            0.00000000
            USD
            15300000.00000000
            USD
            53677.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        2675000.00000000
        PA
        USD
        83042.57000000
        0.001092042515
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-11
            0.00000000
            USD
            0.00000000
            USD
            2675000.00000000
            USD
            83042.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        36220000.00000000
        PA
        USD
        1083953.72000000
        0.014254418517
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-16
            0.00000000
            USD
            0.00000000
            USD
            36220000.00000000
            USD
            1083953.72000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q72S5
        
          
          
        
        495346.39340000
        PA
        USD
        501500.49000000
        0.006594929044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affinity Gaming
        N/A
        Affinity Gaming
        00842XAA7
        
          
          
        
        347000.00000000
        PA
        USD
        337457.50000000
        0.004437699089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        20200000.00000000
        PA
        USD
        -454436.72000000
        -0.00597602192
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-01-20
            0.00000000
            USD
            490560.32000000
            USD
            20200000.00000000
            USD
            -454436.72000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Variable Rate Notes
        3138EPT46
        
          
          
        
        2364987.42000000
        PA
        USD
        2391168.49000000
        0.031444807811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Variable
          3.02199840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust, Series 2022-3, Class A1
        92538UAA9
        
          
          
        
        9692067.00000000
        PA
        USD
        9678437.53000000
        0.127275267015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
          
        
        3800000.00000000
        PA
        
        4254094.12000000
        0.055943013875
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2024-01-25
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Ltd.
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        163415.00000000
        0.002148971638
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-10
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Finance DAC
        6354007A1PWPJUA24D35
        Pearl Finance DAC, Series 2020-1, Class B
        N/A
        
          
          
        
        1354716.91000000
        PA
        
        1496851.20000000
        0.019684183068
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2032-11-17
          Floating
          2.49999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1
        85573EAA5
        
          
          
        
        3458536.66000000
        PA
        USD
        3379084.73000000
        0.044436295625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-11-25
          Variable
          1.02700080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J76U4
        
          
          
        
        26904.57260000
        PA
        USD
        27137.70000000
        0.000356871447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands, Inc.
        549300LWGYFM1TVO1Z12
        Newell Brands, Inc.
        651229AW6
        
          
          
        
        8000000.00000000
        PA
        USD
        8050000.00000000
        0.105860671859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.70000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colbun SA
        5493003VQJLE2QB8IF36
        Colbun SA
        192714AE3
        
          
          
        
        765000.00000000
        PA
        USD
        694380.94000000
        0.009131382960
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2032-01-19
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Evergrande Group
        549300CUF7B1LAB15T90
        China Evergrande Group
        N/A
        
          
          
        
        1334000.00000000
        PA
        USD
        166750.00000000
        0.002192828202
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-22
          Fixed
          11.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Puma International Financing SA
        222100YFBPO7IDRUBR17
        Puma International Financing SA
        N/A
        
          
          
        
        495000.00000000
        PA
        USD
        470250.00000000
        0.006183972787
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-10-06
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GKG3
        
          
          
        
        15810000.00000000
        PA
        USD
        15457898.18000000
        0.203277451784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-04
          Variable
          1.84299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12845000.00000000
        PA
        USD
        130556.55000000
        0.001716870074
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-16
            0.00000000
            USD
            0.00000000
            USD
            12845000.00000000
            USD
            130556.55000000
          
        
        
          N
          N
          N
        
      
      
        Autoflorence SRL
        815600C91B7AF7C88210
        Autoflorence SRL, Series 2, Class C
        N/A
        
          
          
        
        414000.00000000
        PA
        
        455352.70000000
        0.005988067422
        Long
        ABS-O
        CORP
        IT
        N
        
        2
        
          2044-12-24
          Floating
          0.58799880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WFT30
        
          
          
        
        787316.09310000
        PA
        USD
        795519.64000000
        0.010461396716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Mortgage Trust
        N/A
        JPMorgan Mortgage Trust, Series 2020-LTV1, Class A11
        46591NBC0
        
          
          
        
        936104.15000000
        PA
        USD
        916313.88000000
        0.012049888567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-25
          Floating
          1.18685880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Securities DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
          
        
        200000.00000000
        PA
        USD
        193750.00000000
        0.002547888841
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust, Series 2022-LTV1, Class A1
        465976AA6
        
          
          
        
        5320203.81000000
        PA
        USD
        5100995.98000000
        0.067080107030
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-25
          Variable
          3.25000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        190000.00000000
        0.002498574863
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-30
          Fixed
          11.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexander Funding Trust
        N/A
        Alexander Funding Trust
        014621AA4
        
          
          
        
        8395000.00000000
        PA
        USD
        8137111.06000000
        0.107006216621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        32530000.00000000
        PA
        USD
        846619.11000000
        0.011133374881
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.93750000
            USD
            2023-11-15
            XXXX
            -458647.14000000
          
        
        
          N
          N
          N
        
      
      
        Fertitta Entertainment LLC
        N/A
        Fertitta Entertainment LLC
        31556TAA7
        
          
          
        
        313000.00000000
        PA
        USD
        296567.50000000
        0.003899979478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        80235000.00000000
        PA
        USD
        2493096.43000000
        0.032785200383
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-03
            0.00000000
            USD
            0.00000000
            USD
            80235000.00000000
            USD
            2493096.43000000
          
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust
        N/A
        BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A
        054967AA2
        
          
          
        
        12495000.00000000
        PA
        USD
        12337801.65000000
        0.162246953035
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.24656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAF Sukuk Ltd.
        549300IS9H0W5N2N4K34
        MAF Sukuk Ltd.
        N/A
        
          
          
        
        1976000.00000000
        PA
        USD
        2048000.50000000
        0.026932013527
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-05-14
          Fixed
          4.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        Mosaic Solar Loan Trust, Series 2019-2A, Class A
        61945LAA1
        
          
          
        
        254366.02000000
        PA
        USD
        246655.60000000
        0.003243618327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICICI Bank Ltd.
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd.
        45112FAM8
        
          
          
        
        2170000.00000000
        PA
        USD
        2146672.50000000
        0.028229589206
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-12-14
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91086QBG2
        
          
          
        
        1460000.00000000
        PA
        USD
        1531540.00000000
        0.020140354457
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-01-21
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        Charter Communications Operating LLC
        161175AY0
        
          
          
        
        5480000.00000000
        PA
        USD
        5682820.99000000
        0.074731335162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Variable Rate Notes
        3138Y7HX3
        
          
          
        
        167125.38000000
        PA
        USD
        172066.90000000
        0.002262747532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Variable
          2.86899840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mirae Asset Securities Co. Ltd.
        98840072S6T63E2V1291
        Mirae Asset Securities Co. Ltd.
        N/A
        
          
          
        
        1120000.00000000
        PA
        USD
        1066587.20000000
        0.014026041936
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-07-07
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62954HAE8
        
          
          
        
        3801000.00000000
        PA
        USD
        3686494.88000000
        0.048478860223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colfax Corp.
        635400OP2DYYYMOIYL17
        Colfax Corp.
        15723RAC8
        
          
          
        
        976000.00000000
        PA
        USD
        1006783.04000000
        0.013239593668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
          
        
        401000.00000000
        PA
        USD
        409020.00000000
        0.005378774161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1
        949796AA4
        
          
          
        
        1886429.61000000
        PA
        USD
        1843349.59000000
        0.024240773424
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canada Square Funding
        N/A
        Canada Square Funding, Series 6, Class C
        N/A
        
          
          
        
        318000.00000000
        PA
        
        411759.50000000
        0.005414799666
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2059-01-17
          Floating
          1.92329085
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust, Series 2021-BA, Class AFL
        64034QAA6
        
          
          
        
        11913440.66000000
        PA
        USD
        11951919.88000000
        0.157172455714
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          1.22856840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton 2015-VII-R CLO Ltd.
        549300NCJRO2LKFZ8G86
        Shackleton 2015-VII-R CLO Ltd., Series 2015-7RA, Class AR
        81883AAL3
        
          
          
        
        4550000.00000000
        PA
        USD
        4528325.17000000
        0.059549260235
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.39128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp. II
        5493005BBCF84ICNQ550
        GS Mortgage Securities Corp. II, Series 2013-GC10, Class A4
        36192CAD7
        
          
          
        
        3644425.48760000
        PA
        USD
        3654672.88000000
        0.048060388385
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-10
          Fixed
          2.68100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MA
        35563PFG9
        
          
          
        
        4914499.85000000
        PA
        USD
        4938541.09000000
        0.064943761216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-11-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        95000U2C6
        
          
          
        
        18005000.00000000
        PA
        USD
        18333844.58000000
        0.241097280123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        635400RHPRXUESO7KB48
        Tower Bridge Funding plc, Series 2021-1, Class D
        N/A
        
          
          
        
        252000.00000000
        PA
        
        328810.25000000
        0.004323984345
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2064-07-21
          Floating
          2.55206175
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-CR23, Class A4
        12593ABA2
        
          
          
        
        7750000.00000000
        PA
        USD
        7773734.38000000
        0.102227670101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-10
          Fixed
          3.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sesac Finance LLC
        N/A
        Sesac Finance LLC, Series 2019-1, Class A2
        78396YAA1
        
          
          
        
        2983500.00000000
        PA
        USD
        2946349.46000000
        0.038745656318
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-25
          Fixed
          5.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2014-CR21, Class A3
        12592RBF5
        
          
          
        
        15052247.99570000
        PA
        USD
        14964061.39000000
        0.196783303414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Fixed
          3.52800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP China Holdings Ltd.
        254900C6X2D3TGF2CO98
        GLP China Holdings Ltd.
        N/A
        
          
          
        
        990000.00000000
        PA
        USD
        913460.63000000
        0.012012367206
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2026-03-29
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A5
        61765TAF0
        
          
          
        
        8717000.00000000
        PA
        USD
        8772525.55000000
        0.115362167530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CE9
        
          
          
        
        237000.00000000
        PA
        USD
        242929.74000000
        0.003194621800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        654744AA9
        
          
          
        
        12483000.00000000
        PA
        USD
        12455111.98000000
        0.163789630097
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        28050000.00000000
        PA
        USD
        -266375.95000000
        -0.00350294869
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2029-02-15
            0.00000000
            USD
            0.00000000
            USD
            28050000.00000000
            USD
            -266375.95000000
          
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
          
        
        1059000.00000000
        PA
        
        1000184.14000000
        0.013152815533
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-04-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        903724BY7
        
          
          
        
        200000.00000000
        PA
        USD
        82500.00000000
        0.001084907506
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13192500.00000000
        PA
        USD
        -1464961.13000000
        -0.01926481608
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.23250000
            USD
            2022-12-16
            XXXX
            -1033566.38000000
          
        
        
          N
          N
          N
        
      
      
        Jubilee Place
        N/A
        Jubilee Place, Series 3, Class C
        N/A
        
          
          
        
        201000.00000000
        PA
        
        218801.44000000
        0.002877325148
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2059-01-17
          Floating
          1.04280120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRI Pointe Homes, Inc.
        N/A
        TRI Pointe Homes, Inc.
        87265HAF6
        
          
          
        
        565000.00000000
        PA
        USD
        560996.98000000
        0.007377331330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Solar Loan Ltd.
        N/A
        Mill City Solar Loan Ltd., Series 2019-2GS, Class A
        59982VAA7
        
          
          
        
        9799870.33650000
        PA
        USD
        9730800.85000000
        0.127963865305
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2043-07-20
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABU8
        
          
          
        
        1353000.00000000
        PA
        USD
        1292412.66000000
        0.016995735715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnPro Industries, Inc.
        549300Y5CFT2LKCFDN54
        EnPro Industries, Inc.
        29355XAG2
        
          
          
        
        156000.00000000
        PA
        USD
        159677.70000000
        0.002099824671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp.
        549300L17W0GQBR1PO80
        Sprint Capital Corp.
        852060AD4
        
          
          
        
        16000.00000000
        PA
        USD
        18539.04000000
        0.000243795680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        Mosaic Solar Loan Trust, Series 2021-1A, Class B
        61947DAB5
        
          
          
        
        746753.58000000
        PA
        USD
        688392.40000000
        0.009052631300
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Resorts Finance LLC
        N/A
        Wynn Resorts Finance LLC
        983133AB5
        
          
          
        
        877000.00000000
        PA
        USD
        910027.82000000
        0.011967224401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599DC6
        
          
          
        
        1980000.00000000
        PA
        USD
        2098800.00000000
        0.027600046968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -139010.12000000
        -0.00182803785
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            9016000.00000000
            CAD
            7071594.40000000
            USD
            2022-06-15
            -139010.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        27110000.00000000
        PA
        USD
        782303.04000000
        0.010287593218
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-06-07
            0.00000000
            USD
            0.00000000
            USD
            27110000.00000000
            USD
            782303.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26595000.00000000
        PA
        USD
        811099.02000000
        0.010666271702
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-12
            0.00000000
            USD
            0.00000000
            USD
            26595000.00000000
            USD
            811099.02000000
          
        
        
          N
          N
          N
        
      
      
        Comision Federal de Electricidad
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AL4
        
          
          
        
        1004000.00000000
        PA
        USD
        990697.00000000
        0.013028055904
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-15
          Fixed
          4.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Finance NV
        5299006ZHG3IXU0PNJ56
        BMW Finance NV
        N/A
        
          
          
        
        6120000.00000000
        PA
        
        6774728.27000000
        0.089090346127
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11130000.00000000
        PA
        USD
        13893.74000000
        0.000182708155
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-30
            0.00000000
            USD
            0.00000000
            USD
            11130000.00000000
            USD
            13893.74000000
          
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp., Series 2019-A, Class A1
        69335PDD4
        
          
          
        
        8480000.00000000
        PA
        USD
        8477160.05000000
        0.111477994826
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Floating
          0.94656960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        13220000.00000000
        PA
        USD
        859468.49000000
        0.011302349291
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.74000000
            USD
            2024-06-28
            XXXX
            235589.97000000
          
        
        
          N
          N
          N
        
      
      
        XP, Inc.
        5493008KDA8NBZRJST80
        XP, Inc.
        98379XAA2
        
          
          
        
        2115000.00000000
        PA
        USD
        1993387.50000000
        0.026213831059
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        96170000.00000000
        PA
        USD
        3572397.26000000
        0.046978431564
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-08
            0.00000000
            USD
            0.00000000
            USD
            96170000.00000000
            USD
            3572397.26000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 5000, Class MA
        3137FVGA4
        
          
          
        
        4212076.72660000
        PA
        USD
        4076815.57000000
        0.053611731091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICICI Bank Ltd.
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd.
        45112FAJ5
        
          
          
        
        1501000.00000000
        PA
        USD
        1513946.13000000
        0.019908988134
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-03-18
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZhongAn Online P&C Insurance Co. Ltd.
        5299006845ISFI2WAI41
        ZhongAn Online P&C Insurance Co. Ltd.
        N/A
        
          
          
        
        1400000.00000000
        PA
        USD
        1246000.00000000
        0.016385390948
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2026-03-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        008911BK4
        
          
          
        
        930000.00000000
        PA
        USD
        877687.50000000
        0.011541936451
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        India Green Energy Holdings
        2549005BFUXXT5HWAG36
        India Green Energy Holdings
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        806080.00000000
        0.010600269611
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-04-29
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutch Property Finance BV
        724500HXDVQPC2FOAA29
        Dutch Property Finance BV, Series 2021-2, Class B
        N/A
        
          
          
        
        820000.00000000
        PA
        
        888028.21000000
        0.011677920862
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2059-04-28
          Floating
          0.24599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViaSat, Inc.
        UFC8NYMNFSYIHNSM2I38
        ViaSat, Inc.
        92552VAL4
        
          
          
        
        2024000.00000000
        PA
        USD
        1993640.00000000
        0.026217151533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canpack SA
        N/A
        Canpack SA
        13805AAA5
        
          
          
        
        471000.00000000
        PA
        USD
        434497.50000000
        0.005713813325
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meritage Homes Corp.
        52990044W9UMFJO2FB97
        Meritage Homes Corp.
        59001ABA9
        
          
          
        
        507000.00000000
        PA
        USD
        512044.65000000
        0.006733588903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 3710, Class MG
        3137A1M42
        
          
          
        
        302821.99000000
        PA
        USD
        314547.80000000
        0.004136427508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-15
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5385000.00000000
        PA
        USD
        -20783.75000000
        -0.00027331450
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-23
            0.00000000
            USD
            0.00000000
            USD
            5385000.00000000
            USD
            -20783.75000000
          
        
        
          N
          N
          N
        
      
      
        ABQ Finance Ltd.
        549300EKNBMBS9DNYE37
        ABQ Finance Ltd.
        N/A
        
          
          
        
        1390000.00000000
        PA
        USD
        1301387.50000000
        0.017113758397
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-06
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zhenro Properties Group Ltd.
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd.
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        34965.00000000
        0.000459803526
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-05
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp.
        68389XCC7
        
          
          
        
        24635000.00000000
        PA
        USD
        22972270.53000000
        0.302094408997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Private Credit Student Loan Trust
        549300FE2YWO5PJ3Q820
        SLM Private Credit Student Loan Trust, Series 2005-B, Class A4
        78443CCB8
        
          
          
        
        6195232.89130000
        PA
        USD
        5970858.28000000
        0.078519139018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-06-15
          Floating
          1.15599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings LLC
        N/A
        Mileage Plus Holdings LLC
        599191AA1
        
          
          
        
        993000.00000000
        PA
        USD
        1035202.50000000
        0.013613320765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        N/A
        1011778 BC ULC
        68245XAJ8
        
          
          
        
        1135000.00000000
        PA
        USD
        1089600.00000000
        0.014328669323
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        N/A
        
          
          
        
        2010000.00000000
        PA
        USD
        2134745.63000000
        0.028072746166
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-01-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300WZ62L3Y22NOZ64
        GS Mortgage Securities Trust, Series 2015-GS1, Class A3
        36252AAC0
        
          
          
        
        5900000.00000000
        PA
        USD
        5948999.50000000
        0.078231687448
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-10
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        6435000.00000000
        PA
        USD
        637928.44000000
        0.008389010342
        N/A
        DIR
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.16900000
            USD
            2025-06-05
            XXXX
            65975.99000000
          
        
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions, Inc.
        N/A
        Consensus Cloud Solutions, Inc.
        20848VAB1
        
          
          
        
        131000.00000000
        PA
        USD
        130170.77000000
        0.001711796915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10440000.00000000
        PA
        USD
        -412619.93000000
        -0.00542611465
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-01-14
            0.00000000
            USD
            0.00000000
            USD
            10440000.00000000
            USD
            -412619.93000000
          
        
        
          N
          N
          N
        
      
      
        BL Consumer Credit
        N/A
        BL Consumer Credit, Series 2021-1, Class D
        N/A
        
          
          
        
        681000.00000000
        PA
        
        752236.76000000
        0.009892209790
        Long
        ABS-O
        CORP
        LU
        N
        
        2
        
          2038-09-25
          Floating
          1.10400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Louis Dreyfus Co. Finance BV
        5493001HHX62PQCEEH95
        Louis Dreyfus Co. Finance BV
        N/A
        
          
          
        
        3500000.00000000
        PA
        
        3888864.80000000
        0.051140104409
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-11-27
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vedanta Resources Finance II plc
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II plc
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        697848.75000000
        0.009176986028
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-01-21
          Fixed
          13.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        Sirius XM Radio, Inc.
        82967NBJ6
        
          
          
        
        782000.00000000
        PA
        USD
        742900.00000000
        0.009769427717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
          
        
        5785000.00000000
        PA
        USD
        5312873.37000000
        0.069866378192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weatherford International Ltd.
        549300A2JKMG5PGOGF82
        Weatherford International Ltd.
        947075AT4
        
          
          
        
        29000.00000000
        PA
        USD
        29978.32000000
        0.000394226720
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raptor Acquisition Corp.
        N/A
        Raptor Acquisition Corp.
        75383KAA2
        
          
          
        
        246000.00000000
        PA
        USD
        236283.00000000
        0.003107214550
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Securities PE DAC
        635400UJZKP57EXKMQ33
        Last Mile Securities PE DAC, Series 2021-1X, Class C
        N/A
        
          
          
        
        1060781.63000000
        PA
        
        1157012.72000000
        0.015215173153
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-08-17
          Floating
          1.59999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Star BVI Ltd.
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        N/A
        
          
          
        
        1500000.00000000
        PA
        USD
        1252500.00000000
        0.016470868509
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397ZU0
        
          
          
        
        357000.00000000
        PA
        USD
        357821.10000000
        0.004705488453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sultanate of Oman
        549300SZ20F0QTKNQC75
        Oman Government Bond
        N/A
        
          
          
        
        1899000.00000000
        PA
        USD
        2160112.50000000
        0.028406330501
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2032-10-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11350000.00000000
        PA
        USD
        460604.56000000
        0.006057131451
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2033-02-06
            0.00000000
            USD
            0.00000000
            USD
            11350000.00000000
            USD
            460604.56000000
          
        
        
          N
          N
          N
        
      
      
        Velocity Commercial Capital Loan Trust
        N/A
        Velocity Commercial Capital Loan Trust, Series 2018-1, Class A
        92257AAB0
        
          
          
        
        569807.74000000
        PA
        USD
        565699.94000000
        0.007439177107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-25
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        American International Group, Inc.
        N/A
        
          
          
        
        3300000.00000000
        PA
        
        3661627.99000000
        0.048151850822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52480000.00000000
        PA
        USD
        994443.07000000
        0.013077318200
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-08
            0.00000000
            USD
            0.00000000
            USD
            52480000.00000000
            USD
            994443.07000000
          
        
        
          N
          N
          N
        
      
      
        Stanlington No. 2 plc
        213800FCNYGLAJQ7PJ81
        Stanlington No. 2 plc, Series 2, Class C
        N/A
        
          
          
        
        535000.00000000
        PA
        
        697628.72000000
        0.009174092547
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-06-12
          Floating
          2.30416105
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1530000.00000000
        PA
        USD
        -122587.80000000
        -0.00161207787
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2052-01-06
            1124.99000000
            USD
            0.00000000
            USD
            1530000.00000000
            USD
            -122587.80000000
          
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust, Series 2021-VIEW, Class A
        05606GAA9
        
          
          
        
        3450000.00000000
        PA
        USD
        3408052.49000000
        0.044817233083
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-06-15
          Floating
          1.67657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresenius Finance Ireland plc
        549300GFSOR556BX2290
        Fresenius Finance Ireland plc
        N/A
        
          
          
        
        2830000.00000000
        PA
        
        2989587.42000000
        0.039314252529
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-10-01
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wens Foodstuffs Group Co. Ltd.
        3003005O7DXT61IXLJ96
        Wens Foodstuffs Group Co. Ltd.
        N/A
        
          
          
        
        1246000.00000000
        PA
        USD
        991582.38000000
        0.013039699000
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2025-10-29
          Fixed
          2.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vail Resorts, Inc.
        529900PSZHRNU9HKH870
        Vail Resorts, Inc.
        91879QAL3
        
          
          
        
        244000.00000000
        PA
        USD
        252022.72000000
        0.003314198069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAK8
        
          
          
        
        4545000.00000000
        PA
        USD
        4180961.82000000
        0.054981295314
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-19
          Variable
          2.04500160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City Finance Ltd.
        254900D6R731QAUIG324
        Studio City Finance Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        905000.00000000
        0.011901106587
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        8430000.00000000
        PA
        USD
        329004.85000000
        0.004326543411
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-10
            0.00000000
            USD
            0.00000000
            USD
            8430000.00000000
            USD
            329004.85000000
          
        
        
          N
          N
          N
        
      
      
        Uber Technologies, Inc.
        549300B2FTG34FILDR98
        Uber Technologies, Inc.
        90353TAE0
        
          
          
        
        1254000.00000000
        PA
        USD
        1337090.04000000
        0.017583260865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mirvac Group Finance Ltd.
        549300IZVATGO3EBSH35
        Mirvac Group Finance Ltd.
        N/A
        
          
          
        
        2936000.00000000
        PA
        USD
        2930480.32000000
        0.038536970875
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-03-18
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287YBV0
        
          
          
        
        13915000.00000000
        PA
        USD
        13784208.88000000
        0.181267778022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XBB5
        
          
          
        
        2245000.00000000
        PA
        USD
        2091145.35000000
        0.027499385305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMB International Leasing Management Ltd.
        5493003RO1EBM4E5IG13
        CMB International Leasing Management Ltd.
        N/A
        
          
          
        
        2029000.00000000
        PA
        USD
        1905738.25000000
        0.025061208886
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2025-08-12
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
          
        
        7780000.00000000
        PA
        USD
        7061846.17000000
        0.092866059642
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Variable
          1.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2014-UBS5, Class ASB
        12592KBA1
        
          
          
        
        3354889.53000000
        PA
        USD
        3386581.83000000
        0.044534885444
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-10
          Fixed
          3.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp., Series 2020-F, Class A
        69335PDV4
        
          
          
        
        3840000.00000000
        PA
        USD
        3826548.86000000
        0.050320625244
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CQH0
        
          
          
        
        797984.56000000
        PA
        USD
        806292.59000000
        0.010603065253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
          
        
        1496000.00000000
        PA
        USD
        1474124.65000000
        0.019385319981
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        Broadcom Corp.
        11134LAH2
        
          
          
        
        11000000.00000000
        PA
        USD
        11073534.56000000
        0.145621342655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Foods, Inc.
        5493000JOOFAOUY1JZ87
        US Foods, Inc.
        90290MAC5
        
          
          
        
        215000.00000000
        PA
        USD
        220375.00000000
        0.002898018082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aethon United BR LP
        N/A
        Aethon United BR LP
        00810GAC8
        
          
          
        
        1102000.00000000
        PA
        USD
        1143545.40000000
        0.015038072589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp.
        88033GCY4
        
          
          
        
        1200000.00000000
        PA
        USD
        1210500.00000000
        0.015918551960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sino-Ocean Land Treasure IV Ltd.
        213800EAGXDYG9QWS896
        Sino-Ocean Land Treasure IV Ltd.
        N/A
        
          
          
        
        590000.00000000
        PA
        USD
        424800.00000000
        0.005586287379
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co., Inc.
        N/A
        Stevens Holding Co., Inc.
        86024TAA5
        
          
          
        
        372000.00000000
        PA
        USD
        384175.56000000
        0.005052059986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp.
        88033GDG2
        
          
          
        
        372000.00000000
        PA
        USD
        365025.00000000
        0.004800222577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        74727PBA8
        
          
          
        
        3740000.00000000
        PA
        USD
        3992450.00000000
        0.052502290604
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2029-03-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2019-BN18, Class A2
        065402AZ2
        
          
          
        
        15479000.00000000
        PA
        USD
        15462301.25000000
        0.203335353889
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-05-15
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABZ7
        
          
          
        
        6745000.00000000
        PA
        USD
        6291186.96000000
        0.082731587375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2021-C, Class APT1
        83208AAA1
        
          
          
        
        7377381.09000000
        PA
        USD
        6814636.67000000
        0.089615157311
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        14560000.00000000
        PA
        USD
        366559.10000000
        0.004820396596
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.23200000
            USD
            2025-02-25
            XXXX
            9506.15000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26575000.00000000
        PA
        USD
        567422.84000000
        0.007461833921
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-07-29
            0.00000000
            USD
            0.00000000
            USD
            26575000.00000000
            USD
            567422.84000000
          
        
        
          N
          N
          N
        
      
      
        Inversiones CMPC SA
        549300G475ACIABB4385
        Inversiones CMPC SA
        46128MAN1
        
          
          
        
        1170000.00000000
        PA
        USD
        1139141.25000000
        0.014980156281
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-13
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        Uniform Mortgage-Backed Securities
        01F030645
        
          
          
        
        -76980000.00000000
        PA
        USD
        -75296062.50000000
        -0.99017289001
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2
        63940YAB2
        
          
          
        
        2666155.51000000
        PA
        USD
        2649804.78000000
        0.034845976932
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GYE8
        
          
          
        
        4800000.00000000
        PA
        USD
        4642477.58000000
        0.061050409404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Variable
          0.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DZ5
        
          
          
        
        820000.00000000
        PA
        USD
        687160.00000000
        0.009036424754
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redco Properties Group Ltd.
        54930027GMI4T9YDMM54
        Redco Properties Group Ltd.
        N/A
        
          
          
        
        200000.00000000
        PA
        USD
        40225.00000000
        0.000528974599
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-17
          Fixed
          9.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government of Mongolia
        N/A
        State of Mongolia
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        788088.00000000
        0.010363667722
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2026-04-07
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rolls-Royce plc
        X57JK1U580XATGR67572
        Rolls-Royce plc
        77578JAC2
        
          
          
        
        922000.00000000
        PA
        USD
        946340.80000000
        0.012444754396
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -148430000.00000000
        PA
        USD
        -361.54000000
        -0.00000475439
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.02000000
            USD
            2022-05-03
            XXXX
            585936.96000000
          
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd.
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        613139.75000000
        0.008063029301
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        645.29000000
        0.000008485817
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            645535.07000000
            USD
            583178.00000000
            EUR
            2022-05-20
            645.29000000
          
        
        
          N
          N
          N
        
      
      
        Altice France SA
        5493001ZMCICV4N02J21
        Altice France SA
        02156LAE1
        
          
          
        
        404000.00000000
        PA
        USD
        361915.32000000
        0.004759329059
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        CommScope, Inc.
        20338QAA1
        
          
          
        
        184000.00000000
        PA
        USD
        178940.00000000
        0.002353131505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JM5W8
        
          
          
        
        848641.65290000
        PA
        USD
        887577.96000000
        0.011671999897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        Sprint Corp.
        85207UAH8
        
          
          
        
        892000.00000000
        PA
        USD
        956714.60000000
        0.012581173954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBC4
        
          
          
        
        25555000.00000000
        PA
        USD
        26520662.37000000
        0.348757159830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance Trust
        N/A
        Regional Management Issuance Trust, Series 2021-2, Class A
        75907UAA7
        
          
          
        
        5706000.00000000
        PA
        USD
        5285383.92000000
        0.069504881093
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2021-DA, Class A
        63942CAA0
        
          
          
        
        11763018.83000000
        PA
        USD
        11410518.80000000
        0.150052818189
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-04-15
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China SCE Group Holdings Ltd.
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        368642.56000000
        0.004847794916
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-04-09
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA, Inc.
        549300PLWY28YB00C717
        IQVIA, Inc.
        46266TAA6
        
          
          
        
        1317000.00000000
        PA
        USD
        1331546.27000000
        0.017510358106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance plc
        21380041YBGOQDFAC823
        BAT International Finance plc
        05530QAN0
        
          
          
        
        4700000.00000000
        PA
        USD
        4312757.51000000
        0.056714460568
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25925000.00000000
        PA
        USD
        170010.53000000
        0.002235705457
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-20
            0.00000000
            USD
            0.00000000
            USD
            25925000.00000000
            USD
            170010.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4228.54000000
        -0.00005560696
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            513006.00000000
            CAD
            406051.34000000
            USD
            2022-06-15
            -4228.54000000
          
        
        
          N
          N
          N
        
      
      
        Gold Fields Orogen Holdings BVI Ltd.
        213800CLGJ2E9KGU2F20
        Gold Fields Orogen Holdings BVI Ltd.
        38060AAB0
        
          
          
        
        1260000.00000000
        PA
        USD
        1282680.00000000
        0.016867747401
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JNAE0
        
          
          
        
        3859301.76570000
        PA
        USD
        4087021.49000000
        0.053745942960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XV Ltd.
        549300VYCI9AZ4NZBX86
        Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R
        67590EAS3
        
          
          
        
        1750000.00000000
        PA
        USD
        1742259.93000000
        0.022911404564
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-19
          Floating
          1.59800040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silver Creek CLO Ltd.
        549300LSJSAR2PPV4U78
        Silver Creek CLO Ltd., Series 2014-1A, Class AR
        827551AL6
        
          
          
        
        4598068.36000000
        PA
        USD
        4584719.71000000
        0.060290870656
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5385000.00000000
        PA
        USD
        -35118.54000000
        -0.00046182263
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-23
            0.00000000
            USD
            0.00000000
            USD
            5385000.00000000
            USD
            -35118.54000000
          
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust, Series 2012-C10, Class ASB
        92890NAV1
        
          
          
        
        1672031.73650000
        PA
        USD
        1672768.60000000
        0.021997566193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          2.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2018-SUN, Class A
        61691MAA5
        
          
          
        
        1300000.00000000
        PA
        USD
        1283651.72000000
        0.016880525902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          1.29656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico City Airport Trust
        N/A
        Mexico City Airport Trust
        59284MAA2
        
          
          
        
        2080000.00000000
        PA
        USD
        2054000.00000000
        0.027010909316
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-10-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance plc
        N/A
        Ardagh Packaging Finance plc
        03969AAN0
        
          
          
        
        1326000.00000000
        PA
        USD
        1277501.55000000
        0.016799648743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services, Inc.
        42YMHYH0XMHJEXDUB065
        Aramark Services, Inc.
        038522AP3
        
          
          
        
        1225000.00000000
        PA
        USD
        1227352.00000000
        0.016140162400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DS4
        
          
          
        
        1205000.00000000
        PA
        USD
        1066425.00000000
        0.014023908942
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2041-05-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conti-Gummi Finance BV
        7245005XLGUQL4UWDV24
        Conti-Gummi Finance BV
        N/A
        
          
          
        
        2240000.00000000
        PA
        
        2481196.63000000
        0.032628713324
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-25
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust, Series 2020-2, Class B
        80285RAE8
        
          
          
        
        911296.40000000
        PA
        USD
        910953.02000000
        0.011979391146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust
        N/A
        BX Commercial Mortgage Trust, Series 2019-XL, Class A
        056054AA7
        
          
          
        
        22078929.21000000
        PA
        USD
        21982782.10000000
        0.289082246265
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.31657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp. Trust
        N/A
        GS Mortgage Securities Corp. Trust, Series 2021-STAR, Class A
        36264LAA6
        
          
          
        
        12850000.00000000
        PA
        USD
        12720306.24000000
        0.167277039107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.34656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge, Inc.
        98TPTUM4IVMFCZBCUR27
        Enbridge, Inc.
        29250NBL8
        
          
          
        
        9460000.00000000
        PA
        USD
        9247215.08000000
        0.121604521887
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        22650000.00000000
        PA
        USD
        2245389.14000000
        0.029527751918
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.16900000
            USD
            2025-06-05
            XXXX
            264278.14000000
          
        
        
          N
          N
          N
        
      
      
        ZF Finance GmbH
        5493001N9T6QDCCXB426
        ZF Finance GmbH
        N/A
        
          
          
        
        2700000.00000000
        PA
        
        2931080.18000000
        0.038544859270
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-09-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XBL3
        
          
          
        
        18365000.00000000
        PA
        USD
        17021493.37000000
        0.223839344620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        -10518.00000000
        NC
        USD
        31684210.53000000
        0.416659852674
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2022-06-30
            -1204804031.25000000
            USD
            31684210.53000000
          
        
        
          N
          N
          N
        
      
      
        NOVA Chemicals Corp.
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp.
        66977WAQ2
        
          
          
        
        231000.00000000
        PA
        USD
        233597.60000000
        0.003071900482
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Finance LLC
        N/A
        Jefferies Finance LLC
        47232MAF9
        
          
          
        
        396000.00000000
        PA
        USD
        379162.08000000
        0.004986130749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52400000.00000000
        PA
        USD
        857289.57000000
        0.011273695634
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            52400000.00000000
            USD
            857289.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10327.42000000
        0.000135809642
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            854000.00000000
            EUR
            957740.85000000
            USD
            2022-06-15
            10327.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26735000.00000000
        PA
        USD
        838079.50000000
        0.011021075644
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-26
            0.00000000
            USD
            0.00000000
            USD
            26735000.00000000
            USD
            838079.50000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program LLC, Series 2019-A, Class A2FX
        78471HAB4
        
          
          
        
        3079433.83000000
        PA
        USD
        3091741.10000000
        0.040657613672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        Avantor Funding, Inc.
        05352TAA7
        
          
          
        
        829000.00000000
        PA
        USD
        819881.00000000
        0.010781758199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fantasia Holdings Group Co. Ltd.
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        95589.44000000
        0.001257038800
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-07-28
          Fixed
          9.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Gemgarto plc
        635400KLHB2FIID9TE45
        Gemgarto plc, Series 2021-1X, Class C
        N/A
        
          
          
        
        218000.00000000
        PA
        
        285051.21000000
        0.003748535727
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2067-12-16
          Floating
          1.86784005
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11250000.00000000
        PA
        USD
        120526.09000000
        0.001584965573
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-19
            0.00000000
            USD
            0.00000000
            USD
            11250000.00000000
            USD
            120526.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        95160000.00000000
        PA
        USD
        334833.52000000
        0.004403192719
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2025-03-28
            0.00000000
            USD
            0.00000000
            USD
            95160000.00000000
            USD
            334833.52000000
          
        
        
          N
          N
          N
        
      
      
        China Aoyuan Group Ltd.
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        160000.00000000
        0.002104063043
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-18
          Fixed
          5.98000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Finance Corp. Ltd.
        3358003Q6D9LIJJZ1614
        Power Finance Corp. Ltd.
        N/A
        
          
          
        
        1458000.00000000
        PA
        USD
        1454172.75000000
        0.019122944635
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2024-06-18
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        37046UFG1
        
          
          
        
        12000000.00000000
        PA
        USD
        11966736.00000000
        0.157367293530
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        37045XDR4
        
          
          
        
        16600000.00000000
        PA
        USD
        15481237.19000000
        0.203584368961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-26
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust, Series 2020-2, Class C
        80285RAF5
        
          
          
        
        9680000.00000000
        PA
        USD
        9649276.65000000
        0.126891789953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust
        N/A
        CHL Mortgage Pass-Through Trust, Series 2004-29, Class 1A1
        12669GHY0
        
          
          
        
        210097.15000000
        PA
        USD
        203018.98000000
        0.002669779580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          0.99657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust, Inc.
        85571BAS4
        
          
          
        
        375000.00000000
        PA
        USD
        381393.75000000
        0.005015478089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo Treasury AB
        549300PD69T87IGZG395
        Volvo Treasury AB
        N/A
        
          
          
        
        940000.00000000
        PA
        
        1039242.76000000
        0.013666451776
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-02-11
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Trust
        N/A
        Banc of America Mortgage Trust, Series 2003-J, Class 2A1
        05948XYC9
        
          
          
        
        158208.86000000
        PA
        USD
        152779.04000000
        0.002009104573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Variable
          2.46580560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uniti Group LP
        N/A
        Uniti Group LP
        91327BAB6
        
          
          
        
        634000.00000000
        PA
        USD
        598343.84000000
        0.007868457255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BH9
        
          
          
        
        117000.00000000
        PA
        USD
        120510.00000000
        0.001584753983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        124979.13000000
        0.001643524803
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-28
          Fixed
          9.75000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CDBL Funding 1
        254900PLOF8VWTAH3F83
        CDBL Funding 1
        N/A
        
          
          
        
        2958000.00000000
        PA
        USD
        2873489.94000000
        0.037787524922
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-10-24
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        2675000.00000000
        PA
        USD
        -23936.38000000
        -0.00031477282
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-22
            0.00000000
            USD
            0.00000000
            USD
            2675000.00000000
            USD
            -23936.38000000
          
        
        
          N
          N
          N
        
      
      
        Satus plc
        6354009RPGD3VEUB2K73
        Satus plc, Series 2021-1, Class E
        N/A
        
          
          
        
        167000.00000000
        PA
        
        218076.00000000
        0.002867785326
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-08-17
          Floating
          3.77607100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BN8
        
          
          
        
        6745000.00000000
        PA
        USD
        6755680.71000000
        0.088839863208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2014-UBS6, Class ASB
        12592PBD4
        
          
          
        
        972326.59000000
        PA
        USD
        979231.37000000
        0.012877278352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Fixed
          3.38700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Morrison Communities, Inc.
        549300O1Z08HI2MRK572
        Taylor Morrison Communities, Inc.
        87724RAA0
        
          
          
        
        207000.00000000
        PA
        USD
        215280.00000000
        0.002831016824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -14550000.00000000
        PA
        USD
        -22543.91000000
        -0.00029646129
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.06400000
            USD
            2022-10-11
            XXXX
            466881.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -14780000.00000000
        PA
        USD
        -57449.22000000
        -0.00075547987
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.25400000
            USD
            2022-12-30
            XXXX
            429921.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26375000.00000000
        PA
        USD
        -465320.16000000
        -0.00611914344
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-02
            0.00000000
            USD
            0.00000000
            USD
            26375000.00000000
            USD
            -465320.16000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325BQ7
        
          
          
        
        384000.00000000
        PA
        USD
        384552.00000000
        0.005057010321
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-02-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WGZY3
        
          
          
        
        673544.62350000
        PA
        USD
        680565.19000000
        0.008949700404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        VICI Properties LP
        92564RAA3
        
          
          
        
        2228000.00000000
        PA
        USD
        2218642.40000000
        0.029176021748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 83 CLO Ltd.
        2549001LFFVBUD1OX384
        Dryden 83 CLO Ltd., Series 2020-83A, Class A
        26246EAC2
        
          
          
        
        450000.00000000
        PA
        USD
        448459.97000000
        0.005897425307
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-18
          Floating
          1.46129040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syneos Health, Inc.
        549300F1ZGKDS8P6GU13
        Syneos Health, Inc.
        87166BAA0
        
          
          
        
        603000.00000000
        PA
        USD
        557021.25000000
        0.007325048914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F5GZ0
        
          
          
        
        317353.05880000
        PA
        USD
        320244.98000000
        0.004211347669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Federative Republic of Brazil
        105756BZ2
        
          
          
        
        1940000.00000000
        PA
        USD
        1948851.25000000
        0.025628161823
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2028-01-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        N/A
        
          
          
        
        4890000.00000000
        PA
        
        5409800.53000000
        0.071141008537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-21
          Floating
          0.00001080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        22535WAH0
        
          
          
        
        10335000.00000000
        PA
        USD
        9402522.14000000
        0.123646870920
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-26
          Variable
          1.24700040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -36385000.00000000
        PA
        USD
        -2748485.92000000
        -0.03614367280
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.43250000
            USD
            2022-12-13
            XXXX
            -1718790.42000000
          
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABA8
        
          
          
        
        9415000.00000000
        PA
        USD
        8823141.94000000
        0.116027793003
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-09-10
          Variable
          0.97599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuStar Logistics LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAG0
        
          
          
        
        534000.00000000
        PA
        USD
        544012.50000000
        0.007153978726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fantasia Holdings Group Co. Ltd.
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co. Ltd.
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        47202.75000000
        0.000620734761
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-10-19
          Fixed
          9.87500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        N/A
        
          
          
        
        1569000.00000000
        PA
        USD
        1635486.38000000
        0.021507290310
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2026-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanebrook Mortgage Transaction plc
        213800KIKUC4SBO49X16
        Lanebrook Mortgage Transaction plc, Series 2021-1, Class C
        N/A
        
          
          
        
        158000.00000000
        PA
        
        206251.59000000
        0.002712289675
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2058-07-20
          Floating
          1.64916125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        N/A
        Change Healthcare Holdings LLC
        15911NAA3
        
          
          
        
        1333000.00000000
        PA
        USD
        1333000.00000000
        0.017529475228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        29441WAD7
        
          
          
        
        306000.00000000
        PA
        USD
        282667.50000000
        0.003717189001
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-28
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        77586RAH3
        
          
          
        
        1426000.00000000
        PA
        USD
        1320832.50000000
        0.017369467809
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-02-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        383.00000000
        NC
        USD
        35906.25000000
        0.000472181335
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Call
            Purchased
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            100000.00000000
            126.00000000
            USD
            2022-04-22
            XXXX
            -29589.87000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138EJPG7
        
          
          
        
        89598.38670000
        PA
        USD
        90529.37000000
        0.001190496885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Republic of Peru
        715638DS8
        
          
          
        
        857000.00000000
        PA
        USD
        779870.00000000
        0.010255597784
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2041-03-11
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D
        46655AAJ7
        
          
          
        
        1000000.00000000
        PA
        USD
        883382.80000000
        0.011616831890
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-05
          Variable
          3.44957040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        17948000.00000000
        PA
        USD
        287703.64000000
        0.003783416226
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2025-02-22
            0.00000000
            USD
            0.00000000
            USD
            17948000.00000000
            USD
            287703.64000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        24525000.00000000
        PA
        USD
        -7891.35000000
        -0.00010377436
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-27
            0.00000000
            USD
            0.00000000
            USD
            24525000.00000000
            USD
            -7891.35000000
          
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CDZ1
        
          
          
        
        171100000.00000000
        PA
        USD
        166301178.83000000
        2.186926027564
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Aviation Ltd.
        254900H06V5RMEB3KE72
        BOC Aviation Ltd.
        09681MAE8
        
          
          
        
        1500000.00000000
        PA
        USD
        1471406.25000000
        0.019349571950
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2027-09-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products & Chemicals, Inc.
        7QEON6Y1RL5XR3R1W237
        Air Products & Chemicals, Inc.
        009158BB1
        
          
          
        
        865000.00000000
        PA
        USD
        824180.36000000
        0.010838296477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos., Inc.
        N/A
        Albertsons Cos., Inc.
        013092AF8
        
          
          
        
        907000.00000000
        PA
        USD
        857133.14000000
        0.011271638518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        31335BEU6
        
          
          
        
        929563.37630000
        PA
        USD
        981003.78000000
        0.012900586241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson Motorcycle Trust
        N/A
        Harley-Davidson Motorcycle Trust, Series 2020-A, Class A3
        41284UAD6
        
          
          
        
        7836665.43000000
        PA
        USD
        7844155.71000000
        0.103153738338
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        5493008J93RJW7PJFN93
        Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2019-FTR2, Class M1
        35564WAA1
        
          
          
        
        654842.69560000
        PA
        USD
        650680.65000000
        0.008556706928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Floating
          1.40657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP
        N/A
        MGM Growth Properties Operating Partnership LP
        55303XAC9
        
          
          
        
        1574000.00000000
        PA
        USD
        1620401.52000000
        0.021308918458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJS9
        
          
          
        
        19975000.00000000
        PA
        USD
        18550482.28000000
        0.243946151238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Variable
          1.73400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Gas, Inc.
        549300HXDWI0LATTX840
        ONE Gas, Inc.
        68235PAL2
        
          
          
        
        8375000.00000000
        PA
        USD
        8078489.66000000
        0.106235322113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-11
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC
        N/A
        Allied Universal Holdco LLC
        049362AA4
        
          
          
        
        757000.00000000
        PA
        USD
        707567.90000000
        0.009304796680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
          
        
        942000.00000000
        PA
        USD
        956306.63000000
        0.012575808988
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Saudi Arabia
        635400FMICXSM3SI3H65
        Kingdom of Saudi Arabia
        N/A
        
          
          
        
        600000.00000000
        PA
        USD
        616500.00000000
        0.008107217913
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2028-03-04
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dowson plc
        213800OI5O7QF6XV6F68
        Dowson plc, Series 2021-2, Class C
        N/A
        
          
          
        
        1300000.00000000
        PA
        
        1695558.54000000
        0.022297262884
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-10-20
          Floating
          2.22371140
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archrock Partners LP
        N/A
        Archrock Partners LP
        03959KAA8
        
          
          
        
        1568000.00000000
        PA
        USD
        1585592.96000000
        0.020851172178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26780000.00000000
        PA
        USD
        619965.21000000
        0.008152786790
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-07-20
            0.00000000
            USD
            0.00000000
            USD
            26780000.00000000
            USD
            619965.21000000
          
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc.
        156700BB1
        
          
          
        
        2586000.00000000
        PA
        USD
        2463165.00000000
        0.032391590285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas & Electric Co.
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas & Electric Co.
        694308JS7
        
          
          
        
        30545000.00000000
        PA
        USD
        30007099.80000000
        0.394605185760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.36700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Avenue Student Loans LLC
        N/A
        College Avenue Student Loans LLC, Series 2021-B, Class A2
        19425AAA2
        
          
          
        
        5356249.86000000
        PA
        USD
        5262513.88000000
        0.069204131056
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          1.25656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program Trust
        N/A
        SoFi Professional Loan Program Trust, Series 2021-A, Class AFX
        83405YAA0
        
          
          
        
        3256187.38000000
        PA
        USD
        3039794.52000000
        0.039974495677
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-08-17
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        4825000.00000000
        PA
        USD
        12072.64000000
        0.000158759972
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-31
            0.00000000
            USD
            0.00000000
            USD
            4825000.00000000
            USD
            12072.64000000
          
        
        
          N
          N
          N
        
      
      
        DIRECTV Holdings LLC
        N/A
        DIRECTV Holdings LLC
        25461LAA0
        
          
          
        
        584000.00000000
        PA
        USD
        574510.00000000
        0.007555032868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shriram Transport Finance Co. Ltd.
        335800TM2YO24B76XL26
        Shriram Transport Finance Co. Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.013150394019
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-07-16
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        654744AB7
        
          
          
        
        10047000.00000000
        PA
        USD
        9846581.14000000
        0.129486421738
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-17
          Fixed
          3.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A
        38237GAA7
        
          
          
        
        4797076.18000000
        PA
        USD
        4342790.19000000
        0.057109402143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-20
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sage AR Funding No. 1 plc
        635400KXGNL1GYF3BH46
        Sage AR Funding No. 1 plc, Series 1X, Class C
        N/A
        
          
          
        
        535000.00000000
        PA
        
        695837.28000000
        0.009150534405
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2030-11-17
          Floating
          2.64082975
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances, Inc.
        459506AN1
        
          
          
        
        36336000.00000000
        PA
        USD
        33637014.24000000
        0.442339990904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shriram Transport Finance Co. Ltd.
        335800TM2YO24B76XL26
        Shriram Transport Finance Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        668667.50000000
        0.008793241093
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2022-10-24
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamestown CLO XII Ltd.
        254900TDIR3OOT3N8P57
        Jamestown CLO XII Ltd., Series 2019-1A, Class A2
        47047JAC8
        
          
          
        
        1000000.00000000
        PA
        USD
        994218.00000000
        0.013074358441
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          2.40400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -174125000.00000000
        PA
        USD
        -3737837.90000000
        -0.04915404116
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.75000000
            USD
            2023-01-12
            XXXX
            -3036114.15000000
          
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2018-BN14, Class A2
        06035RAP1
        
          
          
        
        3412708.00000000
        PA
        USD
        3453806.56000000
        0.045418917132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          4.12800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Funding plc
        635400ITH77FQC2T4O54
        Atlas Funding plc, Series 2021-1, Class D
        N/A
        
          
          
        
        110000.00000000
        PA
        
        144518.55000000
        0.001900475875
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2058-07-25
          Floating
          2.66450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        3520000.00000000
        PA
        USD
        -28281.52000000
        -0.00037191313
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-28
            0.00000000
            USD
            0.00000000
            USD
            3520000.00000000
            USD
            -28281.52000000
          
        
        
          N
          N
          N
        
      
      
        NatWest Markets plc
        RR3QWICWWIPCS8A4S074
        NatWest Markets plc
        63906YAD0
        
          
          
        
        10970000.00000000
        PA
        USD
        10046102.32000000
        0.132110203870
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-29
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        N/A
        
          
          
        
        6700000.00000000
        PA
        
        7070958.42000000
        0.092985889320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-26
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies CLO Ltd.
        N/A
        Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2
        14310MAW7
        
          
          
        
        3987875.33600000
        PA
        USD
        3938026.89000000
        0.051786605263
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          1.21128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
          
        
        4500000.00000000
        PA
        
        5034795.99000000
        0.066209551077
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-09-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10120000.00000000
        PA
        USD
        325864.90000000
        0.004285251832
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-04
            0.00000000
            USD
            0.00000000
            USD
            10120000.00000000
            USD
            325864.90000000
          
        
        
          N
          N
          N
        
      
      
        Geopark Ltd.
        529900ZR5QI19AH4KZ07
        Geopark Ltd.
        37255BAB5
        
          
          
        
        520000.00000000
        PA
        USD
        492635.00000000
        0.006478344357
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-01-17
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        13380000.00000000
        PA
        USD
        283891.33000000
        0.003733282848
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 37-V1
                Markit CDX North American High Yield Index Series 37-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2026-12-20
            580524.45000000
            USD
            0.00000000
            USD
            13380000.00000000
            USD
            283891.33000000
          
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC
        N/A
        SCIL IV LLC
        78397UAA8
        
          
          
        
        330000.00000000
        PA
        USD
        303600.00000000
        0.003992459624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAL3
        
          
          
        
        400000.00000000
        PA
        
        442957.55000000
        0.005825066316
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-12-02
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BF0
        
          
          
        
        2560000.00000000
        PA
        USD
        2618080.00000000
        0.034428783575
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2028-03-17
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        N/A
        
          
          
        
        1397000.00000000
        PA
        USD
        1520983.75000000
        0.020001535610
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2028-04-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        229990000.00000000
        PA
        USD
        -2784529.95000000
        -0.03661766600
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-01-12
            0.00000000
            USD
            5014503.94000000
            USD
            229990000.00000000
            USD
            -2784529.95000000
          
        
        
          N
          N
          N
        
      
      
        Yango Justice International Ltd.
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd.
        N/A
        
          
          
        
        266000.00000000
        PA
        USD
        13300.00000000
        0.000174900240
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2022-09-15
          Fixed
          10.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22045000.00000000
        PA
        USD
        -1445190.95000000
        -0.01900483042
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.79500000
            USD
            2022-10-13
            XXXX
            -845015.82000000
          
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust, Series 2021-AA, Class D
        56848DAD1
        
          
          
        
        345000.00000000
        PA
        USD
        316238.01000000
        0.004158654435
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-20
          Fixed
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        N/A
        American Airlines, Inc.
        00253XAA9
        
          
          
        
        2033510.00000000
        PA
        USD
        2048761.33000000
        0.026942018741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940XAE2
        
          
          
        
        20200000.00000000
        PA
        USD
        18609672.79000000
        0.244724529767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        654744AC5
        
          
          
        
        5300000.00000000
        PA
        USD
        5222500.43000000
        0.068677938422
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIG Combibloc PurchaseCo SARL
        549300Q95MWZB4BXB866
        SIG Combibloc PurchaseCo SARL
        N/A
        
          
          
        
        1295000.00000000
        PA
        
        1434410.28000000
        0.018863060367
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-06-18
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26820000.00000000
        PA
        USD
        245712.81000000
        0.003231220267
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-11-15
            0.00000000
            USD
            0.00000000
            USD
            26820000.00000000
            USD
            245712.81000000
          
        
        
          N
          N
          N
        
      
      
        SM Energy Co.
        84BUTVXV5ODI6BXNMH43
        SM Energy Co.
        78454LAP5
        
          
          
        
        15000.00000000
        PA
        USD
        15377.40000000
        0.000202218868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5365000.00000000
        PA
        USD
        143710.88000000
        0.001889854696
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-14
            0.00000000
            USD
            0.00000000
            USD
            5365000.00000000
            USD
            143710.88000000
          
        
        
          N
          N
          N
        
      
      
        Vedanta Resources Finance II plc
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II plc
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        798805.20000000
        0.010504603125
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-04-23
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRES Commercial Realty Ltd.
        N/A
        ACRES Commercial Realty Ltd., Series 2021-FL2, Class A
        00500JAA1
        
          
          
        
        5780000.00000000
        PA
        USD
        5685654.22000000
        0.074768593253
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-15
          Floating
          1.84142880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26720000.00000000
        PA
        USD
        835281.78000000
        0.010984284524
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-29
            0.00000000
            USD
            0.00000000
            USD
            26720000.00000000
            USD
            835281.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10400000.00000000
        PA
        USD
        120287.12000000
        0.001581823023
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2033-03-28
            0.00000000
            USD
            0.00000000
            USD
            10400000.00000000
            USD
            120287.12000000
          
        
        
          N
          N
          N
        
      
      
        Air Lease Corp.
        5493004NW4M4P8TMMK63
        Air Lease Corp.
        00912XBC7
        
          
          
        
        4500000.00000000
        PA
        USD
        4545368.60000000
        0.059773388055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-03
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden XXVI Senior Loan Fund
        549300ENU7ZZLTPT3E22
        Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR
        26250UAQ8
        
          
          
        
        13233366.57000000
        PA
        USD
        13140056.78000000
        0.172796924098
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.14129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atom Mortgage Securities DAC
        635400S9JQ1OOL8ZRR06
        Atom Mortgage Securities DAC, Series 1X, Class D
        N/A
        
          
          
        
        1906270.34000000
        PA
        
        2438740.53000000
        0.032070398881
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-07-22
          Floating
          2.31128950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A
        22534GAA1
        
          
          
        
        23285072.68000000
        PA
        USD
        23284925.98000000
        0.306205951357
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
          
        
        2440000.00000000
        PA
        
        2719445.80000000
        0.035761783785
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-03-17
          Fixed
          2.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust, Series 2021-AA, Class B
        56848DAB5
        
          
          
        
        1610000.00000000
        PA
        USD
        1476974.39000000
        0.019422795185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        20430000.00000000
        PA
        USD
        547669.61000000
        0.007202071164
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-02-10
            0.00000000
            USD
            0.00000000
            USD
            20430000.00000000
            USD
            547669.61000000
          
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental, Inc.
        36168QAL8
        
          
          
        
        96000.00000000
        PA
        USD
        88320.00000000
        0.001161442799
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138AA6S5
        
          
          
        
        120289.21490000
        PA
        USD
        124034.86000000
        0.001631107281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust, Series 2022-1, Class A1
        03464BAA6
        
          
          
        
        6580342.23000000
        PA
        USD
        6409407.97000000
        0.084286240238
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-12-25
          Variable
          2.88100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Home Co., Inc. (The)
        549300PLCE8TB3TVRQ85
        New Home Co., Inc. (The)
        645370AC1
        
          
          
        
        178000.00000000
        PA
        USD
        172093.96000000
        0.002263103382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140E2TJ0
        
          
          
        
        106211.40670000
        PA
        USD
        107315.57000000
        0.001411242029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2020-A, Class A2B
        78449UAC2
        
          
          
        
        1192468.26000000
        PA
        USD
        1179840.26000000
        0.015515364299
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-15
          Floating
          1.22657040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        32530000.00000000
        PA
        USD
        2131264.45000000
        0.028026967277
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.93750000
            USD
            2023-11-15
            XXXX
            825998.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1870000.00000000
        PA
        USD
        92040.91000000
        0.001210374232
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2055-01-15
            0.00000000
            USD
            0.00000000
            USD
            1870000.00000000
            USD
            92040.91000000
          
        
        
          N
          N
          N
        
      
      
        AIMCO CLO
        549300MMTPNJGGRMPB33
        AIMCO CLO, Series 2017-AA, Class AR
        00900CAL8
        
          
          
        
        8000000.00000000
        PA
        USD
        7913136.00000000
        0.104060856331
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.30399920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        13460000.00000000
        PA
        USD
        377121.59000000
        0.004959297501
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-04
            0.00000000
            USD
            0.00000000
            USD
            13460000.00000000
            USD
            377121.59000000
          
        
        
          N
          N
          N
        
      
      
        Gol Finance SA
        5299007RH8MA67ZC6J07
        Gol Finance SA
        36254VAA6
        
          
          
        
        610000.00000000
        PA
        USD
        499437.50000000
        0.006567799913
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        28890000.00000000
        PA
        USD
        -218575.30000000
        -0.00287435131
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2023-07-08
            0.00000000
            USD
            431378.90000000
            USD
            28890000.00000000
            USD
            -218575.30000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBK5
        
          
          
        
        4885000.00000000
        PA
        USD
        4923887.14000000
        0.064751055999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC
        N/A
        Northwest Fiber LLC
        667449AD4
        
          
          
        
        355000.00000000
        PA
        USD
        337072.50000000
        0.004432636188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yango Justice International Ltd.
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        33350.00000000
        0.000438565640
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2023-11-25
          Fixed
          8.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140EYKH3
        
          
          
        
        27084.94430000
        PA
        USD
        27302.61000000
        0.000359040079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397YT4
        
          
          
        
        200000.00000000
        PA
        USD
        189500.00000000
        0.002491999666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Fixed
          3.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WXYV3
        
          
          
        
        904.53890000
        PA
        USD
        911.81000000
        0.000011990660
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SpringCastle America Funding LLC
        N/A
        SpringCastle America Funding LLC, Series 2020-AA, Class A
        85022WAP9
        
          
          
        
        6857999.75000000
        PA
        USD
        6604836.00000000
        0.086856195835
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -64070000.00000000
        PA
        USD
        -1871323.12000000
        -0.02460863636
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.48000000
            USD
            2022-11-02
            XXXX
            -1547769.62000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3128MFWY0
        
          
          
        
        3929451.19880000
        PA
        USD
        4095041.34000000
        0.053851407148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAE1
        
          
          
        
        16300000.00000000
        PA
        USD
        14964797.24000000
        0.196792980131
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2026-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WCWR0
        
          
          
        
        21698.92460000
        PA
        USD
        21924.67000000
        0.000288318049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upjohn Finance BV
        254900OG32E8F3XO5O83
        Upjohn Finance BV
        N/A
        
          
          
        
        5090000.00000000
        PA
        
        5639574.06000000
        0.074162620992
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-06-23
          Fixed
          0.81600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP
        N/A
        Icahn Enterprises LP
        451102BT3
        
          
          
        
        112000.00000000
        PA
        USD
        114240.00000000
        0.001502301012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MassMutual Global Funding II
        549300K1IE3K7YU6VG29
        MassMutual Global Funding II
        57629WDG2
        
          
          
        
        19508000.00000000
        PA
        USD
        19479167.18000000
        0.256158723593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5365000.00000000
        PA
        USD
        168392.36000000
        0.002214425883
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-04
            0.00000000
            USD
            0.00000000
            USD
            5365000.00000000
            USD
            168392.36000000
          
        
        
          N
          N
          N
        
      
      
        PDC Energy, Inc.
        5493008W8H2T511J5Y59
        PDC Energy, Inc.
        69327RAJ0
        
          
          
        
        235000.00000000
        PA
        USD
        238228.90000000
        0.003132803901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Experts Issuer LLC
        N/A
        Service Experts Issuer LLC, Series 2021-1A, Class A
        81758VAA3
        
          
          
        
        2091606.93000000
        PA
        USD
        2001428.76000000
        0.026319576796
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-02
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
          
        
        20650000.00000000
        PA
        USD
        19094809.27000000
        0.251104265632
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Variable
          1.62100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140QAUM0
        
          
          
        
        765795.64000000
        PA
        USD
        791840.74000000
        0.010413017731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 51 Ltd.
        N/A
        Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A
        67578JAA7
        
          
          
        
        8895000.00000000
        PA
        USD
        8801798.19000000
        0.115747114280
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Healthcare Services, Inc.
        N/A
        Prime Healthcare Services, Inc.
        74165HAB4
        
          
          
        
        605000.00000000
        PA
        USD
        620118.95000000
        0.008154808531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XVII Ltd.
        54930007Y57X4ONHQV20
        Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A2R2
        67590GBJ7
        
          
          
        
        1750000.00000000
        PA
        USD
        1705356.80000000
        0.022426113864
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-25
          Floating
          1.35771120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        071734AP2
        
          
          
        
        164000.00000000
        PA
        USD
        165039.76000000
        0.002170337872
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp.
        5493004NW4M4P8TMMK63
        Air Lease Corp.
        00912XAW4
        
          
          
        
        8375000.00000000
        PA
        USD
        8381634.68000000
        0.110221798571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        3970000.00000000
        PA
        USD
        35346.15000000
        0.000464815799
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-25
            0.00000000
            USD
            0.00000000
            USD
            3970000.00000000
            USD
            35346.15000000
          
        
        
          N
          N
          N
        
      
      
        Home Point Capital, Inc.
        549300DQF6YN0E43PM71
        Home Point Capital, Inc.
        43734LAA4
        
          
          
        
        413000.00000000
        PA
        USD
        338375.03000000
        0.004449764970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52400000.00000000
        PA
        USD
        857800.11000000
        0.011280409436
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            52400000.00000000
            USD
            857800.11000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies, Inc.
        549300KY09TR3J12JU49
        SS&C Technologies, Inc.
        78466CAC0
        
          
          
        
        1300000.00000000
        PA
        USD
        1309769.50000000
        0.017223985000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
          
        
        2062000.00000000
        PA
        
        2245297.24000000
        0.029526543397
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-04-19
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC Aviation Capital Finance DAC
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAG7
        
          
          
        
        12895000.00000000
        PA
        USD
        11522022.67000000
        0.151519138015
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22420000.00000000
        PA
        USD
        -180648.79000000
        -0.00237560276
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.45000000
            USD
            2022-12-05
            XXXX
            503161.21000000
          
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAE9
        
          
          
        
        10800000.00000000
        PA
        USD
        10524223.84000000
        0.138397690248
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veritas US, Inc.
        N/A
        Veritas US, Inc.
        92346LAE3
        
          
          
        
        836000.00000000
        PA
        USD
        793117.38000000
        0.010429806050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Americas, Inc.
        KOO0397YRO83WY5MGD97
        Bausch Health Americas, Inc.
        91911XAW4
        
          
          
        
        1712000.00000000
        PA
        USD
        1707326.24000000
        0.022452012776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaii Hotel Trust
        N/A
        Hawaii Hotel Trust, Series 2019-MAUI, Class A
        41975AAA0
        
          
          
        
        9675000.00000000
        PA
        USD
        9590173.47000000
        0.126114559848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          1.54657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Energy Finance LLC
        54930033ER6EOI5DL570
        Alliant Energy Finance LLC
        01882YAA4
        
          
          
        
        8085000.00000000
        PA
        USD
        8174740.75000000
        0.107501061871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heimstaden Bostad Treasury BV
        549300ORG6UYMJBCV938
        Heimstaden Bostad Treasury BV
        N/A
        
          
          
        
        3070000.00000000
        PA
        
        3295517.72000000
        0.043337356517
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-10-13
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co.
        84BUTVXV5ODI6BXNMH43
        SM Energy Co.
        78454LAW0
        
          
          
        
        214000.00000000
        PA
        USD
        220833.02000000
        0.002904041225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CDH1
        
          
          
        
        368000000.00000000
        PA
        USD
        351741874.08000000
        4.625544237399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397B51
        
          
          
        
        627000.00000000
        PA
        USD
        566651.25000000
        0.007451687209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25925000.00000000
        PA
        USD
        172025.21000000
        0.002262199292
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-20
            0.00000000
            USD
            0.00000000
            USD
            25925000.00000000
            USD
            172025.21000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F13P5
        
          
          
        
        126821.28940000
        PA
        USD
        127840.46000000
        0.001681152420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Far East Horizon Ltd.
        549300S9XRGO1ZPUHE62
        Far East Horizon Ltd.
        N/A
        
          
          
        
        600000.00000000
        PA
        USD
        538425.00000000
        0.007080500900
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2026-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust, Series 2020-1A, Class A1B
        64830TAD0
        
          
          
        
        12128300.08000000
        PA
        USD
        12049728.10000000
        0.158458672345
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.49999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DT9
        
          
          
        
        510000.00000000
        PA
        USD
        384986.25000000
        0.005062720879
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreLogic, Inc.
        54930086CD8K2UIL0516
        CoreLogic, Inc.
        21871DAD5
        
          
          
        
        496000.00000000
        PA
        USD
        467628.80000000
        0.006149502974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd.
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        609596.31000000
        0.008016431669
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        24070000.00000000
        PA
        USD
        -1594100.23000000
        -0.02096304613
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-07-19
            0.00000000
            USD
            0.00000000
            USD
            24070000.00000000
            USD
            -1594100.23000000
          
        
        
          N
          N
          N
        
      
      
        Staples, Inc.
        XQM2JINI1UL7642TU573
        Staples, Inc.
        855030AN2
        
          
          
        
        869000.00000000
        PA
        USD
        843890.25000000
        0.011097489296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300INMCHM7L5O6M41
        SMB Private Education Loan Trust, Series 2018-B, Class A2B
        78449LAC2
        
          
          
        
        6745811.81000000
        PA
        USD
        6709388.47000000
        0.088231102012
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-15
          Floating
          1.11656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        18060TAA3
        
          
          
        
        2580000.00000000
        PA
        USD
        2671667.40000000
        0.035133478999
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Corp. Trust
        N/A
        GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4
        36267EAD3
        
          
          
        
        13645112.27000000
        PA
        USD
        12575212.66000000
        0.165369001361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          2.49999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        142440000.00000000
        PA
        USD
        181477.58000000
        0.002386501682
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American Investment Grade Index Series 37-V1
                Markit CDX North American Investment Grade Index Series 37-V1
              
            
            Y
            Receipt of notional amount upon default event with regard to the reference instrument
            
            2026-12-20
            0.00000000
            USD
            2664623.87000000
            USD
            142440000.00000000
            USD
            181477.58000000
          
        
        
          N
          N
          N
        
      
      
        Pacific Gas & Electric Co.
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas & Electric Co.
        694308JL2
        
          
          
        
        4820000.00000000
        PA
        USD
        4701667.51000000
        0.061828780306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        35361000.00000000
        PA
        USD
        -230201.98000000
        -0.00302724674
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-30
            0.00000000
            USD
            0.00000000
            USD
            35361000.00000000
            USD
            -230201.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        32905000.00000000
        PA
        USD
        -1736594.49000000
        -0.02283690179
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-08-01
            0.00000000
            USD
            0.00000000
            USD
            32905000.00000000
            USD
            -1736594.49000000
          
        
        
          N
          N
          N
        
      
      
        Air Lease Corp.
        5493004NW4M4P8TMMK63
        Air Lease Corp.
        00914AAM4
        
          
          
        
        5265000.00000000
        PA
        USD
        4850172.23000000
        0.063781675888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        21830000.00000000
        PA
        USD
        -1898992.83000000
        -0.02497250395
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2028-07-12
            0.00000000
            USD
            0.00000000
            USD
            21830000.00000000
            USD
            -1898992.83000000
          
        
        
          N
          N
          N
        
      
      
        MAF Sukuk Ltd.
        549300IS9H0W5N2N4K34
        MAF Sukuk Ltd.
        N/A
        
          
          
        
        931000.00000000
        PA
        USD
        927101.44000000
        0.012191749232
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-02-28
          Fixed
          3.93250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2016-P3, Class A2
        29429CAB1
        
          
          
        
        1184263.17000000
        PA
        USD
        1183061.85000000
        0.015557729477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          2.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53070000.00000000
        PA
        USD
        1837123.05000000
        0.024158891970
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-14
            0.00000000
            USD
            0.00000000
            USD
            53070000.00000000
            USD
            1837123.05000000
          
        
        
          N
          N
          N
        
      
      
        Siemens Financieringsmaatschappij NV
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        N/A
        
          
          
        
        5710000.00000000
        PA
        
        6337140.95000000
        0.083335900451
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-09-06
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems LLC
        N/A
        Axalta Coating Systems LLC
        05454NAA7
        
          
          
        
        1019000.00000000
        PA
        USD
        980323.86000000
        0.012891645025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental, Inc.
        36168QAM6
        
          
          
        
        392000.00000000
        PA
        USD
        368027.24000000
        0.004839703216
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mauser Packaging Solutions Holding Co.
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co.
        12429TAD6
        
          
          
        
        1783000.00000000
        PA
        USD
        1775917.03000000
        0.023354008690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        549300E92LV3L3L4EW68
        SoFi Professional Loan Program LLC, Series 2016-E, Class A2B
        78470RAC1
        
          
          
        
        39189.12000000
        PA
        USD
        39222.12000000
        0.000515786332
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAL7
        
          
          
        
        35795000.00000000
        PA
        USD
        36184872.70000000
        0.475845333559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -242285000.00000000
        PA
        USD
        -460249.39000000
        -0.00605246082
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.74000000
            USD
            2022-11-15
            XXXX
            875346.67000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F13Q3
        
          
          
        
        13408.82010000
        PA
        USD
        13516.58000000
        0.000177748352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust, Series 2021-1A, Class A
        52607MAA7
        
          
          
        
        6470000.00000000
        PA
        USD
        5849992.19000000
        0.076929702310
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2018-H4, Class A4
        61691RAE6
        
          
          
        
        4995000.00000000
        PA
        USD
        5211217.57000000
        0.068529564368
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRESTLES CLO V Ltd.
        N/A
        TRESTLES CLO V Ltd., Series 2021-5A, Class A1
        89532UAA1
        
          
          
        
        9500000.00000000
        PA
        USD
        9386000.00000000
        0.123429598269
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.32999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GYM0
        
          
          
        
        2905000.00000000
        PA
        USD
        2699758.12000000
        0.035502883036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Variable
          1.94799960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140EY3T6
        
          
          
        
        882958.48500000
        PA
        USD
        890054.19000000
        0.011704563297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital Certificates
        N/A
        Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class A
        12659RAA7
        
          
          
        
        6240000.00000000
        PA
        USD
        5897291.09000000
        0.077551701482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.38870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autonoria Spain
        959800PAVFGQ48YNAE06
        Autonoria Spain, Series 2021-SP, Class C
        N/A
        
          
          
        
        2100000.00000000
        PA
        
        2295774.86000000
        0.030190343989
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2039-01-31
          Floating
          0.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class AFX
        46645WAU7
        
          
          
        
        7070000.00000000
        PA
        USD
        7151066.03000000
        0.094039335955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          4.24750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties, Inc.
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties, Inc.
        42250PAC7
        
          
          
        
        4255000.00000000
        PA
        USD
        3905035.78000000
        0.051352759168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust
        N/A
        BX Commercial Mortgage Trust, Series 2021-SOAR, Class A
        05608WAA2
        
          
          
        
        12210000.00000000
        PA
        USD
        11949945.32000000
        0.157146489472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.06700040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CED2
        
          
          
        
        15330.72420000
        PA
        USD
        15490.80000000
        0.000203710123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13485000.00000000
        PA
        USD
        -47937.00000000
        -0.00063039043
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.45000000
            USD
            2022-08-03
            XXXX
            109163.25000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        251526CG2
        
          
          
        
        7780000.00000000
        PA
        USD
        7430409.98000000
        0.097712818965
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-01
          Variable
          1.44699840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Finance DAC
        6354007A1PWPJUA24D35
        Pearl Finance DAC, Series 2020-1, Class A2
        N/A
        
          
          
        
        1128144.04000000
        PA
        
        1243650.05000000
        0.016354488180
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2032-11-17
          Floating
          1.90000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        2000.00000000
        PA
        USD
        -19.49000000
        -0.00000025630
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-03-20
            0.00000000
            USD
            0.00000000
            USD
            2000.00000000
            USD
            -19.49000000
          
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz International Finance BV
        529900RUGCXMPEENHQ31
        Mercedes-Benz International Finance BV
        N/A
        
          
          
        
        1970000.00000000
        PA
        
        2172007.45000000
        0.028562753781
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-11-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental, Inc.
        36168QAF1
        
          
          
        
        2101000.00000000
        PA
        USD
        2118858.50000000
        0.027863824147
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        21050000.00000000
        PA
        USD
        -304027.38000000
        -0.00399807983
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-16
            0.00000000
            USD
            0.00000000
            USD
            21050000.00000000
            USD
            -304027.38000000
          
        
        
          N
          N
          N
        
      
      
        Wabash National Corp.
        5299004ZAWHQZI5XO485
        Wabash National Corp.
        929566AL1
        
          
          
        
        303000.00000000
        PA
        USD
        272700.00000000
        0.003586112449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co. LP
        N/A
        Penske Truck Leasing Co. LP
        709599BL7
        
          
          
        
        3970000.00000000
        PA
        USD
        3643706.81000000
        0.047916180243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Senior Loan Fund III Ltd.
        635400UCHZNUTGTBTH21
        Atlas Senior Loan Fund III Ltd., Series 2013-1A, Class AR
        04941GAL2
        
          
          
        
        2303602.01000000
        PA
        USD
        2290253.33000000
        0.030117733694
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-11-17
          Floating
          1.29871080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class ASB
        46643ABF9
        
          
          
        
        3399406.00000000
        PA
        USD
        3434264.53000000
        0.045161931737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        3440000.00000000
        PA
        USD
        91073.72000000
        0.001197655302
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-15
            0.00000000
            USD
            0.00000000
            USD
            3440000.00000000
            USD
            91073.72000000
          
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc., Series Y
        156700BA3
        
          
          
        
        479000.00000000
        PA
        USD
        504262.46000000
        0.006631250038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404121AJ4
        
          
          
        
        499000.00000000
        PA
        USD
        539543.75000000
        0.007095212903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Trust
        N/A
        Barclays Commercial Mortgage Trust, Series 2019-C5, Class ASB
        05492JAU6
        
          
          
        
        5550000.00000000
        PA
        USD
        5473557.63000000
        0.071979439524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        -77.00000000
        NC
        USD
        668765.79000000
        0.008794533645
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury Long Bond
                
                  
                
              
            
            2022-06-21
            -11569250.00000000
            USD
            668765.79000000
          
        
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        Centene Corp.
        15135BAY7
        
          
          
        
        645000.00000000
        PA
        USD
        589336.50000000
        0.007750007185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital Certificates
        N/A
        Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class C
        12659RAG4
        
          
          
        
        3450000.00000000
        PA
        USD
        3237927.81000000
        0.042580026509
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          3.20140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        14500000.00000000
        PA
        USD
        142988.64000000
        0.001880356956
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-06-24
            0.00000000
            USD
            0.00000000
            USD
            14500000.00000000
            USD
            142988.64000000
          
        
        
          N
          N
          N
        
      
      
        RKPF Overseas 2019 A Ltd.
        254900P8BXRCW5458103
        RKPF Overseas 2019 A Ltd.
        N/A
        
          
          
        
        276000.00000000
        PA
        USD
        235980.00000000
        0.003103229980
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-09-30
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust
        N/A
        CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class B
        12528DAE9
        
          
          
        
        7905000.00000000
        PA
        USD
        7922455.82000000
        0.104183415637
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust, Series 2021-LBA, Class AJV
        05609BCD9
        
          
          
        
        4700000.00000000
        PA
        USD
        4599896.58000000
        0.060490452477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-15
          Floating
          1.19657160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon International Finance SCA
        549300KMCOJGU910PF77
        Simon International Finance SCA
        N/A
        
          
          
        
        2510000.00000000
        PA
        
        2792614.59000000
        0.036723982203
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-18
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        4110000.00000000
        PA
        USD
        72322.45000000
        0.000951068713
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-17
            0.00000000
            USD
            0.00000000
            USD
            4110000.00000000
            USD
            72322.45000000
          
        
        
          N
          N
          N
        
      
      
        Upstart Pass-Through Trust
        N/A
        Upstart Pass-Through Trust, Series 2021-ST5, Class A
        91679XAA4
        
          
          
        
        127680.26000000
        PA
        USD
        123370.58000000
        0.001622371737
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaiser Aluminum Corp.
        N/A
        Kaiser Aluminum Corp.
        483007AJ9
        
          
          
        
        90000.00000000
        PA
        USD
        84542.40000000
        0.001111765871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2019-BN16, Class A2
        065405AB8
        
          
          
        
        12200000.00000000
        PA
        USD
        12343950.24000000
        0.162327809416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-15
          Fixed
          3.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLJ Lodging Trust LP
        549300RX5I8Z6I6LDZ74
        RLJ Lodging Trust LP
        74965LAA9
        
          
          
        
        166000.00000000
        PA
        USD
        157700.00000000
        0.002073817136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC Aviation Capital Finance DAC
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAF9
        
          
          
        
        2835000.00000000
        PA
        USD
        2512396.19000000
        0.033038999832
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-06-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amphenol Technologies Holding GmbH
        549300110BRSS7DV8V39
        Amphenol Technologies Holding GmbH
        N/A
        
          
          
        
        2645000.00000000
        PA
        
        2863466.86000000
        0.037655717471
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2026-05-04
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GKE8
        
          
          
        
        7015000.00000000
        PA
        USD
        6708436.50000000
        0.088218583231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-06
          Variable
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        3673000.00000000
        PA
        USD
        -286905.24000000
        -0.00377291695
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-12-07
            0.00000000
            USD
            0.00000000
            USD
            3673000.00000000
            USD
            -286905.24000000
          
        
        
          N
          N
          N
        
      
      
        Navient Corp.
        54930067J0ZNOEBRW338
        Navient Corp.
        78442FET1
        
          
          
        
        181000.00000000
        PA
        USD
        184167.50000000
        0.002421875190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yunda Holding Investment Ltd.
        300300YSHTUKQFZYWD77
        Yunda Holding Investment Ltd.
        N/A
        
          
          
        
        602000.00000000
        PA
        USD
        549535.70000000
        0.007226610982
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-08-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H5BM2
        
          
          
        
        44860.11070000
        PA
        USD
        45340.34000000
        0.000596243335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO
        N/A
        AIMCO CLO, Series 2018-BA, Class AR
        00900PAL9
        
          
          
        
        3500000.00000000
        PA
        USD
        3471589.10000000
        0.045652764539
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          1.34129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2020-A, Class A2B
        63941FAC0
        
          
          
        
        1362711.82000000
        PA
        USD
        1353436.25000000
        0.017798219968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Floating
          1.29656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice Financing SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        02154CAF0
        
          
          
        
        1487000.00000000
        PA
        USD
        1332872.45000000
        0.017527797895
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO II Ltd.
        N/A
        Elmwood CLO II Ltd., Series 2019-2A, Class AR
        29001LAL5
        
          
          
        
        27000000.00000000
        PA
        USD
        26716324.50000000
        0.351330193934
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        NatWest Group plc
        639057AC2
        
          
          
        
        12340000.00000000
        PA
        USD
        11281447.41000000
        0.148355478554
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Variable
          1.64199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26340000.00000000
        PA
        USD
        -799840.86000000
        -0.01051822246
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-11-15
            0.00000000
            USD
            0.00000000
            USD
            26340000.00000000
            USD
            -799840.86000000
          
        
        
          N
          N
          N
        
      
      
        Chase Home Lending Mortgage Trust
        N/A
        Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11
        16159GAL3
        
          
          
        
        898406.46000000
        PA
        USD
        899729.81000000
        0.011831801512
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Floating
          1.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turbo Finance plc
        2138005K8DSDBQA9NT19
        Turbo Finance plc, Series 9, Class B
        N/A
        
          
          
        
        1590000.00000000
        PA
        
        2096068.28000000
        0.027564123774
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-08-20
          Floating
          2.27370910
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA Magnum Holdings
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        N/A
        
          
          
        
        800000.00000000
        PA
        USD
        780000.00000000
        0.010257307335
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Mengniu Dairy Co. Ltd.
        2549005Q343BSJ8RSS21
        China Mengniu Dairy Co. Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        946990.00000000
        0.012453291632
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-17
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto Issuer LLC
        N/A
        FS Rialto Issuer LLC, Series 2022-FL4, Class A
        30326MAA3
        
          
          
        
        9585000.00000000
        PA
        USD
        9585000.00000000
        0.126046526679
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-01-19
          Floating
          2.19999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10635000.00000000
        PA
        USD
        -176755.95000000
        -0.00232441038
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-19
            0.00000000
            USD
            0.00000000
            USD
            10635000.00000000
            USD
            -176755.95000000
          
        
        
          N
          N
          N
        
      
      
        Qatar Energy
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAD5
        
          
          
        
        1565000.00000000
        PA
        USD
        1439800.00000000
        0.018933937309
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        25990000.00000000
        PA
        USD
        584530.58000000
        0.007686807443
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.55000000
            USD
            2024-07-29
            XXXX
            -358906.42000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class A3
        17320DAE8
        
          
          
        
        26424489.75200000
        PA
        USD
        26372074.13000000
        0.346803165927
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BP1
        
          
          
        
        86000.00000000
        PA
        USD
        80407.42000000
        0.001057389255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cassia SRL
        815600A9D6ADF4638276
        Cassia SRL, Series 2022-1X, Class A
        N/A
        
          
          
        
        4617000.00000000
        PA
        
        5108361.82000000
        0.067176970728
        Long
        ABS-MBS
        CORP
        IT
        N
        
        2
        
          2034-05-22
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        038461AS8
        
          
          
        
        1072000.00000000
        PA
        USD
        1029120.00000000
        0.013533333493
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2025-10-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hops Hill No. 1 plc
        2138006I4BQOMLUWZ843
        Hops Hill No. 1 plc, Series 1, Class C
        N/A
        
          
          
        
        199992.06000000
        PA
        
        262684.10000000
        0.003454399417
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2054-05-27
          Floating
          2.54119935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        N/A
        1011778 BC ULC
        68245XAK5
        
          
          
        
        983000.00000000
        PA
        USD
        1011398.87000000
        0.013300293651
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shift4 Payments LLC
        N/A
        Shift4 Payments LLC
        82453AAA5
        
          
          
        
        510000.00000000
        PA
        USD
        495975.00000000
        0.006522266673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J56M6
        
          
          
        
        1098234.99070000
        PA
        USD
        1156706.46000000
        0.015211145714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        17580.13000000
        0.000231185636
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of Montreal
              NQQ6HPCNCCU6TUTQYE16
            
            5715404.93000000
            USD
            5167722.00000000
            EUR
            2022-06-15
            17580.13000000
          
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        GPMT Ltd., Series 2021-FL4, Class A
        36262TAA1
        
          
          
        
        10000000.00000000
        PA
        USD
        9888224.00000000
        0.130034041755
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-12-15
          Floating
          1.79656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weibo Corp.
        549300Q9ID4640FE0422
        Weibo Corp.
        948596AD3
        
          
          
        
        2100000.00000000
        PA
        USD
        2051831.25000000
        0.026982389399
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-05
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PeaceHealth Obligated Group
        N/A
        PeaceHealth Obligated Group, Series 2020
        70462GAB4
        
          
          
        
        2185000.00000000
        PA
        USD
        2058682.44000000
        0.027072485247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Acceptance Co. LLC
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co. LLC
        654740BS7
        
          
          
        
        21000000.00000000
        PA
        USD
        19210949.94000000
        0.252631561204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3940000.00000000
        PA
        USD
        1014443.17000000
        0.013340327396
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2052-06-20
            0.00000000
            USD
            0.00000000
            USD
            3940000.00000000
            USD
            1014443.17000000
          
        
        
          N
          N
          N
        
      
      
        RHP Hotel Properties LP
        N/A
        RHP Hotel Properties LP
        749571AF2
        
          
          
        
        642000.00000000
        PA
        USD
        617790.18000000
        0.008124184288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rad CLO 15 Ltd.
        N/A
        Rad CLO 15 Ltd., Series 2021-15A, Class A
        750103AA1
        
          
          
        
        2650000.00000000
        PA
        USD
        2618314.75000000
        0.034431870630
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          1.33736040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AK0
        
          
          
        
        1467000.00000000
        PA
        USD
        1334970.00000000
        0.017555381504
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DY1
        
          
          
        
        630000.00000000
        PA
        USD
        647010.00000000
        0.008508436434
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52800000.00000000
        PA
        USD
        -1247154.05000000
        -0.01640056716
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-06
            0.00000000
            USD
            0.00000000
            USD
            52800000.00000000
            USD
            -1247154.05000000
          
        
        
          N
          N
          N
        
      
      
        India Cleantech Energy
        254900DGTS4HHR3Q6F66
        India Cleantech Energy
        45410BAA2
        
          
          
        
        676582.50000000
        PA
        USD
        629221.73000000
        0.008274513675
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-08-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        22650000.00000000
        PA
        USD
        574496.80000000
        0.007554859283
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.16900000
            USD
            2025-06-05
            XXXX
            30991.80000000
          
        
        
          N
          N
          N
        
      
      
        ANGI Group LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
          
        
        216000.00000000
        PA
        USD
        182982.24000000
        0.002406288554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        Level 3 Financing, Inc.
        527298BM4
        
          
          
        
        1016000.00000000
        PA
        USD
        1017635.76000000
        0.013382311212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1832834.56000000
        0.024102496637
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-09-03
          Variable
          0.09999905
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397YG2
        
          
          
        
        1213000.00000000
        PA
        USD
        1211028.88000000
        0.015925506941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-09
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J7S63
        
          
          
        
        13241.22360000
        PA
        USD
        13374.89000000
        0.000175885073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wanda Properties International Co. Ltd.
        N/A
        Wanda Properties International Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        580290.00000000
        0.007631042145
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-01-29
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        15820000.00000000
        PA
        USD
        410456.64000000
        0.005397666544
        N/A
        DIR
        
        US
        
        N
        
        2
        
          
            
              WELLS FARGO SECURITIES LLC
              VYVVCKR63DVZZN70PB21
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.42000000
            USD
            2024-08-02
            XXXX
            -41617.59000000
          
        
        
          N
          N
          N
        
      
      
        Fairstone Financial Issuance Trust I
        549300LY2ZF7LX6T3F37
        Fairstone Financial Issuance Trust I, Series 2020-1A, Class A
        30575PAN6
        
          
          
        
        9610000.00000000
        PA
        
        7340890.01000000
        0.096535596087
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2039-10-20
          Fixed
          2.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SF Holding Investment 2021 Ltd.
        655600V9A105VPU0VS17
        SF Holding Investment 2021 Ltd.
        N/A
        
          
          
        
        1040000.00000000
        PA
        USD
        978900.00000000
        0.012872920705
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-11-17
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust, Series 2020-AA, Class A
        56848MAA7
        
          
          
        
        3020000.00000000
        PA
        USD
        2903499.88000000
        0.038182167458
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lanebrook Mortgage Transaction plc
        213800UED4FTYXU1KI98
        Lanebrook Mortgage Transaction plc, Series 2020-1, Class C
        N/A
        
          
          
        
        370000.00000000
        PA
        
        489047.00000000
        0.006431160744
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2057-06-12
          Floating
          2.80415995
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        95000U2V4
        
          
          
        
        8170000.00000000
        PA
        USD
        8153591.94000000
        0.107222946687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Variable
          3.52599840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787AU1
        
          
          
        
        4255000.00000000
        PA
        USD
        4160310.55000000
        0.054709722977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        N/A
        Clarios Global LP
        69867DAA6
        
          
          
        
        1452000.00000000
        PA
        USD
        1493745.00000000
        0.019643335315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WKRR8
        
          
          
        
        367414.05000000
        PA
        USD
        363835.85000000
        0.004784584786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        836205AT1
        
          
          
        
        901000.00000000
        PA
        USD
        913276.13000000
        0.012009940958
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-04-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Republic of Peru
        715638DU3
        
          
          
        
        415000.00000000
        PA
        USD
        388855.00000000
        0.005113596466
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMIT Cash Management LLC
        N/A
        RMIT Cash Management LLC
        N/A
        
          
        
        4470000.00000000
        PA
        USD
        4257675.00000000
        0.055990103858
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2033-10-17
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust, Series 2021-ESH, Class A
        30227FAA8
        
          
          
        
        12801214.82000000
        PA
        USD
        12648483.53000000
        0.166332542171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.47656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
          
        
        1500000.00000000
        PA
        
        1616437.02000000
        0.021256783721
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-07-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53070000.00000000
        PA
        USD
        1828097.68000000
        0.024040204798
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-14
            0.00000000
            USD
            0.00000000
            USD
            53070000.00000000
            USD
            1828097.68000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAA1
        
          
          
        
        10725000.00000000
        PA
        USD
        10503929.76000000
        0.138130815099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Variable
          0.73100160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellium SE
        724500KRJEMC79KAAU28
        Constellium SE
        210383AG0
        
          
          
        
        1535000.00000000
        PA
        USD
        1535000.00000000
        0.020185854820
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust, Series 2019-G, Class A
        00969VAA8
        
          
          
        
        5724572.55000000
        PA
        USD
        5630990.10000000
        0.074049738536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PBK1
        
          
          
        
        15007000.00000000
        PA
        USD
        14481838.74000000
        0.190441885561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Variable
          2.08299960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International, Inc.
        80874YAW0
        
          
          
        
        710000.00000000
        PA
        USD
        727750.00000000
        0.009570199247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPRL International Singapore Pte. Ltd.
        875500AQ853IMLV4TX18
        BPRL International Singapore Pte. Ltd.
        N/A
        
          
          
        
        2166000.00000000
        PA
        USD
        2148807.38000000
        0.028257663719
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-01-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        635400RHPRXUESO7KB48
        Tower Bridge Funding plc, Series 2021-1, Class C
        N/A
        
          
          
        
        365000.00000000
        PA
        
        479050.72000000
        0.006299705723
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2064-07-21
          Floating
          2.25206095
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program LLC, Series 2016-D, Class A2B
        83404LAC5
        
          
          
        
        471895.83000000
        PA
        USD
        471779.74000000
        0.006204089471
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-25
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Leasing GmbH
        5299004GLEUX88BSNB74
        Volkswagen Leasing GmbH
        N/A
        
          
          
        
        9800000.00000000
        PA
        
        10916314.84000000
        0.143553841389
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Easy Tactic Ltd.
        549300WYFMC41MKE6E16
        Easy Tactic Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        143405.00000000
        0.001885832254
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-08-02
          Fixed
          11.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        00217GAA1
        
          
          
        
        10545000.00000000
        PA
        USD
        10272088.65000000
        0.135082013153
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        51950000.00000000
        PA
        USD
        380038.95000000
        0.004997661935
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-20
            0.00000000
            USD
            0.00000000
            USD
            51950000.00000000
            USD
            380038.95000000
          
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp.
        88033GDC1
        
          
          
        
        1518000.00000000
        PA
        USD
        1528390.71000000
        0.020098940052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust, Series 2021-C, Class A
        009733AA4
        
          
          
        
        2330903.38000000
        PA
        USD
        2226052.82000000
        0.029273471691
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          2.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10630000.00000000
        PA
        USD
        128006.33000000
        0.001683333676
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            USD
            0.00000000
            USD
            10630000.00000000
            USD
            128006.33000000
          
        
        
          N
          N
          N
        
      
      
        Park Avenue Institutional Advisers CLO Ltd.
        N/A
        Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class A1BR
        70016RAN5
        
          
          
        
        10000000.00000000
        PA
        USD
        9914109.00000000
        0.130374439704
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          1.50400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association, Series 2011-48, Class MG
        31397UES4
        
          
          
        
        628907.55000000
        PA
        USD
        649232.52000000
        0.008537663448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-25
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colbun SA
        5493003VQJLE2QB8IF36
        Colbun SA
        192714AD5
        
          
          
        
        295000.00000000
        PA
        USD
        272285.00000000
        0.003580655035
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-03-06
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325BD6
        
          
          
        
        3010000.00000000
        PA
        USD
        3268295.63000000
        0.042979375307
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-05-21
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy LifePoint Health LLC
        N/A
        Legacy LifePoint Health LLC
        53219LAT6
        
          
          
        
        478000.00000000
        PA
        USD
        493883.94000000
        0.006494768411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10990000.00000000
        PA
        USD
        -214216.82000000
        -0.00281703558
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2028-02-14
            0.00000000
            USD
            0.00000000
            USD
            10990000.00000000
            USD
            -214216.82000000
          
        
        
          N
          N
          N
        
      
      
        RKPF Overseas 2020 A Ltd.
        254900LKOLISWWIE7W36
        RKPF Overseas 2020 A Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        513590.00000000
        0.006753910864
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-01-12
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        N/A
        CIFC Funding Ltd., Series 2021-4A, Class A
        12547DAA4
        
          
          
        
        5000000.00000000
        PA
        USD
        4949117.25000000
        0.065082841887
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.29129120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust
        N/A
        CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class A
        12528DAA7
        
          
          
        
        15000000.00000000
        PA
        USD
        15074082.00000000
        0.198230117786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          4.23550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Avenue Student Loans LLC
        N/A
        College Avenue Student Loans LLC, Series 2021-A, Class A1
        19424KAA1
        
          
          
        
        405975.39000000
        PA
        USD
        403778.70000000
        0.005309849001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Floating
          1.55657160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReNew Power Synthetic
        N/A
        ReNew Power Synthetic
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        338057.44000000
        0.004445588537
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-03-12
          Fixed
          6.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manappuram Finance Ltd.
        335800JL5WTUSKOSPN77
        Manappuram Finance Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        998750.00000000
        0.013133956027
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-01-13
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CRJ5
        
          
          
        
        2105119.18270000
        PA
        USD
        2127041.28000000
        0.027971430928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        836205BB9
        
          
          
        
        1151000.00000000
        PA
        USD
        1003743.94000000
        0.013199628305
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -174125000.00000000
        PA
        USD
        -208351.16000000
        -0.00273989984
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.25000000
            USD
            2023-01-12
            XXXX
            493372.59000000
          
        
        
          N
          N
          N
        
      
      
        USA Compression Partners LP
        N/A
        USA Compression Partners LP
        91740PAF5
        
          
          
        
        88000.00000000
        PA
        USD
        88337.92000000
        0.001161678454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURA Asset Management SA
        549300013ETMS1C0EA22
        SURA Asset Management SA
        86425QAA6
        
          
          
        
        1290000.00000000
        PA
        USD
        1305157.50000000
        0.017163335382
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2024-04-17
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust, Series 2014-C24, Class ASB
        92939KAF5
        
          
          
        
        5104241.71000000
        PA
        USD
        5138865.82000000
        0.067578110347
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        071734AN7
        
          
          
        
        79000.00000000
        PA
        USD
        75642.50000000
        0.000994728679
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treman Park CLO Ltd.
        549300E4DX3Q8L455K94
        Treman Park CLO Ltd., Series 2015-1A, Class ARR
        89473LAH7
        
          
          
        
        13631673.69000000
        PA
        USD
        13593310.07000000
        0.178757383453
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.32400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mongolian Mining Corp.
        N/A
        Mongolian Mining Corp.
        60938LAA2
        
          
          
        
        333000.00000000
        PA
        USD
        239406.19000000
        0.003148285729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867AX9
        
          
          
        
        781000.00000000
        PA
        USD
        822855.59000000
        0.010820875229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        100585000.00000000
        PA
        USD
        -3816235.10000000
        -0.05018499523
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-03-23
            0.00000000
            USD
            0.00000000
            USD
            100585000.00000000
            USD
            -3816235.10000000
          
        
        
          N
          N
          N
        
      
      
        Chong Hing Bank Ltd.
        549300UE27D3HDTZET39
        Chong Hing Bank Ltd.
        N/A
        
          
          
        
        1859000.00000000
        PA
        USD
        1855282.00000000
        0.024397689317
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2027-07-26
          Variable
          3.87600120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940XAG7
        
          
          
        
        2570000.00000000
        PA
        USD
        2412138.52000000
        0.031720571968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1080000.00000000
        PA
        USD
        36132.07000000
        0.000475150957
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2057-01-15
            0.00000000
            USD
            0.00000000
            USD
            1080000.00000000
            USD
            36132.07000000
          
        
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home
        48666KAV1
        
          
          
        
        15000000.00000000
        PA
        USD
        15431250.00000000
        0.202927017717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman Loan Advisers CLO 42 Ltd.
        549300LGCRX4YI1JNS93
        Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class A
        64133WAA3
        
          
          
        
        4000000.00000000
        PA
        USD
        3958000.00000000
        0.052049259530
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-07-16
          Floating
          1.34129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co.
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co.
        845467AL3
        
          
          
        
        9000.00000000
        PA
        USD
        9408.69000000
        0.000123727980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          5.95000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 4941, Class MB
        3137FQTC7
        
          
          
        
        5493552.60000000
        PA
        USD
        5361193.14000000
        0.070501802207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -809.44000000
        -0.00001064445
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            583000.00000000
            EUR
            645961.09000000
            USD
            2022-06-15
            -809.44000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        DISH DBS Corp.
        25470XBF1
        
          
          
        
        1303000.00000000
        PA
        USD
        1232963.75000000
        0.016213959124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PCL Funding IV plc
        N/A
        PCL Funding IV plc, Series 2020-1, Class C
        N/A
        
          
          
        
        230000.00000000
        PA
        
        302461.58000000
        0.003977488952
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2024-09-15
          Floating
          2.76058990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ION Trading Technologies SARL
        5493009ZVXOKZLQ6QJ12
        ION Trading Technologies SARL
        46205YAA9
        
          
          
        
        269000.00000000
        PA
        USD
        259248.75000000
        0.003409223211
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
          
        
        3400000.00000000
        PA
        
        3704695.85000000
        0.048718210150
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-02-23
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aeropuerto Internacional de Tocumen SA
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAE2
        
          
          
        
        990000.00000000
        PA
        USD
        902632.50000000
        0.011869973030
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2061-08-11
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co.
        N/A
        Organon & Co.
        68622TAA9
        
          
          
        
        1286000.00000000
        PA
        USD
        1225178.63000000
        0.016111581729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL CLO 12 Ltd.
        54930005OE1IFBESDA27
        AGL CLO 12 Ltd., Series 2021-12A, Class A1
        00120BAA8
        
          
          
        
        5500000.00000000
        PA
        USD
        5444965.90000000
        0.071603447009
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.41400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arconic Corp.
        549300B4YFWH3U74B152
        Arconic Corp.
        03966VAB3
        
          
          
        
        422000.00000000
        PA
        USD
        431706.00000000
        0.005677104000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Titan International, Inc.
        254900CXRGBE7C4B5A06
        Titan International, Inc.
        88830MAM4
        
          
          
        
        59000.00000000
        PA
        USD
        59189.39000000
        0.000778363800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower LLC
        N/A
        Prime Security Services Borrower LLC
        74166MAB2
        
          
          
        
        179000.00000000
        PA
        USD
        183267.36000000
        0.002410037994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAE7
        
          
          
        
        382000.00000000
        PA
        USD
        380674.46000000
        0.005006019142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Opportunities X Ltd.
        549300IGEA8MXF2YEF61
        GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class AR
        38137PAQ3
        
          
          
        
        5275000.00000000
        PA
        USD
        5242279.70000000
        0.068938043616
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-20
          Floating
          1.37400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12000000.00000000
        PA
        USD
        -39814.24000000
        -0.00052357294
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-25
            0.00000000
            USD
            2062.27000000
            USD
            12000000.00000000
            USD
            -39814.24000000
          
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-PC1, Class B
        12593GAJ1
        
          
          
        
        4175000.00000000
        PA
        USD
        4162475.42000000
        0.054738191870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-10
          Variable
          4.32389880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25910000.00000000
        PA
        USD
        90707.00000000
        0.001192832790
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-23
            0.00000000
            USD
            0.00000000
            USD
            25910000.00000000
            USD
            90707.00000000
          
        
        
          N
          N
          N
        
      
      
        GNL Quintero SA
        549300JJJIQXE6E1QY27
        GNL Quintero SA
        N/A
        
          
          
        
        1213300.00000000
        PA
        USD
        1227935.43000000
        0.016147834735
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-07-31
          Fixed
          4.63400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
          
        
        2700000.00000000
        PA
        
        2928296.41000000
        0.038508251598
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-19
          Variable
          1.00000145
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        36090000.00000000
        PA
        USD
        1450336.37000000
        0.019072494726
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-15
            0.00000000
            USD
            0.00000000
            USD
            36090000.00000000
            USD
            1450336.37000000
          
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        OneMain Finance Corp.
        682691AB6
        
          
          
        
        632000.00000000
        PA
        USD
        584600.00000000
        0.007687720343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCT Pixel
        549300YL2EZ0WMNNP528
        FCT Pixel, Series 2021-1, Class D
        N/A
        
          
          
        
        300000.00000000
        PA
        
        332081.43000000
        0.004367001651
        Long
        ABS-O
        CORP
        FR
        N
        
        2
        
          2038-02-25
          Floating
          1.22100120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        213800DOYEU7P7SSOK83
        Twin Bridges plc, Series 2021-1, Class D
        N/A
        
          
          
        
        220000.00000000
        PA
        
        284859.85000000
        0.003746019267
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-03-12
          Floating
          2.65415955
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics, Inc.
        549300HGGKEL4FYTTQ83
        Steel Dynamics, Inc.
        858119BL3
        
          
          
        
        765000.00000000
        PA
        USD
        739502.82000000
        0.009724753461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXXVIII Ltd.
        N/A
        Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A
        55821KAC0
        
          
          
        
        3000000.00000000
        PA
        USD
        2957541.00000000
        0.038892829479
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-17
          Floating
          1.36128960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program Trust
        N/A
        SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX
        83406TAB8
        
          
          
        
        10455560.44000000
        PA
        USD
        10306305.22000000
        0.135531974530
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESB Finance DAC
        635400VCPRSU89DLMZ57
        ESB Finance DAC
        N/A
        
          
          
        
        2185000.00000000
        PA
        
        2542519.65000000
        0.033435135200
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-12
          Fixed
          3.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aviation Finance DAC
        N/A
        Castlelake Aviation Finance DAC
        14856HAA6
        
          
          
        
        102000.00000000
        PA
        USD
        91035.00000000
        0.001197146119
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        80235000.00000000
        PA
        USD
        2509501.17000000
        0.033000929178
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-03
            0.00000000
            USD
            0.00000000
            USD
            80235000.00000000
            USD
            2509501.17000000
          
        
        
          N
          N
          N
        
      
      
        Greenko Mauritius Ltd.
        2138005EDWGI4914B264
        Greenko Mauritius Ltd.
        N/A
        
          
          
        
        1998000.00000000
        PA
        USD
        2002995.00000000
        0.026340173469
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2023-02-21
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection LLC
        N/A
        Caesars Resort Collection LLC
        12770RAA1
        
          
          
        
        1005000.00000000
        PA
        USD
        1025687.93000000
        0.013488200420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CBG5
        
          
          
        
        50200000.00000000
        PA
        USD
        49605835.81000000
        0.652336286580
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CMJ0
        
          
          
        
        579888.42980000
        PA
        USD
        585919.72000000
        0.007705075181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        455780CF1
        
          
          
        
        1190000.00000000
        PA
        USD
        1263482.50000000
        0.016615292712
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-04-24
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADT Security Corp. (The)
        5493009JEEDYLVRA0J13
        ADT Security Corp. (The)
        00101JAH9
        
          
          
        
        246000.00000000
        PA
        USD
        248678.94000000
        0.003270226045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akumin Escrow, Inc.
        N/A
        Akumin Escrow, Inc.
        01021FAB5
        
          
          
        
        81000.00000000
        PA
        USD
        64395.00000000
        0.000846819622
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Cork & Seal Co., Inc.
        7HLDMDH0ZXNUH6PT7Z42
        Crown Cork & Seal Co., Inc.
        228255AH8
        
          
          
        
        165000.00000000
        PA
        USD
        186193.43000000
        0.002448516968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Laurel Co. Ltd.
        300300R2QRRSUO439N33
        Ocean Laurel Co. Ltd.
        N/A
        
          
          
        
        2712000.00000000
        PA
        USD
        2500545.36000000
        0.032883156748
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-10-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2594.45000000
        -0.00003411803
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Commonwealth Bank of Australia
              MSFSBD3QN1GSN7Q6C537
            
            1689080.00000000
            GBP
            2215627.04000000
            USD
            2022-06-15
            -2594.45000000
          
        
        
          N
          N
          N
        
      
      
        CITIC Ltd.
        2549006I3Q3M98KHOT11
        CITIC Ltd.
        N/A
        
          
          
        
        2996000.00000000
        PA
        USD
        3012478.00000000
        0.039615272675
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2027-02-28
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Mortgage Trust
        N/A
        JPMorgan Mortgage Trust, Series 2016-2, Class A1
        46647CAA3
        
          
          
        
        4140119.85000000
        PA
        USD
        3969506.75000000
        0.052200577826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-25
          Variable
          2.35332360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034AX7
        
          
          
        
        743000.00000000
        PA
        USD
        698330.84000000
        0.009183325702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        United Airlines, Inc.
        90932LAG2
        
          
          
        
        1502000.00000000
        PA
        USD
        1477479.85000000
        0.019429442183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        213800NWP6K9BKT6DF77
        Twin Bridges plc, Series 2021-2, Class C
        N/A
        
          
          
        
        435000.00000000
        PA
        
        555151.21000000
        0.007300457152
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-09-12
          Floating
          1.70415945
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL Energy Operating LLC
        N/A
        NGL Energy Operating LLC
        62922LAA6
        
          
          
        
        279000.00000000
        PA
        USD
        274449.51000000
        0.003609119195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BR4
        
          
          
        
        514000.00000000
        PA
        USD
        492926.00000000
        0.006482171122
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2033-01-19
          Fixed
          3.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Longfellow Place CLO Ltd.
        549300FY38ZCUKZQU403
        Longfellow Place CLO Ltd., Series 2013-1A, Class BR3
        54303PBA2
        
          
          
        
        5000000.00000000
        PA
        USD
        4994458.00000000
        0.065679090615
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.99128960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAQ1
        
          
          
        
        4555000.00000000
        PA
        USD
        4600074.69000000
        0.060492794693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Variable
          3.73700160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical, Inc.
        549300KK5WR4MGN4YT97
        Par Pharmaceutical, Inc.
        69888XAA7
        
          
          
        
        1665000.00000000
        PA
        USD
        1553694.75000000
        0.020431698148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12845000.00000000
        PA
        USD
        143488.09000000
        0.001886924920
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-16
            0.00000000
            USD
            0.00000000
            USD
            12845000.00000000
            USD
            143488.09000000
          
        
        
          N
          N
          N
        
      
      
        WESCO Distribution, Inc.
        549300I2CEZJG9N4AH67
        WESCO Distribution, Inc.
        95081QAN4
        
          
          
        
        2562000.00000000
        PA
        USD
        2665299.84000000
        0.035049743076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26400000.00000000
        PA
        USD
        675456.18000000
        0.008882514910
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-02-29
            0.00000000
            USD
            0.00000000
            USD
            26400000.00000000
            USD
            675456.18000000
          
        
        
          N
          N
          N
        
      
      
        Sabre GLBL, Inc.
        F2TJC7HPPHLHU1AQMP98
        Sabre GLBL, Inc.
        78573NAC6
        
          
          
        
        757000.00000000
        PA
        USD
        839236.70000000
        0.011036293280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avaya, Inc.
        J6LB5QIFSP2MFEFG4U76
        Avaya, Inc.
        053499AL3
        
          
          
        
        925000.00000000
        PA
        USD
        912207.25000000
        0.011995884765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BK9
        
          
          
        
        1395000.00000000
        PA
        USD
        1363438.13000000
        0.017929748631
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        51650000.00000000
        PA
        USD
        713540.84000000
        0.009383343195
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-13
            0.00000000
            USD
            0.00000000
            USD
            51650000.00000000
            USD
            713540.84000000
          
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd.
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd.
        N/A
        
          
          
        
        3150000.00000000
        PA
        USD
        3230688.83000000
        0.042484831069
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MortgageIT Trust
        N/A
        MortgageIT Trust, Series 2004-1, Class A1
        61913PAA0
        
          
          
        
        483906.48000000
        PA
        USD
        481670.11000000
        0.006334151734
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          0.96685920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
          
        
        6436000.00000000
        PA
        USD
        5933670.20000000
        0.078030101113
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KIR2, Class A1
        3137BXSV5
        
          
          
        
        5299159.81000000
        PA
        USD
        5337100.73000000
        0.070184977522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Fixed
          2.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -174125000.00000000
        PA
        USD
        -3740955.67000000
        -0.04919504107
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.75000000
            USD
            2023-01-10
            XXXX
            -3057515.04000000
          
        
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
          
        
        1900000.00000000
        PA
        
        2047835.80000000
        0.026929847657
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-11-07
          Variable
          0.62500045
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5365000.00000000
        PA
        USD
        129176.14000000
        0.001698717138
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-14
            0.00000000
            USD
            0.00000000
            USD
            5365000.00000000
            USD
            129176.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        52798.80000000
        0.000694325023
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            5791000.00000000
            EUR
            6477238.13000000
            USD
            2022-06-15
            52798.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3960000.00000000
        PA
        USD
        272340.02000000
        0.003581378570
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-02-22
            0.00000000
            USD
            0.00000000
            USD
            3960000.00000000
            USD
            272340.02000000
          
        
        
          N
          N
          N
        
      
      
        Easy Tactic Ltd.
        549300WYFMC41MKE6E16
        Easy Tactic Ltd.
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        77901.19000000
        0.001024431343
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-11-18
          Fixed
          12.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL Commercial Mortgage Securities Trust
        N/A
        BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class AF
        054966AA4
        
          
          
        
        3270000.00000000
        PA
        USD
        3183180.85000000
        0.041860082413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-15
          Floating
          1.39700160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust, Series 2019-GC38, Class A2
        36252SAT4
        
          
          
        
        8133669.00000000
        PA
        USD
        8217231.88000000
        0.108059836973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-10
          Fixed
          3.87200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Midstream Partners LP
        N/A
        Antero Midstream Partners LP
        03690AAF3
        
          
          
        
        48000.00000000
        PA
        USD
        49020.00000000
        0.000644632314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AM6
        
          
          
        
        745000.00000000
        PA
        USD
        595068.75000000
        0.007825388531
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2050-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust, Series 2021-BA, Class AFX
        64034QAB4
        
          
          
        
        17756853.78000000
        PA
        USD
        16607424.22000000
        0.218394172146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust, Inc.
        85571BAY1
        
          
          
        
        94000.00000000
        PA
        USD
        91180.00000000
        0.001199052926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 30 Ltd.
        549300CDNDWWERRAUA43
        Octagon Investment Partners 30 Ltd., Series 2017-1A, Class BR
        675920AN2
        
          
          
        
        4200000.00000000
        PA
        USD
        4144044.24000000
        0.054495814591
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-03-17
          Floating
          2.20399920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        71660000.00000000
        PA
        USD
        471497.81000000
        0.006200381980
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.75000000
            USD
            2022-08-01
            XXXX
            401629.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        55040000.00000000
        PA
        USD
        -2098118.70000000
        -0.02759108760
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-04-13
            0.00000000
            USD
            0.00000000
            USD
            55040000.00000000
            USD
            -2098118.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        51810000.00000000
        PA
        USD
        414155.36000000
        0.005446306169
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2026-02-26
            0.00000000
            USD
            0.00000000
            USD
            51810000.00000000
            USD
            414155.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -44520000.00000000
        PA
        USD
        -134514.65000000
        -0.00176892064
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.52500000
            USD
            2022-09-01
            XXXX
            1046934.85000000
          
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2021-A, Class B
        78448YAD3
        
          
          
        
        3930000.00000000
        PA
        USD
        3670281.23000000
        0.048265644337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Logistics Pan Euro Finance DAC
        635400NOPX1IKIAX7N90
        Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D
        N/A
        
          
          
        
        1045315.72000000
        PA
        
        1137997.54000000
        0.014965116044
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2033-08-17
          Floating
          1.90000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan Ltd., Series 2021-1GS, Class A
        53948PAA6
        
          
          
        
        3285848.29620000
        PA
        USD
        3002354.51000000
        0.039482144793
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1880192.46000000
        0.024725271681
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-19
          Fixed
          1.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate Energy Partners III LLC
        549300QRLZK0B17DH791
        Colgate Energy Partners III LLC
        19416MAA7
        
          
          
        
        249000.00000000
        PA
        USD
        265436.49000000
        0.003490594430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        06738EAE5
        
          
          
        
        7610000.00000000
        PA
        USD
        7624088.77000000
        0.100259771367
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -44520000.00000000
        PA
        USD
        -3770846.09000000
        -0.04958811187
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.52500000
            USD
            2022-09-01
            XXXX
            -2589396.59000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        401494AS8
        
          
          
        
        661000.00000000
        PA
        USD
        691282.06000000
        0.009090631467
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2032-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonoco Products Co.
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co.
        835495AN2
        
          
          
        
        6640000.00000000
        PA
        USD
        6286934.60000000
        0.082675667166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eG Global Finance plc
        549300TL8Q5207VYET27
        eG Global Finance plc
        28228PAA9
        
          
          
        
        693000.00000000
        PA
        USD
        691267.50000000
        0.009090439998
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11160000.00000000
        PA
        USD
        466422.35000000
        0.006133637682
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-01-11
            0.00000000
            USD
            0.00000000
            USD
            11160000.00000000
            USD
            466422.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22045000.00000000
        PA
        USD
        -160549.39000000
        -0.00211128773
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.80000000
            USD
            2022-10-07
            XXXX
            445688.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53370000.00000000
        PA
        USD
        1745315.91000000
        0.022951591905
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-25
            0.00000000
            USD
            0.00000000
            USD
            53370000.00000000
            USD
            1745315.91000000
          
        
        
          N
          N
          N
        
      
      
        Connect Finco SARL
        N/A
        Connect Finco SARL
        20752TAA2
        
          
          
        
        2962000.00000000
        PA
        USD
        3013509.18000000
        0.039628833099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust, Series 2021-5CS, Class A
        38237HAA5
        
          
          
        
        2887263.89000000
        PA
        USD
        2644298.90000000
        0.034773572441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        265329000.00000000
        PA
        USD
        332862.29000000
        0.004377270267
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-30
            0.00000000
            USD
            0.00000000
            USD
            265329000.00000000
            USD
            332862.29000000
          
        
        
          N
          N
          N
        
      
      
        Affirm Asset Securitization Trust
        N/A
        Affirm Asset Securitization Trust, Series 2022-X1, Class A
        00834HAA2
        
          
          
        
        4450000.00000000
        PA
        USD
        4397998.19000000
        0.057835409096
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GRTV6
        
          
          
        
        78125.84750000
        PA
        USD
        79388.85000000
        0.001043994658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AJ5
        
          
          
        
        5967000.00000000
        PA
        USD
        6245288.89000000
        0.082128009670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAF7
        
          
          
        
        1997000.00000000
        PA
        USD
        2105836.50000000
        0.027692579716
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAM5
        
          
          
        
        10825000.00000000
        PA
        USD
        11277594.87000000
        0.148304816135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Solutions Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust, Series 2022-1GS, Class A
        38237JAA1
        
          
          
        
        2813774.15000000
        PA
        USD
        2630995.60000000
        0.034598628804
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-01-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP China Holdings Ltd.
        254900C6X2D3TGF2CO98
        GLP China Holdings Ltd.
        N/A
        
          
          
        
        1475000.00000000
        PA
        USD
        1478964.06000000
        0.019448960130
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2024-02-26
          Fixed
          4.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust, Series 2020-A, Class B
        00217TAD7
        
          
          
        
        1470000.00000000
        PA
        USD
        1453335.49000000
        0.019111934336
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co., Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co., Inc.
        432833AG6
        
          
          
        
        1796000.00000000
        PA
        USD
        1835332.40000000
        0.024135344217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Spectrum Co. LLC
        N/A
        Sprint Spectrum Co. LLC
        85208NAD2
        
          
          
        
        6082500.00000000
        PA
        USD
        6210207.38000000
        0.081666673991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darling Ingredients, Inc.
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients, Inc.
        237266AH4
        
          
          
        
        355000.00000000
        PA
        USD
        362100.00000000
        0.004761757674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAIF Bond Issuer Pty. Ltd.
        2138007UNQRHCRSBNZ86
        GAIF Bond Issuer Pty. Ltd.
        N/A
        
          
          
        
        380000.00000000
        PA
        USD
        383005.80000000
        0.005036677181
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-09-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corp.
        43R4VPJBXTU2O15HEF41
        Calpine Corp.
        131347CK0
        
          
          
        
        651000.00000000
        PA
        USD
        654255.00000000
        0.008603711039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class ASB
        61764PBS0
        
          
          
        
        4219093.67000000
        PA
        USD
        4244277.02000000
        0.055813915141
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          3.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco do Brasil SA
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA
        N/A
        
          
          
        
        920000.00000000
        PA
        USD
        945760.00000000
        0.012437116648
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-03-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Bank GmbH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        N/A
        
          
          
        
        7000000.00000000
        PA
        
        7882595.46000000
        0.103659236197
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-01-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canada Square Funding
        N/A
        Canada Square Funding, Series 6, Class D
        N/A
        
          
          
        
        178000.00000000
        PA
        
        230685.16000000
        0.003033600748
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2059-01-17
          Floating
          2.32329070
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC
        N/A
        CCO Holdings LLC
        1248EPBT9
        
          
          
        
        2078000.00000000
        PA
        USD
        2081065.05000000
        0.027366825388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        195500.00000000
        0.002570902030
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-07-23
          Fixed
          10.87500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        FCA Bank SpA
        549300V1VN70Q7PQ7234
        FCA Bank SpA
        N/A
        
          
          
        
        2474000.00000000
        PA
        
        2736851.55000000
        0.035990676256
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-09-18
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd.
        5493000QG193Z8ZVLY16
        Rockford Tower CLO Ltd., Series 2021-1A, Class A1
        77341KAA9
        
          
          
        
        10750000.00000000
        PA
        USD
        10639114.83000000
        0.139908552035
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.42400160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -27985.24000000
        -0.00036801693
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            2391000.00000000
            EUR
            2624550.49000000
            USD
            2022-06-15
            -27985.24000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5437.44000000
        0.000071504478
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            1298000.00000000
            GBP
            1710064.51000000
            USD
            2022-06-15
            5437.44000000
          
        
        
          N
          N
          N
        
      
      
        MMS USA Holdings, Inc.
        5493006U67P2Y34N2G08
        MMS USA Holdings, Inc.
        N/A
        
          
          
        
        3300000.00000000
        PA
        
        3585789.91000000
        0.047154550188
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-13
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q7KF3
        
          
          
        
        345530.02840000
        PA
        USD
        349133.48000000
        0.004591242827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Commercial Mortgage Securities Trust
        N/A
        Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PW10, Class AJ
        07387BEE9
        
          
          
        
        1.08000000
        PA
        USD
        1.08000000
        0.000000014202
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-12-11
          Variable
          5.77578960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TML Holdings Pte. Ltd.
        254900EBGMM47QH02V57
        TML Holdings Pte. Ltd.
        N/A
        
          
          
        
        500000.00000000
        PA
        USD
        471250.00000000
        0.006197123181
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-06-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4712.81000000
        0.000061975308
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            283375.72000000
            USD
            260000.00000000
            EUR
            2022-05-20
            4712.81000000
          
        
        
          N
          N
          N
        
      
      
        Oil India International Pte. Ltd.
        529900MQ8CL8FLAGEQ79
        Oil India International Pte. Ltd.
        N/A
        
          
          
        
        1458000.00000000
        PA
        USD
        1439137.13000000
        0.018925220307
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-04-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co.
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co.
        50077LAD8
        
          
          
        
        12342000.00000000
        PA
        USD
        12167237.28000000
        0.160003964363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scenery Journey Ltd.
        549300Q2FGQXKG7X0I83
        Scenery Journey Ltd.
        N/A
        
          
          
        
        999000.00000000
        PA
        USD
        89910.00000000
        0.001182351926
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-10-24
          Fixed
          12.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RML3
        
          
          
        
        20165000.00000000
        PA
        USD
        19089916.33000000
        0.251039921543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Trust
        549300I1P51W2UFIED29
        OneMain Financial Issuance Trust, Series 2018-1A, Class A
        68267BAA8
        
          
          
        
        605094.67000000
        PA
        USD
        605201.83000000
        0.007958642525
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-14
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJD2
        
          
          
        
        9487000.00000000
        PA
        USD
        8890939.85000000
        0.116919362233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-19
          Variable
          1.31900040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp.
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp.
        165167DF1
        
          
          
        
        119000.00000000
        PA
        USD
        121866.12000000
        0.001602587495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueMountain Fuji US CLO III Ltd.
        549300EY8WEC9D18YD37
        BlueMountain Fuji US CLO III Ltd., Series 2017-3A, Class A2
        09628FAC3
        
          
          
        
        250000.00000000
        PA
        USD
        244269.63000000
        0.003212241881
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.39128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Saudi Arabia
        635400FMICXSM3SI3H65
        Kingdom of Saudi Arabia
        80413TAK5
        
          
          
        
        2180000.00000000
        PA
        USD
        2354400.00000000
        0.030961287680
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2029-04-16
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd.
        N/A
        
          
          
        
        1295000.00000000
        PA
        USD
        1279136.25000000
        0.016821145692
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REC Ltd.
        335800B4YRYWAMIJZ374
        REC Ltd.
        N/A
        
          
          
        
        1881000.00000000
        PA
        USD
        1847179.62000000
        0.024291139828
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-07-07
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines Pass-Through Trust
        N/A
        United Airlines Pass-Through Trust, Series 2020-1, Class A
        90931GAA7
        
          
          
        
        4951150.77500000
        PA
        USD
        5124867.84000000
        0.067394031395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAH6
        
          
          
        
        339000.00000000
        PA
        USD
        350441.25000000
        0.004608440518
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200KM2
        
          
          
        
        4290000.00000000
        PA
        USD
        4143112.24000000
        0.054483558424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-09
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5445000.00000000
        PA
        USD
        -270187.89000000
        -0.00355307721
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-08
            0.00000000
            USD
            0.00000000
            USD
            5445000.00000000
            USD
            -270187.89000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        DISH DBS Corp.
        25470XAL9
        
          
          
        
        601000.00000000
        PA
        USD
        603127.54000000
        0.007931364795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC
        N/A
        Allied Universal Holdco LLC
        019579AA9
        
          
          
        
        1202000.00000000
        PA
        USD
        1135769.80000000
        0.014935820385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86959LAH6
        
          
          
        
        8100000.00000000
        PA
        USD
        7464213.99000000
        0.098157355016
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-06-11
          Variable
          1.41800040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GTBP4
        
          
          
        
        319970.49810000
        PA
        USD
        323224.54000000
        0.004250530057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dutch Property Finance BV
        724500HXDVQPC2FOAA29
        Dutch Property Finance BV, Series 2021-2, Class C
        N/A
        
          
          
        
        503000.00000000
        PA
        
        536817.98000000
        0.007059367953
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2059-04-28
          Floating
          0.49600080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279HGJ8
        
          
          
        
        25000000.00000000
        PA
        USD
        24893346.50000000
        0.327357314945
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-07-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd.
        254900NUK1R46EK6YF62
        OCP CLO Ltd., Series 2014-7A, Class A1RR
        67107KAZ9
        
          
          
        
        2900000.00000000
        PA
        USD
        2892499.15000000
        0.038037503524
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-20
          Floating
          1.37400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON International Finance BV
        549300TG53AWJ719M814
        E.ON International Finance BV
        N/A
        
          
          
        
        1150000.00000000
        PA
        
        1276418.80000000
        0.016785410154
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-11-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Funding plc
        635400ITH77FQC2T4O54
        Atlas Funding plc, Series 2021-1, Class C
        N/A
        
          
          
        
        125000.00000000
        PA
        
        163771.60000000
        0.002153661069
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2058-07-25
          Floating
          2.11449975
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polaris plc
        6354005CHPSGN94O7F86
        Polaris plc, Series 2022-1, Class E
        N/A
        
          
          
        
        538000.00000000
        PA
        
        695996.46000000
        0.009152627685
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2059-10-23
          Floating
          4.06346835
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        25550000.00000000
        PA
        USD
        2568090.43000000
        0.033771401032
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-08-17
            0.00000000
            USD
            0.00000000
            USD
            25550000.00000000
            USD
            2568090.43000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        Uniform Mortgage-Backed Securities
        01F030645
        
          
          
        
        76980000.00000000
        PA
        USD
        75296062.50000000
        0.990172890011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legends Hospitality Holding Co. LLC
        N/A
        Legends Hospitality Holding Co. LLC
        52473NAA6
        
          
          
        
        303000.00000000
        PA
        USD
        290880.00000000
        0.003825186612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Ultra Note
        N/A
        
          
          
        
        -1530.00000000
        NC
        USD
        6282520.38000000
        0.082617618434
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 10 Year Ultra Note
                
                  
                
              
            
            2022-06-21
            -207315000.00000000
            USD
            6282520.38000000
          
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        6354008YXSM4DT8B8S69
        Tower Bridge Funding plc, Series 2020-1, Class D
        N/A
        
          
          
        
        120000.00000000
        PA
        
        159229.67000000
        0.002093932900
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2063-09-20
          Floating
          4.07371025
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arm Master Trust LLC
        N/A
        Arm Master Trust LLC, Series 2021-T1, Class A
        04206RAA2
        
          
          
        
        730000.00000000
        PA
        USD
        698386.69000000
        0.009184060151
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NLY Commercial Mortgage Trust
        N/A
        NLY Commercial Mortgage Trust, Series 2019-FL2, Class A
        629167AA5
        
          
          
        
        2289471.45000000
        PA
        USD
        2285653.94000000
        0.030057249903
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-02-15
          Floating
          1.69656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WKLH6
        
          
          
        
        53142.68990000
        PA
        USD
        53698.63000000
        0.000706158142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millicom International Cellular SA
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        600814AR8
        
          
          
        
        1355000.00000000
        PA
        USD
        1258971.15000000
        0.016555966682
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-27
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        N/A
        
          
          
        
        4705000.00000000
        PA
        
        4884408.95000000
        0.064231902246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658BN1
        
          
          
        
        1533000.00000000
        PA
        USD
        1461968.45000000
        0.019225461161
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397B77
        
          
          
        
        3218000.00000000
        PA
        USD
        2992772.18000000
        0.039356133378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-CR24, Class ASB
        12593JBC9
        
          
          
        
        4863331.36000000
        PA
        USD
        4884075.41000000
        0.064227516063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-10
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHF9
        
          
          
        
        4430000.00000000
        PA
        USD
        4455292.07000000
        0.058588846193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Variable
          3.54999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13485000.00000000
        PA
        USD
        -389463.38000000
        -0.00512159690
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.05000000
            USD
            2022-08-08
            XXXX
            -226294.88000000
          
        
        
          N
          N
          N
        
      
      
        Aeropuerto Internacional de Tocumen SA
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAD4
        
          
          
        
        2121000.00000000
        PA
        USD
        1935147.38000000
        0.025447950533
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2041-08-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        N/A
        
          
          
        
        2900000.00000000
        PA
        
        3112202.07000000
        0.040926683489
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-01-12
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zayo Group Holdings, Inc.
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings, Inc.
        98919VAA3
        
          
          
        
        4364000.00000000
        PA
        USD
        4015883.72000000
        0.052810453255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yango Justice International Ltd.
        3003007ELD2HAYCXPT77
        Yango Justice International Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        41700.00000000
        0.000548371430
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2024-04-15
          Fixed
          7.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Oil India Ltd.
        335800XXEP14XISP1A16
        Oil India Ltd.
        N/A
        
          
          
        
        710000.00000000
        PA
        USD
        735205.00000000
        0.009668235435
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2024-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        N/A
        
          
          
        
        5190000.00000000
        PA
        
        5641146.08000000
        0.074183293675
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot Finance SA
        N/A
        Camelot Finance SA
        13323AAB6
        
          
          
        
        1155000.00000000
        PA
        USD
        1123237.50000000
        0.014771015702
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAL5
        
          
          
        
        8480000.00000000
        PA
        USD
        7670046.45000000
        0.100864132967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        21700000.00000000
        PA
        USD
        851649.04000000
        0.011199520442
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-06
            0.00000000
            USD
            0.00000000
            USD
            21700000.00000000
            USD
            851649.04000000
          
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BQ1
        
          
          
        
        7000000.00000000
        PA
        USD
        7369679.52000000
        0.096914189487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        29481000.00000000
        PA
        USD
        22962.83000000
        0.000301970262
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-30
            0.00000000
            USD
            0.00000000
            USD
            29481000.00000000
            USD
            22962.83000000
          
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        Sirius XM Radio, Inc.
        82967NBA5
        
          
          
        
        701000.00000000
        PA
        USD
        699247.50000000
        0.009195380142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antofagasta plc
        213800MY6QVH4FVLD628
        Antofagasta plc
        03718NAA4
        
          
          
        
        505000.00000000
        PA
        USD
        445125.94000000
        0.005853581499
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-10-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        N/A
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2015-K720, Class B
        357081AE8
        
          
          
        
        10055000.00000000
        PA
        USD
        10072504.75000000
        0.132457406228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Variable
          3.42522360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SPCM SA
        7846ELAD9
        
          
          
        
        200000.00000000
        PA
        USD
        184000.00000000
        0.002419672499
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-03-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q8YU3
        
          
          
        
        33449.88310000
        PA
        USD
        33824.09000000
        0.000444800110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China SCE Group Holdings Ltd.
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        347798.81000000
        0.004573691391
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-02
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of the Philippines
        529900RAHBALMYIJ3T08
        Republic of Philippines
        718286CR6
        
          
          
        
        1856000.00000000
        PA
        USD
        1904924.16000000
        0.025050503281
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2032-09-29
          Fixed
          3.55600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos., Inc.
        WAFCR4OKGSC504WU3E95
        Lowe's Cos., Inc.
        548661EG8
        
          
          
        
        9655000.00000000
        PA
        USD
        9711448.54000000
        0.127709374803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newday Funding Master Issuer plc
        213800GBPRAJHSB5YK19
        Newday Funding Master Issuer plc, Series 2021-1X, Class B
        N/A
        
          
          
        
        775000.00000000
        PA
        
        1021266.36000000
        0.013430055033
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2029-03-15
          Floating
          2.11059060
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJK6
        
          
          
        
        16100000.00000000
        PA
        USD
        14879368.36000000
        0.195669556699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Variable
          1.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pattern Energy Operations LP
        N/A
        Pattern Energy Operations LP
        70339PAA7
        
          
          
        
        249000.00000000
        PA
        USD
        244968.69000000
        0.003221434796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAE3
        
          
          
        
        5810000.00000000
        PA
        USD
        5818727.20000000
        0.076518555373
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Variable
          2.85900120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        2138001R7A1P55MJ8S09
        Twin Bridges plc, Series 2020-1, Class C
        N/A
        
          
          
        
        395000.00000000
        PA
        
        522783.97000000
        0.006874815192
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2054-12-12
          Floating
          2.80415995
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        54930021B3TF4B4HKE86
        Foundation Finance Trust, Series 2021-2A, Class A
        35042PAA8
        
          
          
        
        2273339.00000000
        PA
        USD
        2188434.11000000
        0.028778770832
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-01-15
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XIX Ltd.
        254900END3IQSN7CTN87
        Madison Park Funding XIX Ltd., Series 2015-19A, Class A2R2
        55819QBA4
        
          
          
        
        15900000.00000000
        PA
        USD
        15797790.03000000
        0.207747163535
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-22
          Floating
          1.75885920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
          
        
        -7.00000000
        NC
        
        59516.10000000
        0.000782660165
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -1110620.00000000
            EUR
            59516.10000000
          
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds
        5493002L9DNZ83RX7V61
        T-Fund, Institutional Class
        09248U718
        
          
          
        
        69198436.26000000
        NS
        USD
        69198436.26000000
        0.909986702369
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential Trust, Series 2021-SFR10, Class A
        74333WAA0
        
          
          
        
        3574000.00000000
        PA
        USD
        3333402.25000000
        0.043835553013
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-12-17
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26575000.00000000
        PA
        USD
        919402.58000000
        0.012090506189
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-20
            0.00000000
            USD
            0.00000000
            USD
            26575000.00000000
            USD
            919402.58000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H2HF8
        
          
          
        
        313245.97070000
        PA
        USD
        316305.95000000
        0.004159547873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc., Series W
        156700AX4
        
          
          
        
        1452000.00000000
        PA
        USD
        1507698.72000000
        0.019826832231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust, Series 2021-AA, Class C
        56848DAC3
        
          
          
        
        380000.00000000
        PA
        USD
        342195.28000000
        0.004500002763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-20
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaiian Brand Intellectual Property Ltd.
        N/A
        Hawaiian Brand Intellectual Property Ltd.
        41984LAA5
        
          
          
        
        480000.00000000
        PA
        USD
        480273.60000000
        0.006315787077
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Life Insurance Overseas Co. Ltd.
        254900GB3V5T9KMKQT53
        China Life Insurance Overseas Co. Ltd.
        N/A
        
          
          
        
        2815000.00000000
        PA
        USD
        2808244.00000000
        0.036929515103
        Long
        DBT
        CORP
        CN
        
        N
        
        2
        
          2027-07-27
          Variable
          3.35000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5470000.00000000
        PA
        USD
        -59087.26000000
        -0.00077702075
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-24
            0.00000000
            USD
            0.00000000
            USD
            5470000.00000000
            USD
            -59087.26000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A
        466330AA5
        
          
          
        
        3675648.75000000
        PA
        USD
        3616889.46000000
        0.047563521524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-15
          Floating
          1.19657160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRA Health Sciences, Inc.
        549300R1HR1VWWHIAK47
        PRA Health Sciences, Inc.
        45569KAA1
        
          
          
        
        347000.00000000
        PA
        USD
        330191.32000000
        0.004342145959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
          
        
        838000.00000000
        PA
        USD
        849522.50000000
        0.011171555603
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAM0
        
          
          
        
        8840000.00000000
        PA
        USD
        8114192.60000000
        0.106704829842
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co. (The)
        097023DG7
        
          
          
        
        4800000.00000000
        PA
        USD
        4537999.06000000
        0.059676475700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China SCE Group Holdings Ltd.
        549300Q8UEI2ERAP6P49
        China SCE Group Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        488285.69000000
        0.006421149217
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-19
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5445000.00000000
        PA
        USD
        -240681.30000000
        -0.00316505392
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-08
            0.00000000
            USD
            0.00000000
            USD
            5445000.00000000
            USD
            -240681.30000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        5493001SKB2HKIF64L70
        Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class A5
        94989DAW9
        
          
          
        
        10140000.00000000
        PA
        USD
        10144455.52000000
        0.133403587203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13192500.00000000
        PA
        USD
        -1451534.61000000
        -0.01908825205
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.24500000
            USD
            2022-12-16
            XXXX
            -1020139.86000000
          
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust, Series 2017-CH1, Class A2
        81746HAB7
        
          
          
        
        621744.47000000
        PA
        USD
        623218.13000000
        0.008195563969
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-25
          Variable
          3.49999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp.
        549300G5F3W3B52WYL23
        Novelis Corp.
        670001AG1
        
          
          
        
        923000.00000000
        PA
        USD
        881723.44000000
        0.011595010652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Modern Land China Co. Ltd.
        549300PDOU6AR9Z9IN08
        Modern Land China Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        120060.00000000
        0.001578836306
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-11
          Fixed
          9.80000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Specialty Building Products Holdings LLC
        N/A
        Specialty Building Products Holdings LLC
        84749AAA5
        
          
          
        
        241000.00000000
        PA
        USD
        245048.80000000
        0.003222488274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CDB4
        
          
          
        
        98000000.00000000
        PA
        USD
        93547890.38000000
        1.230191618213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square
        N/A
        Finsbury Square, Series 2021-1GRX, Class C
        N/A
        
          
          
        
        1045000.00000000
        PA
        
        1343046.65000000
        0.017661592634
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2067-12-16
          Floating
          1.81783870
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad Holding SASU
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AA2
        
          
          
        
        673000.00000000
        PA
        USD
        674817.10000000
        0.008874110756
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RHF2
        
          
          
        
        3815000.00000000
        PA
        
        4268255.04000000
        0.056129235552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-05
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Evergrande Group
        549300CUF7B1LAB15T90
        China Evergrande Group
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        86710.00000000
        0.001140270665
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-03-23
          Fixed
          8.25000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Diversified Healthcare Trust
        N/A
        Diversified Healthcare Trust
        25525PAA5
        
          
          
        
        347000.00000000
        PA
        USD
        365217.50000000
        0.004802754027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd.
        549300QO1I8V07FLPQ13
        Barings CLO Ltd., Series 2019-4A, Class A1
        06761VAA5
        
          
          
        
        6350000.00000000
        PA
        USD
        6322169.86000000
        0.083139024718
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          1.57128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scenery Journey Ltd.
        549300Q2FGQXKG7X0I83
        Scenery Journey Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        75060.00000000
        0.000987068575
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-10-24
          Fixed
          11.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138YK6E8
        
          
          
        
        65126.67010000
        PA
        USD
        65804.56000000
        0.000865355892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC
        N/A
        Alliant Holdings Intermediate LLC
        01883LAB9
        
          
          
        
        2397000.00000000
        PA
        USD
        2305602.39000000
        0.030319579881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        32905000.00000000
        PA
        USD
        -1721233.20000000
        -0.02263489477
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-08-01
            0.00000000
            USD
            0.00000000
            USD
            32905000.00000000
            USD
            -1721233.20000000
          
        
        
          N
          N
          N
        
      
      
        Frontier Communications Holdings LLC
        N/A
        Frontier Communications Holdings LLC
        35906ABE7
        
          
          
        
        642000.00000000
        PA
        USD
        637698.60000000
        0.008385987855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wanda Properties Overseas Ltd.
        549300BJ7FGBP0KHXY31
        Wanda Properties Overseas Ltd.
        N/A
        
          
          
        
        317000.00000000
        PA
        USD
        280545.00000000
        0.003689277290
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-07-23
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEW5
        
          
          
        
        9965000.00000000
        PA
        USD
        9887664.23000000
        0.130026680559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        213800DOYEU7P7SSOK83
        Twin Bridges plc, Series 2021-1, Class C
        N/A
        
          
          
        
        436000.00000000
        PA
        
        566358.92000000
        0.007447842954
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-03-12
          Floating
          2.15416065
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13192500.00000000
        PA
        USD
        -46942.01000000
        -0.00061730592
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.24500000
            USD
            2022-12-16
            XXXX
            384452.74000000
          
        
        
          N
          N
          N
        
      
      
        Vonovia Finance BV
        5299009XLZLD9TALOZ03
        Vonovia Finance BV
        N/A
        
          
          
        
        1800000.00000000
        PA
        
        2012353.27000000
        0.026463238407
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-07
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Nacional de Panama
        529900H2Q7WMDKKIW109
        Banco Nacional de Panama
        059626AC5
        
          
          
        
        1305000.00000000
        PA
        USD
        1146377.25000000
        0.015075312532
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        699149AK6
        
          
          
        
        1985000.00000000
        PA
        USD
        1751514.38000000
        0.023033104228
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2033-01-29
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd.
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd.
        N/A
        
          
          
        
        6045000.00000000
        PA
        
        6683603.26000000
        0.087892016340
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-10-12
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        American Airlines, Inc.
        023771S58
        
          
          
        
        1985000.00000000
        PA
        USD
        2317467.65000000
        0.030475612725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          11.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAK3
        
          
          
        
        2250000.00000000
        PA
        USD
        2084310.00000000
        0.027409497759
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-02-09
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Femsa SAB de CV
        5493008KEVFYPMGTXO33
        Coca-Cola Femsa SAB de CV
        191241AJ7
        
          
          
        
        410000.00000000
        PA
        USD
        350607.40000000
        0.004610625456
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-09-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Republic of Peru
        715638DE9
        
          
          
        
        2345000.00000000
        PA
        USD
        2279486.56000000
        0.029976146426
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance Trust
        N/A
        Regional Management Issuance Trust, Series 2020-1, Class A
        75907QAA6
        
          
          
        
        2430000.00000000
        PA
        USD
        2355331.20000000
        0.030973533327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26200000.00000000
        PA
        USD
        -470614.50000000
        -0.00618876610
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-07
            0.00000000
            USD
            0.00000000
            USD
            26200000.00000000
            USD
            -470614.50000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F1W32
        
          
          
        
        109303.20600000
        PA
        USD
        110181.60000000
        0.001448931453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        N/A
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2012-K21, Class B
        30290TAN2
        
          
          
        
        3053000.00000000
        PA
        USD
        3054525.89000000
        0.040168218997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-25
          Variable
          3.94002000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enact Holdings, Inc.
        N/A
        Enact Holdings, Inc.
        37255LAA5
        
          
          
        
        649000.00000000
        PA
        USD
        669540.85000000
        0.008804725989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co.
        84BUTVXV5ODI6BXNMH43
        SM Energy Co.
        78454LAN0
        
          
          
        
        130000.00000000
        PA
        USD
        133675.75000000
        0.001757888783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square plc
        635400K1KOJXSMZCI443
        Finsbury Square plc, Series 2021-2X, Class C
        N/A
        
          
          
        
        371000.00000000
        PA
        
        478841.61000000
        0.006296955844
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2071-12-16
          Floating
          1.96783910
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Haus European Loan Conduit No. DAC
        635400BO8LLWMGY3ON95
        Haus European Loan Conduit No. DAC, Series 39X, Class D
        N/A
        
          
          
        
        2052406.93920000
        PA
        
        2168914.55000000
        0.028522080927
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2051-07-28
          Floating
          2.00000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52800000.00000000
        PA
        USD
        -1139845.07000000
        -0.01498941179
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-06
            0.00000000
            USD
            0.00000000
            USD
            52800000.00000000
            USD
            -1139845.07000000
          
        
        
          N
          N
          N
        
      
      
        Navient Corp.
        54930067J0ZNOEBRW338
        Navient Corp.
        63938CAE8
        
          
          
        
        38000.00000000
        PA
        USD
        39472.50000000
        0.000519078927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-25
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Americas LLC
        N/A
        Crown Americas LLC
        22819KAB6
        
          
          
        
        280000.00000000
        PA
        USD
        280700.00000000
        0.003691315601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140FFRK9
        
          
          
        
        230749.24280000
        PA
        USD
        233048.51000000
        0.003064679732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust, Series 2019-AA, Class A
        56847MAA8
        
          
          
        
        6804000.00000000
        PA
        USD
        6770528.40000000
        0.089035116181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-20
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        Sirius XM Radio, Inc.
        82967NBL1
        
          
          
        
        1244000.00000000
        PA
        USD
        1176168.41000000
        0.015467078025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        5493000QSGFCHIR1BT31
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2013-K26, Class B
        30261QAJ2
        
          
          
        
        1246500.00000000
        PA
        USD
        1256045.32000000
        0.016517490864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Variable
          3.59681040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        Loanpal Solar Loan Ltd., Series 2020-2GF, Class A
        53948KAA7
        
          
          
        
        2069866.37000000
        PA
        USD
        1962506.96000000
        0.025807739790
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2047-07-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Itau Unibanco Holding SA
        5493002W2IVG62O3ZJ94
        Itau Unibanco Holding SA
        46556JAB5
        
          
          
        
        950000.00000000
        PA
        USD
        939977.50000000
        0.012361074494
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2025-01-24
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H23R7
        
          
          
        
        4019624.60760000
        PA
        USD
        4061250.03000000
        0.053407038107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Videotron Ltd.
        549300LW4GNJRBECSD81
        Videotron Ltd.
        92660FAK0
        
          
          
        
        1052000.00000000
        PA
        USD
        1064599.07000000
        0.013999897243
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H4AS3
        
          
          
        
        3729968.17810000
        PA
        USD
        3900861.93000000
        0.051297871396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC
        N/A
        Allied Universal Holdco LLC
        019576AA5
        
          
          
        
        3362000.00000000
        PA
        USD
        3401772.46000000
        0.044734648214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        N/A
        
          
          
        
        1430000.00000000
        PA
        
        1560489.60000000
        0.020521053103
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-02-03
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust, Series 2022-2, Class A1
        03464PAA5
        
          
          
        
        7793870.56000000
        PA
        USD
        7766457.96000000
        0.102131982311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.35300040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honda Auto Receivables Owner Trust
        N/A
        Honda Auto Receivables Owner Trust, Series 2021-4, Class A3
        43815GAC3
        
          
          
        
        7730000.00000000
        PA
        USD
        7482580.48000000
        0.098398881596
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-21
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Periama Holdings LLC
        254900NINXO00BLT2Z47
        Periama Holdings LLC
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        676671.50000000
        0.008898496846
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-19
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark de Mexico SAB de CV
        549300JGHL56QT00KT54
        Kimberly-Clark de Mexico SAB de CV
        494386AD7
        
          
          
        
        605000.00000000
        PA
        USD
        547071.25000000
        0.007194202494
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-07-01
          Fixed
          2.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autonoria Spain 2021 FT
        959800PAVFGQ48YNAE06
        Autonoria Spain 2021 FT, Series 2021-SP, Class F
        N/A
        
          
          
        
        100000.00000000
        PA
        
        108594.48000000
        0.001428060200
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2039-01-31
          Floating
          3.35400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO V-B Ltd.
        N/A
        Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1A
        08181JAA0
        
          
          
        
        2230000.00000000
        PA
        USD
        2215452.60000000
        0.029134074622
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.34399880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11460000.00000000
        PA
        USD
        147923.52000000
        0.001945252572
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2047-08-15
            0.00000000
            USD
            0.00000000
            USD
            11460000.00000000
            USD
            147923.52000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GZR8
        
          
          
        
        5825000.00000000
        PA
        USD
        5816844.01000000
        0.076493790682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Variable
          3.61500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WJUC0
        
          
          
        
        13468278.39000000
        PA
        USD
        13336939.11000000
        0.175386004313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Credit Funding 2 Ltd.
        N/A
        OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR
        67707EAU8
        
          
          
        
        11300000.00000000
        PA
        USD
        11209136.70000000
        0.147404564226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-21
          Floating
          1.40514120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEP9
        
          
          
        
        1140000.00000000
        PA
        USD
        1125963.75000000
        0.014806866964
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAG8
        
          
          
        
        9360000.00000000
        PA
        USD
        9547746.72000000
        0.125556631368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KWG Group Holdings Ltd.
        549300LK82ZOM9ZE7H90
        KWG Group Holdings Ltd.
        N/A
        
          
          
        
        467000.00000000
        PA
        USD
        177460.00000000
        0.002333668922
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-10
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust I LLC
        N/A
        Angel Oak Mortgage Trust I LLC, Series 2019-1, Class A2
        03464MAB0
        
          
          
        
        207247.65000000
        PA
        USD
        207227.17000000
        0.002725118937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Variable
          4.02199920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp.
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp.
        03674XAN6
        
          
          
        
        136000.00000000
        PA
        USD
        149940.00000000
        0.001971770079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418BZ33
        
          
          
        
        119317.86590000
        PA
        USD
        120559.82000000
        0.001585409135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26165000.00000000
        PA
        USD
        -521512.25000000
        -0.00685809157
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-07
            0.00000000
            USD
            0.00000000
            USD
            26165000.00000000
            USD
            -521512.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        50570000.00000000
        PA
        USD
        1810811.71000000
        0.023812887482
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-14
            0.00000000
            USD
            0.00000000
            USD
            50570000.00000000
            USD
            1810811.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        7920000.00000000
        PA
        USD
        563841.54000000
        0.007414738415
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-02-22
            0.00000000
            USD
            0.00000000
            USD
            7920000.00000000
            USD
            563841.54000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25820000.00000000
        PA
        USD
        290617.33000000
        0.003821732398
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-19
            0.00000000
            USD
            0.00000000
            USD
            25820000.00000000
            USD
            290617.33000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        -383.00000000
        NC
        USD
        -17953.13000000
        -0.00023609073
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Call
            Written
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            100000.00000000
            128.00000000
            USD
            2022-04-22
            XXXX
            5097.34000000
          
        
        
          N
          N
          N
        
      
      
        Last Mile Logistics Pan Euro Finance DAC
        635400NOPX1IKIAX7N90
        Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C
        N/A
        
          
          
        
        1349950.59000000
        PA
        
        1470590.83000000
        0.019338848856
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2033-08-17
          Floating
          1.40000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        77586RAL4
        
          
          
        
        1548000.00000000
        PA
        USD
        1464795.00000000
        0.019262631408
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-03-27
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Bancomer SA
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA
        05533UAG3
        
          
          
        
        561000.00000000
        PA
        USD
        548307.38000000
        0.007210458090
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2034-09-13
          Variable
          5.87499840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group, Inc.
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group, Inc.
        N/A
        
          
          
        
        4565000.00000000
        PA
        
        5031507.75000000
        0.066166309425
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-06-10
          Fixed
          0.52300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11005000.00000000
        PA
        USD
        -554733.93000000
        -0.00729496975
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-07-05
            0.00000000
            USD
            0.00000000
            USD
            11005000.00000000
            USD
            -554733.93000000
          
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AV5
        
          
          
        
        4530000.00000000
        PA
        USD
        4178217.46000000
        0.054945205899
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-04-01
          Variable
          1.72599840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Comunicaciones SpA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        918367AC7
        
          
          
        
        935000.00000000
        PA
        USD
        850850.00000000
        0.011189012751
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Co. Ltd.
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co. Ltd.
        N/A
        
          
          
        
        833000.00000000
        PA
        USD
        108706.50000000
        0.001429533307
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-13
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class A4
        17323YAD1
        
          
          
        
        9000000.00000000
        PA
        USD
        9079640.10000000
        0.119400844872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-10
          Fixed
          3.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -289200000.00000000
        PA
        USD
        0.00000000
        0.000000
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            0.60600000
            USD
            2022-04-01
            XXXX
            688296.00000000
          
        
        
          N
          N
          N
        
      
      
        Avianca Midco 2 Ltd.
        N/A
        Avianca Midco 2 Ltd.
        05368PAA7
        
          
          
        
        3006465.00000000
        PA
        USD
        2879253.95000000
        0.037863323925
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-12-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        41250000.00000000
        PA
        USD
        1050919.91000000
        0.013820010899
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.17200000
            USD
            2025-06-05
            XXXX
            80124.17000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9605000.00000000
        PA
        USD
        -47563.54000000
        -0.00062547929
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-25
            0.00000000
            USD
            0.00000000
            USD
            9605000.00000000
            USD
            -47563.54000000
          
        
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System, Inc.
        78355HKT5
        
          
          
        
        7525000.00000000
        PA
        USD
        7296795.35000000
        0.095955733934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signal Peak CLO 8 Ltd.
        N/A
        Signal Peak CLO 8 Ltd., Series 2020-8A, Class B
        56845NAC4
        
          
          
        
        2500000.00000000
        PA
        USD
        2466087.00000000
        0.032430015736
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Floating
          1.90400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust, Series 2020-2A, Class A
        22535MAA7
        
          
          
        
        6450000.00000000
        PA
        USD
        6387905.85000000
        0.084003478888
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-07-16
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp., Series B
        337932AH0
        
          
          
        
        2577000.00000000
        PA
        USD
        2593363.95000000
        0.034103757779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.39999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26165000.00000000
        PA
        USD
        96291.64000000
        0.001266273006
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-07
            0.00000000
            USD
            0.00000000
            USD
            26165000.00000000
            USD
            96291.64000000
          
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust, Series 2021-A, Class APT2
        64035DAD8
        
          
          
        
        18171378.12000000
        PA
        USD
        17074579.18000000
        0.224537443938
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Issuance Trust
        N/A
        Oportun Issuance Trust, Series 2021-C, Class A
        68377WAA9
        
          
          
        
        5450000.00000000
        PA
        USD
        5132187.07000000
        0.067490282153
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-08
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556BJ0
        
          
          
        
        2550000.00000000
        PA
        
        2897226.94000000
        0.038099675825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        4825000.00000000
        PA
        USD
        11729.40000000
        0.000154246231
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-31
            0.00000000
            USD
            0.00000000
            USD
            4825000.00000000
            USD
            11729.40000000
          
        
        
          N
          N
          N
        
      
      
        Navient Private Education Loan Trust
        N/A
        Navient Private Education Loan Trust, Series 2020-IA, Class A1B
        63942AAB2
        
          
          
        
        12992394.16000000
        PA
        USD
        12869883.68000000
        0.169244041380
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-04-15
          Floating
          1.39656960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp.
        0BGI85ALH27ZJP15DY16
        Ball Corp.
        058498AT3
        
          
          
        
        12214000.00000000
        PA
        USD
        12940733.00000000
        0.170175737854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A
        58940BAA4
        
          
          
        
        8260000.00000000
        PA
        USD
        8015310.72000000
        0.105404494158
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulf Stream Meridian 4 Ltd.
        N/A
        Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A1
        402562AA0
        
          
          
        
        14100000.00000000
        PA
        USD
        13962974.79000000
        0.183618620176
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.44128880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Theme Parks, Inc.
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks, Inc.
        83001WAC8
        
          
          
        
        810000.00000000
        PA
        USD
        845437.50000000
        0.011117836244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300S7ENI2U7O0XH56
        Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class ASB
        94989JBA3
        
          
          
        
        3421790.25000000
        PA
        USD
        3437870.95000000
        0.045209357581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.30600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        N/A
        
          
          
        
        2317000.00000000
        PA
        USD
        2307287.14000000
        0.030341735007
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP
        N/A
        Icahn Enterprises LP
        451102BZ9
        
          
          
        
        633000.00000000
        PA
        USD
        621242.03000000
        0.008169577476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redsun Properties Group Ltd.
        549300TYWIIKAOK07L47
        Redsun Properties Group Ltd.
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        66600.00000000
        0.000875816241
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-10-03
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -13192500.00000000
        PA
        USD
        -45864.92000000
        -0.00060314176
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.23250000
            USD
            2022-12-16
            XXXX
            385529.83000000
          
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 16 Ltd.
        5493008M7D1YIDOH2C69
        Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R
        03330WAJ3
        
          
          
        
        1750000.00000000
        PA
        USD
        1733535.83000000
        0.022796679211
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-19
          Floating
          1.32202080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAQ1
        
          
          
        
        9700000.00000000
        PA
        USD
        9504868.40000000
        0.124992764565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAA5
        
          
          
        
        135000.00000000
        PA
        USD
        124421.40000000
        0.001636190434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53367000.00000000
        PA
        USD
        1711912.82000000
        0.022512328110
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-25
            0.00000000
            USD
            0.00000000
            USD
            53367000.00000000
            USD
            1711912.82000000
          
        
        
          N
          N
          N
        
      
      
        HAT Holdings I LLC
        N/A
        HAT Holdings I LLC
        418751AE3
        
          
          
        
        238000.00000000
        PA
        USD
        226100.00000000
        0.002973304087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus UK DAC
        635400SG2ZVJCYHITE32
        Taurus UK DAC, Series 2021-UK1X, Class D
        N/A
        
          
          
        
        546982.55000000
        PA
        
        706428.27000000
        0.009289810097
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-05-17
          Floating
          3.09083095
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHC Commercial Mortgage Trust
        N/A
        MHC Commercial Mortgage Trust, Series 2021-MHC, Class A
        55316VAA2
        
          
          
        
        12380000.00000000
        PA
        USD
        12178568.73000000
        0.160152977396
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-15
          Floating
          1.19796120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        N/A
        
          
          
        
        2143000.00000000
        PA
        USD
        1934057.50000000
        0.025433618181
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 77 CLO Ltd.
        254900XGNUOV0Y3IBA68
        Dryden 77 CLO Ltd., Series 2020-77A, Class AR
        26252VAS0
        
          
          
        
        1000000.00000000
        PA
        USD
        990000.00000000
        0.013018890079
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-05-20
          Floating
          1.59957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA, Inc.
        549300SMVCQN2P0O6I58
        Santander Holdings USA, Inc.
        80282KAW6
        
          
          
        
        3000000.00000000
        PA
        USD
        3008109.24000000
        0.039557821760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5000000.00000000
        PA
        USD
        -117853.60000000
        -0.00154982127
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-14
            0.00000000
            USD
            0.00000000
            USD
            5000000.00000000
            USD
            -117853.60000000
          
        
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        VMware, Inc.
        928563AJ4
        
          
          
        
        21340000.00000000
        PA
        USD
        19591205.35000000
        0.257632069674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPGI Trust
        N/A
        TPGI Trust, Series 2021-DGWD, Class A
        87267HAA5
        
          
          
        
        10540000.00000000
        PA
        USD
        10301750.68000000
        0.135472080535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-06-15
          Floating
          1.09657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sharjah Sukuk Program Ltd.
        549300N3BQ9P6RRMVV02
        Sharjah Sukuk Program Ltd.
        N/A
        
          
          
        
        2165000.00000000
        PA
        USD
        2094637.50000000
        0.027545308453
        Long
        DBT
        NUSS
        KY
        
        N
        
        2
        
          2027-06-10
          Fixed
          2.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3380057.23000000
        -0.04444908438
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            375128000.00000000
            EUR
            412780722.74000000
            USD
            2022-06-15
            -3380057.23000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 4569, Class JA
        3137BP3W7
        
          
          
        
        5945675.36000000
        PA
        USD
        5951065.11000000
        0.078258851033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26683000.00000000
        PA
        USD
        863998.71000000
        0.011361923469
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-25
            0.00000000
            USD
            0.00000000
            USD
            26683000.00000000
            USD
            863998.71000000
          
        
        
          N
          N
          N
        
      
      
        SLM Private Credit Student Loan Trust
        549300T563MF7L069881
        SLM Private Credit Student Loan Trust, Series 2007-A, Class A4A
        78443DAD4
        
          
          
        
        4253416.93920000
        PA
        USD
        4123774.92000000
        0.054229265046
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-12-16
          Floating
          1.06599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Health Properties, Inc.
        N/A
        Nationwide Health Properties, Inc.
        63861QBD9
        
          
          
        
        1400000.00000000
        PA
        USD
        1591144.35000000
        0.020924175144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-07
          Fixed
          6.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHC6
        
          
          
        
        25530000.00000000
        PA
        USD
        25594459.93000000
        0.336577232802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Variable
          3.00399840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Vendor Financing Notes IV DAC
        635400ZZNJSEA4CAJR23
        Virgin Media Vendor Financing Notes IV DAC
        92770QAA5
        
          
          
        
        1699000.00000000
        PA
        USD
        1631040.00000000
        0.021448818661
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cikarang Listrindo Tbk. PT
        254900NPCIO562Z7FN53
        Cikarang Listrindo Tbk. PT
        N/A
        
          
          
        
        500000.00000000
        PA
        USD
        495562.50000000
        0.006516842136
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2026-09-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967MX6
        
          
          
        
        13490000.00000000
        PA
        USD
        12859710.10000000
        0.169110254794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Variable
          0.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Israel
        213800T8ZHTFZIBYPE21
        State of Israel Government Bond
        46513JB34
        
          
          
        
        990000.00000000
        PA
        USD
        978553.13000000
        0.012868359228
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telenet Finance Luxembourg Notes SARL
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes SARL
        N/A
        
          
          
        
        200000.00000000
        PA
        USD
        193000.00000000
        0.002538026045
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5000000.00000000
        PA
        USD
        -112392.31000000
        -0.00147800316
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            5000000.00000000
            USD
            -112392.31000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital Certificates
        N/A
        Credit Suisse Mortgage Capital Certificates, Series 2022-ATH1, Class A1A
        12660BAM3
        
          
          
        
        7752708.76000000
        PA
        USD
        7752708.76000000
        0.101951174914
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2067-01-25
          Variable
          2.86999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Islamic Republic of Pakistan
        529900LOP29R5WKHOD86
        Islamic Republic of Pakistan
        N/A
        
          
          
        
        255000.00000000
        PA
        USD
        198928.05000000
        0.002615982239
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2026-04-08
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Litigation Systems, Inc.
        N/A
        Litigation Systems, Inc.
        N/A
        
          
        
        4093980.48000000
        PA
        USD
        3971161.07000000
        0.052222332786
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2027-10-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endeavor Energy Resources LP
        N/A
        Endeavor Energy Resources LP
        29260FAF7
        
          
          
        
        568000.00000000
        PA
        USD
        589300.00000000
        0.007749527195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust, Series 2021-B, Class A
        78449YAA8
        
          
          
        
        12499574.59000000
        PA
        USD
        11882096.86000000
        0.156254255489
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAQ0
        
          
          
        
        8995000.00000000
        PA
        USD
        8327726.61000000
        0.109512886210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walsh Acceptance
        N/A
        Walsh Acceptance, Series 1997-2, Class A
        933095AL5
        
          
          
        
        2401.35240000
        PA
        USD
        1503.38000000
        0.000019770039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          2.45657160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arconic Corp.
        549300B4YFWH3U74B152
        Arconic Corp.
        03966VAA5
        
          
          
        
        181000.00000000
        PA
        USD
        181609.07000000
        0.002388230828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer Ltd.
        N/A
        BSPRT Issuer Ltd., Series 2021-FL7, Class A
        05602CAA2
        
          
          
        
        6890000.00000000
        PA
        USD
        6820557.76000000
        0.089693021978
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-12-15
          Floating
          1.71657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hops Hill No. 1 plc
        2138006I4BQOMLUWZ843
        Hops Hill No. 1 plc, Series 1, Class D
        N/A
        
          
          
        
        99997.49000000
        PA
        
        131364.33000000
        0.001727492699
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2054-05-27
          Floating
          3.04119825
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAS0
        
          
          
        
        11410000.00000000
        PA
        USD
        10637183.13000000
        0.139883149419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967NL1
        
          
          
        
        7155000.00000000
        PA
        USD
        7130857.74000000
        0.093773588979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-17
          Variable
          3.29000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        VICI Properties LP
        92564RAD7
        
          
          
        
        1735000.00000000
        PA
        USD
        1687287.50000000
        0.022188495449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5530000.00000000
        PA
        USD
        -207201.33000000
        -0.00272477913
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-02
            0.00000000
            USD
            0.00000000
            USD
            5530000.00000000
            USD
            -207201.33000000
          
        
        
          N
          N
          N
        
      
      
        Logan Group Co. Ltd.
        549300NJ0E6Q0S1VOG90
        Logan Group Co. Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        212500.00000000
        0.002794458729
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-14
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140FR6R1
        
          
          
        
        205729.59370000
        PA
        USD
        207382.89000000
        0.002727166716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A4
        29429EAD3
        
          
          
        
        14575000.00000000
        PA
        USD
        14177679.67000000
        0.186442073946
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-10
          Fixed
          2.90200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        75820000.00000000
        PA
        USD
        -839553.44000000
        -0.01104045853
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2023-03-01
            364015.30000000
            USD
            0.00000000
            USD
            75820000.00000000
            USD
            -839553.44000000
          
        
        
          N
          N
          N
        
      
      
        Hysan MTN Ltd.
        2549006HEQ2V3JUMNQ45
        Hysan MTN Ltd.
        N/A
        
          
          
        
        2833000.00000000
        PA
        USD
        2745885.25000000
        0.036109472970
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-06-02
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        194.00000000
        NC
        USD
        75781.25000000
        0.000996553296
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Put
            Purchased
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            100000.00000000
            121.50000000
            USD
            2022-04-22
            XXXX
            -135185.51000000
          
        
        
          N
          N
          N
        
      
      
        FT Santander Consumer Spain Auto
        894500EO9XFVE82OWE89
        FT Santander Consumer Spain Auto, Series 2020-1, Class D
        N/A
        
          
          
        
        316020.38470000
        PA
        
        347335.65000000
        0.004567600654
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2033-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd.
        N/A
        BDS Ltd., Series 2021-FL10, Class A
        07335YAA4
        
          
          
        
        13580000.00000000
        PA
        USD
        13512435.05000000
        0.177693845073
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-12-16
          Floating
          1.81757160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twin Bridges plc
        213800NWP6K9BKT6DF77
        Twin Bridges plc, Series 2021-2, Class D
        N/A
        
          
          
        
        187000.00000000
        PA
        
        235794.76000000
        0.003100794001
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-09-12
          Floating
          2.05416160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BL Consumer Credit
        N/A
        BL Consumer Credit, Series 2021-1, Class E
        N/A
        
          
          
        
        356000.00000000
        PA
        
        397717.96000000
        0.005230147882
        Long
        ABS-O
        CORP
        LU
        N
        
        2
        
          2038-09-25
          Floating
          2.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Transmission Ltd.
        549300PLH866JQ6LXE52
        Adani Transmission Ltd.
        N/A
        
          
          
        
        2171000.00000000
        PA
        USD
        2098135.81000000
        0.027591312608
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-08-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS RIALTO
        N/A
        FS RIALTO, Series 2021-FL2, Class A
        30319YAA6
        
          
          
        
        6690000.00000000
        PA
        USD
        6593878.08000000
        0.086712094870
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-05-16
          Floating
          1.65057120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J6C47
        
          
          
        
        326888.13000000
        PA
        USD
        324530.33000000
        0.004267701710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alfa SAB de CV
        549300ZCGJ6T8YDJ4M34
        Alfa SAB de CV
        015398AC4
        
          
          
        
        300000.00000000
        PA
        USD
        330900.00000000
        0.004351465381
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2044-03-25
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3132J4JH3
        
          
          
        
        332802.25630000
        PA
        USD
        346606.38000000
        0.004558010466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sino-Ocean Land Treasure Finance II Ltd.
        N/A
        Sino-Ocean Land Treasure Finance II Ltd.
        N/A
        
          
          
        
        338000.00000000
        PA
        USD
        251979.00000000
        0.003313623134
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-02-04
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd.
        549300HNMTL6LADXI169
        Wind River CLO Ltd., Series 2013-1A, Class A1RR
        97316FAA9
        
          
          
        
        2950000.00000000
        PA
        USD
        2928672.39000000
        0.038513195883
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.23400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK Consumer Healthcare Capital UK plc
        5493004B26DRJNN0OV17
        GSK Consumer Healthcare Capital UK plc
        36264NAA2
        
          
          
        
        26200000.00000000
        PA
        USD
        26118476.08000000
        0.343468251647
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140QA7M6
        
          
          
        
        5260398.43690000
        PA
        USD
        5543998.62000000
        0.072905766297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        N/A
        
          
          
        
        6320000.00000000
        PA
        
        6525810.18000000
        0.085816975165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DT2
        
          
          
        
        1825000.00000000
        PA
        USD
        1663487.50000000
        0.021875516071
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings, Inc.
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings, Inc.
        65339KBY5
        
          
          
        
        8578000.00000000
        PA
        USD
        8044742.28000000
        0.105791530769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust, Series 2021-A, Class A
        03842VAA5
        
          
          
        
        2977152.26000000
        PA
        USD
        2836792.93000000
        0.037304944781
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp.
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp.
        701094AM6
        
          
          
        
        2115000.00000000
        PA
        USD
        2098236.17000000
        0.027592632382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397ZB2
        
          
          
        
        10234000.00000000
        PA
        USD
        10302363.12000000
        0.135480134362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        108360000.00000000
        PA
        USD
        2795489.28000000
        0.036761785510
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-02-28
            0.00000000
            USD
            0.00000000
            USD
            108360000.00000000
            USD
            2795489.28000000
          
        
        
          N
          N
          N
        
      
      
        Nuance Communications, Inc.
        AEMSOT3SS15TNMJCE605
        Nuance Communications, Inc.
        67020YAQ3
        
          
          
        
        1247000.00000000
        PA
        USD
        1282078.11000000
        0.016859832310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        24525000.00000000
        PA
        USD
        -7415.13000000
        -0.00009751188
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-27
            0.00000000
            USD
            0.00000000
            USD
            24525000.00000000
            USD
            -7415.13000000
          
        
        
          N
          N
          N
        
      
      
        Parkland Corp.
        549300XHQS1JYWBNK868
        Parkland Corp.
        70137TAP0
        
          
          
        
        283000.00000000
        PA
        USD
        282292.50000000
        0.003712257603
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3128MFXV5
        
          
          
        
        4574430.81370000
        PA
        USD
        4823681.16000000
        0.063433307879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        455780CH7
        
          
          
        
        450000.00000000
        PA
        USD
        497299.50000000
        0.006539684370
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2029-02-11
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sultanate of Oman
        549300SZ20F0QTKNQC75
        Oman Government Bond
        N/A
        
          
          
        
        450000.00000000
        PA
        USD
        451687.50000000
        0.005939868598
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2026-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust, Series 2021-CA, Class AFL
        64035GAA7
        
          
          
        
        13264844.46000000
        PA
        USD
        13095201.69000000
        0.172207061991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          1.18856880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10760000.00000000
        PA
        USD
        364684.13000000
        0.004795740002
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-07
            0.00000000
            USD
            0.00000000
            USD
            10760000.00000000
            USD
            364684.13000000
          
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Opportunities XI Ltd.
        549300ZH5R2TCUAYC824
        GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2
        38137HBU1
        
          
          
        
        3815000.00000000
        PA
        USD
        3790670.60000000
        0.049848811989
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-18
          Floating
          1.31128920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ronshine China Holdings Ltd.
        549300GNBBT32SFSEC47
        Ronshine China Holdings Ltd.
        N/A
        
          
          
        
        1334000.00000000
        PA
        USD
        226780.00000000
        0.002982246355
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-12-15
          Fixed
          7.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Co. Ltd.
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co. Ltd.
        N/A
        
          
          
        
        634000.00000000
        PA
        USD
        88760.00000000
        0.001167228973
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-20
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Pass-Through Trust
        N/A
        Upstart Pass-Through Trust, Series 2021-ST7, Class A
        91683KAA6
        
          
          
        
        5408764.66000000
        PA
        USD
        5221495.92000000
        0.068664728720
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        BAT Capital Corp.
        N/A
        
          
          
        
        2350000.00000000
        PA
        
        2598907.60000000
        0.034176658960
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-16
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ModivCare, Inc.
        549300EFZIFW7F7I0Q28
        ModivCare, Inc.
        743815AE2
        
          
          
        
        209000.00000000
        PA
        USD
        211023.12000000
        0.002775037175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        N/A
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2013-K27, Class B
        30291GAN9
        
          
          
        
        2875000.00000000
        PA
        USD
        2891009.44000000
        0.038017913250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-25
          Variable
          3.49566480
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital Certificates
        N/A
        Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class A
        126438AA8
        
          
          
        
        6977127.71000000
        PA
        USD
        6636131.76000000
        0.087267747411
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          2.25690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -36385000.00000000
        PA
        USD
        -2781002.46000000
        -0.03657127811
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.42100000
            USD
            2022-12-15
            XXXX
            -1758583.96000000
          
        
        
          N
          N
          N
        
      
      
        SK Battery America, Inc.
        54930012FBFVNU7RWO57
        SK Battery America, Inc.
        N/A
        
          
          
        
        1489000.00000000
        PA
        USD
        1379781.85000000
        0.018144674988
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-26
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26030000.00000000
        PA
        USD
        382067.88000000
        0.005024343164
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-13
            0.00000000
            USD
            0.00000000
            USD
            26030000.00000000
            USD
            382067.88000000
          
        
        
          N
          N
          N
        
      
      
        CSMC Trust
        N/A
        CSMC Trust, Series 2015-1, Class A1
        12649NAB7
        
          
          
        
        7151106.28530000
        PA
        USD
        6949642.46000000
        0.091390536645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-01-25
          Variable
          2.49999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468Q5
        
          
          
        
        27640000.00000000
        PA
        USD
        26699368.23000000
        0.351107212303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Variable
          2.18800080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Outfront Media Capital LLC
        N/A
        Outfront Media Capital LLC
        69007TAB0
        
          
          
        
        155000.00000000
        PA
        USD
        151524.90000000
        0.001992612138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brignole Co. SRL
        8156006B7CA110881F08
        Brignole Co. SRL, Series 2021, Class D
        N/A
        
          
          
        
        100000.00000000
        PA
        
        110051.85000000
        0.001447225190
        Long
        ABS-O
        CORP
        IT
        N
        
        2
        
          2036-07-24
          Floating
          1.04500080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding XI CLO Ltd.
        2549004YLPCISGLL7978
        Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R
        15033LAS1
        
          
          
        
        1500000.00000000
        PA
        USD
        1479869.85000000
        0.019460871625
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-05-29
          Floating
          1.85785920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CMM3
        
          
          
        
        400181.74430000
        PA
        USD
        415031.63000000
        0.005457829465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        46540000.00000000
        PA
        USD
        1494701.09000000
        0.019655908275
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-20
            0.00000000
            USD
            0.00000000
            USD
            46540000.00000000
            USD
            1494701.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        17955.00000000
        NC
        USD
        -47077799.09000000
        -0.61909160761
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2022-06-30
            3802532343.75000000
            USD
            -47077799.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        37140000.00000000
        PA
        USD
        2816218.65000000
        0.037034384893
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.54000000
            USD
            2024-08-05
            XXXX
            720967.63000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        40147000.00000000
        PA
        USD
        -450360.31000000
        -0.00592241552
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2023-12-14
            0.00000000
            USD
            870778.35000000
            USD
            40147000.00000000
            USD
            -450360.31000000
          
        
        
          N
          N
          N
        
      
      
        PTTEP Treasury Center Co. Ltd.
        2549006WFOUPZX6TZG08
        PTTEP Treasury Center Co. Ltd.
        N/A
        
          
          
        
        1950000.00000000
        PA
        USD
        1861396.88000000
        0.024478102399
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2027-06-10
          Fixed
          2.58700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAG4
        
          
          
        
        4330000.00000000
        PA
        
        4809029.62000000
        0.063240634355
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-03-07
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Securities PE DAC
        635400UJZKP57EXKMQ33
        Last Mile Securities PE DAC, Series 2021-1X, Class B
        N/A
        
          
          
        
        938806.74000000
        PA
        
        1016750.49000000
        0.013370669563
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-08-17
          Floating
          1.19999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agile Group Holdings Ltd.
        549300ZRISRT38EEYY07
        Agile Group Holdings Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        330000.00000000
        0.004339630026
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-02
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11000000.00000000
        PA
        USD
        -585668.33000000
        -0.00770176930
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-03
            0.00000000
            USD
            0.00000000
            USD
            11000000.00000000
            USD
            -585668.33000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        47950000.00000000
        PA
        USD
        -1522649.01000000
        -0.02002343443
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-11-15
            119554.06000000
            USD
            0.00000000
            USD
            47950000.00000000
            USD
            -1522649.01000000
          
        
        
          N
          N
          N
        
      
      
        Nexa Resources SA
        549300QRMRHM7GAU7L47
        Nexa Resources SA
        91832CAA4
        
          
          
        
        1201000.00000000
        PA
        USD
        1219015.00000000
        0.016030527565
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-05-04
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AL8
        
          
          
        
        2173000.00000000
        PA
        USD
        1874212.50000000
        0.024646632851
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Bank GmbH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        N/A
        
          
          
        
        2300000.00000000
        PA
        
        2603455.39000000
        0.034236464191
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-07-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment, Inc.
        549300FA4CTCW903Y781
        Caesars Entertainment, Inc.
        28470RAH5
        
          
          
        
        2955000.00000000
        PA
        USD
        3050860.20000000
        0.040120013729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp.
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp.
        75281AAY5
        
          
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.002630078803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viterra Finance BV
        213800HBZGEIZLKJBI17
        Viterra Finance BV
        N/A
        
          
          
        
        3350000.00000000
        PA
        
        3486657.19000000
        0.045850915860
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-09-24
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS Distribution, Inc.
        549300ZQ3XP75BCYM468
        SRS Distribution, Inc.
        78471RAB2
        
          
          
        
        1464000.00000000
        PA
        USD
        1398427.44000000
        0.018389871844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traton Finance Luxembourg SA
        529900BRKIE6LKIEXD84
        Traton Finance Luxembourg SA
        N/A
        
          
          
        
        2400000.00000000
        PA
        
        2595517.39000000
        0.034132076363
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-06-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kallpa Generacion SA
        549300NG1PWEI5BZG095
        Kallpa Generacion SA
        N/A
        
          
          
        
        441000.00000000
        PA
        USD
        450040.50000000
        0.005918209899
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-05-24
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GWR54
        
          
          
        
        431814.77710000
        PA
        USD
        436722.41000000
        0.005743071768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Transportation & Infrastructure Investors LLC
        529900E7PUVK6BC8PE80
        Fortress Transportation & Infrastructure Investors LLC
        34960PAD3
        
          
          
        
        198000.00000000
        PA
        USD
        180011.70000000
        0.002367224783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC
        N/A
        CDW LLC
        12513GBE8
        
          
          
        
        16000000.00000000
        PA
        USD
        16084000.00000000
        0.211510937413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autoflorence SRL
        815600C91B7AF7C88210
        Autoflorence SRL, Series 2, Class D
        N/A
        
          
          
        
        222000.00000000
        PA
        
        247434.08000000
        0.003253855645
        Long
        ABS-O
        CORP
        IT
        N
        
        2
        
          2044-12-24
          Floating
          1.78800120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        RKWYUSIDZTWNAX1D9U96
        Enterprise Fleet Financing LLC, Series 2022-1, Class A2
        29375JAB0
        
          
          
        
        20464000.00000000
        PA
        USD
        20413517.36000000
        0.268445796613
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-20
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guoren Property & Casualty Insurance Co. Ltd.
        300300F1001211000064
        Guoren Property & Casualty Insurance Co. Ltd.
        N/A
        
          
          
        
        855000.00000000
        PA
        USD
        815789.70000000
        0.010727955992
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2026-06-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651AC1
        
          
          
        
        686000.00000000
        PA
        USD
        683424.07000000
        0.008987295803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BS7
        
          
          
        
        11013000.00000000
        PA
        USD
        11712435.63000000
        0.154023143465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Ultra Bond
        N/A
        
          
          
        
        -350.00000000
        NC
        USD
        1433592.85000000
        0.018852310841
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2022-06-21
            -62048437.50000000
            USD
            1433592.85000000
          
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp., Series A
        337932AG2
        
          
          
        
        4346000.00000000
        PA
        USD
        4340567.50000000
        0.057080172894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          3.35000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300PX4QZK7CUM8D08
        Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class ASB
        94988XAV8
        
          
          
        
        5004445.73000000
        PA
        USD
        5046125.26000000
        0.066358535442
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
          
        
        6430000.00000000
        PA
        
        7356714.61000000
        0.096743695812
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-10-31
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SC Germany SA Compartment Consumer
        N/A
        SC Germany SA Compartment Consumer, Series 2020-1, Class D
        N/A
        
          
          
        
        1331487.68000000
        PA
        
        1473070.19000000
        0.019371453417
        Long
        ABS-O
        CORP
        LU
        N
        
        2
        
          2034-11-14
          Floating
          1.95099840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GYA6
        
          
          
        
        7500000.00000000
        PA
        USD
        6911256.60000000
        0.090885747461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Variable
          1.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VGH1
        
          
          
        
        27460000.00000000
        PA
        USD
        25594745.18000000
        0.336580983952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Variable Rate Notes
        31326KJU2
        
          
          
        
        1909757.05000000
        PA
        USD
        1966350.87000000
        0.025858288721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Variable
          2.96600040
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26595000.00000000
        PA
        USD
        819131.49000000
        0.010771901847
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-05-12
            0.00000000
            USD
            0.00000000
            USD
            26595000.00000000
            USD
            819131.49000000
          
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        549300RWVPXQ5M3BFY62
        CIFC Funding Ltd., Series 2015-2A, Class AR2
        12550LAS1
        
          
          
        
        27350000.00000000
        PA
        USD
        27213250.00000000
        0.357864960058
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.25129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5405000.00000000
        PA
        USD
        7183.54000000
        0.000094466381
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-23
            0.00000000
            USD
            0.00000000
            USD
            5405000.00000000
            USD
            7183.54000000
          
        
        
          N
          N
          N
        
      
      
        BAT International Finance plc
        21380041YBGOQDFAC823
        BAT International Finance plc
        N/A
        
          
          
        
        2124000.00000000
        PA
        
        2353683.55000000
        0.030951866080
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-13
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust, Series 2021-SDMF, Class A
        12434CAA2
        
          
          
        
        7130000.00000000
        PA
        USD
        6915136.02000000
        0.090936763363
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          0.98556840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        Sprint Corp.
        85207UAK1
        
          
          
        
        1248000.00000000
        PA
        USD
        1408754.88000000
        0.018525681749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140H5YL9
        
          
          
        
        39487.11970000
        PA
        USD
        39804.45000000
        0.000523444201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABD6
        
          
          
        
        13200000.00000000
        PA
        USD
        13277158.09000000
        0.174599860346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 49 Senior Loan Fund
        549300VCB8LYR1RGV869
        Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR
        26244QAQ6
        
          
          
        
        3250000.00000000
        PA
        USD
        3223113.08000000
        0.042385206972
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          1.84128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresnillo plc
        549300JXWH1UV5J0XV81
        Fresnillo plc
        358070AB6
        
          
          
        
        1130000.00000000
        PA
        USD
        992493.13000000
        0.013051675721
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-10-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines Pass-Through Trust
        N/A
        United Airlines Pass-Through Trust, Series 2020-1, Class B
        90932VAA3
        
          
          
        
        876960.00000000
        PA
        USD
        865512.78000000
        0.011381834086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PBT2
        
          
          
        
        15100000.00000000
        PA
        USD
        13941435.29000000
        0.183335367264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Variable
          1.04500080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class ASB
        90349GBG9
        
          
          
        
        1131808.12000000
        PA
        USD
        1134257.24000000
        0.014915929625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.78770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXVII Ltd.
        N/A
        Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1A
        55820YAA5
        
          
          
        
        1400000.00000000
        PA
        USD
        1389170.86000000
        0.018268144169
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-20
          Floating
          1.28400120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Net Lease, Inc.
        N/A
        Global Net Lease, Inc.
        37892AAA8
        
          
          
        
        392000.00000000
        PA
        USD
        360630.83000000
        0.004742437510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Muthoot Finance Ltd.
        335800HAMJMBFL4RRF02
        Muthoot Finance Ltd.
        62828M2B6
        
          
          
        
        800000.00000000
        PA
        USD
        798000.00000000
        0.010494014427
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-09-02
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BK2
        
          
          
        
        2785000.00000000
        PA
        USD
        2912497.30000000
        0.038300487076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Haus European Loan Conduit No. DAC
        635400BO8LLWMGY3ON95
        Haus European Loan Conduit No. DAC, Series 39X, Class C
        N/A
        
          
          
        
        840757.06000000
        PA
        
        905988.93000000
        0.011914111407
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2051-07-28
          Floating
          1.40000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank (The)
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank (The)
        N/A
        
          
          
        
        2625000.00000000
        PA
        
        2883724.11000000
        0.037922108290
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-25
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10120000.00000000
        PA
        USD
        315527.88000000
        0.004149315946
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-03-04
            0.00000000
            USD
            0.00000000
            USD
            10120000.00000000
            USD
            315527.88000000
          
        
        
          N
          N
          N
        
      
      
        Champion Path Holdings Ltd.
        549300QWJFPV5413KI88
        Champion Path Holdings Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        566950.00000000
        0.007455615889
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-01-27
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Kingdom of Bahrain
        N/A
        
          
          
        
        2056000.00000000
        PA
        USD
        1960910.00000000
        0.025786739137
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140EYPC9
        
          
          
        
        84386.38050000
        PA
        USD
        85064.53000000
        0.001118632086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851AS1
        
          
          
        
        1600000.00000000
        PA
        
        1807757.64000000
        0.023772725258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-30
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B
        64829HAD9
        
          
          
        
        1387981.86000000
        PA
        USD
        1376338.36000000
        0.018099391738
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          3.25000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental, Inc.
        36168QAK0
        
          
          
        
        361000.00000000
        PA
        USD
        354393.70000000
        0.004660416793
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
          
        
        371000.00000000
        PA
        USD
        387524.34000000
        0.005096097763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
          
        
        1017000.00000000
        PA
        USD
        427140.00000000
        0.005617059301
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2028-11-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52105000.00000000
        PA
        USD
        663609.55000000
        0.008726727057
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            52105000.00000000
            USD
            663609.55000000
          
        
        
          N
          N
          N
        
      
      
        Recette CLO Ltd.
        549300392I5L5XOJ0016
        Recette CLO Ltd., Series 2015-1A, Class ARR
        75620TAW8
        
          
          
        
        10000000.00000000
        PA
        USD
        9841444.00000000
        0.129418866323
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.33400160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
          
        
        3500000.00000000
        PA
        
        3868506.48000000
        0.050872384479
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-06-05
          Fixed
          0.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        467000.00000000
        PA
        USD
        84060.00000000
        0.001105422121
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-30
          Fixed
          9.37500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Alen Mortgage Trust
        N/A
        Alen Mortgage Trust, Series 2021-ACEN, Class A
        01449NAA4
        
          
          
        
        8030000.00000000
        PA
        USD
        7837977.81000000
        0.103072496519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          1.54657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 17 Ltd.
        549300UNU854VTZYQ112
        Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1
        03332PAA5
        
          
          
        
        26000000.00000000
        PA
        USD
        25735694.40000000
        0.338434521732
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.41129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBB6
        
          
          
        
        7195000.00000000
        PA
        USD
        7136668.19000000
        0.093849998686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        203900000.00000000
        PA
        USD
        -7715324.84000000
        -0.10145956163
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-03-25
            0.00000000
            USD
            0.00000000
            USD
            203900000.00000000
            USD
            -7715324.84000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class A4
        61765LAU4
        
          
          
        
        16494000.00000000
        PA
        USD
        16619652.94000000
        0.218554984632
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -65830.47000000
        -0.00086569661
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            2610000.00000000
            AUD
            1889702.64000000
            USD
            2022-06-15
            -65830.47000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11158.14000000
        0.000146733937
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of New York
              WFLLPEPC7FZXENRZV188
            
            2298000.00000000
            EUR
            2560521.22000000
            USD
            2022-06-15
            11158.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        16100000.00000000
        PA
        USD
        -300078.60000000
        -0.00394615182
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-08-12
            0.00000000
            USD
            0.00000000
            USD
            16100000.00000000
            USD
            -300078.60000000
          
        
        
          N
          N
          N
        
      
      
        Energizer Holdings, Inc.
        5493000D6NN0V57UME20
        Energizer Holdings, Inc.
        29272WAF6
        
          
          
        
        165000.00000000
        PA
        USD
        163350.00000000
        0.002148116863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GXL3
        
          
          
        
        4735000.00000000
        PA
        USD
        4674805.46000000
        0.061475533764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Variable
          0.62699848
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brink's Co. (The)
        XFP140TFNOQMIVFTVQ13
        Brink's Co. (The)
        109696AB0
        
          
          
        
        40000.00000000
        PA
        USD
        40313.20000000
        0.000530134464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q72N6
        
          
          
        
        848133.24200000
        PA
        USD
        857769.19000000
        0.011280002826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sociedad Quimica y Minera de Chile SA
        TJ88LXZZW5PWIN93ZC81
        Sociedad Quimica y Minera de Chile SA
        833636AL7
        
          
          
        
        1606000.00000000
        PA
        USD
        1376342.00000000
        0.018099439605
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2051-09-10
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AM3
        
          
          
        
        2713000.00000000
        PA
        USD
        2818128.75000000
        0.037059503460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO X Ltd.
        549300RRK5G3IT4Y7N27
        Battalion CLO X Ltd., Series 2016-10A, Class A1R2
        07132JBC7
        
          
          
        
        5500000.00000000
        PA
        USD
        5449417.60000000
        0.071661988618
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-25
          Floating
          1.42886160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Star BVI Ltd.
        2549008CU8NYQQRSNU62
        Fortune Star BVI Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        646156.25000000
        0.008497209285
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-01-29
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1867987.20000000
        0.024564767703
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-01-28
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Bahrain
        549300RODM1WN85LFQ95
        Kingdom of Bahrain
        N/A
        
          
          
        
        581000.00000000
        PA
        USD
        629586.13000000
        0.008279305678
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2030-05-14
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zhenro Properties Group Ltd.
        549300I66TVJEL841P38
        Zhenro Properties Group Ltd.
        N/A
        
          
          
        
        333000.00000000
        PA
        USD
        34965.00000000
        0.000459803526
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-07
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixth Street CLO XIX Ltd.
        N/A
        Sixth Street CLO XIX Ltd., Series 2021-19A, Class A
        83012KAA5
        
          
          
        
        32000000.00000000
        PA
        USD
        31514579.20000000
        0.414429133846
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.35399960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Pass-Through Trust
        N/A
        LendingPoint Pass-Through Trust, Series 2022-ST1, Class A
        52607NAA5
        
          
          
        
        622176.84000000
        PA
        USD
        608663.41000000
        0.008004163666
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        N/A
        
          
          
        
        2640000.00000000
        PA
        
        2833907.18000000
        0.037266996032
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-01-29
          Variable
          0.24999945
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust
        N/A
        BX Commercial Mortgage Trust, Series 2021-VINO, Class A
        05608KAA8
        
          
          
        
        6930000.00000000
        PA
        USD
        6756503.99000000
        0.088850689664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          1.04889960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerzbank AG
        851WYGNLUQLFZBSYGB56
        Commerzbank AG
        N/A
        
          
          
        
        800000.00000000
        PA
        
        866061.00000000
        0.011389043395
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-03-24
          Variable
          0.74999835
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138ETBX3
        
          
          
        
        90199.03230000
        PA
        USD
        91139.41000000
        0.001198519152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXXIII Ltd.
        N/A
        Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR
        55819JAN3
        
          
          
        
        3000000.00000000
        PA
        USD
        2977113.30000000
        0.039150212936
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          1.44875880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53150000.00000000
        PA
        USD
        1934310.31000000
        0.025436942732
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-12
            0.00000000
            USD
            0.00000000
            USD
            53150000.00000000
            USD
            1934310.31000000
          
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
          
        
        5000000.00000000
        PA
        
        5590987.51000000
        0.073523688716
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-07-05
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J7UE3
        
          
          
        
        9127094.66500000
        PA
        USD
        9629380.04000000
        0.126630141691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        780153BG6
        
          
          
        
        40000.00000000
        PA
        USD
        38132.40000000
        0.000501456084
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        12430000.00000000
        PA
        USD
        416744.02000000
        0.005480348068
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-11
            0.00000000
            USD
            0.00000000
            USD
            12430000.00000000
            USD
            416744.02000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 3959, Class MA
        3137AHGR3
        
          
          
        
        1077018.18000000
        PA
        USD
        1113035.18000000
        0.014636851174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        Catalent Pharma Solutions, Inc.
        14879EAE8
        
          
          
        
        248000.00000000
        PA
        USD
        250891.68000000
        0.003299324448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C13, Class A4
        61763BAU8
        
          
          
        
        11900000.00000000
        PA
        USD
        12021042.04000000
        0.158081439354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-15
          Fixed
          4.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -45220000.00000000
        PA
        USD
        -2860778.99000000
        -0.03762037092
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.84750000
            USD
            2022-11-15
            XXXX
            -1524527.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        22295000.00000000
        PA
        USD
        546094.61000000
        0.007181359293
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-07-18
            0.00000000
            USD
            0.00000000
            USD
            22295000.00000000
            USD
            546094.61000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10970000.00000000
        PA
        USD
        -525597.11000000
        -0.00691180909
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-03
            0.00000000
            USD
            0.00000000
            USD
            10970000.00000000
            USD
            -525597.11000000
          
        
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
          
        
        1400000.00000000
        PA
        
        1489380.22000000
        0.019585936738
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K121, Class X1
        3137F83S0
        
          
          
        
        11905294.73000000
        PA
        USD
        835005.23000000
        0.010980647783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Variable
          1.02499200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -22045000.00000000
        PA
        USD
        -164347.67000000
        -0.00216123661
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.79500000
            USD
            2022-10-13
            XXXX
            435827.46000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WGVT8
        
          
          
        
        33138.85180000
        PA
        USD
        33483.43000000
        0.000440320297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26735000.00000000
        PA
        USD
        843184.02000000
        0.011088202094
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-26
            0.00000000
            USD
            0.00000000
            USD
            26735000.00000000
            USD
            843184.02000000
          
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems, Inc.
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems, Inc.
        85205TAM2
        
          
          
        
        274000.00000000
        PA
        USD
        274685.00000000
        0.003612215981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimao Group Holdings Ltd.
        254900WTJ6B5CU69ZD26
        Shimao Group Holdings Ltd.
        N/A
        
          
          
        
        1516000.00000000
        PA
        USD
        397950.00000000
        0.005233199300
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076CN0
        
          
          
        
        4020000.00000000
        PA
        USD
        4004896.02000000
        0.052665960671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Finance Netherlands BV
        724500OPA8GZSQUNSR96
        Toyota Motor Finance Netherlands BV
        N/A
        
          
          
        
        1960000.00000000
        PA
        
        2078107.18000000
        0.027327928232
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-27
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highland Holdings SARL
        549300WGY8GPJM4PQR36
        Highland Holdings SARL
        N/A
        
          
          
        
        1610000.00000000
        PA
        
        1677568.52000000
        0.022060687033
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-12-15
          Fixed
          0.31800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canada Square Funding plc
        6354007J4JIXGCWTSJ05
        Canada Square Funding plc, Series 2021-2, Class C
        N/A
        
          
          
        
        102000.00000000
        PA
        
        132475.10000000
        0.001742099762
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2058-06-17
          Floating
          2.17607160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Overseas Grand Oceans Finance IV Cayman Ltd.
        3003005OKQY2HXXJXJ29
        China Overseas Grand Oceans Finance IV Cayman Ltd.
        N/A
        
          
          
        
        550000.00000000
        PA
        USD
        501634.38000000
        0.006596689750
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-09
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lindblad Expeditions LLC
        549300MPUWOG67Y2R254
        Lindblad Expeditions LLC
        53523LAA8
        
          
          
        
        240000.00000000
        PA
        USD
        240600.00000000
        0.003163984801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        N/A
        CIFC Funding Ltd., Series 2021-4A, Class B
        12547DAC0
        
          
          
        
        500000.00000000
        PA
        USD
        491552.85000000
        0.006464113659
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.82129040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REC Ltd.
        335800B4YRYWAMIJZ374
        REC Ltd.
        N/A
        
          
          
        
        575000.00000000
        PA
        USD
        531803.13000000
        0.006993420700
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-09-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887CH0
        
          
          
        
        1325000.00000000
        PA
        
        1482623.08000000
        0.019497077684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-24
          Fixed
          1.40100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331ABQ1
        
          
          
        
        4140000.00000000
        PA
        USD
        3762201.86000000
        0.049474436840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice France SA
        5493001ZMCICV4N02J21
        Altice France SA
        02156LAC5
        
          
          
        
        2624000.00000000
        PA
        USD
        2431660.80000000
        0.031977297642
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd.
        549300UDPJ30BQP2HX62
        CIFC Funding Ltd., Series 2015-3A, Class BR
        12550MAL4
        
          
          
        
        8500000.00000000
        PA
        USD
        8351250.00000000
        0.109822228057
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-19
          Floating
          1.39799880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co.
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co.
        50077LBC9
        
          
          
        
        5895000.00000000
        PA
        USD
        5992238.03000000
        0.078800291154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Negara Indonesia Persero Tbk. PT
        549300HZ8J3MLVXQ8F85
        Bank Negara Indonesia Persero Tbk. PT
        N/A
        
          
          
        
        700000.00000000
        PA
        USD
        665077.00000000
        0.008746024603
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-03-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atrium XII
        549300O252OCTN35RH57
        Atrium XII, Series 12A, Class AR
        04965CAJ7
        
          
          
        
        8671674.83000000
        PA
        USD
        8610847.37000000
        0.113236035759
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-22
          Floating
          1.08885960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lummus Technology Holdings V LLC
        N/A
        Lummus Technology Holdings V LLC, Term Loan B
        45232UAE8
        
          
          
        
        34776.52000000
        PA
        USD
        33581.25000000
        0.000441606669
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-30
          Variable
          3.95743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd.
        549300V5ZF7112UGSH89
        Rockford Tower CLO Ltd., Series 2017-3A, Class A
        77341DAA5
        
          
          
        
        2400000.00000000
        PA
        USD
        2391574.56000000
        0.031450147791
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          1.44399960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F3P85
        
          
          
        
        337491.88870000
        PA
        USD
        340204.07000000
        0.004473817567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287YDM8
        
          
          
        
        5760000.00000000
        PA
        
        6475787.15000000
        0.085159152610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance SARL
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance SARL
        07589LAC1
        
          
          
        
        1935000.00000000
        PA
        
        2123053.73000000
        0.027918993074
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-04
          Fixed
          1.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Red & Black Auto Italy Srl
        8156003B1C9DCDE30892
        Red & Black Auto Italy Srl, Series 1, Class D
        N/A
        
          
          
        
        599000.00000000
        PA
        
        655377.92000000
        0.008618477879
        Long
        ABS-O
        CORP
        IT
        N
        
        2
        
          2031-12-28
          Floating
          2.30900040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RKPF Overseas 2019 A Ltd.
        254900P8BXRCW5458103
        RKPF Overseas 2019 A Ltd.
        N/A
        
          
          
        
        400000.00000000
        PA
        USD
        310000.00000000
        0.004076622146
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-03-05
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA Compression Partners LP
        N/A
        USA Compression Partners LP
        91740PAC2
        
          
          
        
        2934000.00000000
        PA
        USD
        2960406.00000000
        0.038930505358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967LM1
        
          
          
        
        5095000.00000000
        PA
        USD
        5101973.22000000
        0.067092958121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Variable
          2.87600040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5330000.00000000
        PA
        USD
        87664.50000000
        0.001152822716
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            USD
            0.00000000
            USD
            5330000.00000000
            USD
            87664.50000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 5006, Class KA
        3137FVBQ4
        
          
          
        
        11790783.58600000
        PA
        USD
        11399592.51000000
        0.149909133171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust, Series 2011-GC5, Class AS
        36191YAE8
        
          
          
        
        6468745.01000000
        PA
        USD
        6480293.01000000
        0.085218406444
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-08-10
          Variable
          5.16339360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        N/A
        
          
          
        
        1300000.00000000
        PA
        
        1435608.28000000
        0.018878814540
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-09-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAC Technologies Holdings, Inc.
        549300SKEDE1VKS0A552
        AAC Technologies Holdings, Inc.
        N/A
        
          
          
        
        720000.00000000
        PA
        USD
        648230.40000000
        0.008524485175
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-06-02
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828ZD5
        
          
          
        
        605000000.00000000
        PA
        USD
        598382812.50000000
        7.868969759024
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DP7
        
          
          
        
        869000.00000000
        PA
        USD
        836303.88000000
        0.010997725542
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus UK DAC
        635400SG2ZVJCYHITE32
        Taurus UK DAC, Series 2021-UK1X, Class C
        N/A
        
          
          
        
        536062.75000000
        PA
        
        696639.26000000
        0.009161080758
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-05-17
          Floating
          2.14083085
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        MPH Acquisition Holdings LLC
        553283AD4
        
          
          
        
        300000.00000000
        PA
        USD
        287584.50000000
        0.003781849488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -45220000.00000000
        PA
        USD
        -439988.64000000
        -0.00578602398
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America NA
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.84750000
            USD
            2022-11-15
            XXXX
            896262.36000000
          
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-CR22, Class A3
        12592XBA3
        
          
          
        
        12914907.62000000
        PA
        USD
        12907163.84000000
        0.169734290173
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-10
          Fixed
          3.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26375000.00000000
        PA
        USD
        -474311.91000000
        -0.00623738850
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-02
            0.00000000
            USD
            0.00000000
            USD
            26375000.00000000
            USD
            -474311.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -36385000.00000000
        PA
        USD
        -293452.01000000
        -0.00385900955
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International plc
              4PQUHN3JPFGFNF3BB653
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.43250000
            USD
            2022-12-13
            XXXX
            736243.49000000
          
        
        
          N
          N
          N
        
      
      
        Sinochem Offshore Capital Co. Ltd.
        3003004LKKZ33WMP2P47
        Sinochem Offshore Capital Co. Ltd.
        N/A
        
          
          
        
        2200000.00000000
        PA
        USD
        2040280.00000000
        0.026830485910
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seazen Group Ltd.
        5493006M8GRAQRCSCD67
        Seazen Group Ltd.
        N/A
        
          
          
        
        430000.00000000
        PA
        USD
        402050.00000000
        0.005287115915
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-06-11
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fantasia Holdings Group Co. Ltd.
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co. Ltd.
        N/A
        
          
          
        
        1167000.00000000
        PA
        USD
        157545.00000000
        0.002071778825
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-09
          Fixed
          10.87500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Global Holdings SCA
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        N/A
        
          
          
        
        2380000.00000000
        PA
        
        2541187.77000000
        0.033417620453
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-10-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAGUS-Sociedade de Titularizacao de Creditos SA
        N/A
        TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class D
        N/A
        
          
          
        
        900000.00000000
        PA
        
        979898.11000000
        0.012886046245
        Long
        ABS-O
        CORP
        PT
        N
        
        2
        
          2038-09-23
          Floating
          2.30000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VeriSign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VeriSign, Inc.
        92343EAH5
        
          
          
        
        1523000.00000000
        PA
        USD
        1599028.16000000
        0.021027850352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
          
        
        1200000.00000000
        PA
        
        1301481.00000000
        0.017114987959
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-10-23
          Fixed
          0.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loan Trust
        N/A
        Mosaic Solar Loan Trust, Series 2020-2A, Class B
        61946PAB9
        
          
          
        
        1215934.30000000
        PA
        USD
        1135608.71000000
        0.014933701988
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-20
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        23800000.00000000
        PA
        USD
        56322.25000000
        0.000740659779
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 38-V1
                Markit CDX North American High Yield Index Series 38-V1
              
            
            Y
            Receipt of notional amount upon default event with regard to the reference instrument
            
            2027-06-20
            0.00000000
            USD
            1404867.85000000
            USD
            23800000.00000000
            USD
            56322.25000000
          
        
        
          N
          N
          N
        
      
      
        HPCL-Mittal Energy Ltd.
        3358008CSQJBZUGQXP26
        HPCL-Mittal Energy Ltd.
        N/A
        
          
          
        
        500000.00000000
        PA
        USD
        483750.00000000
        0.006361503107
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2026-10-22
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL Core CLO 4 Ltd.
        549300HS2AZ4GZPCZ864
        AGL Core CLO 4 Ltd., Series 2020-4A, Class A1R
        001199AG3
        
          
          
        
        1250000.00000000
        PA
        USD
        1237063.38000000
        0.016267870874
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Floating
          1.32400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140Q7A72
        
          
          
        
        2306260.13990000
        PA
        USD
        2333578.64000000
        0.030687478592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        6435000.00000000
        PA
        USD
        163474.59000000
        0.002149755270
        N/A
        DIR
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Call
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.16900000
            USD
            2025-06-05
            XXXX
            12332.38000000
          
        
        
          N
          N
          N
        
      
      
        Harben Finance
        N/A
        Harben Finance, Series 2017-1RX, Class C
        N/A
        
          
          
        
        741000.00000000
        PA
        
        945245.01000000
        0.012430344326
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2055-09-28
          Floating
          1.64082830
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barley Hill NO 2 plc
        213800U1CMP6UD9B1T04
        Barley Hill NO 2 plc, Series 2, Class C
        N/A
        
          
          
        
        520000.00000000
        PA
        
        684402.72000000
        0.009000165436
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2058-08-27
          Floating
          2.39119895
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Mortgage Loan Trust
        N/A
        COLT Mortgage Loan Trust, Series 2022-3, Class A1
        12659YAA2
        
          
          
        
        5038572.00000000
        PA
        USD
        5029619.97000000
        0.066141484375
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          3.90099960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        General Motors Financial Co., Inc.
        37045XAS5
        
          
          
        
        3800000.00000000
        PA
        USD
        3846695.12000000
        0.050585556501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        35920000.00000000
        PA
        USD
        1306497.96000000
        0.017180962960
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.13000000
            USD
            2023-02-15
            XXXX
            283689.31000000
          
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp., Series 2019-A, Class A2
        69335PDE2
        
          
          
        
        10780000.00000000
        PA
        USD
        10777120.66000000
        0.141723383077
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9605000.00000000
        PA
        USD
        -47335.68000000
        -0.00062248284
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-25
            0.00000000
            USD
            0.00000000
            USD
            9605000.00000000
            USD
            -47335.68000000
          
        
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        CVS Health Corp.
        126650CW8
        
          
          
        
        5320000.00000000
        PA
        USD
        5452088.58000000
        0.071697113057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62954HAA6
        
          
          
        
        6000000.00000000
        PA
        USD
        6019875.00000000
        0.079163728199
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        200000.00000000
        PA
        USD
        36912.50000000
        0.000485413919
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-11-11
          Fixed
          11.70000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5
        46645LAY3
        
          
          
        
        2250000.00000000
        PA
        USD
        2266962.53000000
        0.029811450497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-17
          Fixed
          3.57610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        Twitter, Inc.
        90184LAG7
        
          
          
        
        887000.00000000
        PA
        USD
        861498.75000000
        0.011329048010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300WF5YRKNHB1FX69
        GS Mortgage Securities Trust, Series 2013-GC13, Class AAB
        36198EAF2
        
          
          
        
        1788069.19000000
        PA
        USD
        1801373.14000000
        0.023688766567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-10
          Variable
          3.71900160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        BAT Capital Corp.
        05526DAZ8
        
          
          
        
        16545000.00000000
        PA
        USD
        16538942.05000000
        0.217493604627
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -174125000.00000000
        PA
        USD
        -207204.42000000
        -0.00272481976
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.25000000
            USD
            2023-01-10
            XXXX
            476236.21000000
          
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1841993.21000000
        0.024222936493
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-08
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazMunayGas National Co. JSC
        2138001H1M69RFJCSH88
        KazMunayGas National Co. JSC
        48126PAA0
        
          
          
        
        540000.00000000
        PA
        USD
        446850.00000000
        0.005876253567
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2033-04-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III BV
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAN1
        
          
          
        
        210000.00000000
        PA
        USD
        219596.98000000
        0.002887786812
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FT Santander Consumer Spain Auto
        894500EO9XFVE82OWE89
        FT Santander Consumer Spain Auto, Series 2020-1, Class C
        N/A
        
          
          
        
        189612.22060000
        PA
        
        207685.68000000
        0.002731148524
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2033-03-20
          Floating
          1.45699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
          
        
        6300000.00000000
        PA
        
        6692537.50000000
        0.088009505116
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2029-12-03
          Variable
          0.49999890
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        SREIT Trust, Series 2021-MFP2, Class A
        85236WCE4
        
          
          
        
        4025000.00000000
        PA
        USD
        3949191.54000000
        0.051933424810
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          1.21880160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        -1029.00000000
        NC
        USD
        3241816.58000000
        0.042631165366
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2022-06-21
            -126325828.13000000
            USD
            3241816.58000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class ASB
        61763XAC0
        
          
          
        
        4269289.63000000
        PA
        USD
        4313534.84000000
        0.056724682763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          3.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Bridge Funding plc
        63540046RPZ8IOOPGL28
        Tower Bridge Funding plc, Series 2021-2, Class C
        N/A
        
          
          
        
        140000.00000000
        PA
        
        181272.06000000
        0.002383799013
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2063-11-20
          Floating
          1.99546960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding VI CLO Ltd.
        549300PQ60B57EBTK013
        Cedar Funding VI CLO Ltd., Series 2016-6A, Class ARR
        15032DAR2
        
          
          
        
        26890000.00000000
        PA
        USD
        26594210.00000000
        0.349724340144
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.30399920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -272120000.00000000
        PA
        
        -3550428.84000000
        -0.04668953818
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.35000000
            EUR
            2024-02-08
            XXXX
            -1841467.61000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        39590000.00000000
        PA
        USD
        548691.38000000
        0.007215507842
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-17
            0.00000000
            USD
            0.00000000
            USD
            39590000.00000000
            USD
            548691.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -14780000.00000000
        PA
        USD
        -1617346.21000000
        -0.02126873992
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank NA
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.25400000
            USD
            2022-12-30
            XXXX
            -1129975.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        14970000.00000000
        PA
        USD
        977798.34000000
        0.012858433442
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2028-02-15
            0.00000000
            USD
            0.00000000
            USD
            14970000.00000000
            USD
            977798.34000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        31418CMV3
        
          
          
        
        1568294.19570000
        PA
        USD
        1621892.89000000
        0.021328530561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAK6
        
          
          
        
        831000.00000000
        PA
        USD
        880860.00000000
        0.011583656076
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millicom International Cellular SA
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        600814AN7
        
          
          
        
        1476000.00000000
        PA
        USD
        1457992.80000000
        0.019173179797
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAH6
        
          
          
        
        1433000.00000000
        PA
        USD
        1466201.12000000
        0.019281122440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFI Holdings Group Co. Ltd.
        549300WGKSV867C0JF48
        CIFI Holdings Group Co. Ltd.
        N/A
        
          
          
        
        750000.00000000
        PA
        USD
        611250.00000000
        0.008038178344
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-20
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helios Software Holdings, Inc.
        N/A
        Helios Software Holdings, Inc.
        42329HAA6
        
          
          
        
        200000.00000000
        PA
        USD
        183762.00000000
        0.002416542705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        64310000.00000000
        PA
        USD
        2544787.91000000
        0.033464963713
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-01-14
            0.00000000
            USD
            0.00000000
            USD
            64310000.00000000
            USD
            2544787.91000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300XY7L2MRX0BQH89
        Verizon Owner Trust, Series 2020-A, Class A1A
        92348TAA2
        
          
          
        
        7959376.98000000
        PA
        USD
        7961659.73000000
        0.104698962500
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp.
        N/A
        SLM Corp.
        78442PGE0
        
          
          
        
        210000.00000000
        PA
        USD
        194775.00000000
        0.002561367995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-02
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Reservas de la Republica Dominicana
        549300CKQT0JZ2EGNC56
        Banco de Reservas de la Republica Dominicana
        N/A
        
          
          
        
        1458000.00000000
        PA
        USD
        1479870.00000000
        0.019460873598
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAL8
        
          
          
        
        389000.00000000
        PA
        USD
        390458.75000000
        0.005134686410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GZP2
        
          
          
        
        13785000.00000000
        PA
        USD
        13767532.75000000
        0.181048480342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PAU0
        
          
          
        
        36363000.00000000
        PA
        USD
        36776822.58000000
        0.483629707721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Variable
          3.79699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises LP
        N/A
        Icahn Enterprises LP
        451102BW6
        
          
          
        
        365000.00000000
        PA
        USD
        366660.75000000
        0.004821733334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F13W0
        
          
          
        
        56768.32910000
        PA
        USD
        57224.54000000
        0.000752525248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11590000.00000000
        PA
        USD
        538961.18000000
        0.007087551878
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2047-08-15
            0.00000000
            USD
            0.00000000
            USD
            11590000.00000000
            USD
            538961.18000000
          
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp.
        14040HCM5
        
          
          
        
        17510000.00000000
        PA
        USD
        17133548.66000000
        0.225312915835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Variable
          2.63599920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216BG5
        
          
          
        
        158000.00000000
        PA
        USD
        161353.39000000
        0.002121860654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        17720000.00000000
        PA
        USD
        839819.41000000
        0.011043956146
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-10-18
            0.00000000
            USD
            0.00000000
            USD
            17720000.00000000
            USD
            839819.41000000
          
        
        
          N
          N
          N
        
      
      
        KWG Group Holdings Ltd.
        549300LK82ZOM9ZE7H90
        KWG Group Holdings Ltd.
        N/A
        
          
          
        
        454000.00000000
        PA
        USD
        224730.00000000
        0.002955288048
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-09-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AE4
        
          
          
        
        742000.00000000
        PA
        USD
        746518.78000000
        0.009817016100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Fair LP
        N/A
        Cedar Fair LP
        150190AF3
        
          
          
        
        784000.00000000
        PA
        USD
        805101.36000000
        0.010587400109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MicroStrategy, Inc.
        549300WQTWEJUEHXQX21
        MicroStrategy, Inc.
        594972AF8
        
          
          
        
        379000.00000000
        PA
        USD
        368778.37000000
        0.004849580871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy, Inc.
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy, Inc.
        16411RAK5
        
          
          
        
        1865000.00000000
        PA
        USD
        1871247.75000000
        0.024607645221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG Securitization Trust
        N/A
        BHG Securitization Trust, Series 2021-A, Class A
        08861YAA4
        
          
          
        
        375855.54000000
        PA
        USD
        357858.04000000
        0.004705974229
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-17
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Co. Ltd.
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co. Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        116760.00000000
        0.001535440005
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-27
          Fixed
          8.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1864940.59000000
        0.024524703581
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-04-28
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        19970000.00000000
        PA
        USD
        141699.98000000
        0.001863410569
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2026-03-06
            0.00000000
            USD
            0.00000000
            USD
            19970000.00000000
            USD
            141699.98000000
          
        
        
          N
          N
          N
        
      
      
        Vigorous Champion International Ltd.
        254900LCCR122N588062
        Vigorous Champion International Ltd.
        N/A
        
          
          
        
        2114000.00000000
        PA
        USD
        1992064.48000000
        0.026196432824
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-06-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telecom Italia SpA
        549300W384M3RI3VXU42
        Telecom Italia SpA
        87927YAA0
        
          
          
        
        1555000.00000000
        PA
        USD
        1566662.50000000
        0.020602229170
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-05-30
          Fixed
          5.30300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3550000.00000000
        PA
        USD
        771466.45000000
        0.010145087790
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2040-08-17
            0.00000000
            USD
            0.00000000
            USD
            3550000.00000000
            USD
            771466.45000000
          
        
        
          N
          N
          N
        
      
      
        CPPIB Capital, Inc.
        549300KW9NB55HTDK075
        CPPIB Capital, Inc.
        22411VAR9
        
          
          
        
        22650000.00000000
        PA
        USD
        21578779.58000000
        0.283769453942
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-09-16
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        26415000.00000000
        PA
        USD
        -601327.13000000
        -0.00790768869
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-09-06
            0.00000000
            USD
            0.00000000
            USD
            26415000.00000000
            USD
            -601327.13000000
          
        
        
          N
          N
          N
        
      
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279HJL0
        
          
          
        
        25000000.00000000
        PA
        USD
        24796965.25000000
        0.326089863531
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-09-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Private Education Refi Loan Trust
        N/A
        Navient Private Education Refi Loan Trust, Series 2021-FA, Class A
        63942GAA1
        
          
          
        
        15489537.06000000
        PA
        USD
        14435551.51000000
        0.189833190248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-02-18
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        25910000.00000000
        PA
        USD
        98759.76000000
        0.001298729757
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-23
            0.00000000
            USD
            0.00000000
            USD
            25910000.00000000
            USD
            98759.76000000
          
        
        
          N
          N
          N
        
      
      
        SM Energy Co.
        84BUTVXV5ODI6BXNMH43
        SM Energy Co.
        78454LAL4
        
          
          
        
        65000.00000000
        PA
        USD
        64918.75000000
        0.000853707141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TerraForm Power Operating LLC
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAC7
        
          
          
        
        1230000.00000000
        PA
        USD
        1226925.00000000
        0.016134547182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday, Inc.
        549300J0DYC0N31V7G13
        Workday, Inc.
        98138HAG6
        
          
          
        
        3500000.00000000
        PA
        USD
        3499089.44000000
        0.046014404846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos., Inc.
        91911KAP7
        
          
          
        
        634000.00000000
        PA
        USD
        656871.55000000
        0.008638119702
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNA VI LLC
        N/A
        FNA VI LLC, Series 2021-1A, Class A
        34411YAA5
        
          
          
        
        464710.08000000
        PA
        USD
        443535.89000000
        0.005832671715
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-01-10
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance LLC
        N/A
        Hilton Worldwide Finance LLC
        432891AK5
        
          
          
        
        1800000.00000000
        PA
        USD
        1812141.00000000
        0.023830368169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXP Trust
        N/A
        BXP Trust, Series 2021-601L, Class D
        05607TAJ1
        
          
          
        
        5000000.00000000
        PA
        USD
        4013743.00000000
        0.052782301944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-01-15
          Variable
          2.77545960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Mortgage Trust
        N/A
        JPMorgan Mortgage Trust, Series 2020-7, Class A3
        46591XAC9
        
          
          
        
        3120457.88000000
        PA
        USD
        3046889.34000000
        0.040067795355
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fantasia Holdings Group Co. Ltd.
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co. Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        93380.00000000
        0.001227983793
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-06-01
          Fixed
          11.87500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2018-CRE1, Class A
        53946MAA5
        
          
          
        
        2350913.46000000
        PA
        USD
        2342776.58000000
        0.030808435127
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-05-15
          Floating
          1.52656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Exploration, Inc.
        T8W3X1PFLPW2YE0UIP44
        Ovintiv Exploration, Inc.
        651290AQ1
        
          
          
        
        9278000.00000000
        PA
        USD
        9754538.58000000
        0.128276025807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -14550000.00000000
        PA
        USD
        -1805710.60000000
        -0.02374580587
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.06400000
            USD
            2022-10-11
            XXXX
            -1316284.98000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138WFNL6
        
          
          
        
        422913.31780000
        PA
        USD
        427321.44000000
        0.005619445309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp., Series 2021-A, Class A
        69335PDZ5
        
          
          
        
        4740000.00000000
        PA
        USD
        4499750.73000000
        0.059173495090
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd.
        N/A
        
          
          
        
        1334000.00000000
        PA
        USD
        260130.00000000
        0.003420811996
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-11-12
          Fixed
          11.95000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -27230000.00000000
        PA
        USD
        -154870.43000000
        -0.00203660717
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Barclays Bank plc
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.43800000
            USD
            2023-01-09
            XXXX
            732827.57000000
          
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        6354001CXJE7XMMVG324
        Taurus CMBS, Series 2021-UK4X, Class D
        N/A
        
          
          
        
        1441832.82000000
        PA
        
        1847022.72000000
        0.024289076531
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-08-17
          Floating
          2.59082840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nabors Industries, Inc.
        549300VFQWRKICUFNU92
        Nabors Industries, Inc.
        62957HAJ4
        
          
          
        
        286000.00000000
        PA
        USD
        297082.50000000
        0.003906751931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG Pearl Holdings SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings SARL
        28249NAB7
        
          
          
        
        1973000.00000000
        PA
        USD
        1844755.00000000
        0.024259255119
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2046-11-30
          Fixed
          4.38700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group, Inc.
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group, Inc.
        86562MCM0
        
          
          
        
        4385000.00000000
        PA
        USD
        4144200.40000000
        0.054497868156
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-01-14
          Fixed
          2.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GZK3
        
          
          
        
        12845000.00000000
        PA
        USD
        12281449.00000000
        0.161505893483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Variable
          2.63999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        21680000.00000000
        PA
        USD
        -1966527.43000000
        -0.02586061055
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-06-20
            0.00000000
            USD
            0.00000000
            USD
            21680000.00000000
            USD
            -1966527.43000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Variable Rate Notes, Series 1997-20, Class FB
        31359N4R9
        
          
          
        
        22065.89000000
        PA
        USD
        21890.73000000
        0.000287871724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Floating
          0.69599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp.
        303250AF1
        
          
          
        
        239000.00000000
        PA
        USD
        231380.68000000
        0.003042747110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        N/A
        
          
          
        
        3610000.00000000
        PA
        
        3886135.68000000
        0.051104215406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-08
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rattler Midstream LP
        549300I45NRVEEN9M219
        Rattler Midstream LP
        75419TAA1
        
          
          
        
        501000.00000000
        PA
        USD
        508515.00000000
        0.006687172614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radiate Holdco LLC
        N/A
        Radiate Holdco LLC
        75026JAC4
        
          
          
        
        2428000.00000000
        PA
        USD
        2343020.00000000
        0.030811636196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138E0SE0
        
          
          
        
        24263.34970000
        PA
        USD
        24495.46000000
        0.000322124950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        11730000.00000000
        PA
        USD
        770268.65000000
        0.010129336248
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.81000000
            USD
            2040-01-17
            XXXX
            89396.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        86220000.00000000
        PA
        USD
        1327804.98000000
        0.017461158668
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            2.59000000
            USD
            2023-01-12
            XXXX
            307853.99000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Professional Loan Program LLC
        5493002WMPR84WZ75V46
        SoFi Professional Loan Program LLC, Series 2018-A, Class A2B
        83406EAC9
        
          
          
        
        2835090.33000000
        PA
        USD
        2833373.97000000
        0.037259984110
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-02-25
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanlington No. 2 plc
        213800FCNYGLAJQ7PJ81
        Stanlington No. 2 plc, Series 2, Class D
        N/A
        
          
          
        
        329000.00000000
        PA
        
        430945.27000000
        0.005667100101
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-06-12
          Floating
          2.75415860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONO Mortgage Trust
        N/A
        HONO Mortgage Trust, Series 2021-LULU, Class D
        40390MAL9
        
          
          
        
        2000000.00000000
        PA
        USD
        1965712.60000000
        0.025849895219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.89657080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autonoria Spain
        959800PAVFGQ48YNAE06
        Autonoria Spain, Series 2021-SP, Class D
        N/A
        
          
          
        
        800000.00000000
        PA
        
        876038.49000000
        0.011520251319
        Long
        ABS-O
        CORP
        ES
        N
        
        2
        
          2039-01-31
          Floating
          1.00400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Private Credit Student Loan Trust
        549300ZTEFT8CS12SF95
        SLM Private Credit Student Loan Trust, Series 2005-A, Class A4
        78443CBV5
        
          
          
        
        7136226.16000000
        PA
        USD
        6983687.90000000
        0.091838247595
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.13600160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Private Credit Student Loan Trust
        549300HIOV1ESFZYQ040
        SLM Private Credit Student Loan Trust, Series 2004-B, Class A3
        78443CBN3
        
          
          
        
        752981.19000000
        PA
        USD
        749513.03000000
        0.009856391667
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Floating
          1.15599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        OneMain Finance Corp.
        85172FAN9
        
          
          
        
        250000.00000000
        PA
        USD
        267222.50000000
        0.003514081165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd.
        549300UP5H2PFBIITY41
        Palmer Square CLO Ltd., Series 2014-1A, Class A1R2
        69688XAS0
        
          
          
        
        15000000.00000000
        PA
        USD
        14917500.00000000
        0.196171002789
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-17
          Floating
          1.37129040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block, Inc.
        549300OHIIUWSTIZME52
        Block, Inc.
        852234AL7
        
          
          
        
        695000.00000000
        PA
        USD
        656927.90000000
        0.008638860727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenko Dutch BV
        724500PT585P4JPVRP08
        Greenko Dutch BV
        N/A
        
          
          
        
        1293980.00000000
        PA
        USD
        1221193.63000000
        0.016059177408
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-03-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Enterprise Stone & Lime Co., Inc.
        549300O5DQ5Y61B8VF38
        New Enterprise Stone & Lime Co., Inc.
        644274AH5
        
          
          
        
        111000.00000000
        PA
        USD
        106713.18000000
        0.001403320364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810TA6
        
          
          
        
        100000000.00000000
        PA
        USD
        86671875.00000000
        1.139769306681
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance DAC
        635400HTAZNW3LYYMQ40
        Prodigy Finance DAC, Series 2021-1A, Class A
        742855AA7
        
          
          
        
        3296534.25000000
        PA
        USD
        3289658.01000000
        0.043260299021
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2051-07-25
          Floating
          1.70656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies, Inc.
        549300B2FTG34FILDR98
        Uber Technologies, Inc.
        90353TAF7
        
          
          
        
        443000.00000000
        PA
        USD
        462270.50000000
        0.006079039218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding II CLO Ltd.
        254900Q56WTD2BRLBE32
        Cedar Funding II CLO Ltd., Series 2013-1A, Class ARR
        15032TBE5
        
          
          
        
        8750000.00000000
        PA
        USD
        8610984.38000000
        0.113237837494
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.33400160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square plc
        635400JVSPJM1HG8EF19
        Finsbury Square plc, Series 2020-1A, Class C
        N/A
        
          
          
        
        224958.52000000
        PA
        
        294460.88000000
        0.003872276595
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-03-16
          Floating
          1.91784140
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        61000000.00000000
        PA
        USD
        1742985.72000000
        0.022920948988
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2029-02-15
            0.00000000
            USD
            78175.23000000
            USD
            61000000.00000000
            USD
            1742985.72000000
          
        
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        N/A
        
          
          
        
        1470000.00000000
        PA
        
        1626268.81000000
        0.021386075633
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
          
        
        1084000.00000000
        PA
        USD
        941928.25000000
        0.012386727625
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        6435000.00000000
        PA
        USD
        694898.31000000
        0.009138186580
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Purchased
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.02250000
            USD
            2025-06-04
            XXXX
            65784.96000000
          
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co. LP
        N/A
        Penske Truck Leasing Co. LP
        709599BM5
        
          
          
        
        4295000.00000000
        PA
        USD
        3985249.07000000
        0.052407595537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd.
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        606970.00000000
        0.007981894658
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Evergrande Group
        549300CUF7B1LAB15T90
        China Evergrande Group
        N/A
        
          
          
        
        666000.00000000
        PA
        USD
        83250.00000000
        0.001094770302
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-11
          Fixed
          10.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J8L50
        
          
          
        
        524888.82100000
        PA
        USD
        530213.42000000
        0.006972515387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReNew Power Pvt Ltd.
        335800BITJZHVZ1CN475
        ReNew Power Pvt Ltd.
        N/A
        
          
          
        
        834000.00000000
        PA
        USD
        815902.20000000
        0.010729435411
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-03-05
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven, Inc.
        549300K23JPL0SS3LB18
        7-Eleven, Inc.
        817826AB6
        
          
          
        
        21469000.00000000
        PA
        USD
        20623913.18000000
        0.271212584546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON International Finance BV
        549300TG53AWJ719M814
        E.ON International Finance BV
        N/A
        
          
          
        
        300000.00000000
        PA
        
        332012.40000000
        0.004366093879
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-04-13
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        90-day Eurodollar
        N/A
        
          
          
        
        -428.00000000
        NC
        USD
        1387734.35000000
        0.018249253497
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                3 Month Eurodollar
                
                  
                
              
            
            2024-12-16
            -104057500.00000000
            USD
            1387734.35000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140GNMB6
        
          
          
        
        131756.19590000
        PA
        USD
        133150.20000000
        0.001750977593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        DISH DBS Corp.
        25470XAJ4
        
          
          
        
        548000.00000000
        PA
        USD
        550729.04000000
        0.007242303874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG Energy Corp.
        5493002WXPTG5ZC1T326
        MEG Energy Corp.
        552704AD0
        
          
          
        
        247000.00000000
        PA
        USD
        251013.75000000
        0.003300929716
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABZ9
        
          
          
        
        8000000.00000000
        PA
        USD
        7291972.24000000
        0.095892308137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-17
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy, Inc.
        N/A
        New Fortress Energy, Inc.
        644393AB6
        
          
          
        
        868000.00000000
        PA
        USD
        859988.36000000
        0.011309185786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        71870000.00000000
        PA
        USD
        631221.09000000
        0.008300806047
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2026-02-25
            0.00000000
            USD
            0.00000000
            USD
            71870000.00000000
            USD
            631221.09000000
          
        
        
          N
          N
          N
        
      
      
        EnLink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAF4
        
          
          
        
        570000.00000000
        PA
        USD
        570000.00000000
        0.007495724591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP
        N/A
        Ladder Capital Finance Holdings LLLP
        505742AM8
        
          
          
        
        457000.00000000
        PA
        USD
        437972.26000000
        0.005759507788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140F12L5
        
          
          
        
        782177.72090000
        PA
        USD
        790158.46000000
        0.010390895087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO XX
        5493008YDOADR1DMZM86
        Apidos CLO XX, Series 2015-20A, Class A1RA
        03765LAP7
        
          
          
        
        1500000.00000000
        PA
        USD
        1489546.50000000
        0.019588123385
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          1.34129160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust, Series 2019-3A, Class A
        22535KAA1
        
          
          
        
        7622508.54000000
        PA
        USD
        7636569.02000000
        0.100423891572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems LLC
        549300G80QONCHILSF69
        Axalta Coating Systems LLC
        05453GAC9
        
          
          
        
        303000.00000000
        PA
        USD
        266397.60000000
        0.003503233405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOP
        N/A
        
          
        
        -36385000.00000000
        PA
        USD
        -289688.80000000
        -0.00380952186
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank NA
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                N/A
                Swaption
                
                  
                
              
            
            1.00000000
            1.42100000
            USD
            2022-12-15
            XXXX
            732729.70000000
          
        
        
          N
          N
          N
        
      
      
        Enbridge, Inc.
        98TPTUM4IVMFCZBCUR27
        Enbridge, Inc.
        29250NAY1
        
          
          
        
        1710000.00000000
        PA
        USD
        1680124.50000000
        0.022094299177
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397A60
        
          
          
        
        779000.00000000
        PA
        USD
        794580.00000000
        0.010449040080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AT5
        
          
          
        
        12265000.00000000
        PA
        USD
        10969766.94000000
        0.144256757565
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-02
          Variable
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class A4
        61763KBA1
        
          
          
        
        16435000.00000000
        PA
        USD
        16659648.37000000
        0.219080940296
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          4.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwick Park CLO LLC
        N/A
        Southwick Park CLO LLC, Series 2019-4A, Class A1R
        846031AN2
        
          
          
        
        5650000.00000000
        PA
        USD
        5587789.55000000
        0.073481634281
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arabian Centres Sukuk II Ltd.
        549300X92PKHJD8UYG94
        Arabian Centres Sukuk II Ltd.
        03847QAA1
        
          
          
        
        1665000.00000000
        PA
        USD
        1573425.00000000
        0.020691158710
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-10-07
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK Consumer Healthcare Capital NL BV
        549300RXQZBOJONY3Q97
        GSK Consumer Healthcare Capital NL BV
        N/A
        
          
          
        
        1130000.00000000
        PA
        
        1250450.02000000
        0.016443910465
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-03-29
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia Finance BV
        5299009XLZLD9TALOZ03
        Vonovia Finance BV
        N/A
        
          
          
        
        4100000.00000000
        PA
        
        4533320.91000000
        0.059614956184
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-06
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vedanta Resources Finance II plc
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II plc
        N/A
        
          
          
        
        833000.00000000
        PA
        USD
        808010.00000000
        0.010625649871
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-11
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atom Mortgage Securities DAC
        635400S9JQ1OOL8ZRR06
        Atom Mortgage Securities DAC, Series 1X, Class E
        N/A
        
          
          
        
        2158170.34000000
        PA
        
        2808195.41000000
        0.036928876125
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2031-07-22
          Floating
          3.21128825
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd.
        549300T40QLO0VJIOB35
        Barings CLO Ltd., Series 2019-3A, Class A1R
        06761KAL5
        
          
          
        
        900000.00000000
        PA
        USD
        891587.25000000
        0.011724723640
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.32400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMB International Leasing Management Ltd.
        5493003RO1EBM4E5IG13
        CMB International Leasing Management Ltd.
        N/A
        
          
          
        
        875000.00000000
        PA
        USD
        796180.00000000
        0.010470080710
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2026-09-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Metro Global Ltd.
        549300HJRNTCANEH0D47
        New Metro Global Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        426880.00000000
        0.005613640199
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11170000.00000000
        PA
        USD
        521053.68000000
        0.006852061197
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2032-01-10
            0.00000000
            USD
            0.00000000
            USD
            11170000.00000000
            USD
            521053.68000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4
        46641BAD5
        
          
          
        
        13920000.00000000
        PA
        USD
        14098148.16000000
        0.185396203252
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-15
          Fixed
          4.16640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J5SL4
        
          
          
        
        3169269.34000000
        PA
        USD
        3138538.90000000
        0.041273023181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental, Inc.
        36168QAJ3
        
          
          
        
        226000.00000000
        PA
        USD
        224576.20000000
        0.002953265517
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        177700000.00000000
        PA
        
        1811157.32000000
        0.023817432389
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2026-02-12
            0.00000000
            USD
            0.00000000
            USD
            177700000.00000000
            EUR
            1811157.32000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        52105000.00000000
        PA
        USD
        670209.27000000
        0.008813515976
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-08-12
            0.00000000
            USD
            0.00000000
            USD
            52105000.00000000
            USD
            670209.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5445000.00000000
        PA
        USD
        -245599.06000000
        -0.00322972440
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-08
            0.00000000
            USD
            0.00000000
            USD
            5445000.00000000
            USD
            -245599.06000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities Trust, Series 2019-4, Class A2
        95002FAB0
        
          
          
        
        1035261.69000000
        PA
        USD
        1030662.02000000
        0.013553611664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-25
          Variable
          2.99999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Carter Co. (The)
        TGI2A0HXEYNQPU7TYV27
        William Carter Co. (The)
        96926JAC1
        
          
          
        
        506000.00000000
        PA
        USD
        513468.56000000
        0.006752313880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3128P8B91
        
          
          
        
        3054807.83820000
        PA
        USD
        3050346.87000000
        0.040113263237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy, Inc.
        N/A
        New Fortress Energy, Inc.
        644393AA8
        
          
          
        
        1270000.00000000
        PA
        USD
        1277505.70000000
        0.016799703317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTAN MHC
        N/A
        TTAN MHC, Series 2021-MHC, Class A
        87303TAA5
        
          
          
        
        8387549.11000000
        PA
        USD
        8268977.68000000
        0.108740314632
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.24656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Easy Tactic Ltd.
        549300WYFMC41MKE6E16
        Easy Tactic Ltd.
        N/A
        
          
          
        
        667000.00000000
        PA
        USD
        143405.00000000
        0.001885832254
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-02-27
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161NAZ4
        
          
          
        
        3455000.00000000
        PA
        USD
        3366450.80000000
        0.044270154468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        1780000.00000000
        PA
        USD
        -133106.73000000
        -0.00175040594
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2031-08-19
            0.00000000
            USD
            0.00000000
            USD
            1780000.00000000
            USD
            -133106.73000000
          
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        760942BB7
        
          
          
        
        1683995.00000000
        PA
        USD
        1783771.70000000
        0.023457300696
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2027-10-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust, Series 2015-CR23, Class XA
        12593ABB0
        
          
          
        
        32501431.47000000
        PA
        USD
        703223.72000000
        0.009247669002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-10
          Variable
          0.88105680
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
          
        
        4520000.00000000
        PA
        
        5073103.66000000
        0.066713312032
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-12-05
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alpek SAB de CV
        549300PWKJTP62D4IQ66
        Alpek SAB de CV
        020564AE0
        
          
          
        
        200000.00000000
        PA
        USD
        180500.00000000
        0.002373646120
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A
        22537CAA7
        
          
          
        
        18920000.00000000
        PA
        USD
        18295312.68000000
        0.240590570456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InRetail Consumer
        N/A
        InRetail Consumer
        45790TAB1
        
          
          
        
        485000.00000000
        PA
        USD
        454323.75000000
        0.005974536325
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2028-03-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontier Communications Holdings LLC
        N/A
        Frontier Communications Holdings LLC
        35906ABF4
        
          
          
        
        888000.00000000
        PA
        USD
        852480.00000000
        0.011210447893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock CLO Ltd.
        N/A
        Ballyrock CLO Ltd., Series 2016-1A, Class CR2
        05875FBE6
        
          
          
        
        2250000.00000000
        PA
        USD
        2240138.03000000
        0.029458697753
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-15
          Floating
          2.14129080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        3360000.00000000
        PA
        USD
        -272322.49000000
        -0.00358114804
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2051-06-11
            0.00000000
            USD
            0.00000000
            USD
            3360000.00000000
            USD
            -272322.49000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        Sprint Corp.
        85207UAJ4
        
          
          
        
        1082000.00000000
        PA
        USD
        1179380.00000000
        0.015509311699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
          
        
        700000.00000000
        PA
        
        752776.13000000
        0.009899302718
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-11
          Variable
          1.12499935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class A
        46591JAA4
        
          
          
        
        1604209.18000000
        PA
        USD
        1596182.52000000
        0.020990429065
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          1.39656960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC Trust
        N/A
        CSMC Trust, Series 2019-RP10, Class A1
        12597FAC4
        
          
          
        
        3182454.72000000
        PA
        USD
        3155459.23000000
        0.041495532187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-26
          Variable
          2.94199560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Civitas Resources, Inc.
        IIVIHPH28S64K95M2381
        Civitas Resources, Inc.
        097793AE3
        
          
          
        
        122000.00000000
        PA
        USD
        120936.16000000
        0.001590358155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        N/A
        Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2013-K25, Class B
        30261NAE0
        
          
          
        
        1505000.00000000
        PA
        USD
        1515179.07000000
        0.019925201780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-25
          Variable
          3.62009520
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034AK5
        
          
          
        
        65000.00000000
        PA
        USD
        65260.49000000
        0.000858201157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658BJ0
        
          
          
        
        530000.00000000
        PA
        USD
        585819.60000000
        0.007703758564
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -160.56000000
        -0.00000211142
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              ANZ Banking Group
              213800VD256NU2D97H12
            
            54000.00000000
            EUR
            59746.14000000
            USD
            2022-06-15
            -160.56000000
          
        
        
          N
          N
          N
        
      
      
        Akumin, Inc.
        N/A
        Akumin, Inc.
        01021FAA7
        
          
          
        
        172000.00000000
        PA
        USD
        142760.00000000
        0.001877350250
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
          
        
        1700000.00000000
        PA
        
        1961096.95000000
        0.025789197603
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-04-02
          Variable
          3.37500170
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust, Series 2020-2, Class B
        03066EAE4
        
          
          
        
        3870000.00000000
        PA
        USD
        3806575.73000000
        0.050057970715
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140J8M34
        
          
          
        
        23658.82060000
        PA
        USD
        23903.96000000
        0.000314346492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        53090000.00000000
        PA
        USD
        2079842.03000000
        0.027350742193
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-06-21
            0.00000000
            USD
            0.00000000
            USD
            53090000.00000000
            USD
            2079842.03000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association or Federal Home Loan Mortgage Corp.
        N/A
        Uniform Mortgage-Backed Securities
        01F030652
        
          
          
        
        76980000.00000000
        PA
        USD
        75119956.89000000
        0.987857031850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellium SE
        724500KRJEMC79KAAU28
        Constellium SE
        21039CAA2
        
          
          
        
        1178000.00000000
        PA
        USD
        1182959.38000000
        0.015556381956
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACEA SpA
        549300Q3448N041CTH56
        ACEA SpA
        N/A
        
          
          
        
        1885000.00000000
        PA
        
        2008492.86000000
        0.026412472494
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-09-28
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        Level 3 Financing, Inc.
        527298BR3
        
          
          
        
        879000.00000000
        PA
        USD
        806928.59000000
        0.010611428904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eG Global Finance plc
        549300TL8Q5207VYET27
        eG Global Finance plc
        28228PAB7
        
          
          
        
        200000.00000000
        PA
        USD
        204750.00000000
        0.002692543175
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A4
        12634NAT5
        
          
          
        
        2458000.00000000
        PA
        USD
        2458696.84000000
        0.032332832221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
          
        
        8300000.00000000
        PA
        USD
        7967728.76000000
        0.104778772636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Variable
          0.79099920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs, Inc.
        529900FODTBQC8MIS994
        Churchill Downs, Inc.
        171484AG3
        
          
          
        
        1525000.00000000
        PA
        USD
        1542293.50000000
        0.020281767219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        14850000.00000000
        PA
        USD
        -898639.49000000
        -0.01181746337
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2034-08-06
            0.00000000
            USD
            0.00000000
            USD
            14850000.00000000
            USD
            -898639.49000000
          
        
        
          N
          N
          N
        
      
      
        New Gold, Inc.
        5493005G0GNCHP0H6L96
        New Gold, Inc.
        644535AH9
        
          
          
        
        533000.00000000
        PA
        USD
        552987.50000000
        0.007272003512
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-07-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        35920000.00000000
        PA
        USD
        219169.87000000
        0.002882170147
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2031-11-15
            0.00000000
            USD
            0.00000000
            USD
            35920000.00000000
            USD
            219169.87000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        N/A
        1011778 BC ULC
        68245XAH2
        
          
          
        
        228000.00000000
        PA
        USD
        216037.98000000
        0.002840984560
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        N/A
        
          
          
        
        3600000.00000000
        PA
        
        3960237.83000000
        0.052078687876
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-24
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molina Healthcare, Inc.
        549300NQQCEQ46YHZ591
        Molina Healthcare, Inc.
        60855RAJ9
        
          
          
        
        921000.00000000
        PA
        USD
        911440.02000000
        0.011985795388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Schatz
        N/A
        
          
          
          
        
        -559.00000000
        NC
        
        567787.15000000
        0.007466624741
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -61900865.00000000
            EUR
            567787.15000000
          
        
        
          N
          N
          N
        
      
      
        Baidu, Inc.
        254900AL64IANZYI1E02
        Baidu, Inc.
        056752AJ7
        
          
          
        
        2400000.00000000
        PA
        USD
        2370000.00000000
        0.031166433826
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-07-06
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RR LLC
        N/A
        RR LLC, Series 2017-1A, Class A1AB
        78108YAL6
        
          
          
        
        5500000.00000000
        PA
        USD
        5446956.90000000
        0.071629629443
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          1.39128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404121AH8
        
          
          
        
        5362000.00000000
        PA
        USD
        5630100.00000000
        0.074038033370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2021-CRE5, Class A
        53947XAA0
        
          
          
        
        5310000.00000000
        PA
        USD
        5257148.76000000
        0.069133577614
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-07-15
          Floating
          1.69656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        144210000.00000000
        PA
        USD
        -2792825.16000000
        -0.03672675128
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2024-12-09
            0.00000000
            USD
            0.00000000
            USD
            144210000.00000000
            USD
            -2792825.16000000
          
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 33 Ltd.
        549300IDWDG12HO3TO90
        Octagon Investment Partners 33 Ltd., Series 2017-1A, Class A1
        675711AA3
        
          
          
        
        2400000.00000000
        PA
        USD
        2387897.04000000
        0.031401786954
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.44399960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAH0
        
          
          
        
        2097000.00000000
        PA
        USD
        1984516.92000000
        0.026097179436
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-08-27
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services, Inc.
        42YMHYH0XMHJEXDUB065
        Aramark Services, Inc.
        038522AR9
        
          
          
        
        1908000.00000000
        PA
        USD
        1958619.24000000
        0.025756614740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global, Inc.
        5493000L10CYRTHIJ385
        CDK Global, Inc.
        12508EAF8
        
          
          
        
        1333000.00000000
        PA
        USD
        1343823.96000000
        0.017671814567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG Pearl Holdings SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings SARL
        28249NAA9
        
          
          
        
        1148000.00000000
        PA
        USD
        1096340.00000000
        0.014417302979
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Azure Power Energy Ltd.
        54930051LQDFHGQMHF47
        Azure Power Energy Ltd.
        05502VAA1
        
          
          
        
        578220.00000000
        PA
        USD
        544972.35000000
        0.007166601132
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-08-19
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        10980000.00000000
        PA
        USD
        -559803.80000000
        -0.00736164054
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-03
            0.00000000
            USD
            0.00000000
            USD
            10980000.00000000
            USD
            -559803.80000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PAE6
        
          
          
        
        3500000.00000000
        PA
        USD
        3500814.91000000
        0.046037095456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-25
          Variable
          2.77599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp., Series 5105, Class LA
        3137H0A40
        
          
          
        
        44150410.26000000
        PA
        USD
        43350263.54000000
        0.570073046411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First-Citizens Bank & Trust Co.
        L9VVX1KT5TFTKS0MLF66
        First-Citizens Bank & Trust Co.
        125581HA9
        
          
          
        
        4726000.00000000
        PA
        USD
        4773752.97000000
        0.062776732508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Variable
          3.92900040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3138EQQG0
        
          
          
        
        5332927.26980000
        PA
        USD
        5262868.60000000
        0.069208795764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance Trust
        N/A
        Regional Management Issuance Trust, Series 2022-1, Class B
        75907DAB3
        
          
          
        
        1050000.00000000
        PA
        USD
        1018478.27000000
        0.013393390551
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Securities
        3140JM3C4
        
          
          
        
        1514042.97350000
        PA
        USD
        1578305.36000000
        0.020755337367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599DZ5
        
          
          
        
        2016000.00000000
        PA
        USD
        2386377.50000000
        0.031381804404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        29441WAC9
        
          
          
        
        1039000.00000000
        PA
        USD
        1051857.63000000
        0.013832342287
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
          
        
        3200000.00000000
        PA
        
        3445949.29000000
        0.045315590935
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-09-16
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corp.
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp.
        3128MFXS2
        
          
          
        
        4751632.23680000
        PA
        USD
        4982283.64000000
        0.065518992984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        51700000.00000000
        PA
        USD
        751917.48000000
        0.009888011132
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-09-13
            0.00000000
            USD
            0.00000000
            USD
            51700000.00000000
            USD
            751917.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        19990000.00000000
        PA
        USD
        -457884.92000000
        -0.00602136711
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-03-14
            0.00000000
            USD
            0.00000000
            USD
            19990000.00000000
            USD
            -457884.92000000
          
        
        
          N
          N
          N
        
      
      
        FCA Bank SpA
        549300V1VN70Q7PQ7234
        FCA Bank SpA
        N/A
        
          
          
        
        810000.00000000
        PA
        
        888770.35000000
        0.011687680295
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-11-16
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        53750000.00000000
        PA
        USD
        1358609.25000000
        0.017866246956
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2024-04-07
            0.00000000
            USD
            0.00000000
            USD
            53750000.00000000
            USD
            1358609.25000000
          
        
        
          N
          N
          N
        
      
      
        Upstart Pass-Through Trust
        N/A
        Upstart Pass-Through Trust, Series 2021-ST3, Class A
        91681PAA7
        
          
          
        
        992456.47000000
        PA
        USD
        963673.15000000
        0.012672681628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings, Inc.
        JM1I5YUAURL6DC8N1468
        Post Holdings, Inc.
        737446AM6
        
          
          
        
        88000.00000000
        PA
        USD
        88435.60000000
        0.001162962985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co.
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co.
        80414L2C8
        
          
          
        
        3245000.00000000
        PA
        USD
        3232344.50000000
        0.042506603782
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2024-04-16
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd.
        54930054YW6PM1FPVU95
        Voya CLO Ltd., Series 2017-1A, Class A1R
        92916MAF8
        
          
          
        
        2250000.00000000
        PA
        USD
        2233596.15000000
        0.029372669453
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-17
          Floating
          1.19129040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967MQ1
        
          
          
        
        12805000.00000000
        PA
        USD
        12696163.26000000
        0.166959549408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Variable
          3.10600080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        3929000.00000000
        PA
        USD
        -18212.43000000
        -0.00023950063
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-30
            0.00000000
            USD
            0.00000000
            USD
            3929000.00000000
            USD
            -18212.43000000
          
        
        
          N
          N
          N
        
      
      
        Life Time, Inc.
        549300PALKE96VYH4X17
        Life Time, Inc.
        53190FAA3
        
          
          
        
        257000.00000000
        PA
        USD
        256740.43000000
        0.003376237815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Commercial Mortgage Securities Trust
        N/A
        JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-HSBC, Class D
        46637YAL3
        
          
          
        
        6490000.00000000
        PA
        USD
        6503503.09000000
        0.085523628142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-05
          Variable
          4.52485080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Dutch Finco BV
        549300ONZ5IS6B6IMJ70
        Digital Dutch Finco BV
        N/A
        
          
          
        
        6335000.00000000
        PA
        
        6777695.68000000
        0.089129368737
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Home Lending Mortgage Trust
        N/A
        Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3
        16159GAC3
        
          
          
        
        1922565.02000000
        PA
        USD
        1918150.43000000
        0.025224433943
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          3.49999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp. Nacional del Cobre de Chile
        549300UVMBCBCIPSUI70
        Corp. Nacional del Cobre de Chile
        21987BBC1
        
          
          
        
        505000.00000000
        PA
        USD
        505000.00000000
        0.006640948979
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A
        64830GAB2
        
          
          
        
        5184743.06000000
        PA
        USD
        5227192.11000000
        0.068739635863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMF plc
        6354005IDWW8PQJAHB37
        CMF plc, Series 2020-1, Class C
        N/A
        
          
          
        
        105000.00000000
        PA
        
        136609.64000000
        0.001796470592
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2057-01-16
          Floating
          1.81783870
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Aoyuan Group Ltd.
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd.
        N/A
        
          
          
        
        1000000.00000000
        PA
        USD
        160000.00000000
        0.002104063043
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-08
          Fixed
          6.35000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11490000.00000000
        PA
        USD
        -109493.90000000
        -0.00143988792
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2023-03-02
            14722.47000000
            USD
            0.00000000
            USD
            11490000.00000000
            USD
            -109493.90000000
          
        
        
          N
          N
          N
        
      
      
        Metalloinvest Finance DAC
        635400ZS3HCCUYTNHA25
        Metalloinvest Finance DAC
        59126LAB4
        
          
          
        
        2109000.00000000
        PA
        USD
        421800.00000000
        0.005546836197
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-22
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816CS6
        
          
          
        
        6125000.00000000
        PA
        USD
        5955483.46000000
        0.078316954077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-04
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 65 CLO Ltd.
        N/A
        Dryden 65 CLO Ltd., Series 2018-65A, Class B
        26251YAE6
        
          
          
        
        500000.00000000
        PA
        USD
        495095.65000000
        0.006510702874
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          1.84128840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PCL Funding V plc
        213800W4RB7WI93HXU64
        PCL Funding V plc, Series 2021-1, Class C
        N/A
        
          
          
        
        116000.00000000
        PA
        
        152187.89000000
        0.002001330718
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2025-10-15
          Floating
          2.26059100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel International BV
        N/A
        Clear Channel International BV
        18452MAB2
        
          
          
        
        1103000.00000000
        PA
        USD
        1122302.50000000
        0.014758720084
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Times China Holdings Ltd.
        2549000KTINB9ZPZP710
        Times China Holdings Ltd.
        N/A
        
          
          
        
        1417000.00000000
        PA
        USD
        552630.00000000
        0.007267302247
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-08
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co. LLC
        345397A86
        
          
          
        
        200000.00000000
        PA
        USD
        195490.00000000
        0.002570770526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468W2
        
          
          
        
        20515000.00000000
        PA
        USD
        20181230.59000000
        0.265391134062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Variable
          0.52899840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AngloGold Ashanti Holdings plc
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings plc
        03512TAE1
        
          
          
        
        455000.00000000
        PA
        USD
        423514.00000000
        0.005569375972
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Summit Midstream Holdings LLC
        N/A
        Summit Midstream Holdings LLC
        86614WAE6
        
          
          
        
        137000.00000000
        PA
        USD
        130633.61000000
        0.001717883443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huarong Finance Co. Ltd.
        5493006V07LYI3HE6G83
        Huarong Finance Co. Ltd.
        N/A
        
          
          
        
        2231000.00000000
        PA
        USD
        2125027.50000000
        0.027944948927
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-11-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital Services, Inc.
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services, Inc.
        N/A
        
          
          
        
        2260000.00000000
        PA
        USD
        2256892.50000000
        0.029679025635
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2027-08-29
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        5530000.00000000
        PA
        USD
        -213696.53000000
        -0.00281019357
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2032-03-02
            0.00000000
            USD
            0.00000000
            USD
            5530000.00000000
            USD
            -213696.53000000
          
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Securities 32 plc
        54930041T52UP3IPLN03
        Residential Mortgage Securities 32 plc, Series 32X, Class C
        N/A
        
          
          
        
        1025000.00000000
        PA
        
        1353629.01000000
        0.017800754838
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-06-20
          Floating
          2.82370935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Logan CLO I Ltd.
        N/A
        Logan CLO I Ltd., Series 2021-1A, Class A
        540543AA3
        
          
          
        
        5000000.00000000
        PA
        USD
        4945621.00000000
        0.065036864822
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.41400080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crescent Energy Finance LLC
        54930061FUL6DBLFUW14
        Crescent Energy Finance LLC
        45344LAA1
        
          
          
        
        1213000.00000000
        PA
        USD
        1218652.58000000
        0.016025761600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp.
        54930067J0ZNOEBRW338
        Navient Corp.
        63938CAJ7
        
          
          
        
        146000.00000000
        PA
        USD
        148920.00000000
        0.001958356677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        780153BC5
        
          
          
        
        294000.00000000
        PA
        USD
        306127.50000000
        0.004025697245
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-15
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems, Inc.
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems, Inc.
        85205TAL4
        
          
          
        
        34000.00000000
        PA
        USD
        35225.87000000
        0.000463234070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CED9
        
          
          
        
        143150000.00000000
        PA
        USD
        140119245.38000000
        1.842623286497
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BN3
        
          
          
        
        1459000.00000000
        PA
        USD
        1290576.69000000
        0.016971591986
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-03-31
      BlackRock Funds V
      Ann Frechette
      Ann Frechette
      Assistant Treasurer
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