Form NPORT-P FIDELITY ADVISOR SERIES For: Mar 31

May 25, 2022 11:52 AM EDT

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    NPORT-P
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          0000795422
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        S000005152
        C000014113
        C000200078
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        C000014110
      
      
      
    
  
  
    
      Fidelity Advisor Series II
      811-04707
      0000795422
      EIVUM2R16VT371T5KS40
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Fidelity Advisor Strategic Income Fund
      S000005152
      QMGXKUUY2S4UZOBMIH60
      2022-12-31
      2022-03-31
      N
    
    
      16922249058.78
      1125461176.37
      15796787882.41
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      267484215.72000000
      0.00000000
      0.00000000
      100112721.26000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        RADIATE HOLDCO LLC / RADIATE FIN INC
        N/A
        RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
        75026JAE0
        
          
        
        6500000.00000000
        PA
        USD
        6146562.50000000
        0.038910204693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIT CORP
        549300XGK22FZCTN8B67
        UNIT CORP
        909218406
        
          
        
        28630.00000000
        NS
        USD
        1762176.50000000
        0.011155283676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LIMITED 5.125% 12/15/2029 144A
        98313RAE6
        
          
        
        9840000.00000000
        PA
        USD
        8191800.00000000
        0.051857377974
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC
        88023U101
        
          
        
        400048.00000000
        NS
        USD
        11169340.16000000
        0.070706400840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 07/01/2051#
        3133APCL1
        
          
        
        42449.79700000
        PA
        USD
        42601.32000000
        0.000269683433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NAT GAS CO LLC
        N/A
        SOUTHERN NAT GAS CO LLC 8% 03/01/2032
        843452AZ6
        
          
        
        9400000.00000000
        PA
        USD
        11931066.00000000
        0.075528430772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A
        159864AG2
        
          
        
        4745000.00000000
        PA
        USD
        4475365.38000000
        0.028330856964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I LP/FIN CO
        N/A
        HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A
        431318AS3
        
          
        
        7130000.00000000
        PA
        USD
        7165650.00000000
        0.045361437105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 7.5% 12/01/2024 144A
        097751BR1
        
          
        
        4403000.00000000
        PA
        USD
        4546097.50000000
        0.028778619639
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        84045.94000000
        0.000532044493
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            21085214.58000000
            USD
            19107000.00000000
            EUR
            2022-05-18
            84045.94000000
          
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E TERM B 1LN 06/23/2025
        69338CAH4
        
          
        
        16717237.50000000
        PA
        USD
        16487375.48000000
        0.104371696339
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-23
          Variable
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTLE FINANCE INTL LTD
        0KLLMNHINTFDRMU6DI05
        NESTLE FINANCE INTL LTD 1.5% 03/29/2035 REGS
        N/A
        
          
        
        10189000.00000000
        PA
        
        11318223.08000000
        0.071648889408
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2035-03-29
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION INC 6.125% 07/01/2029 144A
        78471RAC0
        
          
        
        3035000.00000000
        PA
        USD
        2799787.50000000
        0.017723777269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.9% VAR PERP
        172967GF2
        
          
        
        25875000.00000000
        PA
        USD
        26270111.25000000
        0.166300335521
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLIANT HLDGS INTERMEDIATE LLC
        5493006Q26653NF8SI73
        ALLIANT HOLDINGS TERM B4 1LN 11/06/2027
        01881UAJ4
        
          
        
        6463800.00000000
        PA
        USD
        6414416.57000000
        0.040605828335
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-06
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A2 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/01/2052 #TBA
        21H032647
        
          
        
        -43150000.00000000
        PA
        USD
        -43403760.84000000
        -0.27476320605
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        VALVOLINE INC 4.25% 02/15/2030 144A
        92047WAD3
        
          
        
        4680000.00000000
        PA
        USD
        4270874.40000000
        0.027036347083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C AND S GROUP ENTERPRISES LLC
        N/A
        C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A
        12467AAF5
        
          
        
        5155000.00000000
        PA
        USD
        4446187.50000000
        0.028146149287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAHAM PACKAGING CO INC
        N/A
        GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A
        384701AA6
        
          
        
        3720000.00000000
        PA
        USD
        3375900.00000000
        0.021370800349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECF USS INTERMEDIATE HOLDING III CORP
        N/A
        UNITED SITE SERVICES TERM B 1LN 12/17/2028
        69291LAB2
        
          
        
        1047375.00000000
        PA
        USD
        1036157.61000000
        0.006559293051
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-17
          Variable
          0.04757860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGOMA STEEL GP
        N/A
        ALGOMA STEEL INC (180 DAY LOCKUP)
        N/A
        
          
        
        326161.00000000
        NS
        USD
        3485845.69000000
        0.022066800642
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC INC
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        883556102
        
          
        
        17300.00000000
        NS
        USD
        10218245.00000000
        0.064685587196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/31/2027
        912828Z78
        
          
        
        51889000.00000000
        PA
        USD
        49586425.63000000
        0.313901952720
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORECIVIC INC
        529900JFA3K6PTLT8B15
        CORECIVIC INC 8.25% 04/15/2026
        21871NAB7
        
          
        
        14975000.00000000
        PA
        USD
        15424250.00000000
        0.097641685859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.08250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
        674599CS2
        
          
        
        3820000.00000000
        PA
        USD
        3762700.00000000
        0.023819399412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC CONV 15% 07/15/2023
        59073XAB1
        
          
        
        1457034.00000000
        PA
        USD
        7591147.14000000
        0.048055004577
        Long
        DBT
        CORP
        US
        Y
        
        3
        
          2023-07-15
          Fixed
          0.15000000
          N
          N
          Y
          N
          N
          
            
              MESQUITE ENERGY INC
              MESQUITE ENERGY INC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A
        644393AB6
        
          
        
        10330000.00000000
        PA
        USD
        10234654.10000000
        0.064789463378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN HLDGS INC
        549300E3VEW8SMS5XW09
        ONEMAIN HOLDINGS INC
        68268W103
        
          
        
        302400.00000000
        NS
        USD
        14336784.00000000
        0.090757590129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP 6.875% 11/15/2028
        852060AD4
        
          
        
        53897000.00000000
        PA
        USD
        62449914.93000000
        0.395332996776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMWINS GROUP INC
        549300SJE7MUB8NMRG61
        AMWINS GROUP INC 4.875% 06/30/2029 144A
        031921AB5
        
          
        
        4105000.00000000
        PA
        USD
        3940882.10000000
        0.024947363535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TOPBUILD CORP 3.625% 03/15/2029 144A
        89055FAB9
        
          
        
        3030000.00000000
        PA
        USD
        2753512.50000000
        0.017430837968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 12/01/2051#
        3140XEC69
        
          
        
        1001308.05700000
        PA
        USD
        1004913.47000000
        0.006361505120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGOMA STEEL SCA
        N/A
        ALGOMA STEEL SCA 0% 12/31/2023
        N/A
        
          
        
        1517920.00000000
        PA
        USD
        0.15000000
        0.000000000949
        Long
        DBT
        CORP
        LU
        N
        
        3
        
          2023-12-31
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 5YR NOTE (CBT) FUT JUN22 FVM2
        N/A
        
          
        
        53.00000000
        NC
        USD
        7523.98000000
        0.000047629809
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            6070913.52000000
            USD
            7523.98000000
          
        
        
          N
          N
          N
        
      
      
        PILGRIMS PRIDE CORP NEW
        549300ZSLGV64ZL3HD75
        PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A
        72147KAF5
        
          
        
        10220000.00000000
        PA
        USD
        9453500.00000000
        0.059844444771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        46372.76000000
        0.000293558160
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            12927513.29000000
            USD
            11710000.00000000
            EUR
            2022-05-18
            46372.76000000
          
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM PARTNERS LP
        N/A
        HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A
        428102AC1
        
          
        
        9140000.00000000
        PA
        USD
        9377183.00000000
        0.059361327567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWK5
        
          
        
        7299560.00700000
        PA
        USD
        7360060.22000000
        0.046592131734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OPERATING LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A
        18539UAE5
        
          
        
        2795000.00000000
        PA
        USD
        2571400.00000000
        0.016277992837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 4.375% 04/15/2026 144A
        90932LAG2
        
          
        
        14560000.00000000
        PA
        USD
        14322308.00000000
        0.090665951246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR GRACE HOLDING LLC 5.625% 08/15/2029 144A
        92943GAA9
        
          
        
        13095000.00000000
        PA
        USD
        12245134.50000000
        0.077516610282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: JPY/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2698040.84000000
        -0.01707968012
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            48726993.14000000
            USD
            5597909000.00000000
            JPY
            2022-05-18
            -2698040.84000000
          
        
        
          N
          N
          N
        
      
      
        CHAPARRAL ENERGY INC
        V5IUQSDP5WPR92NJWH73
        CHAPARRAL ENERGY INC SER B WT 10/01/25
        15942R141
        
          
        
        289.00000000
        NS
        USD
        480.41000000
        0.000003041187
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2028
        91282CDL2
        
          
        
        6930000.00000000
        PA
        USD
        6527735.12000000
        0.041323180184
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP PIPE
        N/A
        
          
        
        15902.00000000
        NS
        USD
        1383474.00000000
        0.008757945034
        Long
        EC
        CORP
        US
        Y
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, N.A.
        E57ODZWZ7FF32TWEFA76
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        67153.38000000
        0.000425107816
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, N.A.
              E57ODZWZ7FF32TWEFA76
            
            10452662.85000000
            USD
            9495000.00000000
            EUR
            2022-05-18
            67153.38000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA HOLDINGS INC
        549300W3R20NM4KQPH86
        IQVIA HOLDINGS INC
        46266C105
        
          
        
        73200.00000000
        NS
        USD
        16924572.00000000
        0.107139325576
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMN HEALTHCARE
        549300H27NUKBFFQEE84
        AMN HEALTHCARE 4.625% 10/01/2027 144A
        00175PAB9
        
          
        
        1695000.00000000
        PA
        USD
        1648065.45000000
        0.010432914984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
        N/A
        1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A
        68245XAJ8
        
          
        
        6265000.00000000
        PA
        USD
        6014400.00000000
        0.038073563086
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SENIOR SECURED FINANCING DAC
        549300LE5FM8IKMXSP90
        LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A
        50201DAA1
        
          
        
        6107000.00000000
        PA
        USD
        6273721.10000000
        0.039715169607
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        BMC TERM B 1LN 10/02/2025
        05988HAE7
        
          
        
        19042117.80000000
        PA
        USD
        18911298.45000000
        0.119716100455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-02
          Variable
          0.04756000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B1 1LN 12/21/2028
        00076VAZ3
        
          
        
        298507.46000000
        PA
        USD
        293283.58000000
        0.001856602634
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
        N/A
        BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A
        11283YAD2
        
          
        
        4370000.00000000
        PA
        USD
        3908156.55000000
        0.024740197685
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC
        549300H9LWMBP7HYLR98
        MICHAELS COS INC 5.25% 05/01/2028 144A
        55916AAA2
        
          
        
        6875000.00000000
        PA
        USD
        6311937.50000000
        0.039957094739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/01/2052 #TBA
        21H030641
        
          
        
        -11700000.00000000
        PA
        USD
        -11564757.36000000
        -0.07320955023
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION INC 6% 12/01/2029 144A
        78471RAD8
        
          
        
        5105000.00000000
        PA
        USD
        4722125.00000000
        0.029892944281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B 2LN 12/20/2029
        00076VAY6
        
          
        
        525000.00000000
        PA
        USD
        519750.00000000
        0.003290225860
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-12-20
          Variable
          0.06801120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
        1248EPCB7
        
          
        
        34085000.00000000
        PA
        USD
        34085000.00000000
        0.215771714184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A
        90353TAG5
        
          
        
        5520000.00000000
        PA
        USD
        5707348.80000000
        0.036129805897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        ALTICE FRANCE SA 8.125% 02/01/2027 144A
        02156LAA9
        
          
        
        4495000.00000000
        PA
        USD
        4631558.10000000
        0.029319619497
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HLDG CORP
        40XIFLS8XDQGGHGPGC04
        COVANTA HLDG CORP 5% 09/01/2030
        22282EAJ1
        
          
        
        6775000.00000000
        PA
        USD
        6419312.50000000
        0.040636821534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2052#
        3140M9TV9
        
          
        
        799797.49300000
        PA
        USD
        802739.79000000
        0.005081664677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINWELL ACQUISITION CORP
        N/A
        GAINWELL TERM B 1LN 10/01/2027
        59909TAC8
        
          
        
        9776633.62000000
        PA
        USD
        9752192.04000000
        0.061735285126
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-01
          Variable
          0.05006000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        PIKE CORP 5.5% 09/01/2028 144A
        721283AA7
        
          
        
        13550000.00000000
        PA
        USD
        12770875.00000000
        0.080844758409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORPORATION
        549300UQROQS42RKHM85
        OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
        683715AC0
        
          
        
        3220000.00000000
        PA
        USD
        3087239.40000000
        0.019543463031
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS
        N/A
        
          
        
        67490500.00000000
        PA
        
        71186327.20000000
        0.450637988747
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTIONS
        549300HALRZ339MSTH85
        CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A
        14879EAK4
        
          
        
        2800000.00000000
        PA
        USD
        2555000.00000000
        0.016174174262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 05/31/2023
        912828R69
        
          
        
        19717000.00000000
        PA
        USD
        19653844.08000000
        0.124416711968
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A
        1248EPBX0
        
          
        
        54720000.00000000
        PA
        USD
        54145440.00000000
        0.342762341325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALLON PETROLEUM CO DEL
        549300EFOWPEB0WLZW21
        CALLON PETROLEUM CO DEL 6.125% 10/01/2024
        13123XAT9
        
          
        
        2855000.00000000
        PA
        USD
        2840725.00000000
        0.017982928055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        180 MEDICAL INC
        254900ZB648OPWVFVX59
        180 MEDICAL INC 3.875% 10/15/2029 144A
        682357AA6
        
          
        
        2995000.00000000
        PA
        USD
        2830275.00000000
        0.017916775366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        213800TQASLF9JXH5J59
        ZIGGO BV 4.875% 01/15/2030 144A
        98955DAA8
        
          
        
        4805000.00000000
        PA
        USD
        4525012.65000000
        0.028645144086
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-01-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032 144A
        16411QAL5
        
          
        
        4200000.00000000
        PA
        USD
        3819018.00000000
        0.024175914929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBYS
        549300P5BAAMQQ7VL735
        SOTHEBYS 7.375% 10/15/2027 144A
        835898AH0
        
          
        
        2970000.00000000
        PA
        USD
        3041547.30000000
        0.019254213721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
        3137H4SH4
        
          
        
        5000000.00000000
        PA
        USD
        4692233.00000000
        0.029703715938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Fixed
          0.02127000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERO COPPER CORP
        549300KL8A21SEIO8I47
        ERO COPPER CORP 6.5% 02/15/2030 144A
        296006AA7
        
          
        
        4180000.00000000
        PA
        USD
        4072365.00000000
        0.025779703002
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TTM TECHNOLOGIES INC
        549300SC4BDOIS008048
        TTM TECHNOLOGIES INC 4% 03/01/2029 144A
        87305RAK5
        
          
        
        4540000.00000000
        PA
        USD
        4199500.00000000
        0.026584518518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 03/31/2026
        9128286L9
        
          
        
        34717000.00000000
        PA
        USD
        34352200.36000000
        0.217463199580
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO LOGISTICS INC
        54930096DB9LCLPN7H13
        XPO LOGISTICS INC 6.25% 05/01/2025 144A
        983793AH3
        
          
        
        11590000.00000000
        PA
        USD
        11979076.30000000
        0.075832355217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASH MULTIFAMILY ACQUISITION INC
        549300AS7PRY5PHG6L12
        WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A
        93710WAA3
        
          
        
        4750000.00000000
        PA
        USD
        4761875.00000000
        0.030144577716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING MATERIALS INC
        549300ZVE6MONHB01I28
        FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
        350392AA4
        
          
        
        3110000.00000000
        PA
        USD
        2799000.00000000
        0.017718792078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+23 04/25/2031
        3137H0H92
        
          
        
        10140000.00000000
        PA
        USD
        10140000.00000000
        0.064190264979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Variable
          0.00279670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.1% 12/20/2030
        N/A
        
          
        
        4767600000.00000000
        PA
        
        38888797.04000000
        0.246181675220
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/01/2052 #TBA
        21H030658
        
          
        
        11700000.00000000
        PA
        USD
        11534136.12000000
        0.073015705508
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RES L P / EER FIN INC
        N/A
        ENDEAVOR ENERGY RES L P / EER FIN INC 6.625% 07/15/2025 144A
        29260FAF7
        
          
        
        3395000.00000000
        PA
        USD
        3522312.50000000
        0.022297650169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFINITY GAMING LLC
        N/A
        AFFINITY GAMING LLC 6.875% 12/15/2027 144A
        00842XAA7
        
          
        
        2520000.00000000
        PA
        USD
        2450700.00000000
        0.015513913450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        DIAMOND BC BV 4.625% 10/01/2029 144A
        25257DAA6
        
          
        
        3360000.00000000
        PA
        USD
        3015600.00000000
        0.019089956910
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
        04624VAB5
        
          
        
        3905000.00000000
        PA
        USD
        3594162.00000000
        0.022752486307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        26455.92000000
        0.000167476579
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            7608304.86000000
            USD
            6891000.00000000
            EUR
            2022-05-18
            26455.92000000
          
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
        N/A
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A
        667449AC6
        
          
        
        2355000.00000000
        PA
        USD
        2067222.77000000
        0.013086348853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
        92840VAB8
        
          
        
        17455000.00000000
        PA
        USD
        17440250.53000000
        0.110403777399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK NA NEW YORK NY
        7H6GLXDRUGQFU57RNE97
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        46226.60000000
        0.000292632909
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK NA NEW YORK NY
              7H6GLXDRUGQFU57RNE97
            
            3884000.00000000
            EUR
            4349435.26000000
            USD
            2022-05-18
            46226.60000000
          
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
        N/A
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A
        03969YAA6
        
          
        
        3025000.00000000
        PA
        USD
        2745187.50000000
        0.017378137381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP / SUNOCO FIN CORP
        N/A
        SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029
        86765LAT4
        
          
        
        5515000.00000000
        PA
        USD
        5203044.03000000
        0.032937354535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 02/15/2031 REGS
        N/A
        
          
        
        131250000.00000000
        PA
        
        139210362.07000000
        0.881257399328
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-02-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCED DRAIN SYS INC DEL
        6QQTOZ5MF5DHM7K92I60
        ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
        00790RAA2
        
          
        
        1400000.00000000
        PA
        USD
        1402002.00000000
        0.008875234702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -67583.43000000
        -0.00042783020
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            29724000.00000000
            EUR
            32864593.25000000
            USD
            2022-05-18
            -67583.43000000
          
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A
        88023UAH4
        
          
        
        7905000.00000000
        PA
        USD
        7180309.13000000
        0.045454235275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC 4% 07/15/2028 144A
        82967NBJ6
        
          
        
        11260000.00000000
        PA
        USD
        10697000.00000000
        0.067716298272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / ACRISURE FINANCE INC
        N/A
        ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A
        00489LAA1
        
          
        
        20290000.00000000
        PA
        USD
        20283913.00000000
        0.128405300818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        108100000.00000000
        PA
        USD
        103674656.25000000
        0.656302135736
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/CAD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -500637.36000000
        -0.00316923518
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            46036000.00000000
            CAD
            36318200.96000000
            USD
            2022-05-18
            -500637.36000000
          
        
        
          N
          N
          N
        
      
      
        WR GRACE HOLDING LLC
        N/A
        WR GRACE TERM B 1LN 09/22/2028
        92943HAB5
        
          
        
        1286775.00000000
        PA
        USD
        1273907.25000000
        0.008064343583
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Variable
          0.04812500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 06/30/2022
        912828ZX1
        
          
        
        46344000.00000000
        PA
        USD
        46291501.05000000
        0.293043759241
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 4% 08/01/2028 144A
        143658BQ4
        
          
        
        8475000.00000000
        PA
        USD
        7881750.00000000
        0.049894637179
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2028-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A
        74052HAA2
        
          
        
        12975000.00000000
        PA
        USD
        11151363.75000000
        0.070592602958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC / CRC FINCO INC
        N/A
        CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A
        12770RAA1
        
          
        
        8510000.00000000
        PA
        USD
        8685178.35000000
        0.054980660718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A9 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        BOOZ ALLEN AND HAMILTON INC
        549300D7XCH2480XU542
        BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A
        09951LAA1
        
          
        
        6270000.00000000
        PA
        USD
        6052368.30000000
        0.038313917646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAM STRUCTURED PASS THROUGH K-F108 AS SOFR30A +26 02/25/2031
        3137FYUP9
        
          
        
        18149381.53000000
        PA
        USD
        17964272.36000000
        0.113721045656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.00299670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV
        N/A
        ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A
        68622TAB7
        
          
        
        8890000.00000000
        PA
        USD
        8578850.00000000
        0.054307559637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS DISTRIBUTION TERM B 1LN 06/04/2028
        78466YAN8
        
          
        
        3079525.00000000
        PA
        USD
        3038474.93000000
        0.019234764387
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-04
          Variable
          0.04018660
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC
        549300R0Z1Q47XRTGO22
        ACRISURE TERM B 1LN 02/15/2027
        00488PAP0
        
          
        
        653362.50000000
        PA
        USD
        649690.60000000
        0.004112801949
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-15
          Variable
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.625% 07/31/2026
        91282CCP4
        
          
        
        24000000.00000000
        PA
        USD
        22145625.12000000
        0.140190684871
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP 7.125% 03/15/2026
        85172FAN9
        
          
        
        41215000.00000000
        PA
        USD
        44006904.10000000
        0.278581344685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYNASTY ACQUISITION CO INC
        549300L1RCRPOAUCB870
        STANDARDAERO TERM B-2 1LN 04/04/2026
        26812CAF3
        
          
        
        815840.74000000
        PA
        USD
        800201.07000000
        0.005065593562
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-04
          Variable
          0.04506000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UC HOLDINGS INC
        N/A
        UC HOLDINGS INC
        N/A
        
          
        
        560355.00000000
        NS
        USD
        2723325.30000000
        0.017239740890
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+21 08/25/2031
        3137H2NB6
        
          
        
        33884000.00000000
        PA
        USD
        33500897.33000000
        0.212074110125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Variable
          0.00249670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLENNIUM ESCROW CORP
        N/A
        MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A
        60041CAA6
        
          
        
        5650000.00000000
        PA
        USD
        5364336.00000000
        0.033958397364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE US INC
        549300QHIJYOHPACPG31
        T-MOBILE US INC
        872590104
        
          
        
        55300.00000000
        NS
        USD
        7097755.00000000
        0.044931634537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/JPY settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5212437.27000000
        0.032996817509
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            12260393000.00000000
            JPY
            106023837.48000000
            USD
            2022-05-18
            5212437.27000000
          
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
        46590XAB2
        
          
        
        12225000.00000000
        PA
        USD
        12497373.00000000
        0.079113381106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A
        335934AR6
        
          
        
        14330000.00000000
        PA
        USD
        14688250.00000000
        0.092982510807
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEINE ENERGY LTD
        5493002EE80G6ER7SM91
        TEINE ENERGY LTD 6.875% 04/15/2029 144A
        879068AB0
        
          
        
        4420000.00000000
        PA
        USD
        4486300.00000000
        0.028400077492
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTURY CMNTYS INC
        5299002QMB2O7ZL1CA26
        CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A
        156504AM4
        
          
        
        4225000.00000000
        PA
        USD
        3788771.29000000
        0.023984441129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A
        92840VAH5
        
          
        
        11110000.00000000
        PA
        USD
        10498950.00000000
        0.066462562377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE ESCROW ISSUER INC
        N/A
        MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A
        60783XAA2
        
          
        
        3250000.00000000
        PA
        USD
        3029682.50000000
        0.019179104781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 10/31/2023
        91282CDD0
        
          
        
        20700000.00000000
        PA
        USD
        20119429.58000000
        0.127364054830
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAR AUCTION SVCS INC
        5493004HKD20LBSG7D03
        KAR AUCTION SVCS INC 5.125% 06/01/2025 144A
        48238TAA7
        
          
        
        6210000.00000000
        PA
        USD
        6287625.00000000
        0.039803186868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A
        74052HAB0
        
          
        
        10975000.00000000
        PA
        USD
        9368808.75000000
        0.059308315207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        17300000.00000000
        PA
        USD
        16272812.50000000
        0.103013426660
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAPA JOHNS INTERNATIONAL INC
        HZYLD3DK5XOX0WBVNB56
        PAPA JOHNS INTL INC 3.875% 09/15/2029 144A
        698813AA0
        
          
        
        2555000.00000000
        PA
        USD
        2345285.60000000
        0.014846598039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CORK and SEAL INC
        7HLDMDH0ZXNUH6PT7Z42
        CROWN CORK and SEAL INC 7.5% 12/15/2096
        228255AJ4
        
          
        
        7695000.00000000
        PA
        USD
        8760334.28000000
        0.055456427884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2096-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBY'S/BIDFAIR HOLDINGS INC
        N/A
        SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A
        83600GAA2
        
          
        
        4315000.00000000
        PA
        USD
        4174762.50000000
        0.026427920227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADES INC/USA INC
        N/A
        CASCADES INC/USA INC 5.375% 01/15/2028 144A
        14739LAB8
        
          
        
        3310000.00000000
        PA
        USD
        3305862.50000000
        0.020927434897
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        GARTNER INC 3.75% 10/01/2030 144A
        366651AE7
        
          
        
        6920000.00000000
        PA
        USD
        6496150.00000000
        0.041123233712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
        88033GDJ6
        
          
        
        11515000.00000000
        PA
        USD
        11702118.75000000
        0.074079102898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 7.125/VAR PERP
        29273VAM2
        
          
        
        4160000.00000000
        PA
        USD
        4056000.00000000
        0.025676105991
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 5.875%/VAR PERP
        060505FL3
        
          
        
        60475000.00000000
        PA
        USD
        61067655.00000000
        0.386582737291
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP
        512807108
        
          
        
        32400.00000000
        NS
        USD
        17418564.00000000
        0.110266492970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        DANA INC 4.5% 02/15/2032
        235825AJ5
        
          
        
        4150000.00000000
        PA
        USD
        3714250.00000000
        0.023512691489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A
        013822AC5
        
          
        
        2110000.00000000
        PA
        USD
        2210225.00000000
        0.013991610297
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-05-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
        58547DAD1
        
          
        
        4785000.00000000
        PA
        USD
        4055287.50000000
        0.025671595581
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-12-04
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOT LOCKER INC
        549300X383CBNP6MTV94
        FOOT LOCKER INC 4% 10/01/2029 144A
        344849AA2
        
          
        
        2800000.00000000
        PA
        USD
        2452254.00000000
        0.015523750893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CO
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO 3.25% 02/12/2032
        345370DA5
        
          
        
        13490000.00000000
        PA
        USD
        12028223.60000000
        0.076143477329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION .587/VAR 08/24/2028 REGS
        N/A
        
          
        
        2890000.00000000
        PA
        
        3007972.25000000
        0.019041670195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-24
          Variable
          0.00583000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MTN INC 5.625% 07/15/2032 144A
        46284VAL5
        
          
        
        5915000.00000000
        PA
        USD
        5827931.20000000
        0.036893140829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL, STATE OF
        213800T8ZHTFZIBYPE21
        ISRAEL GLBL 5.5% 12/4/23
        46513EGV8
        
          
        
        19812000.00000000
        PA
        USD
        20827915.38000000
        0.131849053966
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2023-12-04
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT K-F119 SOFR30A+23 07/25/2031
        3137H1ZA7
        
          
        
        35921363.31700000
        PA
        USD
        35921363.32000000
        0.227396630171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.00259670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A7 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        GTT COMMUNICATIONS INC
        549300ETSL7K1ZX05H30
        GTT COMMUNICATIONS TERM B 05/31/2025
        36250LAP9
        
          
        
        7817260.14400000
        PA
        USD
        6360513.72000000
        0.040264601685
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-31
          Variable
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 5.25% 2/15/29
        912810FG8
        
          
        
        5406000.00000000
        PA
        USD
        6368099.06000000
        0.040312619928
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECT US FINCO LLC
        N/A
        INMARSAT TERM B 1LN 12/12/26
        N/A
        
          
        
        5355700.00000000
        PA
        USD
        5304820.85000000
        0.033581642606
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-12
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2051#
        3133AMTD8
        
          
        
        574945.49100000
        PA
        USD
        576566.49000000
        0.003649897018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY ESCROW II INC
        N/A
        GRAY ESCROW II INC 5.375% 11/15/2031 144A
        389286AA3
        
          
        
        8590000.00000000
        PA
        USD
        8213886.85000000
        0.051997196589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS ENERGY SERVICES HOLDINGS LLC
        N/A
        AXIS ENERGY SERVICES HOLDINGS LLC CL A
        N/A
        
          
        
        8127.37000000
        NS
        USD
        2604.66000000
        0.000016488541
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TRI POINTE GROUP INC/TRI POINTE HLDGS INC
        N/A
        TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024
        962178AN9
        
          
        
        11770000.00000000
        PA
        USD
        12225734.40000000
        0.077393799872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTROCK CO
        N/A
        WESTROCK CO
        96145D105
        
          
        
        234700.00000000
        NS
        USD
        11037941.00000000
        0.069874591481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.5% 06/01/2027
        29273VAF7
        
          
        
        12065000.00000000
        PA
        USD
        12306107.44000000
        0.077902593436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOCK COMMUNICATIONS INC
        M5G68A9OHJWIL4SFC742
        BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A
        093645AJ8
        
          
        
        4405000.00000000
        PA
        USD
        4250825.00000000
        0.026909426344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP 3.875% 02/15/2027
        78410GAD6
        
          
        
        9720000.00000000
        PA
        USD
        9481131.00000000
        0.060019360078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        ARCONIC CORP 6% 05/15/2025 144A
        03966VAB3
        
          
        
        4090000.00000000
        PA
        USD
        4184070.00000000
        0.026486840433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO
        N/A
        ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A
        045086AP0
        
          
        
        4105000.00000000
        PA
        USD
        3576152.85000000
        0.022638481168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HLDG CO LLC / PBF FIN CORP
        N/A
        PBF HLDG CO LLC / PBF FIN CORP 9.25% 05/15/2025 144A
        69318FAK4
        
          
        
        15055000.00000000
        PA
        USD
        15469012.50000000
        0.097925050428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
        N/A
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A
        667449AA0
        
          
        
        3695000.00000000
        PA
        USD
        3852074.45000000
        0.024385175509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.10750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCOA NEDERLAND HOLDING BV
        5493000UL1QLQLT1VQ42
        ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A
        013822AG6
        
          
        
        7735000.00000000
        PA
        USD
        7579758.55000000
        0.047982910237
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-03-31
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 4% 11/13/2030
        345397B36
        
          
        
        25360000.00000000
        PA
        USD
        23881512.00000000
        0.151179544713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADES INC/USA INC
        N/A
        CASCADES INC/USA INC 5.125% 01/15/2026 144A
        14739LAA0
        
          
        
        3310000.00000000
        PA
        USD
        3299672.80000000
        0.020888251615
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-01-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 4.75% 2/15/37
        912810PT9
        
          
        
        74200000.00000000
        PA
        USD
        96807812.50000000
        0.612832261980
        Long
        DBT
        UST
        US
        N
        
        2
        
          2037-02-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAMES HARDIE INTL FIN LTD
        635400G32A4Q1LVQ8M88
        JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A
        47032FAB5
        
          
        
        5270000.00000000
        PA
        USD
        5187840.70000000
        0.032841111361
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS
        N/A
        
          
        
        65490000.00000000
        PA
        
        71359994.13000000
        0.451737370034
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-10-09
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH INC
        254900AA3KZN4Q7A5Z33
        ATHENAHEALTH TERM B 1LN 02/15/2029
        04686RAB9
        
          
        
        4775579.71000000
        PA
        USD
        4717078.86000000
        0.029861000192
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL INTERNATIONAL BV
        N/A
        CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A
        18452MAB2
        
          
        
        9800000.00000000
        PA
        USD
        9971500.00000000
        0.063123592430
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-01
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
        549300RXQZBOJONY3Q97
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 2.125% 03/29/2034 REGS
        N/A
        
          
        
        6041000.00000000
        PA
        
        6775480.65000000
        0.042891508706
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-03-29
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 7.5% 03/15/2027
        893647BH9
        
          
        
        11028000.00000000
        PA
        USD
        11358840.00000000
        0.071906010795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: GBP/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1707016.46000000
        -0.01080609851
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            88132264.84000000
            USD
            65806000.00000000
            GBP
            2022-05-18
            -1707016.46000000
          
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER C WT 02/09/26
        165167180
        
          
        
        50150.00000000
        NS
        USD
        2791850.50000000
        0.017673532877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        ADOBE INC
        00724F101
        
          
        
        37000.00000000
        NS
        USD
        16857940.00000000
        0.106717518304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2051#
        3133KLZU4
        
          
        
        24013719.89300000
        PA
        USD
        24111441.32000000
        0.152635089484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.75% 02/15/2024
        912828B66
        
          
        
        151465000.00000000
        PA
        USD
        152624653.91000000
        0.966175244271
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        5493003VOR6NTY465495
        GEO GROUP INC/THE 6% 04/15/2026
        36162JAB2
        
          
        
        5755000.00000000
        PA
        USD
        4488900.00000000
        0.028416536535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLARIS NEWCO LLC
        254900LEPDAG7EDOA064
        SOLERA TERM B 1LN 06/02/2028
        73108RAB4
        
          
        
        3169075.00000000
        PA
        USD
        3142930.13000000
        0.019896007678
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC 4.625% 04/15/2029 144A
        90932LAH0
        
          
        
        8725000.00000000
        PA
        USD
        8297038.75000000
        0.052523581450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        3908937.73300000
        PA
        USD
        3741720.41000000
        0.023686590197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY-BOWES INC
        549300N2O26NW4ST6W55
        PITNEY-BOWES INC 7.25% 03/15/2029 144A
        724479AQ3
        
          
        
        2960000.00000000
        PA
        USD
        2792079.20000000
        0.017674980640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7768.23000000
        0.000049176010
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            3629573.18000000
            USD
            3283000.00000000
            EUR
            2022-05-18
            7768.23000000
          
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A
        35906ABE7
        
          
        
        6300000.00000000
        PA
        USD
        6257790.00000000
        0.039614319357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL INC 3.375% 10/01/2028 144A
        19260QAC1
        
          
        
        4200000.00000000
        PA
        USD
        3710385.00000000
        0.023488224489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP 6.25%/VAR PERP
        060505EH3
        
          
        
        18480000.00000000
        PA
        USD
        19102776.92000000
        0.120928235931
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
        28470RAK8
        
          
        
        34045000.00000000
        PA
        USD
        36477685.48000000
        0.230918372466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON SEMICONDUCTOR CORP
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP
        682189105
        
          
        
        201800.00000000
        NS
        USD
        12634698.00000000
        0.079982703408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA INC 5% 05/15/2027 144A
        46266TAA6
        
          
        
        5660000.00000000
        PA
        USD
        5722514.70000000
        0.036225812124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP INC
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A
        69346VAA7
        
          
        
        5345000.00000000
        PA
        USD
        5319344.00000000
        0.033673579968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        MOOG INC 4.25% 12/15/2027 144A
        615394AM5
        
          
        
        2025000.00000000
        PA
        USD
        1966781.25000000
        0.012450513766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MTN INC 5.25% 07/15/2030 144A
        46284VAJ0
        
          
        
        5915000.00000000
        PA
        USD
        5796700.00000000
        0.036695434813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City International Holdings Ltd
        N/A
        STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A
        N/A
        
          
        
        121177.00000000
        NS
        USD
        707249.56000000
        0.004477173240
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        META PLATFORMS INC
        BQ4BKCS1HXDV9HN80Z93
        META PLATFORMS INC CL A
        30303M102
        
          
        
        58300.00000000
        NS
        USD
        12963588.00000000
        0.082064708955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX RESOURCES CORP 6% 01/15/2029 144A
        12653CAJ7
        
          
        
        3200000.00000000
        PA
        USD
        3232000.00000000
        0.020459855662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 09/30/2025
        91282CAM3
        
          
        
        26037000.00000000
        PA
        USD
        24051678.75000000
        0.152256768458
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        -350000.00000000
        PA
        USD
        -333292.96000000
        -0.00210987804
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H and E EQUIPMENT SERVICES INC
        254900KVLRCDMQRYY541
        H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A
        404030AJ7
        
          
        
        10040000.00000000
        PA
        USD
        9412500.00000000
        0.059584898335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 6.95% 03/15/2028
        655664AH3
        
          
        
        250000.00000000
        PA
        USD
        272812.50000000
        0.001727012491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        2500000.00000000
        PA
        USD
        2377072.00000000
        0.015047818693
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        MADISON IAQ LLC 5.875% 06/30/2029 144A
        55760LAB3
        
          
        
        4265000.00000000
        PA
        USD
        3827837.50000000
        0.024231745899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QWEST CORPORATION
        549300R2L4N683OO1509
        QWEST CORP 7.25% 09/15/2025
        912920AK1
        
          
        
        955000.00000000
        PA
        USD
        1050605.05000000
        0.006650751138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        COMSTOCK RESOURCES INC 7.5% 05/15/2025 144A
        22304LAA8
        
          
        
        2246000.00000000
        PA
        USD
        2279690.00000000
        0.014431351594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.50% 02/15/2045
        912810RK6
        
          
        
        216056000.00000000
        PA
        USD
        210435169.21000000
        1.332138981522
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 9.875% 08/01/2027 144A
        143658BJ0
        
          
        
        10150000.00000000
        PA
        USD
        11218998.00000000
        0.071020754874
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-08-01
          Fixed
          0.09875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 6% 02/15/2028 144A
        097751BX8
        
          
        
        2815000.00000000
        PA
        USD
        2638330.60000000
        0.016701690366
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HOLDINGS INC
        5493005SMYID1D2OY946
        LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A
        513272AE4
        
          
        
        2790000.00000000
        PA
        USD
        2606473.80000000
        0.016500024051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
        05605HAB6
        
          
        
        6400000.00000000
        PA
        USD
        6160512.00000000
        0.038998510620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        PARKLAND CORP 4.5% 10/01/2029 144A
        70137WAG3
        
          
        
        4420000.00000000
        PA
        USD
        4097980.90000000
        0.025941861918
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        OPTION CARE HEALTH INC 4.375% 10/31/2029 144A
        68404LAA0
        
          
        
        3060000.00000000
        PA
        USD
        2868750.00000000
        0.018160337540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-31
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -115310.91000000
        -0.00072996428
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            3978670.49000000
            USD
            3487000.00000000
            EUR
            2022-05-18
            -115310.91000000
          
        
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 02/15/2032 REGS
        N/A
        
          
        
        124105000.00000000
        PA
        
        130138012.75000000
        0.823825791159
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2032-02-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        841283.39000000
        0.005325661117
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            39499635.90000000
            USD
            36411000.00000000
            EUR
            2022-05-18
            841283.39000000
          
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP
        165167735
        
          
        
        268159.00000000
        NS
        USD
        23329833.00000000
        0.147687195483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP INC
        549300OMUOGBYK0FFO76
        PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A
        71376LAE0
        
          
        
        3955000.00000000
        PA
        USD
        3603993.75000000
        0.022814725226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        60899000.00000000
        PA
        USD
        53419841.56000000
        0.338169012318
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CORPORATION
        5493003Q8F0T4F4YMR48
        CALIFORNIA RES CORP
        13057Q305
        
          
        
        1107769.00000000
        NS
        USD
        49550507.37000000
        0.313674575735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        46052000.00000000
        PA
        USD
        42945288.79000000
        0.271860894187
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A4 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        GLATFELTER CORP
        549300LDQLQBT38QDY28
        GLATFELTER CORP 4.75% 11/15/2029 144A
        377320AA4
        
          
        
        4190000.00000000
        PA
        USD
        3551025.00000000
        0.022479411804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 6.625% 01/15/2027
        78454LAP5
        
          
        
        12830000.00000000
        PA
        USD
        13152802.80000000
        0.083262514492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2052#
        3133B34W4
        
          
        
        4631977.30000000
        PA
        USD
        4646918.67000000
        0.029416858063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR SA
        549300CTHC1CP86P2G96
        MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A
        600814AR8
        
          
        
        1040000.00000000
        PA
        USD
        966295.20000000
        0.006117035989
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-27
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD
        N/A
        SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A
        84859BAA9
        
          
        
        4670462.00000000
        PA
        USD
        4974042.03000000
        0.031487680071
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEO GROUP INC/THE
        5493003VOR6NTY465495
        GEO GROUP INC/THE 5.875% 10/15/2024
        36162JAA4
        
          
        
        8575000.00000000
        PA
        USD
        7380245.25000000
        0.046719911066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIZIENT INC
        5493007V6T3HZ7777P70
        VIZIENT INC 6.25% 05/15/2027 144A
        92856JAB6
        
          
        
        1690000.00000000
        PA
        USD
        1740700.00000000
        0.011019328821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT MIDSTREAM INC 4.125% 06/15/2029 144A
        23345MAA5
        
          
        
        4285000.00000000
        PA
        USD
        4108479.43000000
        0.026008321822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE 0.625% 04/22/2025
        3135G03U5
        
          
        
        2128000.00000000
        PA
        USD
        2009598.29000000
        0.012721562794
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASPAN CORPORATION
        5493007Z8Q1H45KT7W98
        SEASPAN CORPORATION 5.5% 08/01/2029 144A
        81254UAK2
        
          
        
        4240000.00000000
        PA
        USD
        3964400.00000000
        0.025096241270
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2029-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
        483007AJ9
        
          
        
        6615000.00000000
        PA
        USD
        6213866.40000000
        0.039336265361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX MIDSTREAM PARTNERS LP
        N/A
        CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A
        12654AAA9
        
          
        
        2970000.00000000
        PA
        USD
        2781315.90000000
        0.017606844636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVERNMENT OF
        353800WZS8AXZXFUC241
        JAPAN GOVERNMENT OF 0.4% 03/20/2056
        N/A
        
          
        
        2254000000.00000000
        PA
        
        15691720.72000000
        0.099334882742
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 4.875% 06/06/2025 144A
        58547DAA7
        
          
        
        17840000.00000000
        PA
        USD
        16345900.00000000
        0.103476099835
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-06
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP
        14448C104
        
          
        
        107100.00000000
        NS
        USD
        4912677.00000000
        0.031099214831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SABERT CORPORATION
        54930029JPYBTHDWT603
        SABERT TERM B 1LN 12/10/2026
        78516EAB8
        
          
        
        4533905.05000000
        PA
        USD
        4352548.85000000
        0.027553379094
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-10
          Variable
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DARLING INGREDIENTS INC
        L1N0SPPKS7EXZYUMZ898
        DARLING INGREDIENTS INC
        237266101
        
          
        
        167700.00000000
        NS
        USD
        13479726.00000000
        0.085332069407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUSHMAN and WAKEFIELD US BORROWER LLC
        N/A
        CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A
        23166MAA1
        
          
        
        6575000.00000000
        PA
        USD
        6870875.00000000
        0.043495393184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A
        185899AK7
        
          
        
        4615000.00000000
        PA
        USD
        4551751.43000000
        0.028814411283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLOGIC INC
        549300DYP6F5ZJL0LB74
        HOLOGIC INC 4.625% 02/01/2028 144A
        436440AM3
        
          
        
        2505000.00000000
        PA
        USD
        2536312.50000000
        0.016055874896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS INC
        335934105
        
          
        
        595000.00000000
        NS
        
        20598808.14000000
        0.130398713291
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 07/31/2024
        9128282N9
        
          
        
        118408000.00000000
        PA
        USD
        117566192.53000000
        0.744241129305
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-31
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDI ESCROW ISSUER INC
        N/A
        CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A
        12511VAA6
        
          
        
        2790000.00000000
        PA
        USD
        2817900.00000000
        0.017838436655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS and ENTERTAINMENT INC
        549300UZV72O3371JJ53
        SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A
        81282UAG7
        
          
        
        5630000.00000000
        PA
        USD
        5369556.20000000
        0.033991443323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
        N/A
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A
        91327BAB6
        
          
        
        9350000.00000000
        PA
        USD
        8824156.00000000
        0.055860444956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 5% 10/01/2028 144A
        62886EAY4
        
          
        
        3385000.00000000
        PA
        USD
        3241137.50000000
        0.020517699700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027
        24736CBS2
        
          
        
        2095000.00000000
        PA
        USD
        2160133.55000000
        0.013674511337
        Long
        LON
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Variable
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEVENS HOLDING CO INC
        N/A
        STEVENS HOLDING CO INC 6.125% 10/01/2026 144A
        86024TAA5
        
          
        
        1880000.00000000
        PA
        USD
        1941532.40000000
        0.012290678424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FIN S A
        N/A
        CAMELOT FIN S A 4.5% 11/01/2026 144A
        13323AAB6
        
          
        
        6365000.00000000
        PA
        USD
        6189962.50000000
        0.039184944091
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A
        1248EPBT9
        
          
        
        25220000.00000000
        PA
        USD
        25257199.50000000
        0.159888198081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9315875.41000000
        0.058973225945
        N/A
        DFE
        CORP
        FR
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            262398320.65000000
            EUR
            300035423.77000000
            USD
            2022-05-18
            9315875.41000000
          
        
        
          N
          N
          N
        
      
      
        BLACK KNIGHT INFOSERV LLC
        549300H5PS5C68DAUX66
        BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A
        092174AA9
        
          
        
        6975000.00000000
        PA
        USD
        6610207.50000000
        0.041845263411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046
        694308HN0
        
          
        
        1475000.00000000
        PA
        USD
        1275279.62000000
        0.008073031235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
        674599DJ1
        
          
        
        3565000.00000000
        PA
        USD
        3957150.00000000
        0.025050345864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIWD HOLDCO II LLC / MIWD FINANCE CORP
        N/A
        MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A
        55337PAA0
        
          
        
        1865000.00000000
        PA
        USD
        1741443.75000000
        0.011024037057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO
        213800JYI4P7V5QDOG59
        ZIGGO BOND CO 5.125% 02/28/2030 144A
        98953GAD7
        
          
        
        3375000.00000000
        PA
        USD
        3140876.25000000
        0.019883005794
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#FS0605
        3140XFU74
        
          
        
        199055.07000000
        PA
        USD
        190337.69000000
        0.001204913881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        5634363.02000000
        PA
        USD
        5384091.38000000
        0.034083456839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW COTAI LLC
        N/A
        NEW COTAI LLC CONV 5% 02/24/2027
        N/A
        
          
        
        2575110.42000000
        PA
        USD
        2575110.42000000
        0.016301481283
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2027-02-24
          Fixed
          0.05000000
          N
          N
          Y
          N
          N
          
            
              NEW COTAI LLC
              NEW COTAI LLC PP
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP ATLAS BUYER INC 7% 12/01/2028 144A
        12597YAA7
        
          
        
        3280000.00000000
        PA
        USD
        2796659.20000000
        0.017703973876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/51#MA4468
        31418D6E7
        
          
        
        580998.07000000
        PA
        USD
        582681.51000000
        0.003688607546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM UK HOLDINGS PLC
        549300JTYP71LZZSE903
        TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
        89365DAB9
        
          
        
        21085000.00000000
        PA
        USD
        21472964.00000000
        0.135932470321
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP SEMICONDUCTORS NV
        724500M9BY5293JDF951
        NXP SEMICONDUCTORS NV
        N/A
        
          
        
        30100.00000000
        NS
        USD
        5570908.00000000
        0.035266080936
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
        90353TAE0
        
          
        
        31625000.00000000
        PA
        USD
        33720472.50000000
        0.213464108975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA RESOURCES CORPORATION
        5493003Q8F0T4F4YMR48
        CALIFORNIA RES CORP WT 10/27/24
        13057Q123
        
          
        
        34633.00000000
        NS
        USD
        498368.87000000
        0.003154874735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM PARTNERS LP
        N/A
        HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
        428104AA1
        
          
        
        6600000.00000000
        PA
        USD
        6595677.00000000
        0.041753279521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/01/2049#FM7504
        3140XBKS8
        
          
        
        5000000.12800000
        PA
        USD
        5035581.63000000
        0.031877250409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCONIC CORP
        549300B4YFWH3U74B152
        ARCONIC CORP 6.125% 02/15/2028 144A
        03966VAA5
        
          
        
        9123000.00000000
        PA
        USD
        9153698.90000000
        0.057946583622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA INC
        N/A
        HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A
        44055PAA4
        
          
        
        7300000.00000000
        PA
        USD
        7482646.00000000
        0.047368148864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2051#BT7094
        3140LV3C1
        
          
        
        120991.55800000
        PA
        USD
        121423.43000000
        0.000768658988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC
        12769G100
        
          
        
        290400.00000000
        NS
        USD
        22465344.00000000
        0.142214633552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
        75041VAA2
        
          
        
        11755000.00000000
        PA
        USD
        11755000.00000000
        0.074413862409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        350000.00000000
        PA
        USD
        333292.96000000
        0.002109878049
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        AVANTOR FUNDING INC 3.875% 11/01/2029 144A
        05352TAB5
        
          
        
        2790000.00000000
        PA
        USD
        2622600.00000000
        0.016602109362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        41434000.00000000
        PA
        USD
        39673055.00000000
        0.251146342505
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC
        548661107
        
          
        
        72800.00000000
        NS
        USD
        14719432.00000000
        0.093179905367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD 10.875% 06/01/2023 144A
        780153AY8
        
          
        
        8545000.00000000
        PA
        USD
        9092563.60000000
        0.057559572665
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-01
          Fixed
          0.10875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / ACRISURE FINANCE INC
        N/A
        ACRISURE LLC 10.125% 08/01/2026 144A
        00489LAD5
        
          
        
        6810000.00000000
        PA
        USD
        7252650.00000000
        0.045912181982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.10125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PIPECO LLC 4.875% 08/15/2027 144A
        62912XAF1
        
          
        
        1800000.00000000
        PA
        USD
        1868328.04000000
        0.011827265478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIVATE SCIENCE HLDGS CORP
        N/A
        CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A
        18064PAD1
        
          
        
        4755000.00000000
        PA
        USD
        4473551.55000000
        0.028319374693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
        N/A
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
        013092AE1
        
          
        
        23423000.00000000
        PA
        USD
        22808146.25000000
        0.144384709219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS CORP 5.25% 12/01/2026 144A
        25470XBE4
        
          
        
        6925000.00000000
        PA
        USD
        6596062.50000000
        0.041755719891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPUR SEALY INTERNATIONAL INC
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A
        88023UAJ0
        
          
        
        7360000.00000000
        PA
        USD
        6311200.00000000
        0.039952426069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#RA6987
        3133KNXQ1
        
          
        
        8401610.00000000
        PA
        USD
        8486997.24000000
        0.053726094843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        -800000.00000000
        PA
        USD
        -760663.04000000
        -0.00481530198
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 2.5% 05/01/2041#SC0167
        3132D9FG4
        
          
        
        16244776.09100000
        PA
        USD
        15754182.23000000
        0.099730289140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 4.625% 06/15/2045
        674599CF0
        
          
        
        6725000.00000000
        PA
        USD
        6523250.00000000
        0.041294787576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16725.91000000
        0.000105881715
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            3416755.97000000
            USD
            3099000.00000000
            EUR
            2022-05-18
            16725.91000000
          
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP 4% 09/15/2030
        682691AA8
        
          
        
        3340000.00000000
        PA
        USD
        2947550.00000000
        0.018659173130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1% 07/31/2028
        91282CCR0
        
          
        
        49141000.00000000
        PA
        USD
        44965934.45000000
        0.284652391262
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBECOR MEDIA INC
        5493006O1E1TBNKPQW25
        QUEBECOR MEDIA INC 5.75% 01/15/2023
        74819RAP1
        
          
        
        14205000.00000000
        PA
        USD
        14456144.40000000
        0.091513189311
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORBES ENERGY SVCS LTD
        5493000KNGZL65YWY755
        FORBES ENERGY SVCS LTD NEW
        345143200
        
          
        
        135187.00000000
        NS
        USD
        13.52000000
        0.000000085587
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/15/2024
        91282CCC3
        
          
        
        470000.00000000
        PA
        USD
        449235.55000000
        0.002843841123
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROOFPOINT INC
        529900C5FODDK0WSR085
        PROOFPOINT TERM B 1LN 08/31/2028
        74345HAB7
        
          
        
        3105000.00000000
        PA
        USD
        3068329.95000000
        0.019423758632
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-31
          Variable
          0.03757860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        111828000.00000000
        PA
        USD
        102602190.00000000
        0.649512994437
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 10/31/2028
        91282CDF5
        
          
        
        8911000.00000000
        PA
        USD
        8330392.66000000
        0.052734725072
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER TERM B 1LN 05/01/2028
        35906EAQ3
        
          
        
        2677424.81000000
        PA
        USD
        2632792.14000000
        0.016666629694
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-05-01
          Variable
          0.04812500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER A WT 02/09/26
        165167164
        
          
        
        70147.00000000
        NS
        USD
        4491512.41000000
        0.028433074137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 04/01/2052 #TBA
        01F032641
        
          
        
        -70400000.00000000
        PA
        USD
        -70526501.76000000
        -0.44646102919
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -82808.60000000
        -0.00052421163
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            13733000.00000000
            EUR
            15132424.29000000
            USD
            2022-05-18
            -82808.60000000
          
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC HOLDINGS INC 10.5% 05/15/2029 144A
        87256YAA1
        
          
        
        6065000.00000000
        PA
        USD
        6186300.00000000
        0.039161758998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.10500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUXEMBOURG NOTES SARL
        2138007RI9GLJPCC3E25
        TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A
        N/A
        
          
        
        9200000.00000000
        PA
        USD
        8878000.00000000
        0.056201299062
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 7% 10/01/2024
        165167DA2
        
          
        
        3985000.00000000
        PA
        USD
        0.40000000
        0.000000002532
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-01
          Fixed
          0.07000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        NEXSTAR BROADCASTING TERM B 09/19/2026
        65336RAW8
        
          
        
        2338041.11000000
        PA
        USD
        2326771.75000000
        0.014729397946
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Variable
          0.02730570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT LLC NV
        N/A
        GOLDEN NUGGET TERM B 1LN 01/27/2029
        N/A
        
          
        
        1747332.50000000
        PA
        USD
        1736411.67000000
        0.010992181973
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
        N/A
        NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 04/15/2026
        62913TAP7
        
          
        
        9630000.00000000
        PA
        USD
        8402175.00000000
        0.053189136060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER AG
        549300J4U55H3WP1XT59
        BAYER AG 5.375%/VAR 03/25/2082 REGS
        N/A
        
          
        
        7200000.00000000
        PA
        
        8180692.22000000
        0.051787061274
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2082-03-25
          Variable
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 02/28/2026
        9128286F2
        
          
        
        38997000.00000000
        PA
        USD
        38942160.47000000
        0.246519487125
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3ML+0 PERP
        172967GD7
        
          
        
        46925000.00000000
        PA
        USD
        47422405.00000000
        0.300202834607
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 12/31/2026
        91282CDQ1
        
          
        
        52353000.00000000
        PA
        USD
        49463359.94000000
        0.313122897567
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARRAY TECHNOLOGIES INC
        549300JM5FECYJQ85V37
        ARRAY TECHNOLOGIES INC
        04271T100
        
          
        
        500.00000000
        NS
        USD
        5635.00000000
        0.000035671808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCL FINANCE LTD
        N/A
        NCL FINANCE LTD 6.125% 03/15/2028 144A
        62888HAA7
        
          
        
        2690000.00000000
        PA
        USD
        2494558.05000000
        0.015791552488
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-03-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPERATING CO LLC / GD FINANCE CO INC
        N/A
        GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A
        38016LAC9
        
          
        
        6060000.00000000
        PA
        USD
        5571988.20000000
        0.035272919035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO 4.875% 09/01/2029 144A
        146869AH5
        
          
        
        9855000.00000000
        PA
        USD
        8138603.93000000
        0.051520625525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FING SA
        549300DIYGW8HVDF7Q17
        ALTICE FING SA 5.75% 08/15/2029 144A
        02154CAH6
        
          
        
        11270000.00000000
        PA
        USD
        10224031.30000000
        0.064722216795
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBYS
        549300P5BAAMQQ7VL735
        SOTHEBY'S TERM B 1LN 01/15/2027
        08883CAE8
        
          
        
        6643054.14900000
        PA
        USD
        6634750.33000000
        0.042000629364
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-15
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C and W SENIOR FINANCING DAC
        5493009O8OIWZPZRY516
        C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A
        12674TAA4
        
          
        
        21480000.00000000
        PA
        USD
        21318900.00000000
        0.134957183439
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACYS RETAIL HOLDINGS LLC
        N/A
        MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A
        55617LAR3
        
          
        
        2820000.00000000
        PA
        USD
        2784750.00000000
        0.017628583866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Central Investment Portfolios LLC
        S2V1M15I679NQK6BNY65
        Fidelity Floating Rate Central Fund
        31606V708
        
          
        
        14013532.29300000
        NS
        USD
        1397849846.23000000
        8.848949904470
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A
        12543DBM1
        
          
        
        8305000.00000000
        PA
        USD
        7971055.95000000
        0.050459979644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.25% 9/15/39
        880591EH1
        
          
        
        2106000.00000000
        PA
        USD
        2663956.31000000
        0.016863911383
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2039-09-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING CO INC
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
        432833AL5
        
          
        
        5020000.00000000
        PA
        USD
        4737625.00000000
        0.029991065495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A
        92735LAA0
        
          
        
        4415000.00000000
        PA
        USD
        4676081.03000000
        0.029601467493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC
        159864107
        
          
        
        17600.00000000
        NS
        USD
        4997872.00000000
        0.031638533334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAMB WESTON HOLDINGS INC
        5493005SMYID1D2OY946
        LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A
        513272AD6
        
          
        
        5575000.00000000
        PA
        USD
        5206130.13000000
        0.032956890785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 04/14/2022
        912796P29
        
          
        
        6330000.00000000
        PA
        USD
        6329677.11000000
        0.040069393582
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PITNEY-BOWES INC
        549300N2O26NW4ST6W55
        PITNEY-BOWES INC 6.875% 03/15/2027 144A
        724479AP5
        
          
        
        2960000.00000000
        PA
        USD
        2799627.20000000
        0.017722762506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE CO
        N/A
        TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037
        880451AU3
        
          
        
        2585000.00000000
        PA
        USD
        3277055.01000000
        0.020745071937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/31/2022
        91282CAG6
        
          
        
        82000000.00000000
        PA
        USD
        81727734.58000000
        0.517369323361
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -123671.49000000
        -0.00078289010
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            16730000.00000000
            EUR
            18412034.20000000
            USD
            2022-05-18
            -123671.49000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 10.5% 02/01/2026 144A
        143658BG6
        
          
        
        7395000.00000000
        PA
        USD
        8199206.25000000
        0.051904262505
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          0.10500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS INC
        KOO0397YRO83WY5MGD97
        VALEANT PHARMACEUTICALS TERM B INCR 06/1/2025
        N/A
        
          
        
        843743.72000000
        PA
        USD
        836006.59000000
        0.005292256857
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-01
          Variable
          0.03208570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE HOSTING INC
        549300QTYCKLMFSE8I97
        RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
        750098AA3
        
          
        
        3845000.00000000
        PA
        USD
        3336114.25000000
        0.021118940602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP
        29273VAJ9
        
          
        
        17100000.00000000
        PA
        USD
        15304500.00000000
        0.096883620353
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2052#
        31418EAQ3
        
          
        
        149985.03200000
        PA
        USD
        150408.48000000
        0.000952145974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGO AIRCRAFT MANAGEMENT INC
        549300GH5J7LOMV44F11
        CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A
        14180LAA4
        
          
        
        3960000.00000000
        PA
        USD
        3841200.00000000
        0.024316335881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZEBRA TECHNOLOGIES CORP
        PO0I32GKZ3HZMMDPZZ08
        ZEBRA TECHNOLOGIES CORP CL A
        989207105
        
          
        
        22600.00000000
        NS
        USD
        9349620.00000000
        0.059186842727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS SA
        529900RM0MTMZL9O5050
        JBS SA
        N/A
        
          
        
        2570800.00000000
        NS
        
        20102894.11000000
        0.127259378676
        Long
        EC
        CORP
        BR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: USD/AUD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -646755.70000000
        -0.00409422285
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            23036000.00000000
            AUD
            16602404.56000000
            USD
            2022-05-18
            -646755.70000000
          
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
        N/A
        CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
        226373AP3
        
          
        
        2960000.00000000
        PA
        USD
        2973838.00000000
        0.018825586708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC
        N/A
        RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A
        76954LAA7
        
          
        
        14000000.00000000
        PA
        USD
        13632500.00000000
        0.086299190072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Variable
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENAHEALTH INC
        254900AA3KZN4Q7A5Z33
        ATHENAHEALTH TERM DD 1LN 02/15/2029
        04686RAC7
        
          
        
        809420.29000000
        PA
        USD
        799504.89000000
        0.005061186463
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
        N/A
        ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026
        451102BT3
        
          
        
        14625000.00000000
        PA
        USD
        14917500.00000000
        0.094433755210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING CO INC
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
        432833AJ0
        
          
        
        3350000.00000000
        PA
        USD
        3144527.75000000
        0.019906121253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENINSULA PACIFIC ENTERTAINMENT
        N/A
        PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
        70715XAA4
        
          
        
        6740000.00000000
        PA
        USD
        7456125.00000000
        0.047200260302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 4.625% 01/15/2029
        893647BP1
        
          
        
        9290000.00000000
        PA
        USD
        8685871.30000000
        0.054985047369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WATER US HOLDING CORPORATION
        549300YU2GGVCBN3MY89
        OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A
        681639AA8
        
          
        
        5600000.00000000
        PA
        USD
        5085836.00000000
        0.032195380718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP / VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A
        92564RAB1
        
          
        
        7220000.00000000
        PA
        USD
        7201950.00000000
        0.045591230657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        61243.37000000
        0.000387695083
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            7760757.95000000
            USD
            7060000.00000000
            EUR
            2022-05-18
            61243.37000000
          
        
        
          N
          N
          N
        
      
      
        CAMELOT FIN S A
        N/A
        CAMELOT FIN S A 1 TERM B 10/31/2026
        N/A
        
          
        
        674475.00000000
        PA
        USD
        666327.34000000
        0.004218119183
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2026-10-31
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
        N/A
        
          
        
        1476000.00000000
        PA
        USD
        0.15000000
        0.000000000949
        Long
        LON
        CORP
        US
        N
        
        3
        
          2049-12-31
          Variable
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 5.75% 09/01/2027 144A
        62886EAU2
        
          
        
        5480000.00000000
        PA
        USD
        5480000.00000000
        0.034690596852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATS AUTOMATION TOOLING SYSTEMS INC
        5493005KP4RP3IU7HQ41
        ATS AUTOMATION TOOLING SYS INC 4.125% 12/15/2028 144A
        001940AC9
        
          
        
        4630000.00000000
        PA
        USD
        4352200.00000000
        0.027551170734
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC
        629377508
        
          
        
        275800.00000000
        NS
        USD
        10579688.00000000
        0.066973666284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD 5.875% 09/15/2027 144A
        92676XAD9
        
          
        
        3395000.00000000
        PA
        USD
        3094270.90000000
        0.019587975245
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        183744000.00000000
        PA
        USD
        165771540.00000000
        1.049400303618
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESCO HOLDINGS II INC
        254900FAHT0HW9T6L409
        NESCO HOLDINGS II INC 5.5% 04/15/2029 144A
        64083YAA9
        
          
        
        7155000.00000000
        PA
        USD
        7029787.50000000
        0.044501373015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 6.75/3ML+378 PERP
        46625HJQ4
        
          
        
        6270000.00000000
        PA
        USD
        6543121.20000000
        0.041420580238
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 02/01/2052#
        3133B57E6
        
          
        
        918663.73600000
        PA
        USD
        921957.15000000
        0.005836358358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A
        92328MAB9
        
          
        
        3525000.00000000
        PA
        USD
        3458553.75000000
        0.021894031721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC 3.25% 08/15/2033 144A
        55354GAQ3
        
          
        
        4225000.00000000
        PA
        USD
        3797482.81000000
        0.024039588543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 6.875%/VAR PERP
        55336VAU4
        
          
        
        18000000.00000000
        PA
        USD
        17640000.00000000
        0.111668271621
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: USD/GBP settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        31310.25000000
        0.000198206434
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            1668000.00000000
            GBP
            2221951.14000000
            USD
            2022-05-18
            31310.25000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
        674599DL6
        
          
        
        7130000.00000000
        PA
        USD
        8377750.00000000
        0.053034516019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9316531.41000000
        0.058977378688
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            262398320.65000000
            EUR
            300036079.77000000
            USD
            2022-05-18
            9316531.41000000
          
        
        
          N
          N
          N
        
      
      
        CITGO HLDG INC
        549300NYHOALWZ2BSL72
        CITGO HLDG INC 9.25% 08/01/2024 144A
        17302WAB4
        
          
        
        16430000.00000000
        PA
        USD
        16594300.00000000
        0.105048571415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          0.09250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
        165167DG9
        
          
        
        3115000.00000000
        PA
        USD
        3216237.50000000
        0.020360072718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A
        914906AV4
        
          
        
        5760000.00000000
        PA
        USD
        5482857.60000000
        0.034708686606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.625% 02/15/2031 144A
        629377CR1
        
          
        
        6110000.00000000
        PA
        USD
        5374294.90000000
        0.034021441194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2051#FM7599
        3140XBNR7
        
          
        
        18561567.44800000
        PA
        USD
        18640003.06000000
        0.117998691878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP 5.25% 07/01/2030
        69331CAJ7
        
          
        
        5150000.00000000
        PA
        USD
        4994985.00000000
        0.031620257467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: USD/GBP settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6426724.76000000
        0.040683744112
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            149444000.00000000
            GBP
            202696591.00000000
            USD
            2022-05-18
            6426724.76000000
          
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A
        50190EAA2
        
          
        
        3120000.00000000
        PA
        USD
        2946777.29000000
        0.018654281566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2052#CB3174
        3140QNQ47
        
          
        
        6769269.59700000
        PA
        USD
        6795759.10000000
        0.043019879424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED NATURAL FOODS INC
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
        911163AA1
        
          
        
        4680000.00000000
        PA
        USD
        4797000.00000000
        0.030366933048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
        92840VAA0
        
          
        
        9975000.00000000
        PA
        USD
        10029563.25000000
        0.063491156079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROBLOX CORP
        N/A
        ROBLOX CORP 3.875% 05/01/2030 144A
        771049AA1
        
          
        
        4175000.00000000
        PA
        USD
        3903625.00000000
        0.024711511156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 5.5% 11/15/2027
        893647BL0
        
          
        
        68140000.00000000
        PA
        USD
        67628950.00000000
        0.428118364970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 5.125% 11/01/2027 144A
        88033GDA5
        
          
        
        10955000.00000000
        PA
        USD
        11006543.28000000
        0.069675831326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMMUNITIES INC
        549300O1Z08HI2MRK572
        TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A
        87724RAA0
        
          
        
        5610000.00000000
        PA
        USD
        5834400.00000000
        0.036934090926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC
        549300LGPR0P05O30I24
        AT HOME GROUP INC 4.875% 07/15/2028 144A
        04650YAA8
        
          
        
        2840000.00000000
        PA
        USD
        2527600.00000000
        0.016000721278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 02/01/2052#
        3133B3Q42
        
          
        
        117411.55000000
        PA
        USD
        117843.48000000
        0.000745996470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTMEDIA INC
        N/A
        IHEARTMEDIA INC
        45174J509
        
          
        
        26.00000000
        NS
        USD
        492.18000000
        0.000003115696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2051#
        3140L0K55
        
          
        
        792478.74900000
        PA
        USD
        795456.01000000
        0.005035555430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
        28228PAB7
        
          
        
        9545000.00000000
        PA
        USD
        9771693.75000000
        0.061858738768
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICTORS MERGER CORP
        N/A
        VICTORS MERGER CORP 6.375% 05/15/2029 144A
        92641PAA4
        
          
        
        5760000.00000000
        PA
        USD
        4715078.40000000
        0.029848336478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC 3.875% 10/01/2031 144A
        364760AQ1
        
          
        
        5600000.00000000
        PA
        USD
        4878160.00000000
        0.030880708383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC
        N/A
        CONVERGINT TECH TERM B 1LN 03/31/2028
        23344MAC2
        
          
        
        992532.94000000
        PA
        USD
        981366.94000000
        0.006212446146
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-31
          Variable
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION TERM B 1LN 01/31/2029
        914908BB3
        
          
        
        3580000.00000000
        PA
        USD
        3538221.40000000
        0.022398359883
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DAVITA INC 4.625% 06/01/2030 144A
        23918KAS7
        
          
        
        15850000.00000000
        PA
        USD
        14800730.00000000
        0.093694554299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -92474.99000000
        -0.00058540375
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            6850000.00000000
            EUR
            7496860.57000000
            USD
            2022-05-18
            -92474.99000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A
        1248EPCK7
        
          
        
        10205000.00000000
        PA
        USD
        9261037.50000000
        0.058626079991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 5.625% 06/01/2025
        78454LAL4
        
          
        
        4400000.00000000
        PA
        USD
        4394500.00000000
        0.027818946691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HLDG CORP
        40XIFLS8XDQGGHGPGC04
        COVANTA HLDG CORP 4.875% 12/01/2029 144A
        22303XAA3
        
          
        
        4300000.00000000
        PA
        USD
        4105210.00000000
        0.025987625019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        5493008HF9XC5H29ZX61
        GFL ENVIRONMENTAL INC 4% 08/01/2028 144A
        36168QAL8
        
          
        
        4200000.00000000
        PA
        USD
        3864000.00000000
        0.024460669021
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        MURPHY OIL USA INC 5.625% 05/01/2027
        626738AD0
        
          
        
        3665000.00000000
        PA
        USD
        3724556.25000000
        0.023577934183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 4.375% 04/01/2030
        655664AT7
        
          
        
        1745000.00000000
        PA
        USD
        1630379.68000000
        0.010320956970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ / KIK CUSTOM
        N/A
        KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
        50106GAE2
        
          
        
        2100000.00000000
        PA
        USD
        1937250.00000000
        0.012263569115
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        SPECTRUM BRANDS INC 3.875% 03/15/2031 144A
        84762LAX3
        
          
        
        4310000.00000000
        PA
        USD
        3802282.00000000
        0.024069969339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/01/2034#CA4460
        3140QB5W4
        
          
        
        9764071.17900000
        PA
        USD
        9862137.60000000
        0.062431284596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTIONS
        549300HALRZ339MSTH85
        CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A
        14879EAE8
        
          
        
        2295000.00000000
        PA
        USD
        2321759.70000000
        0.014697669660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP SER B WT 02/09/26
        165167172
        
          
        
        77942.00000000
        NS
        USD
        4640666.68000000
        0.029377280460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC 7.25% 02/15/2023 144A
        79970YAE5
        
          
        
        12834000.00000000
        PA
        USD
        1.28000000
        0.000000008102
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-02-15
          Fixed
          0.07250000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP
        69331C108
        
          
        
        756168.00000000
        NS
        USD
        9028645.92000000
        0.057154948127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP
        38144GAC5
        
          
        
        4530000.00000000
        PA
        USD
        4303500.00000000
        0.027242880211
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        HOLLY EN PART LP/ HOL FIN CORP
        N/A
        HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A
        435765AH5
        
          
        
        4350000.00000000
        PA
        USD
        4127019.00000000
        0.026125684732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWNSQUARE MEDIA INC
        549300XBA8C68H0DR538
        TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
        892231AB7
        
          
        
        3305000.00000000
        PA
        USD
        3403654.25000000
        0.021546495878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAND NEWCO 3 INC
        549300Y3VZEWMSQW8494
        CALIBER COLLISION TERM B 1LN 02/05/2026
        93369PAF1
        
          
        
        11123363.50000000
        PA
        USD
        10768861.91000000
        0.068171212971
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-05
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
        88033GCX6
        
          
        
        20050000.00000000
        PA
        USD
        20583229.75000000
        0.130300095837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        325000.00000000
        PA
        USD
        310121.11000000
        0.001963190949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Studio City International Holdings Ltd
        N/A
        STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR
        86389T106
        
          
        
        133400.00000000
        NS
        USD
        778589.10000000
        0.004928781128
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 7.5% 03/15/2025 144A
        097751BM2
        
          
        
        7951000.00000000
        PA
        USD
        7991550.10000000
        0.050589715830
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/15/2023
        91282CAF8
        
          
        
        2411000.00000000
        PA
        USD
        2347617.08000000
        0.014861357242
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENGAL DEBT MERGER SUB LLC
        549300Y5TU1XQ1KVLJ64
        TROPICANA TERM 1LN 01/24/2029
        62984CAD5
        
          
        
        983272.73000000
        PA
        USD
        965711.48000000
        0.006113340808
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-24
          Variable
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 5.75% 03/01/2027 144A
        737446AM6
        
          
        
        1713000.00000000
        PA
        USD
        1721479.35000000
        0.010897654401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/01/2051#
        3140QHK87
        
          
        
        993030.80400000
        PA
        USD
        996761.52000000
        0.006309900008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY
        595017104
        
          
        
        127400.00000000
        NS
        USD
        9572836.00000000
        0.060599889491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        MARVELL TECHNOLOGY INC
        573874104
        
          
        
        155200.00000000
        NS
        USD
        11129392.00000000
        0.070453512972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A
        60855RAL4
        
          
        
        5560000.00000000
        PA
        USD
        5287282.00000000
        0.033470614655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 4.625% 12/01/2026 144A
        428040DA4
        
          
        
        2350000.00000000
        PA
        USD
        2194488.75000000
        0.013891993526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        3931858.58800000
        PA
        USD
        3759667.56000000
        0.023800202851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC INC
        54930050SSMU8SKDJ030
        PTC INC 4% 02/15/2028 144A
        69370CAC4
        
          
        
        3715000.00000000
        PA
        USD
        3619413.05000000
        0.022912335576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA 8.75% 04/01/2027 144A
        12531TAF6
        
          
        
        5895000.00000000
        PA
        USD
        5909737.50000000
        0.037411007503
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-01
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY CO 5.375% 03/15/2030
        845467AS8
        
          
        
        5630000.00000000
        PA
        USD
        5721262.30000000
        0.036217883930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 5% 01/15/2044
        655664AR1
        
          
        
        825000.00000000
        PA
        USD
        738696.75000000
        0.004676246560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM 5.125% 03/15/2027
        00774CAB3
        
          
        
        7490000.00000000
        PA
        USD
        7660247.70000000
        0.048492438823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MIDSTREAM PARTNERS LP
        N/A
        SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP
        866142AA0
        
          
        
        1711000.00000000
        PA
        USD
        1369501.51000000
        0.008669493571
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
        N/A
        ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A
        03690AAH9
        
          
        
        4305000.00000000
        PA
        USD
        4300608.90000000
        0.027224578389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
        674599DF9
        
          
        
        11875000.00000000
        PA
        USD
        13949384.38000000
        0.088305195232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP 4% 03/01/2031
        16411QAK7
        
          
        
        9070000.00000000
        PA
        USD
        8792367.30000000
        0.055659209742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW COTAI LLC / NEW COTAI CAP CORP
        N/A
        NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P
        N/A
        
          
        
        2242893.00000000
        NS
        USD
        897157.20000000
        0.005679364733
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2049
        912810SF6
        
          
        
        145860000.00000000
        PA
        USD
        160326349.58000000
        1.014930065361
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A
        90353TAK6
        
          
        
        12675000.00000000
        PA
        USD
        11882812.50000000
        0.075222966773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -40280.74000000
        -0.00025499323
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            7407000.00000000
            EUR
            8166173.06000000
            USD
            2022-05-18
            -40280.74000000
          
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS
        5493005IYCEL7QJFZZ63
        TRITON WATER HOLDINGS 6.25% 04/01/2029 144A
        89680EAA7
        
          
        
        3135000.00000000
        PA
        USD
        2672869.65000000
        0.016920336399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 12/01/2051#MA4495
        31418D7H9
        
          
        
        510576.31900000
        PA
        USD
        512055.71000000
        0.003241517920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHTOWER HOLDING LLC
        N/A
        HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A
        43118DAA8
        
          
        
        2870000.00000000
        PA
        USD
        2805425.00000000
        0.017759464904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTER DOUGLAS INC
        529900811T142NS3H544
        HUNTER DOUGLAS TERM B 1LN 02/25/2029
        N/A
        
          
        
        10590000.00000000
        PA
        USD
        10364962.50000000
        0.065614367788
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-25
          Variable
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
        N/A
        CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A
        226373AR9
        
          
        
        16880000.00000000
        PA
        USD
        16816700.00000000
        0.106456452572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KONTOOR BRANDS INC
        549300M0CPXV65RFF271
        KONTOOR BRANDS INC 4.125% 11/15/2029 144A
        50050NAA1
        
          
        
        2420000.00000000
        PA
        USD
        2214300.00000000
        0.014017406680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
        12543DBH2
        
          
        
        4940000.00000000
        PA
        USD
        4991598.30000000
        0.031598818298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RITCHIE BROS HOLDINGS INC
        N/A
        RITCHIE BROS HOLDINGS INC 4.75% 12/15/2031 144A
        76774LAA5
        
          
        
        3070000.00000000
        PA
        USD
        2993250.00000000
        0.018948472450
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDGS S A
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A
        45824TBC8
        
          
        
        11675000.00000000
        PA
        USD
        11645812.50000000
        0.073722661763
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2030-03-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENHALL ACQUISITION COMPANY
        N/A
        PENHALL ACQUISITION CMPNY CL B
        N/A
        
          
        
        3850.00000000
        NS
        USD
        531993.00000000
        0.003367728958
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 11/01/2051#SD8186
        3132DWCX9
        
          
        
        73396.86400000
        PA
        USD
        73600.36000000
        0.000465919784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        3093000.00000000
        PA
        USD
        2978099.88000000
        0.018852566117
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC 3.625% 10/01/2029 144A
        364760AP3
        
          
        
        5600000.00000000
        PA
        USD
        4989600.00000000
        0.031586168258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATION CASINOS LLC
        5493004E7Q60TX54WL62
        STATION CASINOS LLC 4.625% 12/01/2031 144A
        857691AH2
        
          
        
        4155000.00000000
        PA
        USD
        3800578.50000000
        0.024059185502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US RENAL CARE TERM B 1LN 06/13/2026
        90290PAN4
        
          
        
        23202850.00000000
        PA
        USD
        21201604.19000000
        0.134214653939
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-13
          Variable
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC / VERITAS BERMUDA LTD
        N/A
        VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A
        92346LAE3
        
          
        
        11835000.00000000
        PA
        USD
        11236504.05000000
        0.071131575188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACYS RETAIL HOLDINGS LLC
        N/A
        MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A
        55617LAQ5
        
          
        
        2925000.00000000
        PA
        USD
        2885541.75000000
        0.018266636049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CORK and SEAL INC
        7HLDMDH0ZXNUH6PT7Z42
        CROWN CORK and SEAL INC 7.375% 12/15/2026
        228255AH8
        
          
        
        16535000.00000000
        PA
        USD
        18658838.08000000
        0.118117925105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT MIDSTREAM INC 4.375% 06/15/2031 144A
        23345MAB3
        
          
        
        4285000.00000000
        PA
        USD
        4102887.50000000
        0.025972922663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG'06 PTY LTD
        549300EFD6S2NFE9D745
        FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A
        30251GBA4
        
          
        
        5450000.00000000
        PA
        USD
        5309172.00000000
        0.033609187130
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP
        38144GAB7
        
          
        
        7885000.00000000
        PA
        USD
        7870018.50000000
        0.049820372081
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B2 1LN 01/31/2029
        00076VBA7
        
          
        
        1902985.07000000
        PA
        USD
        1869682.83000000
        0.011835841842
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-31
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORPORATION
        RI6HET5SJUEY30V1PS26
        FAIR ISAAC CORPORATION 4% 06/15/2028 144A
        303250AF1
        
          
        
        6420000.00000000
        PA
        USD
        6215330.40000000
        0.039345533068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA INC
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA TERM B 1LN 08/11/2028
        N/A
        
          
        
        4230000.00000000
        PA
        USD
        4185923.40000000
        0.026498573198
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Variable
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        SINCLAIR BROADCASTING TERM 1LN 05/25/2026
        25277BAE8
        
          
        
        3612198.38000000
        PA
        USD
        3657856.57000000
        0.023155698470
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-25
          Variable
          0.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 3.625% 06/17/2031
        345397B69
        
          
        
        7380000.00000000
        PA
        USD
        6690191.40000000
        0.042351593563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNISYS CORP
        549300T21W22FIJJOW08
        UNISYS CORP 6.875% 11/01/2027 144A
        909214BV9
        
          
        
        3685000.00000000
        PA
        USD
        3855431.25000000
        0.024406425399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
        N/A
        NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 6.125% 03/01/2025
        62913TAM4
        
          
        
        7480000.00000000
        PA
        USD
        6508123.60000000
        0.041199031400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORP
        103304101
        
          
        
        229500.00000000
        NS
        USD
        15096510.00000000
        0.095566960273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLYDESDALE ACQUISITION HOLDINGS INC
        N/A
        CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A
        18972EAB1
        
          
        
        7010000.00000000
        PA
        USD
        6598162.50000000
        0.041769013733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 8% 11/01/2031
        36186CBY8
        
          
        
        53672000.00000000
        PA
        USD
        67322321.94000000
        0.426177286427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A
        81725WAK9
        
          
        
        5910000.00000000
        PA
        USD
        5627679.30000000
        0.035625466024
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2023
        91282CCD1
        
          
        
        38200000.00000000
        PA
        USD
        37419585.84000000
        0.236880979339
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A
        1248EPCE1
        
          
        
        16805000.00000000
        PA
        USD
        15768005.46000000
        0.099817795727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMMONS FOOD INC/SIMMONS
        N/A
        SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A
        82873MAA1
        
          
        
        4295000.00000000
        PA
        USD
        4026562.50000000
        0.025489754815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASGN INC
        LZBNYYCBUKY537072438
        ASGN INC
        00191U102
        
          
        
        84800.00000000
        NS
        USD
        9897008.00000000
        0.062652028207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 6.3/VAR PERP
        172967HQ7
        
          
        
        4120000.00000000
        PA
        USD
        4136480.00000000
        0.026185576655
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADA, GOVERNMENT OF
        4BFD7AQU0A75QLAHK410
        CANADA GOVERNMENT OF 2% 12/01/2051
        135087H72
        
          
        
        7255000.00000000
        PA
        
        5341070.47000000
        0.033811117233
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A. PREF PP
        N/A
        
          
        
        193792711.00000000
        NS
        USD
        65443.80000000
        0.000414285489
        Long
        EP
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, N.A.
        B4TYDEB6GKMZO031MB27
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7171229.71000000
        0.045396758906
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            200270038.05000000
            EUR
            229056853.32000000
            USD
            2022-05-18
            7171229.71000000
          
        
        
          N
          N
          N
        
      
      
        VAIL RESORTS INC
        529900PSZHRNU9HKH870
        VAIL RESORTS INC 6.25% 05/15/2025 144A
        91879QAL3
        
          
        
        3855000.00000000
        PA
        USD
        3981752.40000000
        0.025206088919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GANNETT HOLDINGS LLC
        N/A
        GANNETT HOLDINGS LLC 6% 11/01/2026 144A
        36474GAA3
        
          
        
        4000000.00000000
        PA
        USD
        3870000.00000000
        0.024498651427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.625% 12/31/2023
        9128285U0
        
          
        
        56283000.00000000
        PA
        USD
        56641364.55000000
        0.358562544307
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CHOBANI LLC/FINANCE CORP INC
        N/A
        CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A
        17027NAB8
        
          
        
        3790000.00000000
        PA
        USD
        3496275.00000000
        0.022132822356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 6.875% 11/01/2035
        501797AL8
        
          
        
        4345000.00000000
        PA
        USD
        4475350.00000000
        0.028330759603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A
        35906ABF4
        
          
        
        11730000.00000000
        PA
        USD
        11260800.00000000
        0.071285378292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1736723.71000000
        -0.01099415731
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              2IGI19DL77OX0HC3ZE78
            
            45619702.24000000
            USD
            39608000.00000000
            EUR
            2022-05-18
            -1736723.71000000
          
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A
        683720AA4
        
          
        
        3220000.00000000
        PA
        USD
        3053187.90000000
        0.019327903385
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2376
        3140QMUA0
        
          
        
        5754571.40600000
        PA
        USD
        5502556.86000000
        0.034833390819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        CHEMOURS CO/ THE
        163851108
        
          
        
        403410.00000000
        NS
        USD
        12699346.80000000
        0.080391956228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 6% 01/15/2028 144A
        428040CZ0
        
          
        
        5785000.00000000
        PA
        USD
        339868.75000000
        0.002151505435
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2028-01-15
          Fixed
          0.06000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        TKC HOLDINGS INC
        N/A
        TKC HOLDINGS INC 6.875% 05/15/2028 144A
        87256YAC7
        
          
        
        6393000.00000000
        PA
        USD
        6216489.27000000
        0.039352869179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWJ8
        
          
        
        6959686.24100000
        PA
        USD
        7002145.20000000
        0.044326386174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.9%/VAR PERP
        949746RG8
        
          
        
        46445000.00000000
        PA
        USD
        46793337.50000000
        0.296220585148
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        PENHALL ACQUISITION COMPANY
        N/A
        PENHALL ACQUISITION CMPNY CL A
        N/A
        
          
        
        11553.00000000
        NS
        USD
        1596393.54000000
        0.010105811079
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 08/31/2026
        91282CCW9
        
          
        
        29200000.00000000
        PA
        USD
        27063609.45000000
        0.171323497229
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/01/2052 #TBA
        21H040640
        
          
        
        54700000.00000000
        PA
        USD
        55771819.15000000
        0.353057973337
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE 6.125%VAR PERP U
        46625HJW1
        
          
        
        12865000.00000000
        PA
        USD
        12980785.13000000
        0.082173573682
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
        88033GCY4
        
          
        
        18260000.00000000
        PA
        USD
        18419775.00000000
        0.116604559972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
        N/A
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A
        87470LAK7
        
          
        
        4225000.00000000
        PA
        USD
        4067618.75000000
        0.025749657337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM ENERGY CO
        84BUTVXV5ODI6BXNMH43
        SM ENERGY CO 6.75% 09/15/2026
        78454LAN0
        
          
        
        3175000.00000000
        PA
        USD
        3264773.13000000
        0.020667322713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
        549300ITBBGKJ651R879
        ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A
        04916WAA2
        
          
        
        3735000.00000000
        PA
        USD
        3599270.10000000
        0.022784822628
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
        N/A
        NIELSEN FINANCE LLC/ FIN CO 4.75% 07/15/2031 144A
        65409QBK7
        
          
        
        2870000.00000000
        PA
        USD
        2866412.50000000
        0.018145540228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEG HLD LLC/SEG FIN CORP
        N/A
        SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A
        78397KAA0
        
          
        
        6735000.00000000
        PA
        USD
        6735000.00000000
        0.042635249964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSON WORLDWIDE INC
        N/A
        PENSON WORLDWIDE INC CL A
        N/A
        
          
        
        7403098.00000000
        NS
        USD
        74.03000000
        0.000000468639
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
        N/A
        TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A
        87470LAH4
        
          
        
        5035000.00000000
        PA
        USD
        5301905.35000000
        0.033563186322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR MEDIA GROUP INC
        52990083ZRR5UT591988
        NEXSTAR MEDIA GROUP INC A
        65336K103
        
          
        
        109115.00000000
        NS
        USD
        20565995.20000000
        0.130190994226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
        674599DD4
        
          
        
        680000.00000000
        PA
        USD
        829600.00000000
        0.005251700574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 11/30/2022
        91282CAX9
        
          
        
        35000000.00000000
        PA
        USD
        34722460.85000000
        0.219807096914
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORBES ENERGY SERVICES LLC
        N/A
        FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049
        N/A
        
          
        
        1266534.48000000
        PA
        USD
        0.13000000
        0.000000000822
        Long
        LON
        CORP
        US
        N
        
        3
        
          2049-12-31
          Variable
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        DENBURY INC
        549300KCWA5W52MS5559
        DENBURY INC WT 09/18/25
        24790A119
        
          
        
        288114.00000000
        NS
        USD
        15270042.00000000
        0.096665487399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MURRAY ENERGY CORP
        549300WM5IIFYHZYTT63
        MURRAY ENERGY CORP PIK VAR 04/15/2024 144A
        62704PAM5
        
          
        
        6364050.00000000
        PA
        USD
        0.64000000
        0.000000004051
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-04-15
          Variable
          0.12000000
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 09/30/2028
        91282CCY5
        
          
        
        38280000.00000000
        PA
        USD
        35522643.75000000
        0.224872575452
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
        N/A
        1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A
        68245XAM1
        
          
        
        23490000.00000000
        PA
        USD
        21188802.15000000
        0.134133611894
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.7%/VAR PERP
        172967MK4
        
          
        
        8755000.00000000
        PA
        USD
        8382912.50000000
        0.053067196713
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ELASTIC NV
        2549003I48WHHH937I59
        ELASTIC NV 4.125% 07/15/2029 144A
        28415LAA1
        
          
        
        8005000.00000000
        PA
        USD
        7444329.80000000
        0.047125591958
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-07-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4/VAR PERP
        48128BAH4
        
          
        
        19100000.00000000
        PA
        USD
        18011300.00000000
        0.114018749470
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ZAYO GROUP HLDGS INC
        529900Z6OTS7RT0V0I47
        ZAYO GROUP HLDGS INC 4% 03/01/2027 144A
        98919VAA3
        
          
        
        9545000.00000000
        PA
        USD
        8783595.35000000
        0.055603679782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        145494.03000000
        0.000921035536
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            3791000.00000000
            EUR
            4345665.00000000
            USD
            2022-05-18
            145494.03000000
          
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/28/2029
        91282CEB3
        
          
        
        33900000.00000000
        PA
        USD
        32724093.75000000
        0.207156632054
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REDDY ICE HOLDINGS INC
        7Z0MRIY211ZHEWECBM22
        REDDY ICE HOLDINGS INC(ESCROW)
        N/A
        
          
        
        133255.00000000
        NS
        USD
        7367.27000000
        0.000046637772
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045
        694308HL4
        
          
        
        3690000.00000000
        PA
        USD
        3142998.50000000
        0.019896440487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLEVISION LIGHTPATH LLC
        5493002ZVBLRLGES1R71
        CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A
        12687GAA7
        
          
        
        3300000.00000000
        PA
        USD
        3085500.00000000
        0.019532451932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSTRATEGY INC
        549300WQTWEJUEHXQX21
        MICROSTRATEGY INC 6.125% 06/15/2028 144A
        594972AF8
        
          
        
        9960000.00000000
        PA
        USD
        9691378.80000000
        0.061350312937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO 5.5% 04/15/2027 144A
        146869AF9
        
          
        
        5905000.00000000
        PA
        USD
        5270212.50000000
        0.033362557877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP INC
        549300HPU3BD8ZI0X358
        RENEWABLE ENERGY GROUP INC 5.875% 06/01/2028 144A
        75972AAD5
        
          
        
        3025000.00000000
        PA
        USD
        3249243.25000000
        0.020569012347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
        58547DAE9
        
          
        
        3385000.00000000
        PA
        USD
        2980492.50000000
        0.018867712361
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-07-21
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRINKS CO
        XFP140TFNOQMIVFTVQ13
        BRINKS CO 4.625% 10/15/2027 144A
        109696AA2
        
          
        
        7200000.00000000
        PA
        USD
        7002216.00000000
        0.044326834367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2051#
        3132DWCL5
        
          
        
        474059.18200000
        PA
        USD
        475432.77000000
        0.003009680028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 8% 11/01/2031
        370425RZ5
        
          
        
        16761000.00000000
        PA
        USD
        20800762.20000000
        0.131677163451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 6.75% 07/01/2036
        501797AM6
        
          
        
        15890000.00000000
        PA
        USD
        16182217.10000000
        0.102439921460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO PETROLEUM CORP 7% 06/15/2025 144A
        17302XAK2
        
          
        
        13580000.00000000
        PA
        USD
        13664875.00000000
        0.086504136801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2052#
        3140MFG64
        
          
        
        233795.74200000
        PA
        USD
        234655.83000000
        0.001485465474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 08/31/2023
        9128282D1
        
          
        
        11000000.00000000
        PA
        USD
        10890859.32000000
        0.068943505483
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 7.125% 08/01/2026 144A
        428040CY3
        
          
        
        6315000.00000000
        PA
        USD
        363112.50000000
        0.002298647691
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2026-08-01
          Fixed
          0.07125000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 4.625% 04/15/2030 144A
        737446AQ7
        
          
        
        6415000.00000000
        PA
        USD
        5776386.75000000
        0.036566843797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2051#
        3140QKGV4
        
          
        
        28793.30900000
        PA
        USD
        28901.48000000
        0.000182957954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        176385.75000000
        0.001116592508
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              NATIONAL AUSTRALIA BANK LTD
              F8SB4JFBSYQFRQEH3Z21
            
            5570000.00000000
            EUR
            6347568.10000000
            USD
            2022-05-18
            176385.75000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIA, COMMONWEALTH OF
        213800J6B7JSBDETCB42
        AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS
        N/A
        
          
        
        13950000.00000000
        PA
        
        7489222.80000000
        0.047409782645
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
        92840VAF9
        
          
        
        13800000.00000000
        PA
        USD
        13576578.00000000
        0.085945181394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        CHEMOURS CO 5.375% 05/15/2027
        163851AE8
        
          
        
        18470000.00000000
        PA
        USD
        18423825.00000000
        0.116630198095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        MADISON IAQ TERM B 1LN 06/21/2028
        55759VAB4
        
          
        
        1412900.00000000
        PA
        USD
        1390533.79000000
        0.008802636335
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-21
          Variable
          0.04524430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 04/07/2022
        912796N47
        
          
        
        6510000.00000000
        PA
        USD
        6509842.65000000
        0.041209913676
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-07
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BATH and BODY WORKS INC
        GR3KVMWVCR54YWQNXU90
        BATH and BODY WORKS INC 7.5% 06/15/2029
        501797AR5
        
          
        
        5030000.00000000
        PA
        USD
        5448470.85000000
        0.034491004693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/28/2027
        91282CEC1
        
          
        
        280000000.00000000
        PA
        USD
        272496873.60000000
        1.725014449953
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LINDE PLC
        8945002PAZHZLBGKGF02
        LINDE PLC 1.375% 03/31/2031 REGS
        N/A
        
          
        
        7900000.00000000
        PA
        
        8729027.60000000
        0.055258244049
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-03-31
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030
        043436AV6
        
          
        
        1980000.00000000
        PA
        USD
        1868625.00000000
        0.011829145354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A
        92328MAA1
        
          
        
        3525000.00000000
        PA
        USD
        3426758.25000000
        0.021692753460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A
        159864AJ6
        
          
        
        6035000.00000000
        PA
        USD
        5665356.25000000
        0.035863976222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9296195.54000000
        0.058848644478
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            262398320.65000000
            EUR
            300015743.90000000
            USD
            2022-05-18
            9296195.54000000
          
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A
        043436AW4
        
          
        
        4555000.00000000
        PA
        USD
        4241843.75000000
        0.026852571431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2051#
        3140LSCT1
        
          
        
        952351.06500000
        PA
        USD
        959202.66000000
        0.006072137368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031
        3137H4R36
        
          
        
        14000000.00000000
        PA
        USD
        13186867.40000000
        0.083478157066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Fixed
          0.02154000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A1 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        II-VI INC
        549300O5C25A0MMHHU33
        II-VI INC 5% 12/15/2029 144A
        902104AC2
        
          
        
        4370000.00000000
        PA
        USD
        4271675.00000000
        0.027041415202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 04/30/2025
        912828ZL7
        
          
        
        82771000.00000000
        PA
        USD
        77504048.68000000
        0.490631698399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-04-30
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA 5.375% 4/01/56
        880591DZ2
        
          
        
        3503000.00000000
        PA
        USD
        5141604.27000000
        0.032548416224
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2056-04-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V.
        549300RXQZBOJONY3Q97
        GSK CONSUMER HEALTHCARE CAPITAL NL B.V. 1.75% 03/29/2030 REGS
        N/A
        
          
        
        4380000.00000000
        PA
        
        4883411.21000000
        0.030913950648
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-29
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 8% 01/15/2025
        165167CU9
        
          
        
        1955000.00000000
        PA
        USD
        0.20000000
        0.000000001266
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2025-01-15
          Fixed
          0.08000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        SUPERIOR ENERGY SERVICES INC
        N/A
        SUPERIOR ENERGY SERVICES INC A
        N/A
        
          
        
        66115.00000000
        NS
        USD
        1692585.65000000
        0.010714745697
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 6.375% 06/15/2026
        893647BB2
        
          
        
        20230000.00000000
        PA
        USD
        20412575.75000000
        0.129219787604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFRABUILD AUSTRALIA PTY LTD
        549300W2CPB5W6GFH859
        INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A
        45682RAA8
        
          
        
        6320000.00000000
        PA
        USD
        6414800.00000000
        0.040608255600
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-10-01
          Fixed
          0.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHEQUITY INC
        529900LRJU1RAFQHM467
        HEALTHEQUITY INC 4.5% 10/01/2029 144A
        42226AAA5
        
          
        
        2950000.00000000
        PA
        USD
        2795125.00000000
        0.017694261775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC
        N/A
        FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A
        337120AA7
        
          
        
        4235000.00000000
        PA
        USD
        3949222.20000000
        0.025000159712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2321
        3140QMSK1
        
          
        
        6403413.43900000
        PA
        USD
        6120982.56000000
        0.038748273418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        COINBASE GLOBAL INC 3.625% 10/01/2031 144A
        19260QAD9
        
          
        
        4200000.00000000
        PA
        USD
        3580500.00000000
        0.022666000370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LP
        549300NV5RXBUS3X7L47
        CITADEL TERM B 1LN 02/27/2028
        17288YAD4
        
          
        
        5334687.50000000
        PA
        USD
        5299425.22000000
        0.033547486105
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-27
          Variable
          0.02804890
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 08/31/2028
        91282CCV1
        
          
        
        544919000.00000000
        PA
        USD
        502049197.82000000
        3.178172686480
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 2YR NOTE (CBT) FUT JUN22 TUM2
        N/A
        
          
        
        2788.00000000
        NC
        USD
        -7761473.84000000
        -0.04913324087
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            598599661.34000000
            USD
            -7761473.84000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, N.A.
        B4TYDEB6GKMZO031MB27
        FX Forward: CAD/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        241272.41000000
        0.001527351077
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            16776523.27000000
            USD
            21278000.00000000
            CAD
            2022-05-18
            241272.41000000
          
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG ENERGY CORP 7.125% 02/01/2027 144A
        552704AE8
        
          
        
        6490000.00000000
        PA
        USD
        6795030.00000000
        0.043015263929
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TRANSDIGM INC 6.25% 03/15/2026 144A
        893647BE6
        
          
        
        11120000.00000000
        PA
        USD
        11416236.80000000
        0.072269355548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        SPRINT CAPITAL CORP 8.75% 03/15/2032
        852060AT9
        
          
        
        15023000.00000000
        PA
        USD
        20219883.86000000
        0.127999970693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Hanover Street Trust
        13LNM41WRMGAYS9Y7N22
        Fidelity Emerging Markets Debt Central Fund
        315808600
        
          
        
        290512931.00600000
        NS
        USD
        2408352198.04000000
        15.24583488724
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 07/31/2022
        9128282P4
        
          
        
        43433000.00000000
        PA
        USD
        43590783.84000000
        0.275947136623
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-31
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALLYS CORP
        549300NS4D5IK406VT62
        BALLY'S TERM B 1LN 10/01/2028
        05875CAB0
        
          
        
        7022400.00000000
        PA
        USD
        6978510.00000000
        0.044176765883
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-01
          Variable
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MESQUITE ENERGY INC
        549300SB0HTIM17TVR61
        MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
        59073XAE5
        
          
        
        2514840.00000000
        PA
        USD
        11819748.00000000
        0.074823743206
        Long
        DBT
        CORP
        US
        Y
        
        3
        
          2023-07-15
          Fixed
          0.15000000
          N
          N
          Y
          N
          N
          
            
              MESQUITE ENERGY INC
              MESQUITE ENERGY INC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NCR CORPORATION NEW
        549300YKTY8JX1DV2R67
        NCR CORPORATION NEW 6.125% 09/01/2029 144A
        62886EAV0
        
          
        
        5480000.00000000
        PA
        USD
        5493700.00000000
        0.034777323345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.875% 02/15/2032 144A
        629377CS9
        
          
        
        7040000.00000000
        PA
        USD
        6195200.00000000
        0.039218099566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042
        694308HA8
        
          
        
        6290000.00000000
        PA
        USD
        5117288.00000000
        0.032394484486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FIN NETH III B V
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027
        88167AAP6
        
          
        
        2775000.00000000
        PA
        USD
        2677007.81000000
        0.016946532611
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELDORADO GOLD CORP NEW
        5493004PWQ01YDD1IH62
        ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A
        284902AF0
        
          
        
        4225000.00000000
        PA
        USD
        4227640.63000000
        0.026762659988
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-09-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES LTD
        N/A
        NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
        629571AB6
        
          
        
        5660000.00000000
        PA
        USD
        5518500.00000000
        0.034934317287
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        CHEMOURS CO 5.75% 11/15/2028 144A
        163851AF5
        
          
        
        10075000.00000000
        PA
        USD
        9789071.50000000
        0.061968746892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2052#FS0631
        3140XFVZ1
        
          
        
        4135062.59100000
        PA
        USD
        4054190.28000000
        0.025664649738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 12/31/2022
        91282CBD2
        
          
        
        33500000.00000000
        PA
        USD
        33175468.75000000
        0.210014016754
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC 4% 11/15/2029 144A
        55354GAH3
        
          
        
        3780000.00000000
        PA
        USD
        3671079.30000000
        0.023239403651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
        N/A
        ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A
        01883LAD5
        
          
        
        4180000.00000000
        PA
        USD
        4018025.00000000
        0.025435709018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTONLIFELOCK INC
        YF6ZV0M6AU4FY94MK914
        NORTONLIFELOCK INC 5% 04/15/2025 144A
        871503AU2
        
          
        
        6360000.00000000
        PA
        USD
        6350396.40000000
        0.040200554994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 6%/VR PERP
        48126HAA8
        
          
        
        54840000.00000000
        PA
        USD
        55525500.00000000
        0.351498674371
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM,G.B. and N.IRELAND
        ECTRVYYCEF89VWYS6K36
        UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS
        N/A
        
          
        
        86985000.00000000
        PA
        
        108801043.37000000
        0.688754221300
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-10-22
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
        N/A
        UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A
        91327BAA8
        
          
        
        19535000.00000000
        PA
        USD
        18213457.25000000
        0.115298485904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 03/31/2023
        91282CBU4
        
          
        
        30000000.00000000
        PA
        USD
        29532421.80000000
        0.186952069115
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A
        85205TAL4
        
          
        
        9205000.00000000
        PA
        USD
        9536886.28000000
        0.060372313352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        SPRINT CORP 7.625% 03/01/2026
        85207UAK1
        
          
        
        3615000.00000000
        PA
        USD
        4080648.15000000
        0.025832138662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HLDGS INC
        N/A
        SCIH SALT HLDGS INC 4.875% 05/01/2028 144A
        78433BAA6
        
          
        
        3770000.00000000
        PA
        USD
        3553225.00000000
        0.022493338686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM ESCROW LLC
        N/A
        WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A
        97382WAA1
        
          
        
        24965000.00000000
        PA
        USD
        25428849.70000000
        0.160974812659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        HUDBAY MINERALS INC 4.5% 04/01/2026 144A
        443628AJ1
        
          
        
        3600000.00000000
        PA
        USD
        3498012.00000000
        0.022143818262
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        549300B2FTG34FILDR98
        UBER TECHNOLOGIES INC 8% 11/01/2026 144A
        90353TAC4
        
          
        
        29170000.00000000
        PA
        USD
        30998959.00000000
        0.196235837505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        549300KITCGPNNNXQP63
        EXIDE TECHNOLOGIES (DUMMY)
        N/A
        
          
        
        280.00000000
        NS
        USD
        182000.00000000
        0.001152132961
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        ALGOMA STEEL SCA
        N/A
        ALGOMA STEEL SCA
        N/A
        
          
        
        151792.00000000
        NS
        USD
        1.52000000
        0.000000009622
        Long
        EC
        CORP
        LU
        N
        
        3
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT K-F114 AS VAR 05/25/2031
        3137H13Y0
        
          
        
        6200000.00000000
        PA
        USD
        6129953.64000000
        0.038805063951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-25
          Variable
          0.00269670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GXO LOGISTICS INC
        5493007CNWMXN78JRN66
        GXO LOGISTICS INC
        36262G101
        
          
        
        45068.00000000
        NS
        USD
        3215151.12000000
        0.020353195497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF INDUSTRIES HOLDINGS INC
        529900CG8YAQFZ2JMV97
        CF INDUSTRIES HOLDINGS INC
        125269100
        
          
        
        225700.00000000
        NS
        USD
        23260642.00000000
        0.147249188715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2051#MA4347
        31418DZM7
        
          
        
        956043.10900000
        PA
        USD
        959037.34000000
        0.006071090826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 10YR NOTE FUT (CBT)JUN22 TYM2
        N/A
        
          
        
        5230.00000000
        NC
        USD
        -18520319.10000000
        -0.11724104443
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-21
            661156569.10000000
            USD
            -18520319.10000000
          
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER SA
        959800HLB3PGTGSLVV62
        GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A
        39843UAA0
        
          
        
        2795000.00000000
        PA
        USD
        2630793.75000000
        0.016653979084
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-10-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.125% 05/15/2025
        912828XB1
        
          
        
        12033000.00000000
        PA
        USD
        11886347.81000000
        0.075245346702
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, N.A.
        B4TYDEB6GKMZO031MB27
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6713757.82000000
        -0.04250077844
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            472550498.40000000
            USD
            420456000.00000000
            EUR
            2022-05-18
            -6713757.82000000
          
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 4.5% 09/15/2031 144A
        737446AR5
        
          
        
        12110000.00000000
        PA
        USD
        10729338.90000000
        0.067921016474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: USD/EUR settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -90852.54000000
        -0.00057513299
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            20718000.00000000
            EUR
            22863286.75000000
            USD
            2022-05-18
            -90852.54000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6138.19000000
        0.000038857203
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            2069018.82000000
            USD
            1873000.00000000
            EUR
            2022-05-18
            6138.19000000
          
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP INC
        549300JH4DTA7U42GL91
        ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028
        043436AU8
        
          
        
        1987000.00000000
        PA
        USD
        1908712.20000000
        0.012082913401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 05/12/2022
        912796Q28
        
          
        
        6550000.00000000
        PA
        USD
        6548571.45000000
        0.041455082506
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-12
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC
        N/A
        CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A
        12657NAA8
        
          
        
        12715000.00000000
        PA
        USD
        12491216.00000000
        0.079074404828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC 7.875% 04/15/2027 144A
        097751BT7
        
          
        
        28965000.00000000
        PA
        USD
        28458112.50000000
        0.180151260571
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          0.07875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 10/31/2025
        91282CAT8
        
          
        
        17600000.00000000
        PA
        USD
        16227062.54000000
        0.102723811073
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP / VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A
        92564RAA3
        
          
        
        12650000.00000000
        PA
        USD
        12596870.00000000
        0.079743237003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC 4.5% 11/15/2031 144A
        126307BH9
        
          
        
        14440000.00000000
        PA
        USD
        12942138.80000000
        0.081928926920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        MADISON IAQ LLC 4.125% 06/30/2028 144A
        55760LAA5
        
          
        
        5345000.00000000
        PA
        USD
        4926165.80000000
        0.031184604342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLRING BRANDS INC
        N/A
        BELLRING BRANDS INC 7% 03/15/2030 144A
        07831CAA1
        
          
        
        6925000.00000000
        PA
        USD
        7072156.25000000
        0.044769584187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A
        12543DBL3
        
          
        
        11530000.00000000
        PA
        USD
        10728319.10000000
        0.067914560731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORP 4.75% 06/15/2031 144A
        103304BV2
        
          
        
        7140000.00000000
        PA
        USD
        6881175.00000000
        0.043560596313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 5.75% 01/15/2028
        629377CE0
        
          
        
        20240000.00000000
        PA
        USD
        20572037.20000000
        0.130229242508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -12140.91000000
        -0.00007685682
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            4704233.77000000
            USD
            4235000.00000000
            EUR
            2022-05-18
            -12140.91000000
          
        
        
          N
          N
          N
        
      
      
        SUNOCO LP / SUNOCO FIN CORP
        N/A
        SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030 144A
        86765LAU1
        
          
        
        5550000.00000000
        PA
        USD
        5113131.75000000
        0.032368173758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERTAPE POLYMER GROUP INC
        549300ESFR3Z1YNR6O65
        INTERTAPE POLYMER GROUP INC 4.375% 06/15/2029 144A
        460919AB9
        
          
        
        4310000.00000000
        PA
        USD
        4439300.00000000
        0.028102548651
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC INC
        54930050SSMU8SKDJ030
        PTC INC 3.625% 02/15/2025 144A
        69370CAB6
        
          
        
        3755000.00000000
        PA
        USD
        3712756.25000000
        0.023503235452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
        N/A
        CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A
        226373AQ1
        
          
        
        11025000.00000000
        PA
        USD
        10924011.00000000
        0.069153368908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEEKLEY HOMES LLC / WEEKLEY FIN CORP
        N/A
        WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A
        948565AD8
        
          
        
        3045000.00000000
        PA
        USD
        2806439.48000000
        0.017765886969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON SEMICONDUCTOR CORP
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A
        682189AQ8
        
          
        
        6765000.00000000
        PA
        USD
        6460575.00000000
        0.040898029701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -801.60000000
        -0.00000507444
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            11129980.54000000
            USD
            10045000.00000000
            EUR
            2022-05-18
            -801.60000000
          
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC
        549300H9LWMBP7HYLR98
        MICHAELS TERM 1LN 04/15/2028
        59408UAB3
        
          
        
        2689675.00000000
        PA
        USD
        2517455.11000000
        0.015936500057
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-15
          Variable
          0.05256000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VZ SECURED FINANCING BV
        549300MG611MYCOWY949
        VZ SECURED FINANCING BV 5% 01/15/2032 144A
        91845AAA3
        
          
        
        11130000.00000000
        PA
        USD
        10406550.00000000
        0.065877633335
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        SYNAPTICS INC 4% 06/15/2029 144A
        87157DAG4
        
          
        
        3500000.00000000
        PA
        USD
        3298750.00000000
        0.020882409921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC 3.875% 09/01/2031 144A
        82967NBM9
        
          
        
        5645000.00000000
        PA
        USD
        5136950.00000000
        0.032518952829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 5/VAR PERP
        48128BAF8
        
          
        
        18675000.00000000
        PA
        USD
        18612905.63000000
        0.117827154283
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 4.25% 08/01/2031
        655664AY6
        
          
        
        11600000.00000000
        PA
        USD
        10572356.00000000
        0.066927251784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
        N/A
        UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A
        91327AAA0
        
          
        
        9940000.00000000
        PA
        USD
        10327759.40000000
        0.065378857251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.07875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 10/31/2024
        912828YM6
        
          
        
        480000.00000000
        PA
        USD
        468300.00000000
        0.002964526734
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORP LTD
        UNZWILHE4KMRP9K2L524
        NCL CORP LTD 5.875% 03/15/2026 144A
        62886HBA8
        
          
        
        6935000.00000000
        PA
        USD
        6589359.60000000
        0.041713287847
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG and E CORP
        8YQ2GSDWYZXO2EDN3511
        PG and E CORP 5% 07/01/2028
        69331CAH1
        
          
        
        13615000.00000000
        PA
        USD
        13160259.00000000
        0.083309715227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I
        213800MRR46ECNGZ7L69
        VMED O2 UK FINANCING I 4.75% 07/15/2031 144A
        92858RAB6
        
          
        
        9930000.00000000
        PA
        USD
        9359025.00000000
        0.059246380148
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
        N/A
        NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A
        667449AD4
        
          
        
        2800000.00000000
        PA
        USD
        2658600.00000000
        0.016830003794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-30
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC
        N/A
        BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A
        094234AA9
        
          
        
        2720000.00000000
        PA
        USD
        2566496.80000000
        0.016246953615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB INTERNATIONAL LTD
        549300JQT6ATTUNS5E06
        HUB INTERNATIONAL LTD 7% 05/01/2026 144A
        44332PAD3
        
          
        
        6980000.00000000
        PA
        USD
        7060653.90000000
        0.044696769701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN and CO.
        5493006KMX1VFTPYPW14
        FX Forward: AUD/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        269358.55000000
        0.001705147603
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN and CO.
              5493006KMX1VFTPYPW14
            
            8619544.97000000
            USD
            11871000.00000000
            AUD
            2022-05-18
            269358.55000000
          
        
        
          N
          N
          N
        
      
      
        PURE WEST ENERGY
        N/A
        PURE WEST ENERGY
        N/A
        
          
        
        10774.00000000
        NS
        USD
        129344.02000000
        0.000818799498
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        SABLE INTL FINANCE LTD
        2138009IE9A35LO5JS73
        SABLE INTL FIN LTD 5.75% 09/07/2027 144A
        785712AG5
        
          
        
        11004000.00000000
        PA
        USD
        11059680.24000000
        0.070012209585
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-09-07
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 1.5% 11/01/2041#MA4473
        31418D6K3
        
          
        
        27458025.99500000
        PA
        USD
        24843351.94000000
        0.157268377121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        FX Forward: USD/EUR settle 2022-04-01
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -24993.60000000
        -0.00015821950
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            3334257.60000000
            EUR
            3663528.88000000
            USD
            2022-04-01
            -24993.60000000
          
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A3 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        NCL CORP LTD
        UNZWILHE4KMRP9K2L524
        NCL CORP LTD 5.875% 02/15/2027 144A
        62886HBE0
        
          
        
        5580000.00000000
        PA
        USD
        5496300.00000000
        0.034793782387
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-02-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY CO 7.75% 10/01/2027
        845467AN9
        
          
        
        7830000.00000000
        PA
        USD
        8290012.50000000
        0.052479102471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP 7.625% 03/01/2026 144A
        143658BL5
        
          
        
        5040000.00000000
        PA
        USD
        5078606.40000000
        0.032149614452
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          0.07625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
        N/A
        REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A
        75606DAQ4
        
          
        
        5555000.00000000
        PA
        USD
        5110600.00000000
        0.032352146765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HLDG CO LLC / PBF FIN CORP
        N/A
        PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028
        69318FAJ7
        
          
        
        15760000.00000000
        PA
        USD
        12663632.80000000
        0.080165872291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP
        29273VAH3
        
          
        
        45897000.00000000
        PA
        USD
        39299306.25000000
        0.248780363087
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIED HOLDINGS LLC
        549300I6PTUQPX21TE93
        COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A
        20451RAC6
        
          
        
        2765000.00000000
        PA
        USD
        2502325.00000000
        0.015840720395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM PARTNERS LP
        N/A
        HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A
        428102AE7
        
          
        
        4590000.00000000
        PA
        USD
        4331124.00000000
        0.027417751205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
        N/A
        FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A
        31556TAA7
        
          
        
        11750000.00000000
        PA
        USD
        11133125.00000000
        0.070477144359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 07/31/2025
        91282CAB7
        
          
        
        35866000.00000000
        PA
        USD
        33251705.02000000
        0.210496622905
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTLAND GENERAL ELECTRIC CO
        GJOUP9M7C39GLSK9R870
        PORTLAND GENERAL ELECTRIC CO
        736508847
        
          
        
        13962.00000000
        NS
        USD
        770004.30000000
        0.004874435902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
        674599EC5
        
          
        
        6775000.00000000
        PA
        USD
        7630343.75000000
        0.048303134832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLOECKNER PENTAPLAST OF AMERICA INC
        529900H8J1B7UA1CG794
        KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026
        49865NAT7
        
          
        
        794000.00000000
        PA
        USD
        721055.22000000
        0.004564568603
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-02-09
          Variable
          0.05554430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        MURPHY OIL USA INC 4.75% 09/15/2029
        626738AE8
        
          
        
        4155000.00000000
        PA
        USD
        4119981.66000000
        0.026081135549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 02/29/2024
        91282CEA5
        
          
        
        320700000.00000000
        PA
        USD
        316027301.58000000
        2.000579509786
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LIONS GATE CAPITAL HOLDINGS LLC
        549300MWJHNLR35C0837
        LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A
        53627NAE1
        
          
        
        4420000.00000000
        PA
        USD
        4259775.00000000
        0.026966083432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC 5.875% 06/01/2027
        185899AH4
        
          
        
        11010000.00000000
        PA
        USD
        11293232.25000000
        0.071490687436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 5.5% 10/15/2024 144A
        428040CS6
        
          
        
        6540000.00000000
        PA
        USD
        8175.00000000
        0.000051751027
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-15
          Fixed
          0.05500000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        413475398.15900000
        NS
        USD
        413558093.24000000
        2.617988519681
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDC ENERGY INC
        5493008W8H2T511J5Y59
        PDC ENERGY INC 6.125% 09/15/2024
        69327RAG6
        
          
        
        1240000.00000000
        PA
        USD
        1255177.60000000
        0.007945777390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
        N/A
        ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027
        451102BZ9
        
          
        
        23175000.00000000
        PA
        USD
        22711500.00000000
        0.143772899712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2051#
        3140XCWJ3
        
          
        
        416516.17800000
        PA
        USD
        417690.50000000
        0.002644148311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US ULTRA BOND CBT FUT JUN22 WNM2
        N/A
        
          
        
        1972.00000000
        NC
        USD
        -13608081.80000000
        -0.08614461307
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UNITED STATES TREASURY BOND
                UNITED STATES TREASURY BOND 0% 06/30/2040
                
                  
                
              
            
            2022-06-21
            362898581.80000000
            USD
            -13608081.80000000
          
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DAVITA INC 3.75% 02/15/2031 144A
        23918KAT5
        
          
        
        2075000.00000000
        PA
        USD
        1815625.00000000
        0.011493634107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.5% 04/15/2031
        87264ABW4
        
          
        
        5905000.00000000
        PA
        USD
        5556486.90000000
        0.035174789592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA 5.2% PERP
        060505ED2
        
          
        
        48090000.00000000
        PA
        USD
        48450675.00000000
        0.306712195926
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A
        335934AL9
        
          
        
        12105000.00000000
        PA
        USD
        12328185.94000000
        0.078042359192
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP
        549300SUVC37AAD0DT62
        EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 8.125% 05/01/2025
        30227KAE9
        
          
        
        3270000.00000000
        PA
        USD
        3297386.25000000
        0.020873776837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.08125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELAH HOLDINGS INC
        549300QGHCFUEGYWKU13
        ELAH HOLDINGS INC
        28413L105
        
          
        
        517.00000000
        NS
        USD
        40326.00000000
        0.000255279746
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        VICTORIA'S SECRET and CO
        5493006T3O70U3UWVF17
        VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A
        926400AA0
        
          
        
        10565000.00000000
        PA
        USD
        9516582.23000000
        0.060243780576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL GROUP INC
        549300G6KKUMMXM8NH73
        BERRY GLOBAL GROUP INC
        08579W103
        
          
        
        207500.00000000
        NS
        USD
        12026700.00000000
        0.076133832330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A
        60855RAK6
        
          
        
        6345000.00000000
        PA
        USD
        6091200.00000000
        0.038559737874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/CMNTY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A
        12543DBC3
        
          
        
        37390000.00000000
        PA
        USD
        38938693.80000000
        0.246497541714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A
        35906ABG2
        
          
        
        7510000.00000000
        PA
        USD
        7209600.00000000
        0.045639658224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025
        674599EB7
        
          
        
        6775000.00000000
        PA
        USD
        7196371.13000000
        0.045555914174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROCS INC
        549300B0J6YCXD63OG72
        CROCS INC 4.125% 08/15/2031 144A
        227046AB5
        
          
        
        2820000.00000000
        PA
        USD
        2382900.00000000
        0.015084712270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PETROLEUM CORP
        YX52P86PXMLYDOTUQ225
        CITGO PETROLEUM CORP 6.375% 06/15/2026 144A
        17302XAM8
        
          
        
        4665000.00000000
        PA
        USD
        4693783.05000000
        0.029713528376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANO HEALTH LLC
        N/A
        CANO HEALTH LLC 6.25% 10/01/2028 144A
        13782CAA8
        
          
        
        1865000.00000000
        PA
        USD
        1790400.00000000
        0.011333949745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC
        N/A
        ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A
        03969YAB4
        
          
        
        6050000.00000000
        PA
        USD
        5461335.00000000
        0.034572439920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLYDESDALE ACQUISITION HOLDINGS INC
        N/A
        CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A
        18972EAA3
        
          
        
        3315000.00000000
        PA
        USD
        3352293.75000000
        0.021221363323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC
        N/A
        INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A
        45827MAA5
        
          
        
        2570000.00000000
        PA
        USD
        2531450.00000000
        0.016025093321
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLEVISION LIGHTPATH LLC
        5493002ZVBLRLGES1R71
        CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A
        12687GAB5
        
          
        
        2610000.00000000
        PA
        USD
        2381625.00000000
        0.015076641009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        ALTICE FRANCE SA 5.125% 07/15/2029 144A
        02156LAF8
        
          
        
        38465000.00000000
        PA
        USD
        34474256.25000000
        0.218235862294
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT CORPORATION
        549300UQROQS42RKHM85
        OPEN TEXT CORPORATION 3.875% 12/01/2029 144A
        683715AD8
        
          
        
        3045000.00000000
        PA
        USD
        2892750.00000000
        0.018312267161
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-12-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPD COS INC
        N/A
        GPD COS INC 10.125% 04/01/2026 144A
        64051NAA1
        
          
        
        8860000.00000000
        PA
        USD
        9214400.00000000
        0.058330845920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.10125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        2138001LVYC87DDHT482
        VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A
        92769VAJ8
        
          
        
        14025000.00000000
        PA
        USD
        13246542.38000000
        0.083855923613
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
        N/A
        ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025
        451102BQ9
        
          
        
        18820000.00000000
        PA
        USD
        18961150.00000000
        0.120031680751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.06375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.875%/VAR PERP
        949746RN3
        
          
        
        36775000.00000000
        PA
        USD
        38422520.00000000
        0.243229954633
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CVR ENERGY INC
        529900SOYZIXZBTXB558
        CVR ENERGY INC 5.25% 02/15/2025 144A
        12662PAB4
        
          
        
        9740000.00000000
        PA
        USD
        9453351.80000000
        0.059843506606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTB 6.125% 8/15/29
        912810FJ2
        
          
        
        3663000.00000000
        PA
        USD
        4584187.28000000
        0.029019743216
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BANCSHARES INC/OH
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES INC 5.7%/VAR PERP
        446150AL8
        
          
        
        7660000.00000000
        PA
        USD
        7355898.00000000
        0.046565783213
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS LTD
        549300I7UVBGWRYMYZ18
        FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A
        335934AP0
        
          
        
        6560000.00000000
        PA
        USD
        6592800.00000000
        0.041735066958
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-03-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2051#
        31418D4A7
        
          
        
        40699.52100000
        PA
        USD
        40814.27000000
        0.000258370690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHOICE HOTELS INTERNATIONAL INC
        5493003CYRY5RFGTIR97
        CHOICE HOTELS INTERNATIONAL INC 5.75% 07/01/2022
        169905AE6
        
          
        
        2690000.00000000
        PA
        USD
        2698718.69000000
        0.017083971185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNEOS HEALTH INC
        549300F1ZGKDS8P6GU13
        SYNEOS HEALTH INC 3.625% 01/15/2029 144A
        87166BAA0
        
          
        
        5025000.00000000
        PA
        USD
        4641843.75000000
        0.029384731785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACURIS FINANCE US INC
        213800PHEXJH1L7ZN896
        ION ANALYTICS TERM 1 LN 02/16/2028
        00510DAB0
        
          
        
        602604.17000000
        PA
        USD
        596294.90000000
        0.003774785763
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-16
          Variable
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST BILLS
        N/A
        UST BILLS 0% 05/19/2022
        912796H44
        
          
        
        330000.00000000
        PA
        USD
        329890.37000000
        0.002088338290
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-19
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYNASTY ACQUISITION CO INC
        549300L1RCRPOAUCB870
        STANDARDAERO TERM B-1 04/08/2026
        26812CAE6
        
          
        
        1517463.79000000
        PA
        USD
        1488374.01000000
        0.009422004150
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-08
          Variable
          0.04506000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 3.375% 11/13/2025
        345397B28
        
          
        
        15970000.00000000
        PA
        USD
        15609796.65000000
        0.098816270536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEHE DISTRS LLC / KEHE FIN CORP
        N/A
        KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A
        487526AB1
        
          
        
        4698000.00000000
        PA
        USD
        4979880.00000000
        0.031524636762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.08625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NINE ENERGY SERVICE INC
        549300KRLJCZBPZMKT65
        NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A
        65441VAA9
        
          
        
        3620000.00000000
        PA
        USD
        2063400.00000000
        0.013062149187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          0.08750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 11/15/2041
        912810TC2
        
          
        
        55859000.00000000
        PA
        USD
        50543667.03000000
        0.319961674526
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.875% 02/15/2032
        91282CDY4
        
          
        
        43000000.00000000
        PA
        USD
        41280000.00000000
        0.261318948556
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS-SONOMA INC
        549300IARG6YWVTZ1I92
        WILLIAMS-SONOMA INC
        969904101
        
          
        
        39100.00000000
        NS
        USD
        5669500.00000000
        0.035890207820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PURE WEST ENERGY
        N/A
        PURE WEST ENERGY CVR
        N/A
        
          
        
        6493.00000000
        NS
        USD
        0.06000000
        0.000000000379
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTL INC
        SO75N4VY5NXGQSK8YQ65
        GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A
        38869AAD9
        
          
        
        3585000.00000000
        PA
        USD
        3280275.00000000
        0.020765455764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 5% 12/01/2029 144A
        428040DB2
        
          
        
        4560000.00000000
        PA
        USD
        4126800.00000000
        0.026124298374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+18 08/25/2028
        3137H2NK6
        
          
        
        24766000.00000000
        PA
        USD
        24517715.90000000
        0.155206970445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Variable
          0.00229670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGIC INVESTMENT CORP
        254900S8483WM4M98R28
        MGIC INVESTMENT CORP 5.25% 08/15/2028
        552848AG8
        
          
        
        4725000.00000000
        PA
        USD
        4667874.75000000
        0.029549518451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A6 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        CHAPARRAL ENERGY INC
        V5IUQSDP5WPR92NJWH73
        CHAPARRAL ENERGY INC SER A WT 10/01/24
        15942R133
        
          
        
        289.00000000
        NS
        USD
        480.41000000
        0.000003041187
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL FIN NETH III B V
        5493004T21MOAFINJP35
        TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029
        88167AAQ4
        
          
        
        2775000.00000000
        PA
        USD
        2667108.00000000
        0.016883862845
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / ACRISURE FINANCE INC
        N/A
        ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A
        00489LAH6
        
          
        
        4230000.00000000
        PA
        USD
        3911184.90000000
        0.024759368354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 01/31/2026
        91282CBH3
        
          
        
        13900000.00000000
        PA
        USD
        12807003.94000000
        0.081073469083
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP
        N/A
        SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029 144A
        82088KAG3
        
          
        
        4830000.00000000
        PA
        USD
        4517233.35000000
        0.028595897999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        OPEN TEXT CORP / OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A
        683720AC0
        
          
        
        2490000.00000000
        PA
        USD
        2331262.50000000
        0.014757826194
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM LP
        52990024YYS3MLGW0E91
        DCP MIDSTREAM LP 7.375%/VAR PERP
        23311PAA8
        
          
        
        8965000.00000000
        PA
        USD
        8606400.00000000
        0.054481962181
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GERMANY FEDERAL REPUBLIC OF
        529900AQBND3S6YJLY83
        GERMANY FEDERAL REPUBLIC OF 0% 06/16/2023 REGS
        N/A
        
          
        
        35450000.00000000
        PA
        
        39401272.61000000
        0.249425851023
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2023-06-16
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FIN LTD
        N/A
        OEC FIN LTD PIK 4.375% 10/25/2029 144A
        67614CAD2
        
          
        
        4032902.00000000
        PA
        USD
        141151.57000000
        0.000893546023
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-10-25
          Fixed
          0.04375000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A
        81105DAA3
        
          
        
        1655000.00000000
        PA
        USD
        1537908.75000000
        0.009735578912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        -325000.00000000
        PA
        USD
        -310121.11000000
        -0.00196319094
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        549300PD0C69OJ0NLB27
        HERTZ CORP 6.25% 10/15/2022
        428040CN7
        
          
        
        6775000.00000000
        PA
        USD
        8468.75000000
        0.000053610582
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2022-10-15
          Fixed
          0.06250000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
        N/A
        ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A
        049362AA4
        
          
        
        6871000.00000000
        PA
        USD
        6422323.70000000
        0.040655883637
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-06-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A
        12674CAA1
        
          
        
        2230000.00000000
        PA
        USD
        2174250.00000000
        0.013763874125
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        FX Forward: EUR/USD settle 2022-05-18
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -72800.25000000
        -0.00046085476
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              ES7IP3U3RHIGC71XBU11
            
            10783180.82000000
            USD
            9667000.00000000
            EUR
            2022-05-18
            -72800.25000000
          
        
        
          N
          N
          N
        
      
      
        ULTIMATE SOFTWARE GROUP INC
        529900FKHWSTQ1GXK240
        UKG TERM 1LN 05/03/2026
        N/A
        
          
        
        6737077.59000000
        PA
        USD
        6675837.55000000
        0.042260727938
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-03
          Variable
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN CORP
        549300RLHFT5RU20WM87
        BERKSHIRE HATHAWAY FIN CORP 2% 03/18/2034
        N/A
        
          
        
        12112000.00000000
        PA
        
        13356184.34000000
        0.084550001173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-18
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A
        28470RAH5
        
          
        
        25535000.00000000
        PA
        USD
        26363355.40000000
        0.166890608370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSB INDUSTRIES INC
        5493001H215A0HG0MI71
        LSB INDUSTRIES INC 6.25% 10/15/2028 144A
        502160AN4
        
          
        
        9723000.00000000
        PA
        USD
        9859219.23000000
        0.062412810144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NAT GAS CO LLC
        N/A
        SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031
        843452AY9
        
          
        
        14890000.00000000
        PA
        USD
        17876516.78000000
        0.113165517655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.07350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 04/01/2052 #TBA
        01F032641
        
          
        
        41900000.00000000
        PA
        USD
        41975290.11000000
        0.265720413684
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINET GROUP INC
        5299003FJVBETSFKE990
        TRINET GROUP INC 3.5% 03/01/2029 144A
        896288AA5
        
          
        
        4545000.00000000
        PA
        USD
        4175718.75000000
        0.026433973672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP 5.375% 11/15/2029
        85172FAR0
        
          
        
        5560000.00000000
        PA
        USD
        5401929.20000000
        0.034196377391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF LOGISTICS LP/PBF LOGISTICS FIN CORP
        N/A
        PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023
        69318UAB1
        
          
        
        6110000.00000000
        PA
        USD
        6092464.30000000
        0.038567741400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.06875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLER BEARING CO OF AMERICA
        N/A
        ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A
        775631AD6
        
          
        
        2015000.00000000
        PA
        USD
        1878987.50000000
        0.011894744133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RES L P / EER FIN INC
        N/A
        ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A
        29260FAE0
        
          
        
        10149000.00000000
        PA
        USD
        10491528.75000000
        0.066415582890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARKO CORP
        N/A
        ARKO CORP 5.125% 11/15/2029 144A
        041242AA6
        
          
        
        4190000.00000000
        PA
        USD
        3812900.00000000
        0.024137185536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA HOLDINGS LLC
        N/A
        SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A
        78397UAA8
        
          
        
        6435000.00000000
        PA
        USD
        5920200.00000000
        0.037477239322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.375% 02/15/2029 144A
        629377CQ3
        
          
        
        3080000.00000000
        PA
        USD
        2737842.80000000
        0.017331642485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FINANCE BV
        724500GMZWW3PVYET548
        TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A
        89686QAA4
        
          
        
        4195000.00000000
        PA
        USD
        4163537.50000000
        0.026356861477
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-08-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 01/01/2052#RA6622
        3133KNLB7
        
          
        
        148530.96300000
        PA
        USD
        142026.23000000
        0.000899082972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROCS INC
        549300B0J6YCXD63OG72
        CROCS INC 4.25% 03/15/2029 144A
        227046AA7
        
          
        
        4325000.00000000
        PA
        USD
        3827625.00000000
        0.024230400689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EP ENERGY CORP
        549300Z6HPQS1H5IYQ07
        EP ENERGY CORP
        N/A
        
          
        
        611545.00000000
        NS
        USD
        54403043.20000000
        0.344393072851
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        MGM RESORTS INTERNATIONAL
        54930066VBP7DZEGGJ87
        MGM RESORTS INTERNATIONAL 4.75% 10/15/2028
        552953CH2
        
          
        
        6740000.00000000
        PA
        USD
        6523174.20000000
        0.041294307732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCOSA INC
        549300WFHLTCZV7D6V29
        ARCOSA INC 4.375% 04/15/2029 144A
        039653AA8
        
          
        
        4130000.00000000
        PA
        USD
        3918337.50000000
        0.024804647179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FIN LTD
        N/A
        MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A
        58547DAB5
        
          
        
        7345000.00000000
        PA
        USD
        6665587.50000000
        0.042195841012
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-26
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA INC
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA INC 3.875% 08/15/2026 144A
        008911BK4
        
          
        
        4230000.00000000
        PA
        USD
        3992062.50000000
        0.025271355985
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2051#
        3140KP2W2
        
          
        
        40537.42500000
        PA
        USD
        40664.38000000
        0.000257421827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A
        23311RAH9
        
          
        
        10780000.00000000
        PA
        USD
        10030251.00000000
        0.063495509812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-21
          Variable
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
        N/A
        TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031
        87612BBS0
        
          
        
        6345000.00000000
        PA
        USD
        6408450.00000000
        0.040568057555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5%/VAR PERP
        172967MG3
        
          
        
        36455000.00000000
        PA
        USD
        36090450.00000000
        0.228467016640
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
        N/A
        ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A
        013092AC5
        
          
        
        13797000.00000000
        PA
        USD
        13337766.86000000
        0.084433411142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP
        N/A
        SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 8.5% 10/15/2026 144A
        86614WAE6
        
          
        
        4185000.00000000
        PA
        USD
        3990523.05000000
        0.025261610649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JANE STREET GRP/JSG FIN
        N/A
        JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A
        47077WAA6
        
          
        
        3985000.00000000
        PA
        USD
        3776225.85000000
        0.023905023464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT VAR 03/25/2031
        3137FYUT1
        
          
        
        31358036.22000000
        PA
        USD
        31133274.36000000
        0.197086107579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.00289670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A
        1248EPCD3
        
          
        
        51010000.00000000
        PA
        USD
        48981842.40000000
        0.310074698505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VS BUYER LLC
        N/A
        VEEAM SOFTWARE TERM B 1LN 02/28/2027
        91834WAC4
        
          
        
        1283800.00000000
        PA
        USD
        1269896.45000000
        0.008038953611
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-28
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM BRANDS INC
        549300JE8XHZZ7OHN517
        YUM BRANDS INC 4.625% 01/31/2032
        988498AP6
        
          
        
        5905000.00000000
        PA
        USD
        5711847.45000000
        0.036158284155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORP 4.625% 09/01/2024 144A
        88033GDC1
        
          
        
        7305000.00000000
        PA
        USD
        7355002.73000000
        0.046560115795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVR ENERGY INC
        529900SOYZIXZBTXB558
        CVR ENERGY INC 5.75% 02/15/2028 144A
        12662PAD0
        
          
        
        24505000.00000000
        PA
        USD
        23240787.05000000
        0.147123498922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        549300KITCGPNNNXQP63
        EXIDE TECHNOLOGIES PFD (DUMMY)
        N/A
        
          
        
        624.00000000
        NS
        USD
        580788.00000000
        0.003676620869
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORIES INTERNATIONAL INC
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
        159864AE7
        
          
        
        2045000.00000000
        PA
        USD
        1998987.50000000
        0.012654392240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
        N/A
        1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A
        68245XAH2
        
          
        
        5685000.00000000
        PA
        USD
        5386736.48000000
        0.034100201383
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HLDGS INC
        529900Z6OTS7RT0V0I47
        ZAYO TERM 1LN 03/09/2027
        98919XAB7
        
          
        
        4347052.63000000
        PA
        USD
        4226421.92000000
        0.026754945065
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-09
          Variable
          0.03457430
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW CORP
        9845001B052ABF0B6755
        CDW CORPORATION
        12514G108
        
          
        
        51000.00000000
        NS
        USD
        9123390.00000000
        0.057754716135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRICER HOLDCO S.C.A.
        N/A
        TRICER HOLDCO S.C.A CLASS A5 PP
        N/A
        
          
        
        403760.00000000
        NS
        USD
        448.62000000
        0.000002839944
        Long
        EC
        CORP
        LU
        Y
        
        3
        
          N
          N
          N
        
      
      
        MIDAS INTER HOLDCO II LLC
        549300O5UULN1EULDF23
        SERVICE KING TERM B 1LN 12/16/2025
        59562TAN2
        
          
        
        515311.76000000
        PA
        USD
        476905.57000000
        0.003019003442
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-16
          Variable
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
        N/A
        FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A
        31556TAC3
        
          
        
        11020000.00000000
        PA
        USD
        10138069.40000000
        0.064178043507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLISON TRANSMISSION INC
        MWKQ3I0U1GXP2YDSZW75
        ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A
        019736AF4
        
          
        
        4830000.00000000
        PA
        USD
        4924040.10000000
        0.031171147809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        549300KITCGPNNNXQP63
        EXIDE TECHNOLOGIES (PAR SHARE)
        302051404
        
          
        
        418807.00000000
        NS
        USD
        4.19000000
        0.000000026524
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        SCOTTS MIRACLE GRO CO (THE)
        2TH9E0JTOUXOEGI2R879
        SCOTTS MIRACLE GRO CO (THE) WI 4% 04/01/2031
        810186AX4
        
          
        
        5930000.00000000
        PA
        USD
        5170871.05000000
        0.032733686674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2051#
        3140QMKN3
        
          
        
        415927.64100000
        PA
        USD
        417652.70000000
        0.002643909021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTER US BIDCO INC
        549300KXGY77REE4ZR63
        UDG HEALTHCARE TERM B 1LN 08/19/2028
        N/A
        
          
        
        5339343.75000000
        PA
        USD
        5312647.03000000
        0.033631185463
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-19
          Variable
          0.05256000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD
        549300BBCGA0CYX8IL74
        VIDEOTRON LTD 5.125% 04/15/2027 144A
        92660FAK0
        
          
        
        7325000.00000000
        PA
        USD
        7412726.40000000
        0.046925529767
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        CHESAPEAKE ENERGY CORP 8% 06/15/2027
        165167CZ8
        
          
        
        1240000.00000000
        PA
        USD
        0.12000000
        0.000000000759
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2027-06-15
          Fixed
          0.08000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.875% 09/30/2026
        91282CCZ2
        
          
        
        202400000.00000000
        PA
        USD
        188398030.74000000
        1.192635060636
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD 13% 05/15/2025 144A
        92676XAE7
        
          
        
        5740000.00000000
        PA
        USD
        6379780.40000000
        0.040386567493
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-05-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAINMENT INC
        5299000BKFWWVND5L441
        CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A
        12769GAA8
        
          
        
        8375000.00000000
        PA
        USD
        7830625.00000000
        0.049570995434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI GROUP LLC 3.875% 08/15/2028 144A
        001846AA2
        
          
        
        3385000.00000000
        PA
        USD
        2867568.90000000
        0.018152860703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        ROLLS-ROYCE PLC 5.75% 10/15/2027 144A
        77578JAC2
        
          
        
        6560000.00000000
        PA
        USD
        6733184.00000000
        0.042623753956
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CCO HLDGS CAP CORP
        N/A
        CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032
        1248EPCN1
        
          
        
        6745000.00000000
        PA
        USD
        6169651.50000000
        0.039056367319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 02/01/2051#SD0633
        3132DMV28
        
          
        
        21543264.98500000
        PA
        USD
        21625211.26000000
        0.136896256510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2051#
        3140M1S54
        
          
        
        418707.12500000
        PA
        USD
        420705.40000000
        0.002663233836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC
        37940X102
        
          
        
        116900.00000000
        NS
        USD
        15996596.00000000
        0.101264865484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A
        644393AA8
        
          
        
        8805000.00000000
        PA
        USD
        8857037.55000000
        0.056068598350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LLC / JBS USA FIN INC
        N/A
        JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
        472141AA8
        
          
        
        10725000.00000000
        PA
        USD
        11306831.25000000
        0.071576774558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US LONG BOND(CBT) FUT JUN22 USM2
        N/A
        
          
        
        94.00000000
        NC
        USD
        -884592.87000000
        -0.00559982748
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-21
            14990467.87000000
            USD
            -884592.87000000
          
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTERNATIONAL INC
        549300RKVM2ME20JHZ15
        SERVICE CORP INTERNATIONAL INC 4% 05/15/2031
        817565CG7
        
          
        
        5750000.00000000
        PA
        USD
        5349397.50000000
        0.033863830671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A
        185899AL5
        
          
        
        4615000.00000000
        PA
        USD
        4563081.25000000
        0.028886133585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSHIP LP / MPT FIN CORP
        N/A
        MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031
        55342UAM6
        
          
        
        6700000.00000000
        PA
        USD
        6222371.74000000
        0.039390107573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG INTERMEDIATE HLDGS 2 LLC
        54930020NXD0RJB64985
        AUTHENTIC BRANDS TERM B3 1LN 12/21/2028
        00076VBB5
        
          
        
        298507.46000000
        PA
        USD
        293283.58000000
        0.001856602634
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 05/01/2052 #TBA
        21H020659
        
          
        
        3500000.00000000
        PA
        USD
        3322568.90000000
        0.021033193106
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
        N/A
        MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 3.875% 02/15/2029 144A
        55303XAL9
        
          
        
        6695000.00000000
        PA
        USD
        6577837.50000000
        0.041640348335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 4% 04/01/2052 #TBA
        01F040644
        
          
        
        41900000.00000000
        PA
        USD
        42760936.06000000
        0.270693867502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCLAREN FINANCE PLC
        213800BKPDWMWX3GSG36
        MCLAREN FINANCE PLC 7.5% 08/01/2026 144A
        58175LAA8
        
          
        
        3860000.00000000
        PA
        USD
        3789555.00000000
        0.023989402327
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2051#FM8375
        3140XCJV1
        
          
        
        418902.37000000
        PA
        USD
        420135.79000000
        0.002659627977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HLDGS INC 5.5% 12/15/2029 144A
        737446AP9
        
          
        
        11940000.00000000
        PA
        USD
        11488429.20000000
        0.072726362381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC HOLDINGS LLC 6.5% 02/01/2029 144A
        126307AZ0
        
          
        
        15380000.00000000
        PA
        USD
        15556985.35000000
        0.098481953836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXIDE TECHNOLOGIES
        549300KITCGPNNNXQP63
        EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A
        302051BC0
        
          
        
        632320.00000000
        PA
        USD
        284544.00000000
        0.001801277589
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-10-31
          Variable
          0.11000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        COMSTOCK RESOURCES INC
        I03QQGEA4SS774AURI46
        COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A
        205768AT1
        
          
        
        11860000.00000000
        PA
        USD
        11685658.00000000
        0.073974899751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGEVITY CORP
        5493009UTFC4B5IMGF87
        INGEVITY CORP 3.875% 11/01/2028 144A
        45688CAB3
        
          
        
        6715000.00000000
        PA
        USD
        6069218.45000000
        0.038420585850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 2% 04/01/2037 #TBA
        01F020448
        
          
        
        800000.00000000
        PA
        USD
        776787.84000000
        0.004917378430
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.5% 11/30/2023
        91282CDM0
        
          
        
        129700000.00000000
        PA
        USD
        126067387.04000000
        0.798057098559
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OEC FIN LTD
        N/A
        OEC FIN LTD PIK 7.5% PERP 144A
        67614CAG5
        
          
        
        1116369.00000000
        PA
        USD
        46329.31000000
        0.000293283105
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        IRON MTN INC 5% 07/15/2028 144A
        46284VAG6
        
          
        
        6370000.00000000
        PA
        USD
        6209921.90000000
        0.039311295095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS CORP 5.75% 12/01/2028 144A
        25470XBF1
        
          
        
        6925000.00000000
        PA
        USD
        6552781.25000000
        0.041481732227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Securities Lending Cash Central Fund
        31635A303
        
          
        
        636581673.09700000
        NS
        USD
        636645331.26000000
        4.030220168803
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        COMPASS MINERALS INTL INC
        2549008X9G8XP7YJGC47
        COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A
        20451NAG6
        
          
        
        9315000.00000000
        PA
        USD
        9432369.00000000
        0.059710677070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A
        35908MAB6
        
          
        
        5550000.00000000
        PA
        USD
        5133750.00000000
        0.032498695546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N