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Form NPORT-P MFS CHARTER INCOME TRUST For: May 31

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July 26, 2021 9:47 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000851170
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      MFS CHARTER INCOME TRUST
      811-05822
      0000851170
      1LFFWFMKO22SVR346G33
      111 HUNTINGTON AVENUE
      BOSTON
      
      02199
      617-954-5000
      MFS CHARTER INCOME TRUST
      1LFFWFMKO22SVR346G33
      2021-11-30
      2021-05-31
      N
    
    
      492509162.19
      109911126.55
      382598035.64
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      100000000.00000000
      0.00000000
      0.00000000
      0.00000000
      6278502.24000000
      0.00000000
      0.00000000
      909432.19000000
      
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAC5
        
          
        
        157000.00000000
        PA
        USD
        172950.38000000
        0.045204199679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4X56
        
          
        
        38000000.00000000
        PA
        USD
        238180.20000000
        0.062253377647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-25
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT FLEET MANAGEMENT
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp
        286181AF9
        
          
        
        261000.00000000
        PA
        USD
        264541.37000000
        0.069143420864
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
        
        1580000.00000000
        PA
        USD
        1615929.20000000
        0.422356899270
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERENS HOLDCO SARL
        2221002FZ55AMAUX4G64
        Herens Holdco Sarl
        427169AA5
        
          
        
        585000.00000000
        PA
        USD
        586591.20000000
        0.153317880741
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2028-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
        
        705000.00000000
        PA
        USD
        727031.25000000
        0.190024825606
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAD5
        
          
        
        250000.00000000
        PA
        USD
        277007.39000000
        0.072401675961
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        119000.00000000
        PA
        USD
        131041.42000000
        0.034250416309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOSPITAL SPECIAL SURGERY
        549300U0XV0GGBTV6I72
        NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
        44107HAF9
        
          
        
        300000.00000000
        PA
        USD
        269169.12000000
        0.070352980132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        904000.00000000
        PA
        USD
        965942.08000000
        0.252469168688
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BN4
        
          
        
        221000.00000000
        PA
        USD
        216944.16000000
        0.056702894367
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2031-03-11
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACH PROPERTY FINANCE
        5299006REENAMLK8A121
        Peach Property Finance GmbH
        000000000
        
          
        
        200000.00000000
        PA
        
        254928.69000000
        0.066630945862
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        140866.28000000
        0.036818348992
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-06-26
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1546.38000000
        -0.00040417876
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            110409.48000000
            EUR
            133207.71000000
            USD
            2021-07-16
            -1546.38000000
          
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAT2
        
          
        
        910000.00000000
        PA
        USD
        965464.50000000
        0.252344343165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
        
        545000.00000000
        PA
        USD
        590534.75000000
        0.154348610026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1122260.00000000
        0.293326127020
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT PIPELINES LTD
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        000000000
        
          
        
        200000.00000000
        PA
        
        240470.12000000
        0.062851896141
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-03-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP V
        N/A
        Crown Americas LLC / Crown Americas Capital Corp V
        22819KAB6
        
          
        
        980000.00000000
        PA
        USD
        1049825.00000000
        0.274393724537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        227000.00000000
        PA
        
        266860.82000000
        0.069749657640
        Long
        DBT
        NUSS
        RS
        Y
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299008DH62LEB10JK83
        Hungary Government International Bond
        445545AF3
        
          
        
        470000.00000000
        PA
        USD
        763704.88000000
        0.199610245965
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2041-03-29
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        000000000
        
          
        
        100000.00000000
        PA
        
        120116.04000000
        0.031394839704
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-11
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
        
        216000.00000000
        PA
        USD
        228972.96000000
        0.059846872871
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        Moog Inc
        615394AM5
        
          
        
        990000.00000000
        PA
        USD
        1014750.00000000
        0.265226139570
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziggo BV
        213800TQASLF9JXH5J59
        Ziggo BV
        000000000
        
          
        
        320000.00000000
        PA
        
        404857.31000000
        0.105817926985
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        3256000.00000000
        PA
        
        2060730.41000000
        0.538615000088
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        700000.00000000
        PA
        USD
        707623.00000000
        0.184952073477
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        China Development Bank
        000000000
        
          
        
        23920000.00000000
        PA
        
        3738512.21000000
        0.977138370234
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2029-09-20
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAFFINLAND IRON CORP/LP
        N/A
        Baffinland Iron Mines Corp / Baffinland Iron Mines LP
        056623AA9
        
          
        
        760000.00000000
        PA
        USD
        801572.00000000
        0.209507609901
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-07-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIAN RAILWAY FINANCE
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp Ltd
        45434L2C7
        
          
        
        299000.00000000
        PA
        USD
        285452.35000000
        0.074608942913
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
        
        130000.00000000
        PA
        USD
        132600.00000000
        0.034657783796
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        827.66000000
        0.000216326254
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            179372.58000000
            AUD
            139133.57000000
            USD
            2021-07-16
            827.66000000
          
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAL8
        
          
        
        251000.00000000
        PA
        USD
        255236.03000000
        0.066711275601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AK9
        
          
        
        198000.00000000
        PA
        USD
        212972.91000000
        0.055664925107
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc
        549300KY09TR3J12JU49
        SS&C Technologies Inc
        78466CAC0
        
          
        
        1540000.00000000
        PA
        USD
        1631014.00000000
        0.426299627302
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT 2021-FL4 Ltd
        05609GAE8
        
          
        
        549000.00000000
        PA
        USD
        549001.87000000
        0.143493123032
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2038-05-15
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAB4
        
          
        
        250000.00000000
        PA
        USD
        275233.13000000
        0.071937935995
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED ENERGY FIN
        549300PUNIS0USNSL750
        Consolidated Energy Finance SA
        20914UAD8
        
          
        
        610000.00000000
        PA
        USD
        613641.70000000
        0.160388094772
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2025-06-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -29.22000000
        -0.00000763725
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            147000.00000000
            EUR
            179383.37000000
            USD
            2021-07-16
            -29.22000000
          
        
        
          N
          N
          N
        
      
      
        NOVELIS SHEET INGOT GMBH
        9845005E95899E77AY49
        Novelis Sheet Ingot GmbH
        000000000
        
          
        
        350000.00000000
        PA
        
        440678.65000000
        0.115180583523
        Long
        DBT
        CORP
        DE
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390ABV1
        
          
        
        9712.86000000
        PA
        USD
        10990.16000000
        0.002872508213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
        
        742000.00000000
        PA
        
        861852.20000000
        0.225263101144
        Long
        DBT
        NUSS
        BE
        Y
        
        2
        
          2040-06-22
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
        
        720000.00000000
        PA
        USD
        739800.00000000
        0.193362205522
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -274.01000000
        -0.00007161824
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            139697.60000000
            EUR
            170226.05000000
            USD
            2021-07-16
            -274.01000000
          
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BM3
        
          
        
        166000.00000000
        PA
        USD
        181130.08000000
        0.047342135381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BS7
        
          
        
        1055000.00000000
        PA
        USD
        1205337.50000000
        0.315040169504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAC5
        
          
        
        570000.00000000
        PA
        USD
        559272.60000000
        0.146177593166
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-08-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAH8
        
          
        
        275000.00000000
        PA
        USD
        316937.50000000
        0.082838245489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Collateralized Loan Obligation Ltd
        03881EAG2
        
          
        
        275500.00000000
        PA
        USD
        275503.58000000
        0.072008623760
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -840717.23000000
        -0.21973903462
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            42711085.97000000
            EUR
            51287899.13000000
            USD
            2021-07-16
            -840717.23000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -21523.31000000
        -0.00562556730
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            527993.73000000
            GBP
            727815.60000000
            USD
            2021-07-16
            -21523.31000000
          
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        100000.00000000
        PA
        
        127284.94000000
        0.033268581681
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBE8
        
          
        
        1999539.90000000
        PA
        USD
        173604.05000000
        0.045375050007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        150000.00000000
        PA
        
        177823.57000000
        0.046477909825
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-06-08
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DS SMITH PLC
        39RSBE4RCI4M15BLWH36
        DS Smith PLC
        000000000
        
          
        
        150000.00000000
        PA
        
        186564.10000000
        0.048762430180
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        510000.00000000
        PA
        USD
        536775.00000000
        0.140297374789
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KML2
        
          
        
        15160.68000000
        PA
        USD
        17514.38000000
        0.004577749587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
        
        90000.00000000
        PA
        USD
        89742.48000000
        0.023456074428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
        
        255000.00000000
        PA
        USD
        265837.50000000
        0.069482191552
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAK8
        
          
        
        574000.00000000
        PA
        USD
        637099.82000000
        0.166519365143
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-01
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        0.12000000
        0.000000031364
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99575.00000000
            EUR
            121530.79000000
            USD
            2021-07-16
            0.12000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        5541.28000000
        0.001448329443
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            44257000.00000000
            TWD
            1601483.63000000
            USD
            2021-08-24
            5541.28000000
          
        
        
          N
          N
          N
        
      
      
        PATRICK INDUSTRIES INC
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343AC7
        
          
        
        695000.00000000
        PA
        USD
        753206.25000000
        0.196866209399
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG ACQUISITION CORP
        549300NAS11NXI33CP80
        WMG Acquisition Corp
        000000000
        
          
        
        550000.00000000
        PA
        
        684017.40000000
        0.178782256123
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BK1
        
          
        
        38000.00000000
        PA
        USD
        41146.42000000
        0.010754477589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXALTA COAT/DUTCH HLD BV
        N/A
        Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
        05454NAA7
        
          
        
        300000.00000000
        PA
        USD
        314250.00000000
        0.082135811145
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405GT91
        
          
        
        5557.63000000
        PA
        USD
        6253.07000000
        0.001634370649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        TRTX 2021-FL4 Issuer Ltd
        87276WAE3
        
          
        
        310000.00000000
        PA
        USD
        309806.25000000
        0.080974344126
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        100000.00000000
        PA
        
        125566.74000000
        0.032819494169
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-09-22
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBE7
        
          
        
        655000.00000000
        PA
        USD
        671375.00000000
        0.175477900422
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -9546.90000000
        -0.00249528202
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            894911000.00000000
            KRW
            793009.30000000
            USD
            2021-08-17
            -9546.90000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
        
        270000.00000000
        PA
        USD
        295650.00000000
        0.077274312061
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appvion Holding Corp
        N/A
        Appvion Holding Corp
        03835B118
        
          
        
        274.00000000
        NS
        USD
        2.74000000
        0.000000716156
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                APPVION HLDG
                APPVION HLDG
                
                  
                
              
            
            1.00000000
            11.50000000
            USD
            2023-06-13
            XXXX
            2.74000000
          
        
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        100000.00000000
        PA
        
        126114.03000000
        0.032962539859
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-06-07
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAM6
        
          
        
        415000.00000000
        PA
        USD
        403952.70000000
        0.105581488238
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTEGRIS INC
        IYX6OWO7BT5DKO3BYG52
        Entegris Inc
        29362UAD6
        
          
        
        1425000.00000000
        PA
        USD
        1428562.50000000
        0.373384692791
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153AY8
        
          
        
        320000.00000000
        PA
        USD
        367200.00000000
        0.095975401281
        Long
        DBT
        CORP
        LR
        
        Y
        
        2
        
          2023-06-01
          Fixed
          10.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALP ENERGIA SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        000000000
        
          
        
        100000.00000000
        PA
        
        128152.95000000
        0.033495454252
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2026-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAD5
        
          
        
        139000.00000000
        PA
        USD
        151526.44000000
        0.039604604803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWILIO INC
        5493004W8TRGD63APX93
        Twilio Inc
        90138FAC6
        
          
        
        505000.00000000
        PA
        USD
        507959.30000000
        0.132765788812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        200000.00000000
        PA
        USD
        192000.00000000
        0.050183216356
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        05352TAA7
        
          
        
        1504000.00000000
        PA
        USD
        1565378.24000000
        0.409144348423
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAC6
        
          
        
        102000.00000000
        PA
        USD
        107472.30000000
        0.028090133766
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AU3
        
          
        
        670000.00000000
        PA
        USD
        679212.50000000
        0.177526394996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
        67884XCQ8
        
          
        
        221000.00000000
        PA
        USD
        249747.77000000
        0.065276804043
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KG3Z4
        
          
        
        30394.63000000
        PA
        USD
        31917.06000000
        0.008342191288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Renal Care Inc
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
        
        400000.00000000
        PA
        USD
        416352.00000000
        0.108822304668
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          10.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21 XCBT 20210921
        000000000
        
          
        
        48.00000000
        NC
        USD
        20838.08000000
        0.005446468109
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            7492661.92000000
            USD
            20838.08000000
          
        
        
          N
          N
          N
        
      
      
        AXALTA COATING SYSTEMS
        549300G80QONCHILSF69
        Axalta Coating Systems LLC
        05453GAC9
        
          
        
        260000.00000000
        PA
        USD
        250900.00000000
        0.065577963457
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABR5
        
          
        
        360000.00000000
        PA
        USD
        363042.00000000
        0.094888621002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT SEP21 XMOD 20210921
        000000000
        
          
        
        -40.00000000
        NC
        
        -14370.27000000
        -0.00375597066
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                10 Year Canadian Bond
                CNU1 Comdty
              
            
            2021-09-21
            -5752640.00000000
            CAD
            -14370.27000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -5722.63000000
        -0.00149572905
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            287656.16000000
            NZD
            202630.41000000
            USD
            2021-07-16
            -5722.63000000
          
        
        
          N
          N
          N
        
      
      
        TRIVIUM PACKAGING FIN
        724500GMZWW3PVYET548
        Trivium Packaging Finance BV
        89686QAB2
        
          
        
        600000.00000000
        PA
        USD
        644766.00000000
        0.168523081651
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2027-08-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECIALTY BUILDING PRODU
        N/A
        Specialty Building Products Holdings LLC / SBP Finance Corp
        84749AAA5
        
          
        
        545000.00000000
        PA
        USD
        566800.00000000
        0.148145036618
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-09-30
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
        
        100000.00000000
        PA
        
        126761.80000000
        0.033131848099
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2026-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENI SPA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        100000.00000000
        PA
        
        126822.77000000
        0.033147783884
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-10-13
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BU4
        
          
        
        665000.00000000
        PA
        USD
        679889.35000000
        0.177703303902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diebold Nixdorf Inc
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253651AC7
        
          
        
        160000.00000000
        PA
        USD
        163769.60000000
        0.042804610778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOHL'S CORPORATION
        549300JF6LPRTRJ0FH50
        Kohl's Corp
        500255AX2
        
          
        
        125000.00000000
        PA
        USD
        128398.95000000
        0.033559751498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
        
        554000.00000000
        PA
        USD
        576326.20000000
        0.150634908262
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        000000000
        
          
        
        100000.00000000
        PA
        
        118091.51000000
        0.030865686438
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PM GENERAL PURCHASER LLC
        N/A
        PM General Purchaser LLC
        69356MAA4
        
          
        
        415000.00000000
        PA
        USD
        453387.50000000
        0.118502307321
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        000000000
        
          
        
        445000.00000000
        PA
        
        576688.29000000
        0.150729548058
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        454000.00000000
        PA
        USD
        470489.28000000
        0.122972215268
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2048-05-08
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer, Ltd.
        N/A
        BSPRT 2021-FL6 Issuer Ltd
        05601HAC8
        
          
        
        349000.00000000
        PA
        USD
        348781.88000000
        0.091161440339
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-03-15
          Floating
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253AB9
        
          
        
        1325000.00000000
        PA
        USD
        1392535.25000000
        0.363968217366
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Rialto Issuer Ltd
        N/A
        FS RIALTO
        30319YAC2
        
          
        
        297500.00000000
        PA
        USD
        297592.82000000
        0.077782108708
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2028-04-16
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE  SEP21 IFLL 20210928
        000000000
        
          
        
        -38.00000000
        NC
        
        -12540.89000000
        -0.00327782393
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                United Kingdom Gilt
                G U1 Comdty
              
            
            2021-09-28
            -4826663.10000000
            GBP
            -12540.89000000
          
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAC6
        
          
        
        1134179.92000000
        PA
        USD
        1217485.44000000
        0.318215287740
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2048-11-18
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAE3
        
          
        
        830000.00000000
        PA
        USD
        872093.45000000
        0.227939866063
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        624000.00000000
        PA
        USD
        699660.00000000
        0.182870776853
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SBB1
        
          
        
        446000.00000000
        PA
        USD
        297513.22000000
        0.077761303583
        Long
        DBT
        NUSS
        LK
        Y
        
        2
        
          2030-03-28
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        00191AAD8
        
          
        
        405000.00000000
        PA
        USD
        422739.00000000
        0.110491680725
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2027-06-30
          Variable
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        223000.00000000
        PA
        USD
        226106.18000000
        0.059097579950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B25 Mortgage Trust
        08163DAE7
        
          
        
        400000.00000000
        PA
        USD
        414466.68000000
        0.108329536848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BAHN FIN GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        000000000
        
          
        
        75000.00000000
        PA
        
        79132.11000000
        0.020682832275
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2050-12-08
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK MANDIRI PT
        549300RSKQN4Z5ZSGH94
        Bank Mandiri Persero Tbk PT
        000000000
        
          
        
        317000.00000000
        PA
        USD
        350698.47000000
        0.091662381228
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-05-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411LSY8
        
          
        
        39874.94000000
        PA
        USD
        47320.45000000
        0.012368189481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216BK6
        
          
        
        74000.00000000
        PA
        USD
        86465.40000000
        0.022599541018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CG4
        
          
        
        640000.00000000
        PA
        USD
        686105.60000000
        0.179328050875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BW8
        
          
        
        535000.00000000
        PA
        USD
        627956.25000000
        0.164129501854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE  JUN21 XEUR 20210608
        000000000
        
          
        
        -151.00000000
        NC
        
        291526.08000000
        0.076196439302
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXM1 Comdty
              
            
            2021-06-08
            -25900003.63000000
            EUR
            291526.08000000
          
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
        
        271000.00000000
        PA
        USD
        280599.90000000
        0.073340653600
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CC2
        
          
        
        500000.00000000
        PA
        USD
        505050.00000000
        0.132005382399
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAS8
        
          
        
        332000.00000000
        PA
        USD
        365615.00000000
        0.095561128375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AJ9
        
          
        
        280000.00000000
        PA
        USD
        317242.80000000
        0.082918042030
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        183000.00000000
        PA
        USD
        184680.41000000
        0.048270088394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -16554.24000000
        -0.00432679691
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            608057.19000000
            EUR
            725575.80000000
            USD
            2021-07-16
            -16554.24000000
          
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EBA5
        
          
        
        390000.00000000
        PA
        USD
        400101.00000000
        0.104574765871
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        229500.00000000
        0.059984625800
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATRIUM FINANCE ISSUER BV
        254900SPU76HSRZ8ZM02
        Atrium Finance Issuer BV
        000000000
        
          
        
        100000.00000000
        PA
        
        130427.47000000
        0.034089947634
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-05
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EURONET WORLDWIDE INC
        YG3575C4DSHJPA5KET68
        Euronet Worldwide Inc
        000000000
        
          
        
        200000.00000000
        PA
        
        246694.68000000
        0.064478815106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN GAS CORRIDOR
        213800DG58KG59XY6318
        Southern Gas Corridor CJSC
        000000000
        
          
        
        1065000.00000000
        PA
        USD
        1278000.00000000
        0.334032033871
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2026-03-24
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6.18000000
        0.000001615272
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            198428.00000000
            EUR
            242186.33000000
            USD
            2021-07-16
            6.18000000
          
        
        
          N
          N
          N
        
      
      
        ADLER GROUP SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        000000000
        
          
        
        500000.00000000
        PA
        
        590670.97000000
        0.154384213973
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-01-14
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        86000.00000000
        PA
        USD
        87129.38000000
        0.022773086080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
        
        561000.00000000
        PA
        
        684825.51000000
        0.178993472576
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2026-02-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
        
        400000.00000000
        PA
        USD
        405648.00000000
        0.106024590356
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUTELSAT SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        000000000
        
          
        
        100000.00000000
        PA
        
        133297.32000000
        0.034840042964
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
        
        331000.00000000
        PA
        USD
        356377.99000000
        0.093146842587
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AH5
        
          
        
        175000.00000000
        PA
        USD
        179200.00000000
        0.046837668599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
        
        475000.00000000
        PA
        USD
        522504.75000000
        0.136567546439
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        83000.00000000
        PA
        USD
        90869.86000000
        0.023750738774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1037.50000000
        0.000271172327
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            810546.50000000
            USD
            25362000.00000000
            THB
            2021-06-01
            1037.50000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        -2742.45000000
        -0.00071679667
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            25362000.00000000
            THB
            808672.78000000
            USD
            2021-08-02
            -2742.45000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        440000.00000000
        PA
        
        538697.68000000
        0.140799907427
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZW3
        
          
        
        2396000.00000000
        PA
        USD
        2363335.79000000
        0.617707246208
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3115.44000000
        0.000814285414
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            328858.88000000
            USD
            272000.00000000
            EUR
            2021-07-16
            3115.44000000
          
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBF6
        
          
        
        755000.00000000
        PA
        USD
        794637.50000000
        0.207695133267
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAE6
        
          
        
        107000.00000000
        PA
        USD
        101380.07000000
        0.026497802015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATALENT PHARMA SOLUTION
        549300HALRZ339MSTH85
        Catalent Pharma Solutions Inc
        14879EAH1
        
          
        
        737000.00000000
        PA
        USD
        709215.10000000
        0.185368202116
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-7 Ltd
        69290LAG2
        
          
        
        200000.00000000
        PA
        USD
        199500.20000000
        0.052143550519
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
        
        760000.00000000
        PA
        USD
        781644.80000000
        0.204299219334
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Revolving Mortgage Loan Trust
        N/A
        Bayview Financial Revolving Asset Trust 2005-E
        073250BW1
        
          
        
        208769.93000000
        PA
        USD
        223647.92000000
        0.058455062275
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2040-12-28
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BY4
        
          
        
        103000.00000000
        PA
        USD
        125257.94000000
        0.032738782829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
        
        1920000.00000000
        PA
        USD
        2016000.00000000
        0.526923771740
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW INC
        N/A
        Scripps Escrow Inc
        81104PAA7
        
          
        
        575000.00000000
        PA
        USD
        593687.50000000
        0.155172647190
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHW31
        
          
        
        24065.08000000
        PA
        USD
        25276.95000000
        0.006606659638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
        
        1450000.00000000
        PA
        USD
        1402875.00000000
        0.366670727321
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILL-ROM HOLDINGS INC
        JLZ01A0E2071OH26RE45
        Hill-Rom Holdings Inc
        431475AD4
        
          
        
        940000.00000000
        PA
        USD
        974018.60000000
        0.254580136139
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGIC MERGERCO INC
        N/A
        Magic Mergeco Inc
        55916AAB0
        
          
        
        360000.00000000
        PA
        USD
        367826.40000000
        0.096139124024
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        245000.00000000
        PA
        USD
        263441.15000000
        0.068855855352
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG
        000000000
        
          
        
        447000.00000000
        PA
        USD
        493331.55000000
        0.128942520359
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-05-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVEST ENERGY RES LTD
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd
        46143NAB6
        
          
        
        200000.00000000
        PA
        USD
        215000.00000000
        0.056194747482
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -36.26000000
        -0.00000947730
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            193801.30000000
            GBP
            275010.29000000
            USD
            2021-07-16
            -36.26000000
          
        
        
          N
          N
          N
        
      
      
        Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth
        N/A
        PUERTO RICO INDL TOURIST EDUCTNL MED & ENVRNMNTL CONTROL FAC
        74527JAD9
        
          
        
        255000.00000000
        PA
        USD
        261375.00000000
        0.068315823828
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2022-06-01
          Fixed
          9.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        150000.00000000
        PA
        
        189477.98000000
        0.049524033672
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-08-03
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
        
        815000.00000000
        PA
        USD
        835375.00000000
        0.218342731060
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2026-08-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ50
        
          
        
        3191108.91000000
        PA
        USD
        88146.41000000
        0.023038908146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        250000.00000000
        PA
        USD
        253703.39000000
        0.066310688076
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        727000.00000000
        PA
        USD
        828416.50000000
        0.216523981523
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
        
        840000.00000000
        PA
        USD
        846300.00000000
        0.221198208345
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        163.74000000
        0.000042796874
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            257991.83000000
            USD
            2143000.00000000
            SEK
            2021-07-16
            163.74000000
          
        
        
          N
          N
          N
        
      
      
        GRAFTECH FINANCE INC
        1Z010BU876CF2HDBIN43
        GrafTech Finance Inc
        384311AA4
        
          
        
        530000.00000000
        PA
        USD
        542349.00000000
        0.141754256289
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAJ0
        
          
        
        323000.00000000
        PA
        USD
        337260.45000000
        0.088150073597
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        100000.00000000
        PA
        
        141916.45000000
        0.037092832889
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-12-03
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        Mattel Inc
        577081BB7
        
          
        
        118000.00000000
        PA
        USD
        124193.82000000
        0.032460652808
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-12-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HADRIAN MERGER SUB
        N/A
        Hadrian Merger Sub Inc
        42239PAA7
        
          
        
        435000.00000000
        PA
        USD
        451486.50000000
        0.118005441205
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAH3
        
          
        
        161000.00000000
        PA
        USD
        176963.15000000
        0.046253021060
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABERTIS INFRAESTRUCTURAS
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        000000000
        
          
        
        100000.00000000
        PA
        
        128647.07000000
        0.033624602851
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-03-26
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JPLF0
        
          
        
        72883.80000000
        PA
        USD
        79011.43000000
        0.020651290032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        000000000
        
          
        
        1022000.00000000
        PA
        USD
        1133398.00000000
        0.296237276311
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        000000000
        
          
        
        100000.00000000
        PA
        
        123127.35000000
        0.032181908564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
        
        1775000.00000000
        PA
        USD
        2156625.00000000
        0.563679057157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARFUNKELUX HOLDCO 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        000000000
        
          
        
        265000.00000000
        PA
        
        391587.92000000
        0.102349694332
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-11-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        519000.00000000
        PA
        USD
        520858.02000000
        0.136137139107
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMMERSON IRELAND
        63540093EUHUMTGSHN61
        Hammerson Ireland Finance DAC
        000000000
        
          
        
        100000.00000000
        PA
        
        120777.96000000
        0.031567846342
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-06-03
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400THLJMIHHPCEN50
        Allegro CLO IV Ltd
        01749TAQ3
        
          
        
        250000.00000000
        PA
        USD
        250026.00000000
        0.065349525274
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-01-15
          Variable
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US ACUTE CARE SOLUTIONS
        N/A
        US Acute Care Solutions LLC
        90367UAA9
        
          
        
        360000.00000000
        PA
        USD
        370800.00000000
        0.096916336588
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        000000000
        
          
        
        100000.00000000
        PA
        
        120225.31000000
        0.031423399704
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HBA8
        
          
        
        255000.00000000
        PA
        USD
        265837.50000000
        0.069482191552
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-03-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEE4
        
          
        
        2249000.00000000
        PA
        USD
        2215265.00000000
        0.579005847819
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2060-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        1825000.00000000
        PA
        USD
        1948443.00000000
        0.509266336598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VULCAN MATERIALS CO
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160AZ2
        
          
        
        137000.00000000
        PA
        USD
        149797.70000000
        0.039152762441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRV4
        
          
        
        421000.00000000
        PA
        USD
        454859.75000000
        0.118887110656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGIC MERGECO INC
        N/A
        Magic Mergeco Inc
        55916AAA2
        
          
        
        370000.00000000
        PA
        USD
        374625.00000000
        0.097916080351
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        821458.00000000
        PA
        USD
        90278.07000000
        0.023596062078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADSTREET PARTNERS INC
        549300BS9N54G8DD0R75
        BroadStreet Partners Inc
        11135RAA3
        
          
        
        415000.00000000
        PA
        USD
        413584.85000000
        0.108099052131
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EAZ5
        
          
        
        2304990.78000000
        PA
        USD
        289837.84000000
        0.075755182463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        -11897.83000000
        -0.00310974675
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            75428000.00000000
            THB
            2401400.83000000
            USD
            2021-07-21
            -11897.83000000
          
        
        
          N
          N
          N
        
      
      
        ZURICH FINANCE IRELAND
        549300E0FVHYR37EGX65
        Zurich Finance Ireland Designated Activity Co
        000000000
        
          
        
        105000.00000000
        PA
        
        133596.18000000
        0.034918156277
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2050-09-17
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc
        45174HBD8
        
          
        
        605000.00000000
        PA
        USD
        646926.50000000
        0.169087773521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        147000.00000000
        PA
        
        184923.06000000
        0.048333510048
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-06-16
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIG RIVER STEEL/BRS FIN
        N/A
        Big River Steel LLC / BRS Finance Corp
        08949LAB6
        
          
        
        420000.00000000
        PA
        USD
        454650.00000000
        0.118832288106
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-31
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBR2
        
          
        
        505000.00000000
        PA
        USD
        527725.00000000
        0.137931967977
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286T2
        
          
        
        7940000.00000000
        PA
        USD
        8517510.98000000
        2.226229668365
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BF8
        
          
        
        189000.00000000
        PA
        USD
        210293.30000000
        0.054964552980
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares iBoxx High Yield Corporate Bond ETF
        549300WY6QQ9HGWLNX87
        iShares iBoxx High Yield Corporate Bond ETF
        464288513
        
          
        
        54000.00000000
        NS
        USD
        4707720.00000000
        1.230461100545
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AssuredPartners Inc
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAA7
        
          
        
        215000.00000000
        PA
        USD
        219434.38000000
        0.057353765455
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-08-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        201774.00000000
        0.052737855713
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21 XCBT 20210921
        000000000
        
          
        
        20.00000000
        NC
        USD
        18206.66000000
        0.004758691447
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            3686793.34000000
            USD
            18206.66000000
          
        
        
          N
          N
          N
        
      
      
        BWX Technologies Inc
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAA8
        
          
        
        1160000.00000000
        PA
        USD
        1195496.00000000
        0.312467887609
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAB2
        
          
        
        1070000.00000000
        PA
        USD
        1147412.27000000
        0.299900198933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd
        03880WAG3
        
          
        
        300000.00000000
        PA
        USD
        299499.30000000
        0.078280407137
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-02-15
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        236488.00000000
        0.061811085779
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAL5
        
          
        
        210000.00000000
        PA
        USD
        219401.70000000
        0.057345223854
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        461000.00000000
        PA
        USD
        479877.95000000
        0.125426140570
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC/PETSMART FI
        N/A
        PetSmart Inc / PetSmart Finance Corp
        71677KAA6
        
          
        
        250000.00000000
        PA
        USD
        258900.00000000
        0.067668930805
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Term Auto Receivables Trust
        549300DC604TIE09UO03
        Securitized Term Auto Loan Receivables Trust 2019-CRT
        81379MAC8
        
          
        
        233307.60000000
        PA
        USD
        238381.11000000
        0.062305889679
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-03-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
        
        1050000.00000000
        PA
        USD
        1095990.00000000
        0.286459912991
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAG9
        
          
        
        200000.00000000
        PA
        USD
        200820.00000000
        0.052488507857
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-20
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITBREAD GROUP PLC
        2138006LIAYQKUCYBB20
        Whitbread Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        144065.89000000
        0.037654633997
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-05-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF ALBERTA
        LQPXMHHNJKIPJYE53543
        Province of Alberta Canada
        013051DB0
        
          
        
        255000.00000000
        PA
        
        266786.93000000
        0.069730344943
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        46266TAA6
        
          
        
        1210000.00000000
        PA
        USD
        1266991.00000000
        0.331154601429
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        116000.00000000
        PA
        
        165873.55000000
        0.043354522122
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-07-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        187000.00000000
        PA
        USD
        189377.67000000
        0.049497815555
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-04-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIR ISAAC CORP
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AF1
        
          
        
        296000.00000000
        PA
        USD
        300762.64000000
        0.078610607473
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBB6
        
          
        
        683000.00000000
        PA
        USD
        860279.48000000
        0.224852037873
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2049-03-14
          Fixed
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE BRANDS INC
        549300JBVP4J6D42I235
        Prestige Brands Inc
        74112BAL9
        
          
        
        630000.00000000
        PA
        USD
        658220.57000000
        0.172039714971
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        000000000
        
          
        
        350000.00000000
        PA
        USD
        381937.50000000
        0.099827355193
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
        
        415000.00000000
        PA
        USD
        419150.00000000
        0.109553620498
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        98.74000000
        0.000025807764
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            826328.97000000
            USD
            677125.68000000
            EUR
            2021-07-16
            98.74000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -7629.16000000
        -0.00199404055
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            379013.02000000
            GBP
            530273.44000000
            USD
            2021-07-16
            -7629.16000000
          
        
        
          N
          N
          N
        
      
      
        LEXINGTON REALTY TRUST
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529043AE1
        
          
        
        195000.00000000
        PA
        USD
        194792.99000000
        0.050913222717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIDEOTRON LTD / LTEE
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAK0
        
          
        
        1245000.00000000
        PA
        USD
        1301025.00000000
        0.340050099270
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-04-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865AY1
        
          
        
        162000.00000000
        PA
        USD
        178494.92000000
        0.046653381191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Energia Chile SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        000000000
        
          
        
        300000.00000000
        PA
        USD
        326927.83000000
        0.085449427217
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAD7
        
          
        
        730000.00000000
        PA
        USD
        738212.50000000
        0.192947279189
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
        
        383000.00000000
        PA
        USD
        390774.90000000
        0.102137194548
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEZY9
        
          
        
        15983000.00000000
        PA
        USD
        160490.10000000
        0.041947444850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBISOFT ENTERTAINMENT SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        000000000
        
          
        
        100000.00000000
        PA
        
        121113.31000000
        0.031655497079
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-11-24
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RBA0
        
          
        
        339000.00000000
        PA
        USD
        370845.58000000
        0.096928249874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        000000000
        
          
        
        100000.00000000
        PA
        
        119701.19000000
        0.031286409978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG HOLD BM/DIG INTL FIN
        N/A
        Digicel International Finance Ltd/Digicel international Holdings ltd
        25381VAA5
        
          
        
        400000.00000000
        PA
        USD
        415500.00000000
        0.108599616645
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAT5
        
          
        
        893000.00000000
        PA
        USD
        856163.75000000
        0.223776305742
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAK1
        
          
        
        645000.00000000
        PA
        USD
        683700.00000000
        0.178699296993
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
        
        200000.00000000
        PA
        
        249378.93000000
        0.065180399994
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAL0
        
          
        
        149000.00000000
        PA
        USD
        153031.07000000
        0.039997871328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR COMUNICACIONES SPA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        000000000
        
          
        
        300000.00000000
        PA
        USD
        310500.00000000
        0.081155670201
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAD6
        
          
        
        610000.00000000
        PA
        USD
        606187.50000000
        0.158439783671
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BJ0
        
          
        
        515000.00000000
        PA
        USD
        603945.65000000
        0.157853829277
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2027-08-01
          Fixed
          9.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY UP
        N/A
        Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
        00654AAA4
        
          
        
        1081000.00000000
        PA
        USD
        1199910.00000000
        0.313621578843
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2024-12-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703DAZ4
        
          
        
        221000.00000000
        PA
        USD
        253717.78000000
        0.066314449204
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABH1
        
          
        
        365000.00000000
        PA
        USD
        406975.00000000
        0.106371429565
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petra Diamonds Ltd
        213800X4QZIAVSA12860
        Petra Diamonds Ltd
        000000000
        
          
        
        3310768.00000000
        NS
        
        67470.14000000
        0.017634732464
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW ENTERPRISE STONE & L
        549300O5DQ5Y61B8VF38
        New Enterprise Stone & Lime Co Inc
        644274AG7
        
          
        
        407000.00000000
        PA
        USD
        451770.00000000
        0.118079539860
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERSTE GROUP BANK AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        122594.45000000
        0.032042624002
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2030-06-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        800000.00000000
        PA
        USD
        906872.00000000
        0.237029967622
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        141825.62000000
        0.037069092569
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-11-28
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AN4
        
          
        
        520000.00000000
        PA
        USD
        549354.00000000
        0.143585159573
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AL0
        
          
        
        140000.00000000
        PA
        USD
        153084.03000000
        0.040011713532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAC5
        
          
        
        200000.00000000
        PA
        USD
        204598.00000000
        0.053475967187
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1669.96000000
        -0.00043647897
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            238708.15000000
            NZD
            171229.41000000
            USD
            2021-07-16
            -1669.96000000
          
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109BP5
        
          
        
        106000.00000000
        PA
        USD
        107700.70000000
        0.028149830884
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBV9
        
          
        
        110000.00000000
        PA
        USD
        143789.98000000
        0.037582519146
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF PENNSYLVAN
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania/The
        91481CAD2
        
          
        
        365000.00000000
        PA
        USD
        337943.63000000
        0.088328636981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAG6
        
          
        
        134000.00000000
        PA
        USD
        144450.49000000
        0.037755157252
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE LUX SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        000000000
        
          
        
        125000.00000000
        PA
        
        146904.37000000
        0.038396530121
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROUP 1 AUTOMOTIVE INC
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905AN9
        
          
        
        795000.00000000
        PA
        USD
        799968.75000000
        0.209088566976
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REAL HERO MERGER SUB 2
        N/A
        Real Hero Merger Sub 2 Inc
        75602BAA7
        
          
        
        360000.00000000
        PA
        USD
        372240.00000000
        0.097292710710
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting, Inc.
        5493006PK6I4I2OOT688
        Nexstar Broadcasting, Inc. 2019 Term Loan B4
        65336RAW8
        
          
        
        88862.81000000
        PA
        USD
        88603.60000000
        0.023158404316
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-18
          Floating
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q-PARK HOLDING BV
        2549003839B7HE3NDP48
        Q-Park Holding I BV
        000000000
        
          
        
        480000.00000000
        PA
        
        556680.17000000
        0.145500007355
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        05552BAA4
        
          
        
        155000.00000000
        PA
        USD
        158487.50000000
        0.041424023449
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        26261000.00000000
        PA
        
        1801498.83000000
        0.470859403913
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-01-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE  JUN21 XEUR 20210608
        000000000
        
          
        
        -26.00000000
        NC
        
        7545.32000000
        0.001972127218
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bobl (FGBM)
                OEM1 Comdty
              
            
            2021-06-08
            -3509427.48000000
            EUR
            7545.32000000
          
        
        
          N
          N
          N
        
      
      
        DIEBOLD NIXDORF INC
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253657AA8
        
          
        
        374000.00000000
        PA
        USD
        414672.50000000
        0.108383332210
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-15
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAS3
        
          
        
        129000.00000000
        PA
        USD
        131094.26000000
        0.034264227149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPIRE COMMUNITIES CORP
        549300JM1L6KK2QFP273
        Empire Communities Corp
        29163VAC7
        
          
        
        490000.00000000
        PA
        USD
        517562.50000000
        0.135275786017
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2025-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARA NORTE SARL
        549300U2I4L03BBA3485
        Guara Norte Sarl
        400666AA1
        
          
        
        200000.00000000
        PA
        USD
        202400.00000000
        0.052901473908
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2034-06-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        118551.00000000
        0.030985783761
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-02-12
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        236488.00000000
        0.061811085779
        Long
        DBT
        NUSS
        RU
        Y
        
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BD3
        
          
        
        304000.00000000
        PA
        USD
        333640.00000000
        0.087203793255
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
        
        665000.00000000
        PA
        USD
        672481.25000000
        0.175767042001
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
        N/A
        LTRI HOLDINGS, LP LTR LLC HOLDING INTERESTS
        000000000
        
          
        
        615.00000000
        NS
        USD
        173749.80000000
        0.045413144819
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        TOLL ROAD INV PART II
        N/A
        Toll Road Investors Partnership II LP
        88948ABM8
        
          
        
        2000000.00000000
        PA
        USD
        587029.20000000
        0.153432361203
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2043-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBC8
        
          
        
        450000.00000000
        PA
        USD
        446445.00000000
        0.116687739719
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS BV
        7245003VD7E4T30HJD24
        BP Capital Markets BV
        000000000
        
          
        
        100000.00000000
        PA
        
        111587.70000000
        0.029165779644
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2040-12-04
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21 XCBT 20210921
        000000000
        
          
        
        -388.00000000
        NC
        USD
        19781.79000000
        0.005170384622
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            -51211531.79000000
            USD
            19781.79000000
          
        
        
          N
          N
          N
        
      
      
        UZBEK INDUSTRIAL AND CON
        213800C2NIFPFTXYIU69
        Uzbek Industrial and Construction Bank ATB
        000000000
        
          
        
        269000.00000000
        PA
        USD
        284123.18000000
        0.074261536530
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2024-12-02
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AU0
        
          
        
        183000.00000000
        PA
        USD
        204132.35000000
        0.053354259819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAH6
        
          
        
        680000.00000000
        PA
        USD
        753698.40000000
        0.196994843096
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-11-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        421924BN0
        
          
        
        407000.00000000
        PA
        USD
        407407.00000000
        0.106484341802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATES GLOBAL/GATES CORP
        N/A
        Gates Global LLC / Gates Corp
        36740LAA0
        
          
        
        740000.00000000
        PA
        USD
        777000.00000000
        0.203085203691
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
        
        375000.00000000
        PA
        
        532133.47000000
        0.139084213830
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
        03881CAG6
        
          
        
        200000.00000000
        PA
        USD
        200000.00000000
        0.052274183704
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        150000.00000000
        PA
        
        202105.50000000
        0.052824500173
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-07-03
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
        
        15000.00000000
        PA
        USD
        15811.20000000
        0.004132587866
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
        
        760000.00000000
        PA
        USD
        729600.00000000
        0.190696222153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        425000.00000000
        PA
        USD
        468562.50000000
        0.122468611010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        2035000.00000000
        PA
        USD
        2110523.94000000
        0.551629580760
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CE4
        
          
        
        800000.00000000
        PA
        USD
        883719.33000000
        0.230978532997
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2048-01-11
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        989000.00000000
        PA
        
        1290795.98000000
        0.337376530917
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2026-12-08
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        JBS USA LUX SA / JBS USA Finance Inc
        472141AA8
        
          
        
        1055000.00000000
        PA
        USD
        1153906.25000000
        0.301597536450
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        117559.83000000
        0.030726720748
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fort Cre llc
        N/A
        FORT CRE 2018-1 LLC
        34719RAA9
        
          
        
        223892.79000000
        PA
        USD
        223890.77000000
        0.058518536203
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-16
          Floating
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECH INC
        N/A
        Sensata Technologies Inc
        81728UAA2
        
          
        
        495000.00000000
        PA
        USD
        511087.50000000
        0.133583409320
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
        
        1000000.00000000
        PA
        USD
        1251060.00000000
        0.326990701326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12770RAA1
        
          
        
        434000.00000000
        PA
        USD
        455166.18000000
        0.118967202546
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAJ4
        
          
        
        183000.00000000
        PA
        USD
        200078.55000000
        0.052294714390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BS2
        
          
        
        350000.00000000
        PA
        USD
        354830.62000000
        0.092742405069
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-17
          Fixed
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAA8
        
          
        
        308000.00000000
        PA
        USD
        310699.50000000
        0.081207813699
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        800000.00000000
        PA
        USD
        798000.00000000
        0.208573992980
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        1990000.00000000
        PA
        
        2594836.80000000
        0.678214877831
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2032-03-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4542.14000000
        -0.00118718330
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            1426408.15000000
            EUR
            1736380.19000000
            USD
            2021-07-16
            -4542.14000000
          
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
        
        125000.00000000
        PA
        
        149745.48000000
        0.039139113652
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-03-03
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAIOIL TRSRY CENTER
        549300NH03B9E8VGJR89
        Thaioil Treasury Center Co Ltd
        88322YAD3
        
          
        
        355000.00000000
        PA
        USD
        409387.90000000
        0.107002091454
        Long
        DBT
        CORP
        TH
        Y
        
        2
        
          2048-11-20
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1255.00000000
        -0.00032802050
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            99807.00000000
            GBP
            140393.02000000
            USD
            2021-07-16
            -1255.00000000
          
        
        
          N
          N
          N
        
      
      
        RIKISBREF
        254900IPCJWRC6XAJN15
        Iceland Rikisbref
        000000000
        
          
        
        188496000.00000000
        PA
        
        1700263.82000000
        0.444399516363
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3462.71000000
        -0.00090505169
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            217742.24000000
            USD
            23527376.00000000
            JPY
            2021-07-16
            -3462.71000000
          
        
        
          N
          N
          N
        
      
      
        SOLARIS MIDSTREAM HOLDIN
        5493007AWQW8ZKCHVV46
        Solaris Midstream Holdings LLC
        83419MAA0
        
          
        
        265000.00000000
        PA
        USD
        277256.25000000
        0.072466720728
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SARENS FINANCE CO NV
        549300B68EWZ6IHPCL79
        Sarens Finance Co NV
        000000000
        
          
        
        210000.00000000
        PA
        
        254291.85000000
        0.066464494407
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2027-02-21
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAA4
        
          
        
        117457.31000000
        PA
        USD
        117926.35000000
        0.030822518417
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        500000.00000000
        PA
        
        602132.57000000
        0.157379942893
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIVA PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        175000.00000000
        PA
        
        271687.38000000
        0.071011180061
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2055-06-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        37315.11000000
        0.009753084575
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5068682.57000000
            USD
            42698485.63000000
            NOK
            2021-07-16
            37315.11000000
          
        
        
          N
          N
          N
        
      
      
        ORGANON FINANCE 1 LLC
        549300SH15FO4Y2G3V63
        Organon Finance 1 LLC
        68622TAB7
        
          
        
        475000.00000000
        PA
        USD
        487411.75000000
        0.127395256795
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-04-30
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1584.63000000
        -0.00041417619
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2376881.67000000
            USD
            3279380.22000000
            NZD
            2021-07-16
            -1584.63000000
          
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AN9
        
          
        
        773000.00000000
        PA
        USD
        804886.25000000
        0.210373858468
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        1230000.00000000
        PA
        USD
        1269975.00000000
        0.331934532250
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAF4
        
          
        
        3640149.09000000
        PA
        USD
        347548.69000000
        0.090839120336
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -511.98000000
        -0.00013381668
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            25461.88000000
            USD
            219000.00000000
            TRY
            2021-07-16
            -511.98000000
          
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AJ0
        
          
        
        1217000.00000000
        PA
        USD
        1220042.50000000
        0.318883628861
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAB1
        
          
        
        823000.00000000
        PA
        USD
        841517.50000000
        0.219948201927
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y58
        
          
        
        114796.13000000
        PA
        USD
        116343.42000000
        0.030408786549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        88034QAC1
        
          
        
        323000.00000000
        PA
        USD
        329133.77000000
        0.086025995781
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2030-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
        
        545000.00000000
        PA
        USD
        564549.15000000
        0.147556729886
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDURE DIGITAL INC
        N/A
        Endure Digital Inc
        29279XAA8
        
          
        
        360000.00000000
        PA
        USD
        345600.00000000
        0.090329789441
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
        
        560000.00000000
        PA
        USD
        602000.00000000
        0.157345292950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bancorp Commercial Mortgage Trust
        N/A
        Bancorp Commercial Mortgage 2019-CRE6 Trust
        05973BAA5
        
          
        
        57813.43000000
        PA
        USD
        57777.27000000
        0.015101298129
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14336.45000000
        0.003747131104
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            810078.51000000
            USD
            919470000.00000000
            KRW
            2021-06-01
            14336.45000000
          
        
        
          N
          N
          N
        
      
      
        Securitized Term Auto Receivables Trust
        549300DC604TIE09UO03
        Securitized Term Auto Loan Receivables Trust 2019-CRT
        81379MAB0
        
          
        
        181659.35000000
        PA
        USD
        184880.79000000
        0.048322461899
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-03-25
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse International
        E58DKGMJYYYJLN8C3868
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -60.15000000
        -0.00001572146
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            1684673.49000000
            USD
            1187000.00000000
            GBP
            2021-07-16
            -60.15000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        981000.00000000
        PA
        USD
        1030050.00000000
        0.269225114623
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2033-03-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        000000000
        
          
        
        100000.00000000
        PA
        
        121512.07000000
        0.031759721347
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-11-03
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERSYS
        7ZS3DE5PN30BYUJFWP05
        EnerSys
        29275YAC6
        
          
        
        360000.00000000
        PA
        USD
        372366.00000000
        0.097325643446
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAF5
        
          
        
        200000.00000000
        PA
        USD
        216361.56000000
        0.056550619670
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2898.33000000
        -0.00075753917
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            677052.20000000
            EUR
            823439.69000000
            USD
            2021-07-16
            -2898.33000000
          
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
        
        480000.00000000
        PA
        USD
        537600.00000000
        0.140513005797
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID GAS PLC
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        128185.33000000
        0.033503917443
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        282000.00000000
        PA
        USD
        274563.06000000
        0.071762799184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
        
        855000.00000000
        PA
        USD
        956531.25000000
        0.250009451407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHX1
        
          
        
        719995.00000000
        PA
        USD
        96095.43000000
        0.025116550804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        4110000.00000000
        PA
        
        4973249.55000000
        1.299862802923
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
        
        445000.00000000
        PA
        USD
        501256.90000000
        0.131013976368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AF1
        
          
        
        350000.00000000
        PA
        USD
        373198.00000000
        0.097543104050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AM1
        
          
        
        477600.00000000
        PA
        USD
        504584.40000000
        0.131883688099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4172.42000000
        0.001090549247
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            381183.98000000
            USD
            315738.10000000
            EUR
            2021-07-16
            4172.42000000
          
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI Group LLC
        001846AA2
        
          
        
        742000.00000000
        PA
        USD
        729015.00000000
        0.190543320166
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BN1
        
          
        
        895000.00000000
        PA
        USD
        950937.50000000
        0.248547407832
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        000000000
        
          
        
        100000.00000000
        PA
        
        126476.45000000
        0.033057265907
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2039-12-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp
        25470XAY1
        
          
        
        695000.00000000
        PA
        USD
        789485.25000000
        0.206348484952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735BG4
        
          
        
        86000.00000000
        PA
        USD
        92105.67000000
        0.024073743568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAK0
        
          
        
        215000.00000000
        PA
        USD
        220106.25000000
        0.057529372734
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2025-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        144000.00000000
        PA
        USD
        143575.52000000
        0.037526465539
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        183.15000000
        0.000047870083
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            259000.00000000
            EUR
            316056.15000000
            USD
            2021-06-08
            183.15000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AK0
        
          
        
        432000.00000000
        PA
        USD
        422012.16000000
        0.110301705886
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2027-12-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
        
        380000.00000000
        PA
        USD
        408446.80000000
        0.106756115283
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        106809.08000000
        0.027916787346
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            3856367.23000000
            USD
            4788000.00000000
            CAD
            2021-07-16
            106809.08000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
        
        2398300.00000000
        PA
        USD
        2400173.67000000
        0.627335596740
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAG5
        
          
        
        437500.00000000
        PA
        USD
        452381.34000000
        0.118239326358
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FINANCE SA
        N/A
        Camelot Finance SA
        13323AAB6
        
          
        
        1520000.00000000
        PA
        USD
        1575100.00000000
        0.411685333764
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRM ESCROW ISSUER LLC
        N/A
        SRM Escrow Issuer LLC
        85236FAA1
        
          
        
        540000.00000000
        PA
        USD
        562669.20000000
        0.147065365628
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070AB0
        
          
        
        535000.00000000
        PA
        USD
        532185.90000000
        0.139097917507
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB TREASURY OYJ
        5493003HHOCW6FIMH724
        SBB Treasury Oyj
        000000000
        
          
        
        100000.00000000
        PA
        
        120760.89000000
        0.031563384740
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2029-11-26
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
        
        998000.00000000
        PA
        
        1206684.74000000
        0.315392298860
        Long
        DBT
        NUSS
        GR
        Y
        
        2
        
          2031-06-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AS5
        
          
        
        112000.00000000
        PA
        USD
        122926.41000000
        0.032129388692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        000000000
        
          
        
        456630.70000000
        PA
        USD
        490170.22000000
        0.128116240633
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2048-11-18
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        0.26000000
        0.000000067956
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            215928.64000000
            EUR
            263539.83000000
            USD
            2021-07-16
            0.26000000
          
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAE4
        
          
        
        205000.00000000
        PA
        USD
        224475.00000000
        0.058671236935
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        33400000.00000000
        PA
        
        1774268.10000000
        0.463742083001
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3063.91000000
        0.000800816970
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            140241.46000000
            USD
            100974.79000000
            GBP
            2021-07-16
            3063.91000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        13.01000000
        0.000003400435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            99130.00000000
            EUR
            121000.56000000
            USD
            2021-07-16
            13.01000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1845.85000000
        -0.00048245150
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            673117.45000000
            USD
            550000.00000000
            EUR
            2021-07-16
            -1845.85000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y41
        
          
        
        184660.71000000
        PA
        USD
        187271.19000000
        0.048947242943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peru LNG Srl
        254900F70J1LOALV5K70
        Peru LNG Srl
        000000000
        
          
        
        1018000.00000000
        PA
        USD
        806765.00000000
        0.210864909081
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2030-03-22
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBD1
        
          
        
        105000.00000000
        PA
        USD
        115106.25000000
        0.030085426290
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AV4
        
          
        
        805000.00000000
        PA
        USD
        814676.10000000
        0.212932640555
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        367000.00000000
        PA
        USD
        388102.50000000
        0.101438706905
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        200000.00000000
        PA
        
        262457.29000000
        0.068598702960
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IPOTEKA-BANK ATIB
        213800UWVX5JSNXJS434
        Ipoteka-Bank ATIB
        000000000
        
          
        
        400000.00000000
        PA
        USD
        417248.00000000
        0.109056493011
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2025-11-19
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
        
        125000.00000000
        PA
        USD
        145312.50000000
        0.037980461597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp
        75606DAG6
        
          
        
        740000.00000000
        PA
        USD
        821858.80000000
        0.214809989451
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-01
          Fixed
          9.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        MDGH - GMTN BV
        55276VAJ1
        
          
        
        1086000.00000000
        PA
        USD
        1130960.40000000
        0.295600158560
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-11-07
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAE0
        
          
        
        850000.00000000
        PA
        USD
        901595.00000000
        0.235650713284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032XAD6
        
          
        
        700000.00000000
        PA
        USD
        758179.75000000
        0.198166137662
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-11
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEAV4
        
          
        
        41733.61000000
        PA
        USD
        43549.59000000
        0.011382596339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABC SUPPLY CO INC
        549300H5GQ4C1BEKG397
        American Builders & Contractors Supply Co Inc
        024747AF4
        
          
        
        1390000.00000000
        PA
        USD
        1420163.00000000
        0.371189307761
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHES BUYER INC
        N/A
        Arches Buyer Inc
        039524AB9
        
          
        
        625000.00000000
        PA
        USD
        639062.50000000
        0.167032352618
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        570000.00000000
        PA
        USD
        612123.00000000
        0.159991150758
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        360000.00000000
        PA
        USD
        376272.00000000
        0.098346558254
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        827048AW9
        
          
        
        550000.00000000
        PA
        USD
        568865.00000000
        0.148684767565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown Brothers Harriman & Co.
        5493006KMX1VFTPYPW14
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1089.38000000
        0.000284732251
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            87799.34000000
            USD
            72830.13000000
            EUR
            2021-07-16
            1089.38000000
          
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EBE4
        
          
        
        5530416.00000000
        PA
        USD
        383954.11000000
        0.100354438401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        BPCRE 2021-FL1 Ltd
        05601GAE6
        
          
        
        338000.00000000
        PA
        USD
        337788.45000000
        0.088288077442
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-02-15
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        110709GJ5
        
          
        
        115000.00000000
        PA
        
        98836.89000000
        0.025833088723
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2050-06-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12604.69000000
        0.003294499402
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1617860.96000000
            USD
            1182171000.00000000
            CLP
            2021-09-27
            12604.69000000
          
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        000000000
        
          
        
        635400.00000000
        PA
        USD
        665581.50000000
        0.173963648006
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KQF6
        
          
        
        29043.28000000
        PA
        USD
        33611.56000000
        0.008785084310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        638050000.00000000
        PA
        
        7766683.74000000
        2.029985262994
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazTransGas JSC
        635400YGLXBBSVHONW39
        KazTransGas JSC
        000000000
        
          
        
        500000.00000000
        PA
        USD
        556875.00000000
        0.145550930252
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2027-09-26
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        121485.24000000
        0.031752708765
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-02-17
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAH4
        
          
        
        935000.00000000
        PA
        USD
        965107.00000000
        0.252250903062
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBK7
        
          
        
        255000.00000000
        PA
        USD
        254694.00000000
        0.066569604722
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAG7
        
          
        
        258000.00000000
        PA
        USD
        258000.03000000
        0.067433704819
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04624VAB5
        
          
        
        210000.00000000
        PA
        USD
        208425.00000000
        0.054476233692
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/GENESI
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAF9
        
          
        
        160000.00000000
        PA
        USD
        160000.00000000
        0.041819346963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings, LLC 2019 Term Loan B5
        64072UAK8
        
          
        
        101712.50000000
        PA
        USD
        101076.80000000
        0.026418536057
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-04-15
          Floating
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -86312.17000000
        -0.02255949115
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            17942000.00000000
            CNY
            2726747.72000000
            USD
            2021-07-16
            -86312.17000000
          
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        000000000
        
          
        
        100000.00000000
        PA
        
        144437.71000000
        0.037751816931
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZRAHI TEFAHOT BANK LTD
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        202200.00000000
        0.052849199725
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2031-04-07
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        250000.00000000
        PA
        
        321931.07000000
        0.084143419466
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-07-22
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3642.19000000
        -0.00095196254
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1601163.14000000
            USD
            1930000.00000000
            CAD
            2021-07-16
            -3642.19000000
          
        
        
          N
          N
          N
        
      
      
        GRINDING MED/MOLY-COP
        N/A
        Grinding Media Inc / Moly-Cop AltaSteel Ltd
        398545AA1
        
          
        
        700000.00000000
        PA
        USD
        715057.00000000
        0.186895104885
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-12-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICA TENEDORA SA DE CV
        N/A
        ICA TENEDORA SA DE CV
        000000000
        
          
        
        110829.00000000
        NS
        USD
        221815.93000000
        0.057976233366
        Long
        EC
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
        
        666000.00000000
        PA
        USD
        651730.95000000
        0.170343517030
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        00205GAC1
        
          
        
        280000.00000000
        PA
        USD
        333229.35000000
        0.087096461288
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-03-23
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AN4
        
          
        
        1205000.00000000
        PA
        USD
        1307425.00000000
        0.341722873148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804FX7
        
          
        
        375000.00000000
        PA
        USD
        416265.30000000
        0.108799643809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BB2
        
          
        
        255000.00000000
        PA
        USD
        249211.50000000
        0.065136638661
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 2019-FL2 Ltd.
        N/A
        MF1 2019-FL2 Ltd
        55282LAA4
        
          
        
        121793.81000000
        PA
        USD
        121793.81000000
        0.031833359990
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAD1
        
          
        
        550000.00000000
        PA
        USD
        543114.00000000
        0.141954205042
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-31
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        20945.52000000
        0.005474549801
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1665558.42000000
            USD
            14000000.00000000
            SEK
            2021-07-16
            20945.52000000
          
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
        
        100000.00000000
        PA
        
        117096.44000000
        0.030605604078
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2031-01-14
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAD6
        
          
        
        600000.00000000
        PA
        USD
        651456.00000000
        0.170271653096
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2025-01-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -38.84000000
        -0.00001015164
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            198379.00000000
            EUR
            242081.50000000
            USD
            2021-07-16
            -38.84000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZZ0
        
          
        
        896340.00000000
        PA
        USD
        121006.80000000
        0.031627658463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -94194.79000000
        -0.02461977878
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            41956697.98000000
            SEK
            4960100.68000000
            USD
            2021-07-16
            -94194.79000000
          
        
        
          N
          N
          N
        
      
      
        ARGENTUM (ZURICH INS)
        724500RPEZI5VVQQWE89
        Argentum Netherlands BV for Zurich Insurance Co Ltd
        000000000
        
          
        
        100000.00000000
        PA
        
        138847.28000000
        0.036290641107
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18501.07000000
        0.004835641659
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            806038.11000000
            USD
            5259000.00000000
            CNY
            2021-07-16
            18501.07000000
          
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BB2
        
          
        
        1005000.00000000
        PA
        USD
        1040225.25000000
        0.271884629062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        226.83000000
        0.000059286765
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            296718.33000000
            USD
            2465000.00000000
            SEK
            2021-07-16
            226.83000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        000000000
        
          
        
        100000.00000000
        PA
        
        126754.48000000
        0.033129934864
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-07-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
        
        760000.00000000
        PA
        USD
        784016.00000000
        0.204918982056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
        67884XCP0
        
          
        
        346000.00000000
        PA
        USD
        386146.14000000
        0.100927371295
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUL8
        
          
        
        3764285.79000000
        PA
        USD
        170301.94000000
        0.044511974483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNEOS HEALTH INC
        549300F1ZGKDS8P6GU13
        Syneos Health Inc
        87166BAA0
        
          
        
        966000.00000000
        PA
        USD
        943057.50000000
        0.246487804994
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        thyssenkrupp AG
        549300UDG16DOYUPR330
        thyssenkrupp AG
        000000000
        
          
        
        335000.00000000
        PA
        
        416277.46000000
        0.108802822080
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-02-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SJ8
        
          
        
        115500.00000000
        PA
        USD
        114313.42000000
        0.029878203584
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        197000.00000000
        0.051490070948
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
        
        254000.00000000
        PA
        
        259878.25000000
        0.067924616906
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2051-01-27
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIVION INVESTMENTS
        529900SJ7X71ESJK9N76
        Vivion Investments Sarl
        000000000
        
          
        
        400000.00000000
        PA
        
        483502.06000000
        0.126373377529
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-08-08
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOURYON HOLDING BV
        N/A
        Nouryon Holding BV
        85529VAA2
        
          
        
        650000.00000000
        PA
        USD
        686562.50000000
        0.179447471247
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2026-10-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
        
        200000.00000000
        PA
        
        250504.24000000
        0.065474523302
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-29
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBJ6
        
          
        
        690000.00000000
        PA
        USD
        731400.00000000
        0.191166689807
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
        
        210000.00000000
        PA
        
        184617.41000000
        0.048253622026
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2025-06-24
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        N/A
        Garda World Security Corp
        36485MAK5
        
          
        
        245000.00000000
        PA
        USD
        244387.50000000
        0.063875785350
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-02-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AC8
        
          
        
        113000.00000000
        PA
        USD
        124158.75000000
        0.032451486530
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -13510.72000000
        -0.00353130929
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            489593.15000000
            EUR
            584034.69000000
            USD
            2021-07-16
            -13510.72000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Kenya Government International Bond
        491798AK0
        
          
        
        778000.00000000
        PA
        USD
        877895.20000000
        0.229456274790
        Long
        DBT
        NUSS
        KE
        Y
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avation Capital SA
        54930056OEYSV06OMD90
        Avation Capital SA
        05351CAA5
        
          
        
        350000.00000000
        PA
        USD
        285250.00000000
        0.074556054508
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-10-31
          Fixed
          8.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SMYRNA READY MIX CONCRET
        549300S7RFWHQFOIOY93
        Smyrna Ready Mix Concrete LLC
        83283WAC7
        
          
        
        140000.00000000
        PA
        USD
        145877.20000000
        0.038128057755
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AG3
        
          
        
        495000.00000000
        PA
        USD
        515106.90000000
        0.134633963590
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        520000.00000000
        PA
        USD
        522969.20000000
        0.136688940162
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        000000000
        
          
        
        110000.00000000
        PA
        
        132338.51000000
        0.034589437914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-22
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        285000.00000000
        PA
        USD
        315549.15000000
        0.082475371174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBM4
        
          
        
        805000.00000000
        PA
        USD
        832370.00000000
        0.217557311450
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -446.99000000
        -0.00011683018
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            100000.00000000
            GBP
            141474.94000000
            USD
            2021-07-16
            -446.99000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        000000000
        
          
        
        150000.00000000
        PA
        
        183362.68000000
        0.047925672094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-21
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIKISBREF
        254900IPCJWRC6XAJN15
        Iceland Rikisbref
        000000000
        
          
        
        41000000.00000000
        PA
        
        411083.94000000
        0.107445386987
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2031-01-24
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WABTEC TRANSPORTATION
        213800W8WKL7DR8NFE48
        Wabtec Transportation Netherlands BV
        000000000
        
          
        
        100000.00000000
        PA
        
        122094.97000000
        0.031912074455
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-12-03
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WATCO COS LLC/FINANCE CO
        N/A
        Watco Cos LLC / Watco Finance Corp
        941130AB2
        
          
        
        655000.00000000
        PA
        USD
        692662.50000000
        0.181041833850
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONG DUONG FIN HLDGS BV
        549300995KGQFMWSV879
        Mong Duong Finance Holdings BV
        000000000
        
          
        
        592000.00000000
        PA
        USD
        588300.00000000
        0.153764511366
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-07
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        63150000.00000000
        PA
        
        564586.93000000
        0.147566604479
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2050-09-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAB2
        
          
        
        97221.21000000
        PA
        USD
        98172.71000000
        0.025659491386
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        195000.00000000
        PA
        USD
        207636.65000000
        0.054270181929
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        202000.00000000
        PA
        USD
        198972.02000000
        0.052005499627
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNTHOS SA
        259400WX4QZCOHJVWM18
        Synthos SA
        000000000
        
          
        
        147000.00000000
        PA
        
        178836.06000000
        0.046742545267
        Long
        DBT
        CORP
        PL
        Y
        
        2
        
          2028-06-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2020-FL4 Ltd
        58003UAC2
        
          
        
        154000.00000000
        PA
        USD
        155347.59000000
        0.040603342288
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appvion Holding Corp
        549300KG8GQ03SX7CT73
        APPVION HLDG CORP CALL 13JUN2023
        03835B126
        
          
        
        274.00000000
        NS
        USD
        2.74000000
        0.000000716156
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                APPVION HLDG
                APPVION HLDG
                
                  
                
              
            
            1.00000000
            13.22300000
            USD
            2023-06-13
            XXXX
            2.74000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCD5
        
          
        
        550000.00000000
        PA
        USD
        611407.50000000
        0.159804139866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        627494.00000000
        PA
        USD
        207079.29000000
        0.054124504234
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHRIVER MIDSTREAM FIN
        549300SOLNLY3BL6GF18
        Northriver Midstream Finance LP
        66679NAA8
        
          
        
        805000.00000000
        PA
        USD
        827346.80000000
        0.216244393052
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-02-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAY1
        
          
        
        295000.00000000
        PA
        USD
        172575.00000000
        0.045106086263
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2025-07-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        36227.24000000
        0.009468746994
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            450915628.00000000
            JPY
            4143017.14000000
            USD
            2021-07-16
            36227.24000000
          
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAS0
        
          
        
        99000.00000000
        PA
        USD
        99981.39000000
        0.026132227739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTCR AP Finance Inc
        N/A
        GTCR AP Finance Inc
        40060QAA3
        
          
        
        220000.00000000
        PA
        USD
        234850.00000000
        0.061382960214
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB TREASURY OYJ
        5493003HHOCW6FIMH724
        SBB Treasury Oyj
        000000000
        
          
        
        113000.00000000
        PA
        
        134311.82000000
        0.035105203761
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2028-12-14
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAD6
        
          
        
        1136000.00000000
        PA
        USD
        1161560.00000000
        0.303598004118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROLLS-ROYCE PLC
        X57JK1U580XATGR67572
        Rolls-Royce PLC
        000000000
        
          
        
        275000.00000000
        PA
        
        423536.54000000
        0.110700134487
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd
        549300R32WTQNHNN5055
        Bacardi Ltd
        067316AG4
        
          
        
        153000.00000000
        PA
        USD
        184519.91000000
        0.048228138362
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2038-05-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
        
        485000.00000000
        PA
        USD
        444987.50000000
        0.116306791605
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        219375.60000000
        0.057338402073
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN BIDCO INC
        N/A
        Austin BidCo Inc
        92837TAA0
        
          
        
        360000.00000000
        PA
        USD
        360000.00000000
        0.094093530667
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BE4
        
          
        
        680000.00000000
        PA
        USD
        697564.40000000
        0.182323047956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAR AL-ARKAN SUKUK CO LT
        5493000UYHRBXEIYUQ69
        Dar Al-Arkan Sukuk Co Ltd
        000000000
        
          
        
        300000.00000000
        PA
        USD
        301560.00000000
        0.078819014189
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-26
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROMONTORIA HOLDING
        54930014SXEXD3RX1509
        Promontoria Holding 264 BV
        000000000
        
          
        
        245000.00000000
        PA
        
        294283.71000000
        0.076917203588
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-08-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        Meituan
        58533EAB9
        
          
        
        200000.00000000
        PA
        USD
        198154.26000000
        0.051791760945
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-10-28
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L BRANDS INC
        GR3KVMWVCR54YWQNXU90
        L Brands Inc
        501797AW4
        
          
        
        265000.00000000
        PA
        USD
        302895.00000000
        0.079167944365
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-10-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -29311.67000000
        -0.00766121811
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            801995.99000000
            USD
            560114000.00000000
            CLP
            2021-08-13
            -29311.67000000
          
        
        
          N
          N
          N
        
      
      
        Videotron Ltd
        549300LW4GNJRBECSD81
        Videotron Ltd
        92660FAG9
        
          
        
        280000.00000000
        PA
        USD
        305550.00000000
        0.079861884154
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-06-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157DAG4
        
          
        
        650000.00000000
        PA
        USD
        644936.50000000
        0.168567645393
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        539481AJ0
        
          
        
        262000.00000000
        PA
        
        233938.10000000
        0.061144616074
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-12
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAC4
        
          
        
        975000.00000000
        PA
        USD
        979875.00000000
        0.256110828786
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AG3
        
          
        
        595000.00000000
        PA
        USD
        593512.50000000
        0.155126907279
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        549300G8ZVHRTBBBSZ90
        LifePoint Health Inc
        53219LAU3
        
          
        
        190000.00000000
        PA
        USD
        185012.50000000
        0.048356887063
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -28090.65000000
        -0.00734207899
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2789264.11000000
            NZD
            1992209.02000000
            USD
            2021-07-16
            -28090.65000000
          
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAB8
        
          
        
        355000.00000000
        PA
        USD
        386098.00000000
        0.100914788899
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
        
        500000.00000000
        PA
        
        592223.33000000
        0.154789955732
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
        
        78000.00000000
        PA
        USD
        86030.72000000
        0.022485928307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK TSY 1.75% 2049
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        231000.00000000
        PA
        
        362194.06000000
        0.094666994145
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2049-01-22
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK29
        06541TBF5
        
          
        
        516973.00000000
        PA
        USD
        510452.78000000
        0.133417511970
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -14956.09000000
        -0.00390908698
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            496927.98000000
            CAD
            396366.63000000
            USD
            2021-07-16
            -14956.09000000
          
        
        
          N
          N
          N
        
      
      
        Crest Ltd
        549300MJZTHEPDTYM573
        CREST 2004-1 Ltd
        22608WAR0
        
          
        
        3372294.18000000
        PA
        USD
        33.72000000
        0.000008813427
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2040-01-28
          Fixed
          7.00000000
          Y
          N
          Y
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
        
        167000.00000000
        PA
        USD
        180777.50000000
        0.047249981223
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84L4
        
          
        
        901677.00000000
        PA
        USD
        83379.70000000
        0.021793028775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1801.45000000
        0.000470846641
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            574427.16000000
            EUR
            702886.25000000
            USD
            2021-07-16
            1801.45000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        58550000.00000000
        PA
        
        622958.99000000
        0.162823363417
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2032-03-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4D82
        
          
        
        15572000.00000000
        PA
        USD
        330388.01000000
        0.086353817642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VANTAGE TOWERS AG
        213800BBQO965UPQ7J59
        Vantage Towers AG
        000000000
        
          
        
        100000.00000000
        PA
        
        120441.15000000
        0.031479814003
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2030-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        98953GAD7
        
          
        
        1115000.00000000
        PA
        USD
        1131725.00000000
        0.295800002764
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2030-02-28
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1322.08000000
        -0.00034555326
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Natwest Markets PLC
              RR3QWICWWIPCS8A4S074
            
            100000.00000000
            EUR
            120727.30000000
            USD
            2021-07-16
            -1322.08000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        788.90000000
        0.000206195517
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            16239541.00000000
            JPY
            148693.25000000
            USD
            2021-07-16
            788.90000000
          
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR LP
        549300TUVLNQQ6BVKH61
        Cedar Fair LP
        150190AE6
        
          
        
        380000.00000000
        PA
        USD
        386720.30000000
        0.101077440022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SK5
        
          
        
        6592000.00000000
        PA
        USD
        6704785.03000000
        1.752435821784
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        22.37000000
        0.000005846867
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            1596.68000000
            USD
            2141.44000000
            SGD
            2021-07-16
            22.37000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
        
        250000.00000000
        PA
        USD
        275625.00000000
        0.072040359417
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-22
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFX2
        
          
        
        493000.00000000
        PA
        USD
        546786.17000000
        0.142914003488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBN1
        
          
        
        1325000.00000000
        PA
        USD
        1470822.88000000
        0.384430327129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAB9
        
          
        
        610000.00000000
        PA
        USD
        651175.00000000
        0.170198207868
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4XB3
        
          
        
        36576000.00000000
        PA
        USD
        391846.00000000
        0.102417148939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAE8
        
          
        
        690000.00000000
        PA
        USD
        691725.00000000
        0.180796798614
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -36284.33000000
        -0.00948366866
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            62371920.32000000
            MXN
            3079663.38000000
            USD
            2021-07-16
            -36284.33000000
          
        
        
          N
          N
          N
        
      
      
        EASYJET FINCO BV
        2138005GUMKABRAKJU30
        easyJet FinCo BV
        000000000
        
          
        
        100000.00000000
        PA
        
        122230.81000000
        0.031947579081
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-03
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
        
        774000.00000000
        PA
        USD
        708217.74000000
        0.185107521217
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARENA LUX FIN SARL
        222100KX2LPK5KRSIG74
        Arena Luxembourg Finance Sarl
        000000000
        
          
        
        490000.00000000
        PA
        
        557824.48000000
        0.145799096711
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-02-01
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F-BRASILE SPA/F-BRASILE
        N/A
        F-Brasile SpA / F-Brasile US LLC
        30191BAB7
        
          
        
        525000.00000000
        PA
        USD
        535500.00000000
        0.139964126868
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2026-08-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM CHINA HOLDINGS LTD
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAG6
        
          
        
        234000.00000000
        PA
        USD
        240142.50000000
        0.062766265801
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2027-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
        
        1123000.00000000
        PA
        
        1376037.29000000
        0.359656130408
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5581.70000000
        0.001458894055
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            403504.67000000
            USD
            335181.03000000
            EUR
            2021-07-16
            5581.70000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18021.86000000
        0.004710390101
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            765909.67000000
            USD
            5000000.00000000
            CNY
            2021-07-16
            18021.86000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANC
        N/A
        Credit Acceptance Corp
        225310AN1
        
          
        
        775000.00000000
        PA
        USD
        802125.00000000
        0.209652148019
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-12-31
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        000000000
        
          
        
        150000.00000000
        PA
        
        175390.41000000
        0.045841952561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-26
          Fixed
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AH3
        
          
        
        900000.00000000
        PA
        USD
        1025109.00000000
        0.267933680915
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBK8
        
          
        
        1105000.00000000
        PA
        USD
        1139807.50000000
        0.297912533213
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        000000000
        
          
        
        1187000.00000000
        PA
        USD
        1281283.41000000
        0.334890221758
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAJ9
        
          
        
        755000.00000000
        PA
        USD
        754528.13000000
        0.197211710388
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        MDGH - GMTN BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        210000.00000000
        0.054887892889
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B18 Mortgage Trust
        08163AAF0
        
          
        
        3393616.16000000
        PA
        USD
        386843.74000000
        0.101109703648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Variable
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        238000.00000000
        PA
        USD
        244797.84000000
        0.063983036293
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3260.92000000
        -0.00085230965
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1309961.63000000
            USD
            1694694.58000000
            AUD
            2021-07-16
            -3260.92000000
          
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        000000000
        
          
        
        100000.00000000
        PA
        
        106463.57000000
        0.027826481080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        11009000.00000000
        PA
        
        2208506.73000000
        0.577239432582
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2023-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VGP NV
        315700NENYPIXFR94T49
        VGP NV
        000000000
        
          
        
        100000.00000000
        PA
        
        119639.73000000
        0.031270346121
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2029-04-08
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369AF3
        
          
        
        875000.00000000
        PA
        USD
        931166.25000000
        0.243379778059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAJ7
        
          
        
        400000.00000000
        PA
        USD
        295000.00000000
        0.077104420964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20338HAB9
        
          
        
        1005000.00000000
        PA
        USD
        1013009.85000000
        0.264771314966
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAM4
        
          
        
        50000.00000000
        PA
        USD
        51375.00000000
        0.013427930939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        200000.00000000
        PA
        USD
        214608.00000000
        0.056092290082
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        3259000.00000000
        PA
        
        4055848.27000000
        1.060080787716
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2036-03-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        549300ZQ3XP75BCYM468
        SRS Distribution Inc
        78471RAC0
        
          
        
        505000.00000000
        PA
        USD
        515100.00000000
        0.134632160130
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
        
        180000.00000000
        PA
        
        217690.07000000
        0.056897853549
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-05-21
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BM3
        
          
        
        35144000.00000000
        PA
        
        800013.78000000
        0.209100336508
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-05-21
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAMGOLD CORP
        254900E7II30XAB9LA72
        IAMGOLD Corp
        450913AF5
        
          
        
        545000.00000000
        PA
        USD
        572250.00000000
        0.149569508124
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAK8
        
          
        
        935000.00000000
        PA
        USD
        990632.50000000
        0.258922526442
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GRP ISS/REYNOLD
        N/A
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        76174LAA1
        
          
        
        795000.00000000
        PA
        USD
        781087.50000000
        0.204153557321
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANTAGE SALES & MARKET
        549300T4O24KQDED1182
        Advantage Sales & Marketing Inc
        00775PAA5
        
          
        
        1010000.00000000
        PA
        USD
        1070600.00000000
        0.279823705369
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EC4
        
          
        
        150000.00000000
        PA
        USD
        151488.02000000
        0.039594562932
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAC9
        
          
        
        285000.00000000
        PA
        USD
        294618.75000000
        0.077004773301
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        CS000033 US 10YR PAYER 1.75 SEP22 1.75 PUT
        000000000
        
          
        
        20100000.00000000
        NC
        USD
        740679.37000000
        0.193592047267
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            Put
            Purchased
            
              
                
                  
                    Merrill Lynch International
                    GGDZP1UYGU9STUHRDP48
                  
                  
                    Merrill Lynch International
                    GGDZP1UYGU9STUHRDP48
                    IRS Swap
                    N/A
                    
                      
                    
                    20100000.00000000
                    OU
                    Notional Amount
                    N/A
                    740679.37000000
                    0.19000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-09-21
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  20100000.00000000
                  USD
                
              
            
            1.00000000
            1.75000000
            USD
            2022-09-19
            XXXX
            566814.37000000
          
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage Trust
        N/A
        STWD 2021-FL2 Ltd
        78486BAG9
        
          
        
        100000.00000000
        PA
        USD
        100156.36000000
        0.026177959809
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
        
        380000.00000000
        PA
        
        466634.64000000
        0.121964724471
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-01-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        211.65000000
        0.000055319154
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            261437.39000000
            USD
            2172000.00000000
            SEK
            2021-07-16
            211.65000000
          
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        1007000.00000000
        PA
        USD
        1106396.94000000
        0.289179984457
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2025-06-30
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        552000.00000000
        PA
        USD
        613156.08000000
        0.160261167827
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITAX EUROBOX PLC
        213800HK59N7H979QU33
        Tritax EuroBox PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        121436.84000000
        0.031740058413
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-02
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        133000.00000000
        PA
        USD
        135634.86000000
        0.035451007941
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2033-04-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AC4
        
          
        
        313000.00000000
        PA
        USD
        310114.84000000
        0.081055000578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
        
        484000.00000000
        PA
        USD
        514242.74000000
        0.134408097297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZU4
        
          
        
        731897.00000000
        PA
        USD
        109736.54000000
        0.028681940255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Inc.
        549300KY09TR3J12JU49
        SS&C Technologies Inc. 2018 Term Loan B5
        78466DBF0
        
          
        
        101399.20000000
        PA
        USD
        100334.51000000
        0.026224523038
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-16
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        200000.00000000
        PA
        
        264571.81000000
        0.069151376994
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Solutions Inc.
        549300FLGN6P5CU20J91
        Element Solutions Inc. 2019 Term Loan B1
        72766TAD1
        
          
        
        101455.00000000
        PA
        USD
        101125.27000000
        0.026431204705
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-31
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        401494AS8
        
          
        
        200000.00000000
        PA
        USD
        230000.00000000
        0.060115311260
        Long
        DBT
        NUSS
        GT
        Y
        
        2
        
          2032-04-24
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        1180000.00000000
        PA
        USD
        1202455.40000000
        0.314286872379
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        247000.00000000
        PA
        USD
        261264.25000000
        0.068286876999
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
        
        675000.00000000
        PA
        USD
        735750.00000000
        0.192303653302
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-02-01
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL DESIGN GROUP
        815600907387ED411436
        International Design Group SPA
        000000000
        
          
        
        230000.00000000
        PA
        
        293459.36000000
        0.076701742472
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        200000.00000000
        PA
        
        253035.82000000
        0.066136204692
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-12-10
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1165.97000000
        0.000304750649
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            371469.66000000
            USD
            262563.81000000
            GBP
            2021-07-16
            1165.97000000
          
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAB8
        
          
        
        565000.00000000
        PA
        USD
        569237.50000000
        0.148782128232
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-31
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio
        55291X109
        
          
        
        21433900.11500000
        NS
        USD
        21433900.12000000
        5.602198161876
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAF4
        
          
        
        430000.00000000
        PA
        USD
        434300.00000000
        0.113513389914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAN6
        
          
        
        1625000.00000000
        PA
        USD
        1665625.00000000
        0.435345936163
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        8488.61000000
        0.002218675792
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            6319746.30000000
            AUD
            4881353.08000000
            USD
            2021-07-16
            8488.61000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        248.30000000
        0.000064898399
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            189168.12000000
            USD
            155196.54000000
            EUR
            2021-07-16
            248.30000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCG8
        
          
        
        350000.00000000
        PA
        USD
        369423.25000000
        0.096556494175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verscend Escrow Corp
        N/A
        Verscend Escrow Corp
        92535WAA8
        
          
        
        510000.00000000
        PA
        USD
        540600.00000000
        0.141297118553
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
        
        1217000.00000000
        PA
        
        1617468.96000000
        0.422759347756
        Long
        DBT
        NUSS
        GR
        Y
        
        2
        
          2026-07-23
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAG5
        
          
        
        186000.00000000
        PA
        USD
        205598.11000000
        0.053737366857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAA3
        
          
        
        95437.89000000
        PA
        USD
        97311.73000000
        0.025434456253
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1053000.00000000
        0.275223577203
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA EASTERN LAND
        N/A
        CANPACK SA / Eastern PA Land Investment Holding LLC
        13805AAA5
        
          
        
        350000.00000000
        PA
        USD
        354340.00000000
        0.092614171269
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168QAL8
        
          
        
        375000.00000000
        PA
        USD
        361852.50000000
        0.094577720294
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -694.13000000
        -0.00018142539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            99900.00000000
            GBP
            141085.88000000
            USD
            2021-07-16
            -694.13000000
          
        
        
          N
          N
          N
        
      
      
        BANCO RESERVAS REP DOMIN
        549300CKQT0JZ2EGNC56
        Banco de Reservas de la Republica Dominicana
        000000000
        
          
        
        1074000.00000000
        PA
        USD
        1122330.00000000
        0.293344422984
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AJ5
        
          
        
        93000.00000000
        PA
        USD
        89947.62000000
        0.023509692058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AG6
        
          
        
        540000.00000000
        PA
        USD
        517860.00000000
        0.135353543865
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFINEON TECHNOLOGIES AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        100000.00000000
        PA
        
        129859.20000000
        0.033941418382
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2029-06-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        315000.00000000
        0.082331839334
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUTELSAT SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        000000000
        
          
        
        100000.00000000
        PA
        
        126616.20000000
        0.033093792493
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-13
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX FUNDING LTD
        549300S728CF0BBRC295
        Oryx Funding Ltd
        67114NAA9
        
          
        
        200000.00000000
        PA
        USD
        211084.00000000
        0.055171218965
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-02-03
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMO WATER HOLDINGS INC
        9845008F9A5F2E1D4832
        Primo Water Holdings Inc
        74168LAA4
        
          
        
        515000.00000000
        PA
        USD
        515229.18000000
        0.134665924026
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-04-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAND CITY PROPERTIES SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        000000000
        
          
        
        100000.00000000
        PA
        
        119506.81000000
        0.031235604699
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        375000.00000000
        PA
        USD
        393281.25000000
        0.102792281550
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACH PROPERTY FINANCE
        5299006REENAMLK8A121
        Peach Property Finance GmbH
        000000000
        
          
        
        225000.00000000
        PA
        
        286794.76000000
        0.074959809848
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2025-11-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AB3
        
          
        
        510000.00000000
        PA
        USD
        562275.00000000
        0.146962333212
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        EnerSys
        29275YAB8
        
          
        
        835000.00000000
        PA
        USD
        872575.00000000
        0.228065729229
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-04-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAA3
        
          
        
        1130000.00000000
        PA
        USD
        1162487.50000000
        0.303840425645
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        193000.00000000
        PA
        USD
        218774.19000000
        0.057181210989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
        
        300000.00000000
        PA
        
        362176.57000000
        0.094662422768
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2030-09-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA BANQUE POSTALE
        96950066U5XAAIRCPA78
        La Banque Postale SA
        000000000
        
          
        
        100000.00000000
        PA
        
        121990.09000000
        0.031884661873
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-26
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK TSY 0 3/8% 2030
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        1251000.00000000
        PA
        
        1702407.60000000
        0.444959838111
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2030-10-22
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEEKLEY HOMES LLC/ FINAN
        N/A
        Weekley Homes LLC / Weekley Finance Corp
        948565AD8
        
          
        
        818000.00000000
        PA
        USD
        848429.60000000
        0.221754823853
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITCH LTD
        N/A
        Switch Ltd
        87105NAA8
        
          
        
        1236000.00000000
        PA
        USD
        1226989.56000000
        0.320699388314
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        759000.00000000
        PA
        USD
        828258.75000000
        0.216482750261
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDSBANKINN HF
        549300TLZPT6JELDWM92
        Landsbankinn HF
        000000000
        
          
        
        200000.00000000
        PA
        
        242391.00000000
        0.063353958311
        Long
        DBT
        CORP
        IS
        N
        
        2
        
          2025-05-23
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        716000.00000000
        PA
        
        941280.48000000
        0.246023343644
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2030-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        168000.00000000
        PA
        USD
        184568.65000000
        0.048240877580
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc
        549300PLWY28YB00C717
        IQVIA Inc
        449934AD0
        
          
        
        710000.00000000
        PA
        USD
        736625.00000000
        0.192532352856
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -27848.47000000
        -0.00727878018
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            946000.00000000
            CAD
            755185.11000000
            USD
            2021-07-16
            -27848.47000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        35254.56000000
        0.009214516729
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2493721.48000000
            USD
            2820000000.00000000
            KRW
            2021-08-17
            35254.56000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
        
        428000.00000000
        PA
        
        527352.50000000
        0.137834607309
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2026-03-30
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AH0
        
          
        
        160000.00000000
        PA
        USD
        151773.60000000
        0.039669205239
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAY2
        
          
        
        555000.00000000
        PA
        USD
        594543.75000000
        0.155396446039
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4281.73000000
        -0.00111911970
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            212503.96000000
            EUR
            255078.04000000
            USD
            2021-07-16
            -4281.73000000
          
        
        
          N
          N
          N
        
      
      
        WHITE CAP PARENT LLC
        N/A
        White Cap Parent LLC
        96351CAA4
        
          
        
        260000.00000000
        PA
        USD
        268450.00000000
        0.070165023077
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        000000000
        
          
        
        370000.00000000
        PA
        
        444703.37000000
        0.116232528286
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        Intelsat Jackson Holdings SA
        45824TAP0
        
          
        
        455000.00000000
        PA
        USD
        265037.50000000
        0.069273094817
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        121794.63000000
        0.031833574314
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
        
        320000.00000000
        PA
        
        389548.05000000
        0.101816531637
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLCIM FINANCE LUX SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        000000000
        
          
        
        140000.00000000
        PA
        
        168781.16000000
        0.044114486818
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-04-06
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AR9
        
          
        
        930000.00000000
        PA
        USD
        988125.00000000
        0.258267138864
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
        
        365000.00000000
        PA
        USD
        359981.25000000
        0.094088629963
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2029-04-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AM8
        
          
        
        152000.00000000
        PA
        USD
        145901.76000000
        0.038134477025
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-11-25
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAP6
        
          
        
        280000.00000000
        PA
        USD
        267596.00000000
        0.069941812312
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401WV48
        
          
        
        35057.44000000
        PA
        USD
        40425.48000000
        0.010566044839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        000000000
        
          
        
        300000.00000000
        PA
        USD
        360750.00000000
        0.094289558856
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BA2
        
          
        
        350000.00000000
        PA
        USD
        346132.50000000
        0.090468969455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontera Energy Corp
        A25574TZFLBNK7NWQT47
        Frontera Energy Corp
        35905B107
        
          
        
        16354.00000000
        NS
        USD
        85632.37000000
        0.022381811202
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        EMPRESA NACIONAL DEL PET
        549300YP3P0JZBLIV197
        Empresa Nacional del Petroleo
        000000000
        
          
        
        600000.00000000
        PA
        USD
        629016.53000000
        0.164406628211
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2026-08-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        122396.17000000
        0.031990799376
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-22
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        109000.00000000
        PA
        USD
        107081.82000000
        0.027988073650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEG NETHERLANDS BV
        213800JCR9B7CYW7U265
        Lseg Netherlands BV
        000000000
        
          
        
        100000.00000000
        PA
        
        121227.96000000
        0.031685463255
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA CONSTRUCT BANK/HK
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/Hong Kong
        000000000
        
          
        
        400000.00000000
        PA
        USD
        397028.68000000
        0.103771750771
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2025-08-04
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBL3
        
          
        
        455000.00000000
        PA
        USD
        453066.25000000
        0.118418341913
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        2375.04000000
        0.000620766386
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2000000.00000000
            NOK
            241540.32000000
            USD
            2021-07-16
            2375.04000000
          
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAC9
        
          
        
        95437.89000000
        PA
        USD
        97265.48000000
        0.025422367848
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        Mattel Inc
        577081BE1
        
          
        
        557000.00000000
        PA
        USD
        577330.50000000
        0.150897403075
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        570700.00000000
        PA
        USD
        563554.84000000
        0.147296846168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AF0
        
          
        
        1000000.00000000
        PA
        USD
        1032500.00000000
        0.269865473374
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAF7
        
          
        
        800000.00000000
        PA
        USD
        903976.00000000
        0.236273037441
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OIL CO OF THE AZER
        2549002HARR1VE257O76
        State Oil Co of the Azerbaijan Republic
        000000000
        
          
        
        700000.00000000
        PA
        USD
        872379.20000000
        0.228014552803
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -145.96000000
        -0.00003814969
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1389827358.00000000
            IDR
            96966.95000000
            USD
            2021-06-24
            -145.96000000
          
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAL0
        
          
        
        225000.00000000
        PA
        USD
        223796.25000000
        0.058493831424
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MONEY UK PLC
        213800ZK9VGCYYR6O495
        Virgin Money UK PLC
        000000000
        
          
        
        200000.00000000
        PA
        
        315745.61000000
        0.082526720105
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-11
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        Nexstar Broadcasting Inc
        65336YAN3
        
          
        
        210000.00000000
        PA
        USD
        213937.50000000
        0.055917040881
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
        
        200000.00000000
        PA
        
        243036.33000000
        0.063522628806
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        200000.00000000
        PA
        
        264489.87000000
        0.069129960261
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDE9
        
          
        
        350000.00000000
        PA
        USD
        340375.00000000
        0.088964126391
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        1083000.00000000
        PA
        USD
        1141211.25000000
        0.298279432640
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-08-26
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        Nexstar Broadcasting Inc
        65343HAA9
        
          
        
        860000.00000000
        PA
        USD
        909450.00000000
        0.237703781849
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -232177.42000000
        -0.06068442552
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            12069417.67000000
            BRL
            2083304.74000000
            USD
            2021-06-04
            -232177.42000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        02156TAA2
        
          
        
        655000.00000000
        PA
        USD
        641900.00000000
        0.167773992599
        Long
        DBT
        CORP
        LU
        Y
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -310.01000000
        -0.00008102759
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            735624.07000000
            GBP
            1043701.89000000
            USD
            2021-07-16
            -310.01000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        459000.00000000
        PA
        USD
        441154.08000000
        0.115304847099
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
        
        100000.00000000
        PA
        
        134597.01000000
        0.035179744134
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        640000.00000000
        PA
        USD
        651507.20000000
        0.170285035287
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
        
        365000.00000000
        PA
        USD
        390550.00000000
        0.102078412228
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        420000.00000000
        PA
        USD
        428353.80000000
        0.111959226158
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIMAS CORP
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215AH3
        
          
        
        2114000.00000000
        PA
        USD
        2119285.00000000
        0.553919467060
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
        
        120000.00000000
        PA
        USD
        174981.33000000
        0.045735030946
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAB7
        
          
        
        305000.00000000
        PA
        USD
        312625.00000000
        0.081711083402
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2032-03-26
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAP6
        
          
        
        1035430.00000000
        PA
        USD
        102000.93000000
        0.026660076764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-7 Ltd
        69290LAE7
        
          
        
        212500.00000000
        PA
        USD
        211968.96000000
        0.055402521773
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bancorp Commercial Mortgage Trust
        5493007HKNHP2VEB5M24
        Bancorp Commercial Mortgage 2018 CRE4 Trust
        05972LAG1
        
          
        
        491000.00000000
        PA
        USD
        486724.86000000
        0.127215723725
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-15
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        93000.00000000
        PA
        USD
        102390.79000000
        0.026761974830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        308.11000000
        0.000080530993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            98617.00000000
            EUR
            120669.55000000
            USD
            2021-07-16
            308.11000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        575000.00000000
        PA
        USD
        605187.50000000
        0.158178412753
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning LLC
        549300T466HKRLVCD610
        Ascend Learning LLC
        043502AB9
        
          
        
        650000.00000000
        PA
        USD
        663812.50000000
        0.173501282851
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-08-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9793.60000000
        0.002559762227
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            694078.33000000
            USD
            576710.77000000
            EUR
            2021-07-16
            9793.60000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K8RB9
        
          
        
        80495.51000000
        PA
        USD
        83435.25000000
        0.021807547929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAC7
        
          
        
        1055000.00000000
        PA
        USD
        1132057.20000000
        0.295886830183
        Long
        DBT
        NUSS
        N/A
        Y
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAB3
        
          
        
        744000.00000000
        PA
        USD
        747794.40000000
        0.195451709193
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAF4
        
          
        
        515000.00000000
        PA
        USD
        536887.50000000
        0.140326779018
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAL3
        
          
        
        567000.00000000
        PA
        USD
        629364.33000000
        0.164497533017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6908.23000000
        0.001805610420
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            403998.73000000
            USD
            336672.71000000
            EUR
            2021-07-16
            6908.23000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        825000.00000000
        PA
        USD
        853875.00000000
        0.223178093053
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
        
        640000.00000000
        PA
        USD
        638720.00000000
        0.166942833078
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        JPN 10Y BOND(OSE) JUN21 XOSE 20210614
        000000000
        
          
        
        -6.00000000
        NC
        
        -34497.20000000
        -0.00901656485
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                Japan Government Ten Year Bond
                JBM1 Comdty
              
            
            2021-06-14
            -904791000.00000000
            JPY
            -34497.20000000
          
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410GAE4
        
          
        
        750000.00000000
        PA
        USD
        720000.00000000
        0.188187061335
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAB4
        
          
        
        341000.00000000
        PA
        USD
        335885.00000000
        0.087790570967
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2029-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAB6
        
          
        
        605000.00000000
        PA
        USD
        622393.75000000
        0.162675626119
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AG2
        
          
        
        142000.00000000
        PA
        USD
        195273.16000000
        0.051038725191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402KJ21
        
          
        
        12711.09000000
        PA
        USD
        14197.13000000
        0.003710716908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        100000.00000000
        PA
        
        126176.46000000
        0.032978857246
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-06-05
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -429.04000000
        -0.00011213857
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            175195.45000000
            USD
            19188930.00000000
            JPY
            2021-07-16
            -429.04000000
          
        
        
          N
          N
          N
        
      
      
        NEW ENTERPRISE STONE & L
        549300O5DQ5Y61B8VF38
        New Enterprise Stone & Lime Co Inc
        644274AF9
        
          
        
        1106000.00000000
        PA
        USD
        1139180.00000000
        0.297748522962
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        16220000.00000000
        PA
        USD
        13467668.75000000
        3.520056951539
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL PROS INC
        N/A
        Wheel Pros Inc
        96289WAA7
        
          
        
        360000.00000000
        PA
        USD
        361954.80000000
        0.094604458539
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447TXX6
        
          
        
        215000.00000000
        PA
        USD
        229180.30000000
        0.059901065518
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVAR SOLUTIONS USA INC
        5493008FTB9VZW6CVA82
        Univar Solutions USA Inc/Washington
        91337CAA4
        
          
        
        637000.00000000
        PA
        USD
        668053.75000000
        0.174609822259
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05968AAA4
        
          
        
        600000.00000000
        PA
        USD
        612612.00000000
        0.160118961137
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2022-02-08
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
        
        480000.00000000
        PA
        USD
        542400.00000000
        0.141767586206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAY7
        
          
        
        170000.00000000
        PA
        USD
        198475.00000000
        0.051875593053
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-02-01
          Fixed
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAG5
        
          
        
        213000.00000000
        PA
        USD
        212800.42000000
        0.055619841237
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYNE USA INC
        N/A
        Boyne USA Inc
        103557AC8
        
          
        
        775000.00000000
        PA
        USD
        800497.50000000
        0.209226766849
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        000000000
        
          
        
        100000.00000000
        PA
        
        124957.01000000
        0.032660128479
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-17
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDT6
        
          
        
        38000.00000000
        PA
        USD
        41141.18000000
        0.010753108005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2042.73000000
        -0.00053391021
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            179164.80000000
            EUR
            216626.80000000
            USD
            2021-07-16
            -2042.73000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX21
        
          
        
        320000.00000000
        PA
        USD
        333894.40000000
        0.087270286017
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2032-01-15
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAE2
        
          
        
        375000.00000000
        PA
        USD
        375000.04000000
        0.098014104900
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250AE4
        
          
        
        1690000.00000000
        PA
        USD
        1892800.00000000
        0.494722874578
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4175.26000000
        0.001091291541
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            324137.58000000
            USD
            269000.00000000
            EUR
            2021-07-16
            4175.26000000
          
        
        
          N
          N
          N
        
      
      
        TERRAFORM POWER OPERATIN
        5493000S2OLR3UT5BE13
        TerraForm Power Operating LLC
        88104LAG8
        
          
        
        245000.00000000
        PA
        USD
        250458.60000000
        0.065462594333
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTG43
        
          
        
        845640.00000000
        PA
        USD
        122008.69000000
        0.031889523372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZG2
        
          
        
        2034877.00000000
        PA
        USD
        296103.70000000
        0.077392896046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc.
        KOO0397YRO83WY5MGD97
        Bausch Health Companies Inc. Term Loan B
        000000000
        
          
        
        88285.72000000
        PA
        USD
        87744.00000000
        0.022933729874
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-11-27
          Floating
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -562.35000000
        -0.00014698193
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            126307.79000000
            USD
            103028.33000000
            EUR
            2021-07-16
            -562.35000000
          
        
        
          N
          N
          N
        
      
      
        ORGANON FINANCE 1 LLC
        549300SH15FO4Y2G3V63
        Organon Finance 1 LLC
        68622TAA9
        
          
        
        500000.00000000
        PA
        USD
        505000.00000000
        0.131992313853
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-04-30
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY LIFEPOINT HEALTH
        N/A
        Legacy LifePoint Health LLC
        53219LAS8
        
          
        
        210000.00000000
        PA
        USD
        209212.50000000
        0.054682063291
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
        
        318000.00000000
        PA
        
        393892.63000000
        0.102952078502
        Long
        DBT
        NUSS
        GR
        Y
        
        2
        
          2052-01-24
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAQ7
        
          
        
        111000.00000000
        PA
        USD
        101645.25000000
        0.026567112355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRARI NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
        
        152000.00000000
        PA
        
        192563.38000000
        0.050330467504
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -16964.93000000
        -0.00443413933
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            2413730.11000000
            AUD
            1844150.87000000
            USD
            2021-07-16
            -16964.93000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAK9
        
          
        
        798000.00000000
        PA
        USD
        912129.96000000
        0.238404245456
        Long
        DBT
        NUSS
        NG
        Y
        
        2
        
          2031-01-21
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AR6
        
          
        
        200000.00000000
        PA
        USD
        209750.00000000
        0.054822550160
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        26200000.00000000
        PA
        
        1293991.67000000
        0.338211791347
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AL3
        
          
        
        321200.00000000
        PA
        USD
        351784.66000000
        0.091946279706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINET GROUP INC
        5299003FJVBETSFKE990
        TriNet Group Inc
        896288AA5
        
          
        
        1240000.00000000
        PA
        USD
        1205900.00000000
        0.315187190645
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEMENT SOLUTIONS INC
        549300FLGN6P5CU20J91
        Element Solutions Inc
        28618MAA4
        
          
        
        875000.00000000
        PA
        USD
        877537.50000000
        0.229362782412
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385W2A6
        
          
        
        1583.17000000
        PA
        USD
        1821.06000000
        0.000475972124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAL0
        
          
        
        960000.00000000
        PA
        USD
        1106227.20000000
        0.289135619358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2020-C7
        05492VAG0
        
          
        
        1993481.09000000
        PA
        USD
        211249.79000000
        0.055214551649
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Variable
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
        
        1435000.00000000
        PA
        USD
        1594643.75000000
        0.416793501653
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBM3
        
          
        
        166000.00000000
        PA
        USD
        172283.14000000
        0.045029802547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA BOND CO LTD
        2138002EPF6QVRZBMC58
        AA Bond Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        
        293423.52000000
        0.076692374938
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-01-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AN9
        
          
        
        130000.00000000
        PA
        USD
        141141.00000000
        0.036890152811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERGENT BIOSOLUTIONS
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089QAC9
        
          
        
        517000.00000000
        PA
        USD
        508055.90000000
        0.132791037243
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AM2
        
          
        
        189000.00000000
        PA
        USD
        216053.53000000
        0.056470109586
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21 XCBT 20210930
        000000000
        
          
        
        -15.00000000
        NC
        USD
        -2068.59000000
        -0.00054066926
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            -1855704.86000000
            USD
            -2068.59000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
        
        189000.00000000
        PA
        USD
        205113.20000000
        0.053610625485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
        
        593000.00000000
        PA
        
        820402.41000000
        0.214429331459
        Long
        DBT
        NUSS
        N/A
        
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HLD II LLC
        N/A
        Match Group Holdings II LLC
        57665RAG1
        
          
        
        555000.00000000
        PA
        USD
        580668.75000000
        0.151769924544
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDD3
        
          
        
        127000.00000000
        PA
        USD
        135013.11000000
        0.035288500573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140AS9
        
          
        
        105000.00000000
        PA
        USD
        116502.41000000
        0.030450341911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFORMA PLC
        5493006VM2LKUPSEDU20
        Informa PLC
        000000000
        
          
        
        150000.00000000
        PA
        
        185235.02000000
        0.048415047319
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-22
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAE7
        
          
        
        908000.00000000
        PA
        USD
        902216.04000000
        0.235813035080
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMC3
        
          
        
        259000.00000000
        PA
        USD
        245745.00000000
        0.064230596372
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AB2
        
          
        
        375000.00000000
        PA
        USD
        384750.00000000
        0.100562460901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62R7
        
          
        
        455646.00000000
        PA
        USD
        45185.41000000
        0.011810152115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAJ7
        
          
        
        200000.00000000
        PA
        USD
        225082.85000000
        0.058830111248
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2029-05-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959WAK9
        
          
        
        955000.00000000
        PA
        USD
        958581.25000000
        0.250545261790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AL8
        
          
        
        175000.00000000
        PA
        USD
        181098.75000000
        0.047333946630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
        
        100000.00000000
        PA
        
        127295.19000000
        0.033271260733
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-07-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV SA/
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        000000000
        
          
        
        100000.00000000
        PA
        
        132428.10000000
        0.034612854135
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2031-03-28
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAA5
        
          
        
        465000.00000000
        PA
        USD
        445237.50000000
        0.116372134335
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        700000.00000000
        PA
        USD
        779753.80000000
        0.203804966927
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B12 Mortgage Trust
        08162FAE3
        
          
        
        227000.00000000
        PA
        USD
        246223.56000000
        0.064355678038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -23585.01000000
        -0.00616443572
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3880550.62000000
            USD
            5325000.00000000
            NZD
            2021-07-16
            -23585.01000000
          
        
        
          N
          N
          N
        
      
      
        KONDOR FINANCE PLC (NAK)
        213800PUC1T9GI6EIO63
        NAK Naftogaz Ukraine via Kondor Finance PLC
        50050MAB1
        
          
        
        1316000.00000000
        PA
        USD
        1334438.79000000
        0.348783492253
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-11-08
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        
        532216.64000000
        0.139105952049
        Long
        DBT
        NUSS
        CI
        
        N
        
        2
        
          2040-10-17
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG ACQUISITION CORP
        549300NAS11NXI33CP80
        WMG Acquisition Corp
        92933BAQ7
        
          
        
        1449000.00000000
        PA
        USD
        1459867.50000000
        0.381566909395
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBC3
        
          
        
        445000.00000000
        PA
        USD
        481156.25000000
        0.125760251015
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCM MERGER INC
        549300P77RSBKKFME089
        CCM Merger Inc
        14985VAE1
        
          
        
        570000.00000000
        PA
        USD
        600210.00000000
        0.156877439006
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        10867000.00000000
        PA
        
        714255.14000000
        0.186685522000
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2032-03-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -78.69000000
        -0.00002056727
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            15944.32000000
            EUR
            19381.25000000
            USD
            2021-07-16
            -78.69000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GT4
        
          
        
        104000.00000000
        PA
        USD
        102054.95000000
        0.026674196021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA MONDIALE
        969500L0T16HX3R78P61
        La Mondiale SAM
        000000000
        
          
        
        100000.00000000
        PA
        
        133198.79000000
        0.034814290088
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-04-24
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harbourview CLO VII Ltd
        N/A
        Harbourview CLO VII-R
        41165TAE1
        
          
        
        440000.00000000
        PA
        USD
        436135.48000000
        0.113993131007
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2031-07-18
          Floating
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        03969YAA6
        
          
        
        365000.00000000
        PA
        USD
        364543.75000000
        0.095281134779
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2028-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY COR
        N/A
        Garda World Security Corp
        36257BAA7
        
          
        
        467000.00000000
        PA
        USD
        514867.50000000
        0.134571391392
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-11-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -91379.93000000
        -0.02388405623
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            22208157.69000000
            ZAR
            1510652.59000000
            USD
            2021-07-16
            -91379.93000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        401494AR0
        
          
        
        777000.00000000
        PA
        USD
        934342.50000000
        0.244209957439
        Long
        DBT
        NUSS
        GT
        Y
        
        2
        
          2050-06-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        500000.00000000
        PA
        
        632406.63000000
        0.165292701762
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAC2
        
          
        
        845000.00000000
        PA
        USD
        918937.50000000
        0.240183538439
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG Real Estate Finance
        N/A
        TRTX 2021-FL4 Issuer Ltd
        87276WAC7
        
          
        
        150000.00000000
        PA
        USD
        149906.25000000
        0.039181134254
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -352.68000000
        -0.00009218029
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            100000.00000000
            EUR
            121696.70000000
            USD
            2021-07-16
            -352.68000000
          
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2020-1 LLC
        12327FAA5
        
          
        
        370728.16000000
        PA
        USD
        378497.92000000
        0.098928349009
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFORMA PLC
        5493006VM2LKUPSEDU20
        Informa PLC
        000000000
        
          
        
        100000.00000000
        PA
        
        150395.87000000
        0.039309106683
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-05
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AV0
        
          
        
        95000.00000000
        PA
        USD
        109723.59000000
        0.028678555501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013093AD1
        
          
        
        88000.00000000
        PA
        USD
        90200.00000000
        0.023575656850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRA DIAMONDS US TREAS
        635400LZYOO6WHAO2H58
        Petra Diamonds US Treasury PLC
        000000000
        
          
        
        124000.00000000
        PA
        USD
        119970.00000000
        0.031356669095
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-03-08
          Fixed
          10.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        Boston Properties LP
        10112RBE3
        
          
        
        214000.00000000
        PA
        USD
        208990.99000000
        0.054624167019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stevens Holding Co Inc
        N/A
        Stevens Holding Co Inc
        86024TAA5
        
          
        
        675000.00000000
        PA
        USD
        722250.00000000
        0.188775145902
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AJ9
        
          
        
        1009000.00000000
        PA
        USD
        1030794.40000000
        0.269419679135
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1236.18000000
        0.000323101502
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            823344.53000000
            USD
            919470000.00000000
            KRW
            2021-08-17
            1236.18000000
          
        
        
          N
          N
          N
        
      
      
        STAR ENERGY GEOTHERMAL
        N/A
        Star Energy Geothermal Wayang Windu Ltd
        85511XAC4
        
          
        
        801576.80000000
        PA
        USD
        910190.46000000
        0.237897316560
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2033-04-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABG3
        
          
        
        210000.00000000
        PA
        USD
        231525.00000000
        0.060513901910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp
        549300S34SOJ0RULXM35
        FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
        341271AF1
        
          
        
        259000.00000000
        PA
        USD
        261029.08000000
        0.068225410400
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAC5
        
          
        
        625000.00000000
        PA
        USD
        647750.00000000
        0.169303012472
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -1254.71000000
        -0.00032794470
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            919470000.00000000
            KRW
            823160.25000000
            USD
            2021-06-01
            -1254.71000000
          
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBH4
        
          
        
        730000.00000000
        PA
        USD
        731058.50000000
        0.191077431638
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAK6
        
          
        
        310000.00000000
        PA
        USD
        310000.00000000
        0.081024984741
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAD2
        
          
        
        145236.89000000
        PA
        USD
        150200.54000000
        0.039258053102
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BL0
        
          
        
        1450000.00000000
        PA
        USD
        1511625.00000000
        0.395094814711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        540000.00000000
        PA
        USD
        612901.08000000
        0.160194518242
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-08-07
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK28
        06540YAH2
        
          
        
        115359.00000000
        PA
        USD
        112668.29000000
        0.029448214445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTFW2
        
          
        
        448000.00000000
        PA
        USD
        33370.67000000
        0.008722122669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AM4
        
          
        
        300000.00000000
        PA
        USD
        309570.00000000
        0.080912595246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems US Holdings Inc.
        549300NZ43V4QV4UGN28
        Axalta Coating Systems US Holdings Inc. USD Term Loan B3
        90347BAH1
        
          
        
        150401.09000000
        PA
        USD
        149595.39000000
        0.039099884490
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2024-06-01
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
        
        1050000.00000000
        PA
        USD
        1047375.00000000
        0.273753365787
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2030-03-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BV2
        
          
        
        270000.00000000
        PA
        USD
        272781.00000000
        0.071297020525
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        69346VAA7
        
          
        
        745000.00000000
        PA
        USD
        777169.10000000
        0.203129401514
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297C5V8
        
          
        
        31708.14000000
        PA
        USD
        37054.51000000
        0.009684971314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASH MULTIFAM ACQ INC
        549300AS7PRY5PHG6L12
        WASH Multifamily Acquisition Inc
        93710WAA3
        
          
        
        420000.00000000
        PA
        USD
        437514.00000000
        0.114353436046
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        475000.00000000
        PA
        USD
        502312.50000000
        0.131289879510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCC7
        
          
        
        670000.00000000
        PA
        USD
        706850.00000000
        0.184750033757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCINO ACQUISITION PARTN
        549300BUKUEKT2UE4T49
        Encino Acquisition Partners Holdings LLC
        29254BAA5
        
          
        
        360000.00000000
        PA
        USD
        360693.00000000
        0.094274660714
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-05-01
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AA2
        
          
        
        1030000.00000000
        PA
        USD
        1064762.50000000
        0.278297952632
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-11-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        196.57000000
        0.000051377681
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            126206.33000000
            USD
            103567.01000000
            EUR
            2021-07-16
            196.57000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        10196.11000000
        0.002664966636
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            129353113.00000000
            JPY
            1188301.34000000
            USD
            2021-07-16
            10196.11000000
          
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        000000000
        
          
        
        100000.00000000
        PA
        
        122165.94000000
        0.031930623949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CF6
        
          
        
        475000.00000000
        PA
        USD
        515318.00000000
        0.134689138991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT / FINCO
        N/A
        Caesars Resort Collection LLC / CRC Finco Inc
        12652AAA1
        
          
        
        760000.00000000
        PA
        USD
        766315.60000000
        0.200292612249
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
        
        140000.00000000
        PA
        
        170185.19000000
        0.044481459429
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2031-08-18
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP VI
        N/A
        Crown Americas LLC / Crown Americas Capital Corp VI
        228187AB6
        
          
        
        325000.00000000
        PA
        USD
        336906.38000000
        0.088057529996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        214000.00000000
        PA
        
        270095.92000000
        0.070595218699
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2052-01-19
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AW0
        
          
        
        209000.00000000
        PA
        USD
        253621.44000000
        0.066289268729
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-04-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        549300DT8SH0CF6BTT37
        Central American Bottling Corp
        15238XAB5
        
          
        
        900000.00000000
        PA
        USD
        943020.00000000
        0.246478003584
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2027-01-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
        
        1555000.00000000
        PA
        
        2079512.56000000
        0.543524107885
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-04
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
        
        200000.00000000
        PA
        
        316825.30000000
        0.082808919672
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-22
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CA5
        
          
        
        1045000.00000000
        PA
        USD
        1073946.50000000
        0.280698383148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        000000000
        
          
        
        100000.00000000
        PA
        
        120190.10000000
        0.031414196834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864AG2
        
          
        
        1406000.00000000
        PA
        USD
        1400727.50000000
        0.366109433274
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XHR LP
        549300M88BPT83ZL2164
        XHR LP
        98372MAC9
        
          
        
        640000.00000000
        PA
        USD
        650432.00000000
        0.170004009276
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: SM05022   CDS EUR R F  1.00000 ULFP CDS DEC 20 25/ CORPORATE / Short: SM05022   CDS EUR P V 03MEVENT FF3BENAC2/ CORPORATE
        000000000
        
          
        
        220000.00000000
        OU
        Notional Amount
        
        -199.44000000
        -0.00005212781
        N/A
        DCR
        
        DE
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                UNIBAIL-RODAMCO SE
                UNIBAIL-RODAMCO SE
                
                  
                
              
            
            Y
            
            sell protection
            2025-12-20
            0.00000000
            EUR
            -6981.88000000
            EUR
            220000.00000000
            EUR
            8060.78000000
          
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        421924BT7
        
          
        
        410000.00000000
        PA
        USD
        422300.00000000
        0.110376938891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -9425.24000000
        -0.00246348363
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            196738.89000000
            GBP
            269790.40000000
            USD
            2021-07-16
            -9425.24000000
          
        
        
          N
          N
          N
        
      
      
        BWX TECHNOLOGIES INC
        549300NP85N265KWMS58
        BWX Technologies Inc
        05605HAB6
        
          
        
        210000.00000000
        PA
        USD
        211050.00000000
        0.055162332354
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-30
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA, National Association
        1IE8VN30JCEQV1H4R804
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -982.26000000
        -0.00025673419
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              HSBC Bank USA, National Association
              1IE8VN30JCEQV1H4R804
            
            588996.87000000
            USD
            710393.31000000
            CAD
            2021-07-16
            -982.26000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        18130000.00000000
        PA
        
        2951717.91000000
        0.771493221355
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2050-09-14
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANGKOK BANK PCL/HK
        549300CCL2BKJGMYXV60
        Bangkok Bank PCL/Hong Kong
        000000000
        
          
        
        750000.00000000
        PA
        USD
        765712.50000000
        0.200134979448
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2034-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBE7
        
          
        
        204000.00000000
        PA
        USD
        215996.01000000
        0.056455075530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TI AUTOMOTIVE FINANCE
        549300MZ54ZRN8UFQS35
        TI Automotive Finance PLC
        000000000
        
          
        
        480000.00000000
        PA
        
        589510.49000000
        0.154080898249
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        000000000
        
          
        
        110000.00000000
        PA
        
        131170.70000000
        0.034284206342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        157000.00000000
        PA
        USD
        179574.88000000
        0.046935651329
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABL0
        
          
        
        450000.00000000
        PA
        USD
        577259.65000000
        0.150878884946
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-08
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
        
        340000.00000000
        PA
        USD
        395675.00000000
        0.103417938186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BM8
        
          
        
        460000.00000000
        PA
        USD
        454250.00000000
        0.118727739738
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT SEP21 XCBT 20210921
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -632.26000000
        -0.00016525437
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYU1 Comdty
              
            
            2021-09-21
            -289273.99000000
            USD
            -632.26000000
          
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        Mattel Inc
        577081AW2
        
          
        
        210000.00000000
        PA
        USD
        237562.50000000
        0.062091928831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        000000000
        
          
        
        335000.00000000
        PA
        
        417162.30000000
        0.109034093523
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Variable
          5.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAJ7
        
          
        
        590000.00000000
        PA
        USD
        629825.00000000
        0.164617938758
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
        645913AA2
        
          
        
        499000.00000000
        PA
        USD
        640088.46000000
        0.167300508725
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -219.29000000
        -0.00005731602
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            348729.00000000
            EUR
            425402.30000000
            USD
            2021-07-16
            -219.29000000
          
        
        
          N
          N
          N
        
      
      
        WILLIS NORTH AMERICA INC
        5493004KVU1HWZCP0C66
        Willis North America Inc
        970648AK7
        
          
        
        250000.00000000
        PA
        USD
        272402.02000000
        0.071197966174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELO SACA
        969500ASEC557H5A4F22
        ELO SACA
        000000000
        
          
        
        100000.00000000
        PA
        
        141241.46000000
        0.036916410133
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERFACE INC
        549300VXZWQOIDFPU355
        Interface Inc
        458665AS5
        
          
        
        735000.00000000
        PA
        USD
        768075.00000000
        0.200752468243
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage Trust
        N/A
        STWD 2021-FL2 Ltd
        78486BAE4
        
          
        
        190000.00000000
        PA
        USD
        190296.72000000
        0.049738028498
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
        
        166000.00000000
        PA
        USD
        179092.59000000
        0.046809594748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) SEP21 XCBT 20210930
        000000000
        
          
        
        -48.00000000
        NC
        USD
        -1607.43000000
        -0.00042013545
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                2 Year US Treasury Note
                TUU1 Comdty
              
            
            2021-09-30
            -10593642.62000000
            USD
            -1607.43000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
        
        790000.00000000
        PA
        USD
        783253.40000000
        0.204719660593
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2029-07-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
        
        1190000.00000000
        PA
        USD
        1115625.00000000
        0.291591930976
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AW0
        
          
        
        106000.00000000
        PA
        USD
        107538.38000000
        0.028107405156
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BH1
        
          
        
        269000.00000000
        PA
        USD
        304406.77000000
        0.079563077079
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-23
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBC1
        
          
        
        1950000.00000000
        PA
        USD
        2110875.00000000
        0.551721337635
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DL6
        
          
        
        665000.00000000
        PA
        USD
        727370.35000000
        0.190113456485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AR0
        
          
        
        725000.00000000
        PA
        USD
        740420.75000000
        0.193524451520
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AM2
        
          
        
        87000.00000000
        PA
        USD
        100232.75000000
        0.026197925933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        100000.00000000
        PA
        
        140779.71000000
        0.036795722111
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-12-22
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARETEC ESCROW ISSUER INC
        N/A
        Aretec Escrow Issuer Inc
        040133AA8
        
          
        
        425000.00000000
        PA
        USD
        433500.00000000
        0.113304293179
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IND & COMM BK OF CHINA
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd
        000000000
        
          
        
        359000.00000000
        PA
        USD
        402120.67000000
        0.105102648874
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2025-09-21
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAPLA HOLDING SAS
        894500PJ28XTH66K4X83
        Kapla Holding SAS
        000000000
        
          
        
        315000.00000000
        PA
        
        381821.91000000
        0.099797143328
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK32
        06542BBN6
        
          
        
        1582036.36000000
        PA
        USD
        95958.10000000
        0.025080656736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        -3799.82000000
        -0.00099316244
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            25362000.00000000
            THB
            807784.18000000
            USD
            2021-06-01
            -3799.82000000
          
        
        
          N
          N
          N
        
      
      
        ADANI TRANSMISSION LTD
        549300PLH866JQ6LXE52
        Adani Transmission Ltd
        00652XAB4
        
          
        
        187000.00000000
        PA
        USD
        193402.57000000
        0.050549807365
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2036-05-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BT0
        
          
        
        101000.00000000
        PA
        USD
        110849.72000000
        0.028972893134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433AP7
        
          
        
        778000.00000000
        PA
        USD
        820790.00000000
        0.214530636213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP IV
        N/A
        Crown Americas LLC / Crown Americas Capital Corp IV
        228189AB2
        
          
        
        690000.00000000
        PA
        USD
        725362.50000000
        0.189588662886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK TSY 1 3/4% 2037
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        1073000.00000000
        PA
        
        1648984.10000000
        0.430996488845
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2037-09-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
        
        320000.00000000
        PA
        USD
        387200.00000000
        0.101202819651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        03969AAP5
        
          
        
        880000.00000000
        PA
        USD
        887700.00000000
        0.232018964372
        Long
        DBT
        CORP
        N/A
        
        Y
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL HOLDINGS INC
        549300Z5YF8CCRMYUL26
        LPL Holdings Inc
        50212YAC8
        
          
        
        1685000.00000000
        PA
        USD
        1755841.61000000
        0.458925934385
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-11-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAL9
        
          
        
        488000.00000000
        PA
        USD
        493655.92000000
        0.129027301244
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAD5
        
          
        
        210000.00000000
        PA
        USD
        215476.80000000
        0.056319369136
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2029-07-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        9500000.00000000
        PA
        
        114277.64000000
        0.029868851733
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2037-03-20
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP ATLAS BUYER INC
        2549006ZZ07G0NDDCR36
        CP Atlas Buyer Inc
        12597YAA7
        
          
        
        419000.00000000
        PA
        USD
        433308.85000000
        0.113254332128
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMPRESS PLC
        549300X1IFD75XISOR81
        Cimpress PLC
        17186HAC6
        
          
        
        740000.00000000
        PA
        USD
        776075.00000000
        0.202843435592
        Long
        DBT
        CORP
        IE
        Y
        
        2
        
          2026-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GYP HOLDINGS III CORP
        549300055I1KJWZH9690
        GYP Holdings III Corp
        36261NAA5
        
          
        
        735000.00000000
        PA
        USD
        739593.75000000
        0.193308297770
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS SCOTSMAN INTL
        549300V3TCHCBOBTGH07
        Williams Scotsman International Inc
        96950GAE2
        
          
        
        777000.00000000
        PA
        USD
        797691.51000000
        0.208493362666
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-08-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
        
        2113613.00000000
        PA
        USD
        2113613.00000000
        0.552436971210
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        200000.00000000
        PA
        USD
        210000.00000000
        0.054887892889
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAF2
        
          
        
        300000.00000000
        PA
        USD
        276760.44000000
        0.072337130413
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        539000.00000000
        PA
        
        697338.26000000
        0.182263941536
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2031-04-11
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AC0
        
          
        
        975000.00000000
        PA
        USD
        1016730.00000000
        0.265743653989
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-09-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AI Candelaria Spain SLU
        213800L5KA2MJ5FKRZ02
        AI Candelaria Spain SLU
        001355AA4
        
          
        
        360000.00000000
        PA
        USD
        407700.00000000
        0.106560923481
        Long
        DBT
        CORP
        ES
        
        Y
        
        2
        
          2028-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454LAL4
        
          
        
        310000.00000000
        PA
        USD
        296918.00000000
        0.077605730385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flex Acquisition Co Inc
        549300HHED2KGPBEDW39
        Flex Acquisition Co Inc
        33936YAA3
        
          
        
        605000.00000000
        PA
        USD
        609331.80000000
        0.159261612250
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TASEKO MINES LTD
        549300XKUO1JSLU7KX54
        Taseko Mines Ltd
        876511AF3
        
          
        
        360000.00000000
        PA
        USD
        376279.20000000
        0.098348440124
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITE CAP BUYER LLC
        N/A
        White Cap Buyer LLC
        96350RAA2
        
          
        
        390000.00000000
        PA
        USD
        410475.00000000
        0.107286227780
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
        
        200000.00000000
        PA
        USD
        206500.00000000
        0.053973094674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS MINERALS INTERNA
        2549008X9G8XP7YJGC47
        Compass Minerals International Inc
        20451NAG6
        
          
        
        645000.00000000
        PA
        USD
        691762.50000000
        0.180806600024
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM China Holdings Ltd
        529900VZFN87OS7WJM66
        MGM China Holdings Ltd
        55300RAB7
        
          
        
        345000.00000000
        PA
        USD
        363598.95000000
        0.095034191535
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND JUN21 XEUR 20210608
        000000000
        
          
        
        -6.00000000
        NC
        
        28149.16000000
        0.007357371804
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Buxl (FGBX)
                UBM1 Comdty
              
            
            2021-06-08
            -1228963.49000000
            EUR
            28149.16000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -406.67000000
        -0.00010629171
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            517262.69000000
            USD
            364183.33000000
            GBP
            2021-07-16
            -406.67000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8648.05000000
        -0.00226034877
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2538403.96000000
            USD
            21000000.00000000
            SEK
            2021-07-16
            -8648.05000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAE0
        
          
        
        423500.00000000
        PA
        USD
        423103.35000000
        0.110586911219
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        7147.93000000
        0.001868261029
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            90000000.00000000
            JPY
            826838.06000000
            USD
            2021-07-16
            7147.93000000
          
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78388JAV8
        
          
        
        500000.00000000
        PA
        USD
        510315.00000000
        0.133381500285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEG9
        
          
        
        181000.00000000
        PA
        USD
        181543.00000000
        0.047450060661
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDCO BELL PTE LTD
        2549003PNDCWIWGKC768
        Medco Bell Pte Ltd
        58406LAA9
        
          
        
        492000.00000000
        PA
        USD
        506268.00000000
        0.132323732178
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2027-01-30
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        163000.00000000
        PA
        
        196005.41000000
        0.051230114047
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2040-12-02
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONG DUONG FIN HLDGS BV
        549300995KGQFMWSV879
        Mong Duong Finance Holdings BV
        60935DAA3
        
          
        
        280000.00000000
        PA
        USD
        278250.00000000
        0.072726458078
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-05-07
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGEVITY CORP
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688CAB3
        
          
        
        813000.00000000
        PA
        USD
        802837.50000000
        0.209838374799
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14618.29000000
        0.003820795884
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            431537.36000000
            USD
            314366.95000000
            GBP
            2021-07-16
            14618.29000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Collateralized Loan Obligation Ltd
        03881EAE7
        
          
        
        100000.00000000
        PA
        USD
        100001.30000000
        0.026137431634
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST ABU DHABI BANK PJS
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        000000000
        
          
        
        175000.00000000
        PA
        
        212443.39000000
        0.055526523978
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-02-16
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370CAC4
        
          
        
        395000.00000000
        PA
        USD
        403832.20000000
        0.105549993042
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA CONSTRUCTION BANK
        5493001KQW6DM7KEDR62
        China Construction Bank Corp
        000000000
        
          
        
        960000.00000000
        PA
        USD
        1032166.40000000
        0.269778280035
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2029-02-27
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402NP44
        
          
        
        16616.04000000
        PA
        USD
        18507.47000000
        0.004837314433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical Inc
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
        
        380000.00000000
        PA
        USD
        387600.00000000
        0.101307368019
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COEUR MINING INC
        5493003AVK173D48DR70
        Coeur Mining Inc
        192108BC1
        
          
        
        655000.00000000
        PA
        USD
        643537.50000000
        0.168201987478
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q8AF2
        
          
        
        58022.37000000
        PA
        USD
        62892.00000000
        0.016438139807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANARY WHARF GROUP
        2138002C1D5FMEDILF18
        Canary Wharf Group Investment Holdings PLC
        000000000
        
          
        
        138000.00000000
        PA
        
        195355.26000000
        0.051060183744
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-23
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd
        N/A
        MF1 2020-FL3 Ltd
        59319WAB7
        
          
        
        428000.00000000
        PA
        USD
        434152.50000000
        0.113474837703
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-07-15
          Floating
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        929000.00000000
        PA
        
        1192958.43000000
        0.311804640607
        Long
        DBT
        NUSS
        CI
        
        N
        
        2
        
          2030-03-22
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF HOLDING CO LLC
        N/A
        PBF Holding Co LLC / PBF Finance Corp
        69318FAG3
        
          
        
        465000.00000000
        PA
        USD
        378045.00000000
        0.098809968892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regionalcare/Lifepoint
        N/A
        RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
        53219LAR0
        
          
        
        770000.00000000
        PA
        USD
        829675.00000000
        0.216852916824
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-12-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERRAFORM GLOBAL OPERATI
        549300LC7QMVR79H5O86
        Terraform Global Operating LLC
        88104UAC7
        
          
        
        430000.00000000
        PA
        USD
        442900.00000000
        0.115761179813
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENM CAPITAL LABUAN
        254900DWSHIWTSE0YG58
        Genm Capital Labuan Ltd
        37231BAA6
        
          
        
        298000.00000000
        PA
        USD
        292212.24000000
        0.076375781572
        Long
        DBT
        CORP
        MY
        Y
        
        2
        
          2031-04-19
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
        
        1889367.05000000
        PA
        USD
        149251.12000000
        0.039009902324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSTED INDUSTRIES
        N2VLGYMEEBIU3PFSUY86
        Amsted Industries Inc
        032177AH0
        
          
        
        880000.00000000
        PA
        USD
        925219.42000000
        0.241825449639
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-07-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DB3
        
          
        
        233000.00000000
        PA
        USD
        226893.07000000
        0.059303250112
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-01-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BF0
        
          
        
        102000.00000000
        PA
        USD
        107020.33000000
        0.027972001952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2018--FL1 Ltd.
        549300N45646UZ8P3S07
        KREF 2018-FL1 Ltd
        48275PAA9
        
          
        
        354483.87000000
        PA
        USD
        354816.38000000
        0.092738683147
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-06-15
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        Bermuda Government International Bond
        085209AG9
        
          
        
        200000.00000000
        PA
        USD
        197000.00000000
        0.051490070948
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2030-08-20
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPCO/FINCO
        N/A
        Go Daddy Operating Co LLC / GD Finance Co Inc
        38016LAC9
        
          
        
        1416000.00000000
        PA
        USD
        1364712.48000000
        0.356696154416
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1265000.00000000
        PA
        USD
        1342807.62000000
        0.350970861037
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2047-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        170000.00000000
        PA
        USD
        188373.06000000
        0.049235239717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
        
        993000.00000000
        PA
        USD
        1000447.50000000
        0.261487882008
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        frontdoor Inc
        5493008RB0JZJI3QGZ06
        frontdoor Inc
        35905AAA7
        
          
        
        460000.00000000
        PA
        USD
        487370.00000000
        0.127384344560
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -248512.11000000
        -0.06495383845
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            5516077.03000000
            GBP
            7580011.03000000
            USD
            2021-07-16
            -248512.11000000
          
        
        
          N
          N
          N
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624AH0
        
          
        
        590000.00000000
        PA
        USD
        619500.00000000
        0.161919284024
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-06-29
      MFS CHARTER INCOME TRUST
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer

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